WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders - Futures Only, October 18, 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  :   293,651:    52,252     66,464     45,080    171,788    140,669    269,120    252,213:    24,531     41,438
Old  :   252,441:    52,400     71,643     27,170    150,772    125,206    230,342    224,019:    22,099     28,422
Other:    41,210:    16,188     11,157      1,574     21,016     15,463     38,778     28,194:     2,432     13,016
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -3,948:     1,231        507     -2,668        484     -1,279       -953     -3,440:    -2,995       -508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       22.6       15.4       58.5       47.9       91.6       85.9:       8.4       14.1
Old  :     100.0:      20.8       28.4       10.8       59.7       49.6       91.2       88.7:       8.8       11.3
Other:     100.0:      39.3       27.1        3.8       51.0       37.5       94.1       68.4:       5.9       31.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        70        102         76         47         66        176        201:
Old  :       259:        69        111         58         43         60        155        189:
Other:       135:        44         32          9         17         55         64         93:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       29.3       45.5       35.3       29.8       22.5       42.9       27.6
Old  :                 33.8       33.6       48.9       40.3       33.8       31.0       48.9       37.1
Other:                 45.8       17.4       60.8       24.9       44.9       17.1       59.8       24.3
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders - Futures Only, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   297,599:    51,021     65,957     47,748    171,304    141,948    270,073    255,653:    27,526     41,946
Old  :   258,362:    51,018     70,799     29,703    152,674    128,125    233,395    228,627:    24,967     29,735
Other:    39,237:    16,818     11,973      1,230     18,630     13,823     36,678     27,026:     2,559     12,211
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       378:    -4,522     -4,711      2,211      1,168      2,144     -1,143       -356:     1,521        734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       22.2       16.0       57.6       47.7       90.8       85.9:       9.2       14.1
Old  :     100.0:      19.7       27.4       11.5       59.1       49.6       90.3       88.5:       9.7       11.5
Other:     100.0:      42.9       30.5        3.1       47.5       35.2       93.5       68.9:       6.5       31.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        70        108         84         47         66        185        209:
Old  :       267:        66        119         66         41         60        161        197:
Other:       144:        49         36         10         18         55         69         99:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       30.1       45.0       36.4       29.3       23.3       42.5       28.7
Old  :                 33.2       34.5       48.3       41.4       33.2       31.5       48.3       38.0
Other:                 43.3       18.8       58.0       26.9       42.5       18.5       57.2       26.2
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders - Futures Only, October 18, 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  :   797,135:   151,829    162,436     64,462    439,533    373,746    655,824    600,644:   141,311    196,491
Old  :   748,923:   136,669    166,996     55,166    423,891    347,269    615,726    569,431:   133,197    179,492
Other:    48,212:    22,714      2,994      1,742     15,642     26,477     40,098     31,213:     8,114     16,999
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    31,340:     4,019     -7,788      9,830      8,734     24,557     22,583     26,599:     8,757      4,741
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       20.4        8.1       55.1       46.9       82.3       75.4:      17.7       24.6
Old  :     100.0:      18.2       22.3        7.4       56.6       46.4       82.2       76.0:      17.8       24.0
Other:     100.0:      47.1        6.2        3.6       32.4       54.9       83.2       64.7:      16.8       35.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       547:       149        128        107        186        187        396        375:
Old  :       540:       136        138         96        183        186        383        368:
Other:       231:        60         26          5         37        118         99        147:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       19.4       32.9       24.8       20.5       17.3       29.6       21.6
Old  :                 23.4       18.9       34.7       24.7       21.5       16.7       31.3       21.4
Other:                 20.5       31.2       33.7       37.6       20.1       30.5       31.8       36.0
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders - Futures Only, October 11, 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  :   765,795:   147,810    170,224     54,632    430,799    349,189    633,241    574,045:   132,554    191,750
Old  :   721,261:   133,247    174,983     46,099    417,323    324,059    596,669    545,141:   124,592    176,120
Other:    44,534:    21,863      2,541      1,233     13,476     25,130     36,572     28,904:     7,962     15,630
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    16,633:     1,555      4,947      2,558     13,129      9,404     17,242     16,909:      -609       -276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       22.2        7.1       56.3       45.6       82.7       75.0:      17.3       25.0
Old  :     100.0:      18.5       24.3        6.4       57.9       44.9       82.7       75.6:      17.3       24.4
Other:     100.0:      49.1        5.7        2.8       30.3       56.4       82.1       64.9:      17.9       35.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       547:       150        117        101        184        188        390        369:
Old  :       539:       140        126         89        181        186        376        360:
Other:       230:        58         22          6         39        120        100        146:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       19.1       33.0       24.8       21.1       18.4       30.7       23.3
Old  :                 23.0       18.6       34.7       24.6       22.2       17.8       32.4       23.0
Other:                 20.4       31.5       33.7       38.8       19.9       31.4       31.6       38.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders - Futures Only, October 18, 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  :     6,897:     3,543        348         44        893      5,305      4,480      5,697:     2,417      1,200
Old  :     6,888:     3,543        348         43        890      5,304      4,476      5,695:     2,412      1,193
Other:         9:         0          0          1          3          1          4          2:         5          7
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       243:       272          9         26       -215        167         83        202:       160         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.4        5.0        0.6       12.9       76.9       65.0       82.6:      35.0       17.4
Old  :     100.0:      51.4        5.1        0.6       12.9       77.0       65.0       82.7:      35.0       17.3
Other:     100.0:       0.0        0.0       11.1       33.3       11.1       44.4       22.2:      55.6       77.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        14          5          3          8         16         25         21:
Old  :        38:        14          5          3          8         16         25         21:
Other:         3:         0          0          1          2          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       48.8       48.5       65.3       34.3       45.9       48.5       61.3
Old  :                 34.4       48.9       48.5       65.4       34.4       45.9       48.5       61.4
Other:                 44.4       22.2       44.4       22.2       22.2        0.0       22.2        0.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders - Futures Only, October 11, 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  :     6,654:     3,271        339         18      1,108      5,138      4,397      5,495:     2,257      1,159
Old  :     6,647:     3,271        339         18      1,105      5,137      4,394      5,494:     2,253      1,153
Other:         7:         0          0          0          3          1          3          1:         4          6
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       241:       457       -110        -60         10        425        407        255:      -166        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.2        5.1        0.3       16.7       77.2       66.1       82.6:      33.9       17.4
Old  :     100.0:      49.2        5.1        0.3       16.6       77.3       66.1       82.7:      33.9       17.3
Other:     100.0:       0.0        0.0        0.0       42.9       14.3       42.9       14.3:      57.1       85.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        15          4          2          9         16         26         20:
Old  :        38:        15          4          2          9         16         26         20:
Other:         2:         0          0          0          2          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       46.5       46.9       65.1       34.9       43.0       46.9       60.4
Old  :                 34.9       46.5       46.9       65.1       34.9       43.1       46.9       60.4
Other:                 42.9       14.3       42.9       14.3       28.6        0.0       28.6        0.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders - Futures Only, October 18, 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  :   298,791:    60,825     49,055     32,661    156,777    137,683    250,263    219,399:    48,528     79,392
Old  :   285,372:    61,341     50,954     26,203    150,829    133,581    238,373    210,738:    46,999     74,634
Other:    13,419:     5,475      4,092        467      5,948      4,102     11,890      8,661:     1,529      4,758
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    10,631:     2,729     -4,977      3,552      5,204     15,282     11,485     13,857:      -854     -3,226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       16.4       10.9       52.5       46.1       83.8       73.4:      16.2       26.6
Old  :     100.0:      21.5       17.9        9.2       52.9       46.8       83.5       73.8:      16.5       26.2
Other:     100.0:      40.8       30.5        3.5       44.3       30.6       88.6       64.5:      11.4       35.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       344:        94         96         90         97        111        240        265:
Old  :       343:       101         98         79         96        110        234        257:
Other:       104:        16         23          2         21         50         38         74:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       17.4       27.4       24.0       17.9       13.5       25.7       18.1
Old  :                 19.2       17.7       28.2       24.7       19.2       14.1       27.4       19.1
Other:                 46.3       26.7       64.5       40.0       44.5       26.7       60.4       38.5
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders - Futures Only, October 11, 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  :   288,160:    58,096     54,032     29,109    151,573    122,401    238,778    205,542:    49,382     82,618
Old  :   275,927:    58,333     56,144     22,997    146,755    118,177    228,085    197,318:    47,842     78,609
Other:    12,233:     5,653      3,778        222      4,818      4,224     10,693      8,224:     1,540      4,009
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    20,954:       421     -1,436      4,719     11,738      9,304     16,878     12,587:     4,076      8,367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       18.8       10.1       52.6       42.5       82.9       71.3:      17.1       28.7
Old  :     100.0:      21.1       20.3        8.3       53.2       42.8       82.7       71.5:      17.3       28.5
Other:     100.0:      46.2       30.9        1.8       39.4       34.5       87.4       67.2:      12.6       32.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:        82        106         76         88        104        219        251:
Old  :       329:        88        108         64         88        102        212        243:
Other:        95:        18         19          4         17         45         37         67:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       15.4       28.4       22.1       18.9       11.8       26.4       16.9
Old  :                 20.2       15.6       29.3       22.6       20.2       12.2       28.1       17.5
Other:                 47.7       26.0       64.0       40.6       47.0       25.6       59.6       39.1
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders - Futures Only, October 18, 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  :   170,678:    43,563      9,562     21,867     76,682    125,654    142,112    157,083:    28,566     13,595
Old  :   163,321:    44,272      9,200     18,786     73,526    123,041    136,584    151,027:    26,737     12,294
Other:     7,357:     2,339      3,410         33      3,156      2,613      5,528      6,056:     1,829      1,301
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     5,596:     1,731         35      1,581      2,268      4,176      5,580      5,792:        16       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        5.6       12.8       44.9       73.6       83.3       92.0:      16.7        8.0
Old  :     100.0:      27.1        5.6       11.5       45.0       75.3       83.6       92.5:      16.4        7.5
Other:     100.0:      31.8       46.4        0.4       42.9       35.5       75.1       82.3:      24.9       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        57         18         30         48         50        121         91:
Old  :       148:        64         16         27         47         49        120         87:
Other:        36:         4         14          3         12         11         19         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       36.5       31.6       52.5       20.4       34.6       29.2       46.0
Old  :                 21.3       37.5       31.6       53.7       21.3       35.5       30.6       48.9
Other:                 59.0       34.6       72.4       52.8       58.3       29.6       65.0       45.0
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders - Futures Only, October 11, 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  :   165,082:    41,832      9,527     20,286     74,414    121,478    136,532    151,291:    28,550     13,791
Old  :   158,650:    42,335      9,129     17,507     71,939    119,420    131,781    146,056:    26,869     12,594
Other:     6,432:     2,244      3,145         32      2,475      2,058      4,751      5,235:     1,681      1,197
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    11,777:     4,998     -2,649      5,626     -1,558      9,934      9,066     12,911:     2,711     -1,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        5.8       12.3       45.1       73.6       82.7       91.6:      17.3        8.4
Old  :     100.0:      26.7        5.8       11.0       45.3       75.3       83.1       92.1:      16.9        7.9
Other:     100.0:      34.9       48.9        0.5       38.5       32.0       73.9       81.4:      26.1       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        48         20         32         46         48        113         92:
Old  :       141:        55         19         29         45         47        112         88:
Other:        33:         4         11          2         12         10         18         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       36.2       32.0       51.4       20.9       33.3       29.9       45.1
Old  :                 21.8       37.3       32.2       52.6       21.8       34.4       31.2       47.8
Other:                 55.6       35.1       70.9       53.4       54.8       29.7       62.3       45.5
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders - Futures Only, October 18, 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  :   594,283:    92,882    120,464      4,024    386,332    292,369    483,238    416,857:   111,045    177,426
Old  :   594,283:    92,882    120,464      4,024    386,332    292,369    483,238    416,857:   111,045    177,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    29,304:    13,305     19,857        285      8,640       -557     22,230     19,585:     7,074      9,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       20.3        0.7       65.0       49.2       81.3       70.1:      18.7       29.9
Old  :     100.0:      15.6       20.3        0.7       65.0       49.2       81.3       70.1:      18.7       29.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        24         35         17         59         69         91        113:
Old  :       154:        24         35         17         59         69         91        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       15.1       35.1       25.0       21.7       13.4       30.6       22.7
Old  :                 25.3       15.1       35.1       25.0       21.7       13.4       30.6       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders - Futures Only, October 11, 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  :   564,979:    79,577    100,607      3,739    377,692    292,926    461,008    397,272:   103,971    167,707
Old  :   564,979:    79,577    100,607      3,739    377,692    292,926    461,008    397,272:   103,971    167,707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :   -17,166:   -16,600      2,685       -448     15,432    -13,769     -1,616    -11,532:   -15,550     -5,634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       17.8        0.7       66.9       51.8       81.6       70.3:      18.4       29.7
Old  :     100.0:      14.1       17.8        0.7       66.9       51.8       81.6       70.3:      18.4       29.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        21         33         17         60         68         91        108:
Old  :       149:        21         33         17         60         68         91        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       15.7       35.9       25.3       22.7       13.6       30.9       22.6
Old  :                 26.0       15.7       35.9       25.3       22.7       13.6       30.9       22.6
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, October 18, 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  :   135,432:    20,561     18,721     15,088     71,235     77,866    106,884    111,675:    28,548     23,757
Old  :   130,594:    21,150     18,991     13,091     68,347     75,391    102,588    107,473:    28,006     23,121
Other:     4,838:       541        860        867      2,888      2,475      4,296      4,202:       542        636
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -1,081:     1,547     -1,051     -1,471       -687         96       -611     -2,426:      -470      1,345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       13.8       11.1       52.6       57.5       78.9       82.5:      21.1       17.5
Old  :     100.0:      16.2       14.5       10.0       52.3       57.7       78.6       82.3:      21.4       17.7
Other:     100.0:      11.2       17.8       17.9       59.7       51.2       88.8       86.9:      11.2       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        30         36         30         48         45         97        102:
Old  :       134:        32         38         30         48         43         97        100:
Other:        36:         9          9          6         15         10         28         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       30.6       36.7       42.0       19.5       24.0       25.7       30.3
Old  :                 25.7       31.4       36.3       42.9       19.9       24.7       26.3       31.0
Other:                 46.6       42.4       66.2       65.7       35.0       30.3       44.9       41.2
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders - Futures Only, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   136,513:    19,014     19,772     16,559     71,922     77,770    107,495    114,101:    29,018     22,412
Old  :   132,102:    19,833     20,098     14,574     69,355     75,696    103,762    110,368:    28,340     21,734
Other:     4,411:       380        873        786      2,567      2,074      3,733      3,733:       678        678
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     5,590:    -1,448        535      1,310      3,121      3,210      2,983      5,055:     2,607        535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       14.5       12.1       52.7       57.0       78.7       83.6:      21.3       16.4
Old  :     100.0:      15.0       15.2       11.0       52.5       57.3       78.5       83.5:      21.5       16.5
Other:     100.0:       8.6       19.8       17.8       58.2       47.0       84.6       84.6:      15.4       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        28         36         31         52         47         98        108:
Old  :       139:        30         37         30         52         45         98        105:
Other:        29:         3         10          6         14          8         21         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       29.4       35.3       41.0       18.6       25.8       26.1       31.8
Old  :                 23.7       30.0       34.9       41.8       19.0       26.5       26.8       32.6
Other:                 52.5       42.5       73.4       69.0       42.7       37.7       50.6       49.8
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders - Futures Only, October 18, 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  :     7,474:     2,624        723        903      2,314      4,796      5,841      6,422:     1,633      1,052
Old  :     7,466:     2,626        723        901      2,314      4,796      5,841      6,420:     1,625      1,046
Other:         8:         0          2          0          0          0          0          2:         8          6
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       122:      -113       -186        -23         67        284        -69         75:       191         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1        9.7       12.1       31.0       64.2       78.2       85.9:      21.8       14.1
Old  :     100.0:      35.2        9.7       12.1       31.0       64.2       78.2       86.0:      21.8       14.0
Other:     100.0:       0.0       25.0        0.0        0.0        0.0        0.0       25.0:     100.0       75.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        15          5          9         14         16         34         27:
Old  :        46:        15          5          9         14         16         34         27:
Other:         1:         0          1          0          0          0          0          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  :                 29.5       44.7       45.6       63.1       29.5       35.3       41.1       51.2
Old  :                 29.5       44.7       45.7       63.2       29.5       35.4       41.1       51.2
Other:                  0.0       25.0        0.0       25.0        0.0       25.0        0.0       25.0
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders - Futures Only, October 11, 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  :     7,352:     2,737        909        926      2,247      4,512      5,910      6,347:     1,442      1,005
Old  :     7,348:     2,738        909        925      2,247      4,512      5,910      6,346:     1,438      1,002
Other:         4:         0          1          0          0          0          0          1:         4          3
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       311:      -261        -97         47        344        473        130        423:       181       -112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       12.4       12.6       30.6       61.4       80.4       86.3:      19.6       13.7
Old  :     100.0:      37.3       12.4       12.6       30.6       61.4       80.4       86.4:      19.6       13.6
Other:     100.0:       0.0       25.0        0.0        0.0        0.0        0.0       25.0:     100.0       75.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        16          8          9         14         16         35         29:
Old  :        49:        16          8          9         14         16         35         29:
Other:         1:         0          1          0          0          0          0          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  :                 31.4       41.3       47.6       58.8       31.4       33.0       43.3       49.5
Old  :                 31.5       41.3       47.6       58.8       31.5       33.1       43.4       49.5
Other:                  0.0       25.0        0.0       25.0        0.0       25.0        0.0       25.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-042601
Commitments of Traders - Futures Only, October 18, 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  :   355,080:    93,564     86,377      2,052    189,371    167,329    284,987    255,758:    70,093     99,322
Old  :   355,080:    93,564     86,377      2,052    189,371    167,329    284,987    255,758:    70,093     99,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     7,643:       760      5,683         -6        634      2,726      1,388      8,403:     6,255       -760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       24.3        0.6       53.3       47.1       80.3       72.0:      19.7       28.0
Old  :     100.0:      26.4       24.3        0.6       53.3       47.1       80.3       72.0:      19.7       28.0
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  :       113:        21         24          4         43         48         65         75:
Old  :       113:        21         24          4         43         48         65         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       16.6       42.8       25.2       30.4       15.5       42.8       23.7
Old  :                 30.4       16.6       42.8       25.2       30.4       15.5       42.8       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-042601
Commitments of Traders - Futures Only, October 11, 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  :   347,437:    92,804     80,694      2,058    188,737    164,603    283,599    247,355:    63,838    100,082
Old  :   347,437:    92,804     80,694      2,058    188,737    164,603    283,599    247,355:    63,838    100,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    12,297:     9,233     15,237        735      2,360      1,183     12,328     17,155:       -31     -4,858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       23.2        0.6       54.3       47.4       81.6       71.2:      18.4       28.8
Old  :     100.0:      26.7       23.2        0.6       54.3       47.4       81.6       71.2:      18.4       28.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        19         22          4         45         48         65         73:
Old  :       110:        19         22          4         45         48         65         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       15.9       42.5       25.1       30.8       14.8       41.9       23.9
Old  :                 30.8       15.9       42.5       25.1       30.8       14.8       41.9       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-043602
Commitments of Traders - Futures Only, October 18, 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  : 1,678,231:   402,787    365,577     32,879  1,020,269    891,974  1,455,935  1,290,430:   222,296    387,801
Old  : 1,678,231:   402,787    365,577     32,879  1,020,269    891,974  1,455,935  1,290,430:   222,296    387,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    51,861:       933    -18,064      5,325     20,504     34,736     26,762     21,997:    25,099     29,864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       21.8        2.0       60.8       53.1       86.8       76.9:      13.2       23.1
Old  :     100.0:      24.0       21.8        2.0       60.8       53.1       86.8       76.9:      13.2       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  :       268:        72         51         36         93        106        173        185:
Old  :       268:        72         51         36         93        106        173        185:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       26.7       40.0       34.3       27.7       26.2       37.4       32.9
Old  :                 30.0       26.7       40.0       34.3       27.7       26.2       37.4       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-043602
Commitments of Traders - Futures Only, October 11, 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  : 1,626,370:   401,854    383,641     27,554    999,765    857,238  1,429,173  1,268,433:   197,197    357,937
Old  : 1,626,370:   401,854    383,641     27,554    999,765    857,238  1,429,173  1,268,433:   197,197    357,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :   -14,728:    12,525      3,089      6,758     -8,990      5,172     10,293     15,019:   -25,021    -29,747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       23.6        1.7       61.5       52.7       87.9       78.0:      12.1       22.0
Old  :     100.0:      24.7       23.6        1.7       61.5       52.7       87.9       78.0:      12.1       22.0
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  :       253:        63         53         35         84        108        157        186:
Old  :       253:        63         53         35         84        108        157        186:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       27.9       48.7       35.6       32.7       27.4       46.7       34.2
Old  :                 34.6       27.9       48.7       35.6       32.7       27.4       46.7       34.2
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, October 18, 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  : 1,353,179:   254,231    423,859     26,009    938,285    614,797  1,218,525  1,064,665:   134,654    288,514
Old  : 1,353,179:   254,231    423,859     26,009    938,285    614,797  1,218,525  1,064,665:   134,654    288,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    48,643:    14,546     21,079      3,901     23,578     12,280     42,025     37,260:     6,618     11,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       31.3        1.9       69.3       45.4       90.0       78.7:      10.0       21.3
Old  :     100.0:      18.8       31.3        1.9       69.3       45.4       90.0       78.7:      10.0       21.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        43         40         23         68         66        117        123:
Old  :       182:        43         40         23         68         66        117        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  :                 33.9       25.2       44.4       36.7       33.1       24.8       42.0       35.2
Old  :                 33.9       25.2       44.4       36.7       33.1       24.8       42.0       35.2
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, October 11, 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  : 1,304,536:   239,685    402,780     22,108    914,707    602,517  1,176,500  1,027,405:   128,036    277,131
Old  : 1,304,536:   239,685    402,780     22,108    914,707    602,517  1,176,500  1,027,405:   128,036    277,131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    90,280:     3,193     58,994        295    101,555     27,660    105,043     86,949:   -14,763      3,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       30.9        1.7       70.1       46.2       90.2       78.8:       9.8       21.2
Old  :     100.0:      18.4       30.9        1.7       70.1       46.2       90.2       78.8:       9.8       21.2
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  :       186:        43         39         20         69         70        116        125:
Old  :       186:        43         39         20         69         70        116        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  :                 34.1       25.7       45.1       37.3       33.2       25.3       42.3       35.7
Old  :                 34.1       25.7       45.1       37.3       33.2       25.3       42.3       35.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                 Code-045601
Commitments of Traders - Futures Only, October 18, 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  :   423,027:   138,750    105,290     60,207    181,587    222,986    380,544    388,483:    42,483     34,544
Old  :   423,027:   138,750    105,290     60,207    181,587    222,986    380,544    388,483:    42,483     34,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    43,699:    26,160     13,196      8,456     12,867     15,088     47,483     36,740:    -3,784      6,959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       24.9       14.2       42.9       52.7       90.0       91.8:      10.0        8.2
Old  :     100.0:      32.8       24.9       14.2       42.9       52.7       90.0       91.8:      10.0        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        33         28         30         55         51        106         91:
Old  :       129:        33         28         30         55         51        106         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       23.5       39.7       38.1       24.5       19.7       32.7       29.6
Old  :                 26.3       23.5       39.7       38.1       24.5       19.7       32.7       29.6
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, October 11, 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  :   379,328:   112,590     92,094     51,751    168,720    207,898    333,061    351,743:    46,267     27,585
Old  :   379,328:   112,590     92,094     51,751    168,720    207,898    333,061    351,743:    46,267     27,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    26,065:    12,035     20,834        466     10,859      9,342     23,360     30,642:     2,705     -4,577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       24.3       13.6       44.5       54.8       87.8       92.7:      12.2        7.3
Old  :     100.0:      29.7       24.3       13.6       44.5       54.8       87.8       92.7:      12.2        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        31         27         30         52         49        101         88:
Old  :       125:        31         27         30         52         49        101         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       24.5       37.6       38.5       22.5       21.3       31.6       30.9
Old  :                 25.7       24.5       37.6       38.5       22.5       21.3       31.6       30.9
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, October 18, 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  :    36,278:     5,880      7,140          2     23,586     17,806     29,468     24,948:     6,810     11,330
Old  :    36,278:     5,880      7,140          2     23,586     17,806     29,468     24,948:     6,810     11,330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,338:     1,827      1,083         -1        152       -372      1,978        710:      -640        628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       19.7        0.0       65.0       49.1       81.2       68.8:      18.8       31.2
Old  :     100.0:      16.2       19.7        0.0       65.0       49.1       81.2       68.8:      18.8       31.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        12         13          1         19         11         32         24:
Old  :        53:        12         13          1         19         11         32         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       38.4       59.7       50.1       46.1       37.9       59.7       49.6
Old  :                 46.1       38.4       59.7       50.1       46.1       37.9       59.7       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                             Code-124601
Commitments of Traders - Futures Only, October 11, 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  :    34,940:     4,053      6,057          3     23,434     18,178     27,490     24,238:     7,450     10,702
Old  :    34,940:     4,053      6,057          3     23,434     18,178     27,490     24,238:     7,450     10,702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :      -870:      -901       -261       -407        -99          4     -1,407       -664:       537       -206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       17.3        0.0       67.1       52.0       78.7       69.4:      21.3       30.6
Old  :     100.0:      11.6       17.3        0.0       67.1       52.0       78.7       69.4:      21.3       30.6
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  :        48:         8         12          1         19         11         28         23:
Old  :        48:         8         12          1         19         11         28         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  :                 47.9       41.0       61.8       52.8       47.9       40.1       61.8       52.0
Old  :                 47.9       41.0       61.8       52.8       47.9       40.1       61.8       52.0
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, October 18, 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  :    69,682:    27,748     35,335        628     22,786     23,143     51,162     59,106:    18,520     10,576
Old  :    69,682:    27,748     35,335        628     22,786     23,143     51,162     59,106:    18,520     10,576
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     9,288:     1,101      4,854        256      7,604      2,838      8,961      7,948:       327      1,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       50.7        0.9       32.7       33.2       73.4       84.8:      26.6       15.2
Old  :     100.0:      39.8       50.7        0.9       32.7       33.2       73.4       84.8:      26.6       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        26         28          5         21         12         49         43:
Old  :        84:        26         28          5         21         12         49         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  :                 36.4       43.6       49.0       55.2       36.4       43.2       47.7       54.8
Old  :                 36.4       43.6       49.0       55.2       36.4       43.2       47.7       54.8
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, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    60,394:    26,647     30,481        372     15,182     20,305     42,201     51,158:    18,193      9,236
Old  :    60,394:    26,647     30,481        372     15,182     20,305     42,201     51,158:    18,193      9,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     7,034:     3,062        667       -157      3,780      6,458      6,685      6,968:       349         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.1       50.5        0.6       25.1       33.6       69.9       84.7:      30.1       15.3
Old  :     100.0:      44.1       50.5        0.6       25.1       33.6       69.9       84.7:      30.1       15.3
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  :        78:        24         22          3         22         13         48         36:
Old  :        78:        24         22          3         22         13         48         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  :                 30.3       48.1       39.9       58.4       30.2       47.4       38.6       57.8
Old  :                 30.3       48.1       39.9       58.4       30.2       47.4       38.6       57.8
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, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    34,929:     8,674      3,600         62     25,785     30,571     34,521     34,233:       408        696
Old  :    34,929:     8,674      3,600         62     25,785     30,571     34,521     34,233:       408        696
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,256:         0        -33          0      1,312      1,466      1,312      1,433:       -56       -177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       10.3        0.2       73.8       87.5       98.8       98.0:       1.2        2.0
Old  :     100.0:      24.8       10.3        0.2       73.8       87.5       98.8       98.0:       1.2        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  :        55:         7         15          3         16         21         25         37:
Old  :        55:         7         15          3         16         21         25         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  :                 65.5       55.0       83.8       74.8       64.6       50.5       78.3       66.5
Old  :                 65.5       55.0       83.8       74.8       64.6       50.5       78.3       66.5
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, October 11, 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  :    33,673:     8,674      3,633         62     24,473     29,105     33,209     32,800:       464        873
Old  :    33,673:     8,674      3,633         62     24,473     29,105     33,209     32,800:       464        873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       183:        10       -112          0        162        152        172         40:        11        143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       10.8        0.2       72.7       86.4       98.6       97.4:       1.4        2.6
Old  :     100.0:      25.8       10.8        0.2       72.7       86.4       98.6       97.4:       1.4        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         7         15          3         15         21         24         37:
Old  :        54:         7         15          3         15         21         24         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  :                 68.0       53.4       84.0       73.7       64.2       48.3       78.2       65.0
Old  :                 68.0       53.4       84.0       73.7       64.2       48.3       78.2       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                             Code-247602
Commitments of Traders - Futures Only, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    14,531:       278      1,713          0     14,253     12,689     14,531     14,402:         0        129
Old  :    14,531:       278      1,713          0     14,253     12,689     14,531     14,402:         0        129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       11.8        0.0       98.1       87.3      100.0       99.1:       0.0        0.9
Old  :     100.0:       1.9       11.8        0.0       98.1       87.3      100.0       99.1:       0.0        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  :        20:         2          6          0          5          7          7         13:
Old  :        20:         2          6          0          5          7          7         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 96.4       85.9      100.0       94.4       96.4       85.9      100.0       94.4
Old  :                 96.4       85.9      100.0       94.4       96.4       85.9      100.0       94.4
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, October 18, 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  :    19,762:       404      2,427        493     13,136      9,194     14,033     12,114:     5,729      7,648
Old  :    19,762:       404      2,427        493     13,136      9,194     14,033     12,114:     5,729      7,648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       765:       179         22        -29        206        516        356        509:       409        256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       12.3        2.5       66.5       46.5       71.0       61.3:      29.0       38.7
Old  :     100.0:       2.0       12.3        2.5       66.5       46.5       71.0       61.3:      29.0       38.7
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  :        32:         3          8          7         17         13         26         22:
Old  :        32:         3          8          7         17         13         26         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       32.1       60.3       47.2       44.6       29.1       59.4       41.9
Old  :                 44.6       32.1       60.3       47.2       44.6       29.1       59.4       41.9
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, October 11, 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  :    18,997:       225      2,405        522     12,930      8,678     13,677     11,605:     5,320      7,392
Old  :    18,997:       225      2,405        522     12,930      8,678     13,677     11,605:     5,320      7,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,320:      -141        309        121        921        195        901        625:       419        695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2       12.7        2.7       68.1       45.7       72.0       61.1:      28.0       38.9
Old  :     100.0:       1.2       12.7        2.7       68.1       45.7       72.0       61.1:      28.0       38.9
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  :        33:         3          9          8         18         13         28         23:
Old  :        33:         3          9          8         18         13         28         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  :                 45.6       32.3       61.0       48.0       45.6       29.3       60.4       42.4
Old  :                 45.6       32.3       61.0       48.0       45.6       29.3       60.4       42.4
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, October 18, 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  :   110,126:    23,577     20,426     25,073     46,904     33,673     95,554     79,172:    14,572     30,954
Old  :   110,118:    23,577     20,426     25,073     46,904     33,666     95,554     79,165:    14,564     30,953
Other:         8:         0          0          0          0          7          0          7:         8          1
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -8,651:    -3,350     -4,218      1,672     -3,108       -813     -4,786     -3,359:    -3,865     -5,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       18.5       22.8       42.6       30.6       86.8       71.9:      13.2       28.1
Old  :     100.0:      21.4       18.5       22.8       42.6       30.6       86.8       71.9:      13.2       28.1
Other:     100.0:       0.0        0.0        0.0        0.0       87.5        0.0       87.5:     100.0       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        56         48         57         23         37        123        112:
Old  :       167:        56         48         57         23         37        123        112:
Other:         1:         0          0          0          0          1          0          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  :                 28.8       17.6       40.9       29.0       28.8       15.0       39.9       22.8
Old  :                 28.8       17.6       40.9       29.0       28.8       15.0       39.9       22.8
Other:                  0.0       87.5        0.0       87.5        0.0       87.5        0.0       87.5
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders - Futures Only, October 11, 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  :   118,777:    26,927     24,644     23,401     50,012     34,486    100,340     82,531:    18,437     36,246
Old  :   118,777:    26,927     24,644     23,401     50,012     34,486    100,340     82,531:    18,437     36,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     5,334:     2,442      1,288        944      1,107        410      4,493      2,642:       841      2,692
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       20.7       19.7       42.1       29.0       84.5       69.5:      15.5       30.5
Old  :     100.0:      22.7       20.7       19.7       42.1       29.0       84.5       69.5:      15.5       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  :       169:        57         46         54         26         42        128        108:
Old  :       169:        57         46         54         26         42        128        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       15.9       37.5       27.0       26.4       13.9       36.6       21.6
Old  :                 26.4       15.9       37.5       27.0       26.4       13.9       36.6       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                Code-056641
Commitments of Traders - Futures Only, October 18, 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  :     1,433:       679        499         51        166        128        896        678:       537        755
Old  :     1,433:       679        499         51        166        128        896        678:       537        755
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :      -281:      -354         -1         37         29          5       -288         41:         7       -322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.4       34.8        3.6       11.6        8.9       62.5       47.3:      37.5       52.7
Old  :     100.0:      47.4       34.8        3.6       11.6        8.9       62.5       47.3:      37.5       52.7
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:         9         11          2          3          3         14         14:
Old  :        26:         9         11          2          3          3         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       24.4       49.8       37.4       35.0       23.2       49.8       34.3
Old  :                 35.0       24.4       49.8       37.4       35.0       23.2       49.8       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                Code-056641
Commitments of Traders - Futures Only, October 11, 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  :     1,714:     1,033        500         14        137        123      1,184        637:       530      1,077
Old  :     1,714:     1,033        500         14        137        123      1,184        637:       530      1,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       629:       449        153          7        112         77        568        237:        61        392
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.3       29.2        0.8        8.0        7.2       69.1       37.2:      30.9       62.8
Old  :     100.0:      60.3       29.2        0.8        8.0        7.2       69.1       37.2:      30.9       62.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        10         11          1          2          3         13         14:
Old  :        26:        10         11          1          2          3         13         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.8       18.4       60.5       27.7       48.8       17.9       60.5       26.9
Old  :                 48.8       18.4       60.5       27.7       48.8       17.9       60.5       26.9
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, October 18, 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  :   165,123:    51,040     16,397     23,523     71,420     78,492    145,983    118,412:    19,140     46,711
Old  :   165,123:    51,040     16,397     23,523     71,420     78,492    145,983    118,412:    19,140     46,711
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -3,876:    -3,450     -4,653       -857      1,252      1,873     -3,055     -3,637:      -821       -239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        9.9       14.2       43.3       47.5       88.4       71.7:      11.6       28.3
Old  :     100.0:      30.9        9.9       14.2       43.3       47.5       88.4       71.7:      11.6       28.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        70         45         58         62        118        173        194:
Old  :       260:        70         45         58         62        118        173        194:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       10.7       36.8       18.1       23.3        8.5       34.5       14.4
Old  :                 23.3       10.7       36.8       18.1       23.3        8.5       34.5       14.4
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, October 11, 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  :   168,999:    54,490     21,050     24,380     70,168     76,619    149,038    122,049:    19,961     46,950
Old  :   168,999:    54,490     21,050     24,380     70,168     76,619    149,038    122,049:    19,961     46,950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     4,290:     3,619     -1,600      2,452     -1,488      1,047      4,583      1,899:      -293      2,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       12.5       14.4       41.5       45.3       88.2       72.2:      11.8       27.8
Old  :     100.0:      32.2       12.5       14.4       41.5       45.3       88.2       72.2:      11.8       27.8
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  :       261:        77         48         56         60        108        173        192:
Old  :       261:        77         48         56         60        108        173        192:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       10.6       37.0       18.0       22.6        9.1       35.0       14.8
Old  :                 22.6       10.6       37.0       18.0       22.6        9.1       35.0       14.8
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, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,896:     1,048        975        138        838      1,092      2,024      2,205:     1,872      1,691
Old  :     3,896:     1,048        975        138        838      1,092      2,024      2,205:     1,872      1,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :        13:       -53        103        -46         13          1        -86         58:        99        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       25.0        3.5       21.5       28.0       52.0       56.6:      48.0       43.4
Old  :     100.0:      26.9       25.0        3.5       21.5       28.0       52.0       56.6:      48.0       43.4
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:        16         17          6         13         17         33         37:
Old  :        54:        16         17          6         13         17         33         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       18.3       35.3       28.2       26.3       18.3       33.5       27.5
Old  :                 27.2       18.3       35.3       28.2       26.3       18.3       33.5       27.5
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, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,883:     1,101        872        184        825      1,091      2,110      2,147:     1,773      1,736
Old  :     3,883:     1,101        872        184        825      1,091      2,110      2,147:     1,773      1,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       -85:       -83         99        -27        121       -226         11       -154:       -96         69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       22.5        4.7       21.2       28.1       54.3       55.3:      45.7       44.7
Old  :     100.0:      28.4       22.5        4.7       21.2       28.1       54.3       55.3:      45.7       44.7
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:        16         16          8         11         19         32         38:
Old  :        53:        16         16          8         11         19         32         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  :                 27.2       18.3       37.4       28.4       27.0       18.3       36.3       27.3
Old  :                 27.2       18.3       37.4       28.4       27.0       18.3       36.3       27.3
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, October 18, 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  :    27,479:    12,134      3,003      3,141      7,250      8,124     22,525     14,268:     4,954     13,211
Old  :    27,479:    12,134      3,003      3,141      7,250      8,124     22,525     14,268:     4,954     13,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -1,323:       -32        619     -1,066        283     -1,207       -815     -1,654:      -508        331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.2       10.9       11.4       26.4       29.6       82.0       51.9:      18.0       48.1
Old  :     100.0:      44.2       10.9       11.4       26.4       29.6       82.0       51.9:      18.0       48.1
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  :       133:        41         21         22         38         43         97         73:
Old  :       133:        41         21         22         38         43         97         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       18.8       29.0       23.4       15.3       13.1       26.4       17.1
Old  :                 17.0       18.8       29.0       23.4       15.3       13.1       26.4       17.1
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, October 11, 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  :    28,802:    12,166      2,384      4,207      6,967      9,331     23,340     15,922:     5,462     12,880
Old  :    28,802:    12,166      2,384      4,207      6,967      9,331     23,340     15,922:     5,462     12,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    -1,474:       401        -95       -916       -644       -727     -1,159     -1,738:      -315        264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.2        8.3       14.6       24.2       32.4       81.0       55.3:      19.0       44.7
Old  :     100.0:      42.2        8.3       14.6       24.2       32.4       81.0       55.3:      19.0       44.7
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  :       138:        45         22         25         32         44         95         79:
Old  :       138:        45         22         25         32         44         95         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       21.9       27.2       26.6       14.7       16.1       25.4       19.3
Old  :                 15.7       21.9       27.2       26.6       14.7       16.1       25.4       19.3
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, October 18, 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  :   112,354:    51,259      8,447        781     26,795     87,395     78,835     96,623:    33,519     15,731
Old  :   112,354:    51,259      8,447        781     26,795     87,395     78,835     96,623:    33,519     15,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     3,207:       727      1,506         -4      1,724      4,714      2,447      6,216:       760     -3,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.6        7.5        0.7       23.8       77.8       70.2       86.0:      29.8       14.0
Old  :     100.0:      45.6        7.5        0.7       23.8       77.8       70.2       86.0:      29.8       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        32         14          4         19         25         52         42:
Old  :        85:        32         14          4         19         25         52         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       37.2       38.8       59.9       24.4       37.2       38.8       59.9
Old  :                 24.4       37.2       38.8       59.9       24.4       37.2       38.8       59.9
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, October 11, 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  :   109,147:    50,532      6,941        785     25,071     82,681     76,388     90,407:    32,759     18,740
Old  :   109,147:    50,532      6,941        785     25,071     82,681     76,388     90,407:    32,759     18,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       969:     3,506     -2,054         23       -214         30      3,315     -2,001:    -2,346      2,970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.3        6.4        0.7       23.0       75.8       70.0       82.8:      30.0       17.2
Old  :     100.0:      46.3        6.4        0.7       23.0       75.8       70.0       82.8:      30.0       17.2
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  :        81:        31         15          5         18         22         51         40:
Old  :        81:        31         15          5         18         22         51         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       33.9       38.8       56.6       25.7       33.5       38.8       56.2
Old  :                 25.7       33.9       38.8       56.6       25.7       33.5       38.8       56.2
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, October 18, 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  :    80,322:    13,958     44,940          0     58,497     10,814     72,455     55,754:     7,867     24,568
Old  :    80,322:    13,958     44,940          0     58,497     10,814     72,455     55,754:     7,867     24,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     7,945:       386      6,081          0      6,211     -1,513      6,597      4,568:     1,348      3,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       55.9        0.0       72.8       13.5       90.2       69.4:       9.8       30.6
Old  :     100.0:      17.4       55.9        0.0       72.8       13.5       90.2       69.4:       9.8       30.6
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  :        54:         6         28          0         16          9         22         37:
Old  :        54:         6         28          0         16          9         22         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  :                 44.9       27.9       71.1       38.6       43.6       27.9       69.7       38.6
Old  :                 44.9       27.9       71.1       38.6       43.6       27.9       69.7       38.6
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, October 11, 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  :    72,377:    13,572     38,859          0     52,286     12,327     65,858     51,186:     6,519     21,191
Old  :    72,377:    13,572     38,859          0     52,286     12,327     65,858     51,186:     6,519     21,191
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :   -15,402:     3,599    -18,240          0    -17,667      3,443    -14,068    -14,797:    -1,334       -605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       53.7        0.0       72.2       17.0       91.0       70.7:       9.0       29.3
Old  :     100.0:      18.8       53.7        0.0       72.2       17.0       91.0       70.7:       9.0       29.3
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  :        46:         4         24          0         15          8         19         32:
Old  :        46:         4         24          0         15          8         19         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  :                 49.4       28.7       73.3       41.2       48.6       28.7       70.7       41.2
Old  :                 49.4       28.7       73.3       41.2       48.6       28.7       70.7       41.2
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, October 18, 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  :    63,100:    26,899      6,589          0     30,411     50,441     57,310     57,030:     5,790      6,070
Old  :    63,100:    26,899      6,589          0     30,411     50,441     57,310     57,030:     5,790      6,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :   -12,477:   -26,544      1,080        -55     15,379    -13,414    -11,220    -12,389:    -1,257        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6       10.4        0.0       48.2       79.9       90.8       90.4:       9.2        9.6
Old  :     100.0:      42.6       10.4        0.0       48.2       79.9       90.8       90.4:       9.2        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  :        79:        36         14          0         16         15         52         29:
Old  :        79:        36         14          0         16         15         52         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  :                 32.6       72.9       50.4       82.6       32.2       72.9       50.0       82.6
Old  :                 32.6       72.9       50.4       82.6       32.2       72.9       50.0       82.6
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, October 11, 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  :    75,577:    53,443      5,509         55     15,032     63,855     68,530     69,419:     7,047      6,158
Old  :    75,577:    53,443      5,509         55     15,032     63,855     68,530     69,419:     7,047      6,158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    -5,709:    -6,725      1,615         55        672     -8,805     -5,998     -7,135:       289      1,426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.7        7.3        0.1       19.9       84.5       90.7       91.9:       9.3        8.1
Old  :     100.0:      70.7        7.3        0.1       19.9       84.5       90.7       91.9:       9.3        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        48          8          1         18         15         66         24:
Old  :        86:        48          8          1         18         15         66         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  :                 31.9       72.5       50.8       84.0       31.9       72.5       50.8       83.9
Old  :                 31.9       72.5       50.8       84.0       31.9       72.5       50.8       83.9
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, October 18, 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  :    83,729:    10,591     31,641          4     53,424     27,988     64,019     59,633:    19,710     24,096
Old  :    83,729:    10,591     31,641          4     53,424     27,988     64,019     59,633:    19,710     24,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -5,671:    -3,125     -5,120          0     -2,949     -4,497     -6,074     -9,617:       403      3,946
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       37.8        0.0       63.8       33.4       76.5       71.2:      23.5       28.8
Old  :     100.0:      12.6       37.8        0.0       63.8       33.4       76.5       71.2:      23.5       28.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        12         16          1         19         13         32         29:
Old  :        51:        12         16          1         19         13         32         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  :                 31.9       34.5       52.8       49.4       24.6       30.3       41.7       40.3
Old  :                 31.9       34.5       52.8       49.4       24.6       30.3       41.7       40.3
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, October 11, 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  :    89,400:    13,716     36,761          4     56,373     32,485     70,093     69,250:    19,307     20,150
Old  :    89,400:    13,716     36,761          4     56,373     32,485     70,093     69,250:    19,307     20,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :      -489:    -6,358       -173          0      2,816     -2,105     -3,542     -2,278:     3,053      1,789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       41.1        0.0       63.1       36.3       78.4       77.5:      21.6       22.5
Old  :     100.0:      15.3       41.1        0.0       63.1       36.3       78.4       77.5:      21.6       22.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        13         16          1         19         14         33         30:
Old  :        54:        13         16          1         19         14         33         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  :                 31.2       35.8       52.1       53.2       26.3       35.6       43.8       47.4
Old  :                 31.2       35.8       52.1       53.2       26.3       35.6       43.8       47.4
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, October 18, 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  :   199,678:    20,214     86,855         33    149,883     72,818    170,130    159,706:    29,548     39,972
Old  :   199,678:    20,214     86,855         33    149,883     72,818    170,130    159,706:    29,548     39,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    23,517:     1,469      2,075        -10     20,378     16,470     21,837     18,535:     1,680      4,982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       43.5        0.0       75.1       36.5       85.2       80.0:      14.8       20.0
Old  :     100.0:      10.1       43.5        0.0       75.1       36.5       85.2       80.0:      14.8       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        22         45          2         28         19         51         65:
Old  :       104:        22         45          2         28         19         51         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       29.2       60.4       44.1       33.4       23.9       53.3       36.2
Old  :                 35.6       29.2       60.4       44.1       33.4       23.9       53.3       36.2
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, October 11, 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  :   176,161:    18,745     84,780         43    129,505     56,348    148,293    141,171:    27,868     34,990
Old  :   176,161:    18,745     84,780         43    129,505     56,348    148,293    141,171:    27,868     34,990
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     8,182:     2,393      5,129          0      3,524        -68      5,917      5,061:     2,265      3,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       48.1        0.0       73.5       32.0       84.2       80.1:      15.8       19.9
Old  :     100.0:      10.6       48.1        0.0       73.5       32.0       84.2       80.1:      15.8       19.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        23         42          2         28         18         52         61:
Old  :       102:        23         42          2         28         18         52         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       29.1       60.9       45.2       39.4       29.1       60.9       43.8
Old  :                 39.5       29.1       60.9       45.2       39.4       29.1       60.9       43.8
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, October 18, 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  :   144,421:    25,238     24,383        763     73,072     68,315     99,073     93,461:    45,348     50,960
Old  :   144,421:    25,238     24,383        763     73,072     68,315     99,073     93,461:    45,348     50,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    13,423:    -4,865       -928       -482     11,792      9,674      6,445      8,264:     6,978      5,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       16.9        0.5       50.6       47.3       68.6       64.7:      31.4       35.3
Old  :     100.0:      17.5       16.9        0.5       50.6       47.3       68.6       64.7:      31.4       35.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        36         30          7         28         25         67         59:
Old  :       104:        36         30          7         28         25         67         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       36.7       38.0       43.7       23.0       35.2       35.9       41.6
Old  :                 23.4       36.7       38.0       43.7       23.0       35.2       35.9       41.6
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, October 11, 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  :   130,998:    30,103     25,311      1,245     61,280     58,641     92,628     85,197:    38,370     45,801
Old  :   130,998:    30,103     25,311      1,245     61,280     58,641     92,628     85,197:    38,370     45,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :   -12,340:    -4,543    -11,233        433     -7,498      2,445    -11,608     -8,355:      -732     -3,985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       19.3        1.0       46.8       44.8       70.7       65.0:      29.3       35.0
Old  :     100.0:      23.0       19.3        1.0       46.8       44.8       70.7       65.0:      29.3       35.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        36         27         10         27         24         66         58:
Old  :       100:        36         27         10         27         24         66         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  :                 21.9       36.5       36.0       43.0       21.6       35.0       34.4       41.3
Old  :                 21.9       36.5       36.0       43.0       21.6       35.0       34.4       41.3
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, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (CONTRACTS OF NZ$ 100,000)                               :
     :          :                                                                            :
All  :    10,099:     6,208        508          0      2,353      8,421      8,561      8,929:     1,538      1,170
Old  :    10,099:     6,208        508          0      2,353      8,421      8,561      8,929:     1,538      1,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       661:       616          0          0       -146        566        470        566:       191         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.5        5.0        0.0       23.3       83.4       84.8       88.4:      15.2       11.6
Old  :     100.0:      61.5        5.0        0.0       23.3       83.4       84.8       88.4:      15.2       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  :        21:         5          3          0          6          8         11         11:
Old  :        21:         5          3          0          6          8         11         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  :                 70.6       71.3       81.0       84.0       68.3       71.3       78.7       84.0
Old  :                 70.6       71.3       81.0       84.0       68.3       71.3       78.7       84.0
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, October 11, 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  :     9,438:     5,592        508          0      2,499      7,855      8,091      8,363:     1,347      1,075
Old  :     9,438:     5,592        508          0      2,499      7,855      8,091      8,363:     1,347      1,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.2        5.4        0.0       26.5       83.2       85.7       88.6:      14.3       11.4
Old  :     100.0:      59.2        5.4        0.0       26.5       83.2       85.7       88.6:      14.3       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          3          0          6          8         10         11:
Old  :        20:         4          3          0          6          8         10         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  :                 70.7       73.6       83.3       84.6       69.8       73.6       80.5       83.5
Old  :                 70.7       73.6       83.3       84.6       69.8       73.6       80.5       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                Code-032741
Commitments of Traders - Futures Only, October 18, 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  :    29,793:     8,853      1,847        450     16,713     22,213     26,016     24,510:     3,777      5,283
Old  :    29,793:     8,853      1,847        450     16,713     22,213     26,016     24,510:     3,777      5,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :   -11,278:      -752       -940       -910     -6,538     -7,044     -8,200     -8,894:    -3,078     -2,384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        6.2        1.5       56.1       74.6       87.3       82.3:      12.7       17.7
Old  :     100.0:      29.7        6.2        1.5       56.1       74.6       87.3       82.3:      12.7       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          2          1          8         11         12         14:
Old  :        21:         4          2          1          8         11         12         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       48.8       78.3       68.5       57.2       44.5       76.8       62.5
Old  :                 57.6       48.8       78.3       68.5       57.2       44.5       76.8       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                Code-032741
Commitments of Traders - Futures Only, October 11, 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  :    41,071:     9,605      2,787      1,360     23,251     29,257     34,216     33,404:     6,855      7,667
Old  :    41,071:     9,605      2,787      1,360     23,251     29,257     34,216     33,404:     6,855      7,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,987:       583       -614      1,354       -276      3,576      1,661      4,316:       326     -2,329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        6.8        3.3       56.6       71.2       83.3       81.3:      16.7       18.7
Old  :     100.0:      23.4        6.8        3.3       56.6       71.2       83.3       81.3:      16.7       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          3          2         11         14         15         18:
Old  :        22:         3          3          2         11         14         15         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  :                 50.4       48.5       69.5       63.5       47.7       43.4       59.5       56.4
Old  :                 50.4       48.5       69.5       63.5       47.7       43.4       59.5       56.4
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, October 18, 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  : 8,426,832:   920,919  1,069,474  1,123,238  5,508,367  4,821,193  7,552,524  7,013,905:   874,308  1,412,927
Old  : 8,426,832:   920,919  1,069,474  1,123,238  5,508,367  4,821,193  7,552,524  7,013,905:   874,308  1,412,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    74,836:    -9,200    -18,257     35,157     76,977     48,389    102,934     65,289:   -28,098      9,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       12.7       13.3       65.4       57.2       89.6       83.2:      10.4       16.8
Old  :     100.0:      10.9       12.7       13.3       65.4       57.2       89.6       83.2:      10.4       16.8
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  :       274:        52         71         91        119        140        218        261:
Old  :       274:        52         71         91        119        140        218        261:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       13.9       50.2       22.7       31.8       10.8       43.7       18.2
Old  :                 32.5       13.9       50.2       22.7       31.8       10.8       43.7       18.2
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, October 11, 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  : 8,351,996:   930,119  1,087,731  1,088,081  5,431,390  4,772,804  7,449,590  6,948,616:   902,406  1,403,380
Old  : 8,351,996:   930,119  1,087,731  1,088,081  5,431,390  4,772,804  7,449,590  6,948,616:   902,406  1,403,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :   179,480:    94,342      3,484     48,333     96,576    183,141    239,251    234,958:   -59,771    -55,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       13.0       13.0       65.0       57.1       89.2       83.2:      10.8       16.8
Old  :     100.0:      11.1       13.0       13.0       65.0       57.1       89.2       83.2:      10.8       16.8
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  :       274:        53         65         90        120        146        218        263:
Old  :       274:        53         65         90        120        146        218        263:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       14.0       50.4       22.5       31.6       10.3       43.6       17.4
Old  :                 32.5       14.0       50.4       22.5       31.6       10.3       43.6       17.4
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, October 18, 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  :   644,666:    60,722     67,697      1,633    460,210    468,792    522,565    538,122:   122,101    106,544
Old  :   644,666:    60,722     67,697      1,633    460,210    468,792    522,565    538,122:   122,101    106,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     9,663:     7,288      1,877       -220      8,156     -2,708     15,224     -1,051:    -5,561     10,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       10.5        0.3       71.4       72.7       81.1       83.5:      18.9       16.5
Old  :     100.0:       9.4       10.5        0.3       71.4       72.7       81.1       83.5:      18.9       16.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        35         43         13         83         62        128        108:
Old  :       197:        35         43         13         83         62        128        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  :                 21.3       29.0       30.2       42.1       21.2       29.0       30.2       42.1
Old  :                 21.3       29.0       30.2       42.1       21.2       29.0       30.2       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                               Code-138741
Commitments of Traders - Futures Only, October 11, 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  :   635,003:    53,434     65,820      1,853    452,054    471,500    507,341    539,173:   127,662     95,830
Old  :   635,003:    53,434     65,820      1,853    452,054    471,500    507,341    539,173:   127,662     95,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     4,501:     3,657      4,741        -53      4,087      1,847      7,691      6,535:    -3,190     -2,034
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       10.4        0.3       71.2       74.3       79.9       84.9:      20.1       15.1
Old  :     100.0:       8.4       10.4        0.3       71.2       74.3       79.9       84.9:      20.1       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        30         42         15         80         64        119        112:
Old  :       189:        30         42         15         80         64        119        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       29.6       30.5       43.0       21.5       29.6       30.4       43.0
Old  :                 21.5       29.6       30.5       43.0       21.5       29.6       30.4       43.0
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, October 18, 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  : 1,050,108:   152,417    302,426     12,626    609,636    626,922    774,679    941,974:   275,429    108,134
Old  : 1,050,108:   152,417    302,426     12,626    609,636    626,922    774,679    941,974:   275,429    108,134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    66,657:   -44,400     46,414     -5,351     57,967     19,945      8,216     61,008:    58,441      5,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       28.8        1.2       58.1       59.7       73.8       89.7:      26.2       10.3
Old  :     100.0:      14.5       28.8        1.2       58.1       59.7       73.8       89.7:      26.2       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        43         56         16         62         56        114        119:
Old  :       192:        43         56         16         62         56        114        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  :                 19.4       26.9       31.1       42.2       16.7       23.3       25.5       36.6
Old  :                 19.4       26.9       31.1       42.2       16.7       23.3       25.5       36.6
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, October 11, 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  :   983,451:   196,817    256,012     17,977    551,669    606,977    766,463    880,966:   216,988    102,485
Old  :   983,451:   196,817    256,012     17,977    551,669    606,977    766,463    880,966:   216,988    102,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    26,602:     9,601     10,154     -2,503     50,402     34,781     57,500     42,432:   -30,898    -15,830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       26.0        1.8       56.1       61.7       77.9       89.6:      22.1       10.4
Old  :     100.0:      20.0       26.0        1.8       56.1       61.7       77.9       89.6:      22.1       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  :       189:        44         54         16         64         54        118        114:
Old  :       189:        44         54         16         64         54        118        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       27.4       33.0       42.7       18.2       24.0       29.7       37.0
Old  :                 19.3       27.4       33.0       42.7       18.2       24.0       29.7       37.0
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, October 18, 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  :    12,943:     1,239        688          0      6,808     11,133      8,047     11,821:     4,896      1,122
Old  :    12,943:     1,239        688          0      6,808     11,133      8,047     11,821:     4,896      1,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       151:        48        261          0          1       -145         49        116:       102         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        5.3        0.0       52.6       86.0       62.2       91.3:      37.8        8.7
Old  :     100.0:       9.6        5.3        0.0       52.6       86.0       62.2       91.3:      37.8        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          2          0         19         15         21         17:
Old  :        34:         2          2          0         19         15         21         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       46.5       39.4       66.8       25.2       46.5       39.4       65.8
Old  :                 25.2       46.5       39.4       66.8       25.2       46.5       39.4       65.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-338741
Commitments of Traders - Futures Only, October 11, 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  :    12,792:     1,191        427          0      6,807     11,278      7,998     11,705:     4,794      1,087
Old  :    12,792:     1,191        427          0      6,807     11,278      7,998     11,705:     4,794      1,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :        12:      -749          0          0        147        -46       -602        -46:       614         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        3.3        0.0       53.2       88.2       62.5       91.5:      37.5        8.5
Old  :     100.0:       9.3        3.3        0.0       53.2       88.2       62.5       91.5:      37.5        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          1          0         19         15         21         16:
Old  :        33:         2          1          0         19         15         21         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  :                 25.2       48.7       39.5       68.8       25.2       48.1       39.5       67.7
Old  :                 25.2       48.7       39.5       68.8       25.2       48.1       39.5       67.7
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, October 18, 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  :    34,533:     6,073      5,888          0     24,513     21,513     30,586     27,401:     3,947      7,132
Old  :    34,533:     6,073      5,888          0     24,513     21,513     30,586     27,401:     3,947      7,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       125:    -1,568        889          0        883     -1,573       -685       -684:       810        809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       17.1        0.0       71.0       62.3       88.6       79.3:      11.4       20.7
Old  :     100.0:      17.6       17.1        0.0       71.0       62.3       88.6       79.3:      11.4       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  :        41:         4          6          0         19         20         23         26:
Old  :        41:         4          6          0         19         20         23         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  :                 59.3       40.2       75.7       54.7       56.7       38.9       71.7       53.2
Old  :                 59.3       40.2       75.7       54.7       56.7       38.9       71.7       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-33874A
Commitments of Traders - Futures Only, October 11, 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  :    34,408:     7,641      4,999          0     23,630     23,086     31,271     28,085:     3,137      6,323
Old  :    34,408:     7,641      4,999          0     23,630     23,086     31,271     28,085:     3,137      6,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,057:       318      1,318        -98      1,975     -2,426      2,195     -1,206:    -1,138      2,263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       14.5        0.0       68.7       67.1       90.9       81.6:       9.1       18.4
Old  :     100.0:      22.2       14.5        0.0       68.7       67.1       90.9       81.6:       9.1       18.4
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  :        42:         6          5          0         20         18         26         23:
Old  :        42:         6          5          0         20         18         26         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  :                 58.6       39.7       74.9       54.9       56.0       39.0       70.7       54.0
Old  :                 58.6       39.7       74.9       54.9       56.0       39.0       70.7       54.0
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, October 18, 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  :    64,079:     8,104     16,076          0     33,849     38,919     41,953     54,995:    22,126      9,084
Old  :    64,079:     8,104     16,076          0     33,849     38,919     41,953     54,995:    22,126      9,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     4,410:       777      3,837     -1,004      3,853      2,014      3,626      4,847:       784       -437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       25.1        0.0       52.8       60.7       65.5       85.8:      34.5       14.2
Old  :     100.0:      12.6       25.1        0.0       52.8       60.7       65.5       85.8:      34.5       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  :        84:        12         21          0         33         27         45         48:
Old  :        84:        12         21          0         33         27         45         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       30.0       39.7       46.1       29.0       28.3       37.8       42.9
Old  :                 29.0       30.0       39.7       46.1       29.0       28.3       37.8       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders - Futures Only, October 11, 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  :    59,669:     7,327     12,239      1,004     29,996     36,905     38,327     50,148:    21,342      9,521
Old  :    59,669:     7,327     12,239      1,004     29,996     36,905     38,327     50,148:    21,342      9,521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     3,303:    -2,125      2,617       -194      1,415      1,359       -904      3,782:     4,207       -479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       20.5        1.7       50.3       61.8       64.2       84.0:      35.8       16.0
Old  :     100.0:      12.3       20.5        1.7       50.3       61.8       64.2       84.0:      35.8       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        12         18          2         30         28         44         46:
Old  :        80:        12         18          2         30         28         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  :                 26.4       27.9       35.6       45.2       24.9       25.0       33.8       39.9
Old  :                 26.4       27.9       35.6       45.2       24.9       25.0       33.8       39.9
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, October 18, 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  :   412,587:    73,884    206,003      2,658    318,105    114,139    394,647    322,800:    17,940     89,787
Old  :   412,587:    73,884    206,003      2,658    318,105    114,139    394,647    322,800:    17,940     89,787
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    65,606:   -25,378     48,974       -413     95,046      7,193     69,255     55,754:    -3,649      9,852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       49.9        0.6       77.1       27.7       95.7       78.2:       4.3       21.8
Old  :     100.0:      17.9       49.9        0.6       77.1       27.7       95.7       78.2:       4.3       21.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        50         69          9         45         36        102        107:
Old  :       190:        50         69          9         45         36        102        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       29.5       70.8       41.6       51.3       28.0       66.9       37.3
Old  :                 55.2       29.5       70.8       41.6       51.3       28.0       66.9       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-209742
Commitments of Traders - Futures Only, October 11, 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  :   346,981:    99,262    157,029      3,071    223,059    106,946    325,392    267,046:    21,589     79,935
Old  :   346,981:    99,262    157,029      3,071    223,059    106,946    325,392    267,046:    21,589     79,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    77,148:    -6,942     75,419        503     94,751    -12,686     88,312     63,236:   -11,164     13,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       45.3        0.9       64.3       30.8       93.8       77.0:       6.2       23.0
Old  :     100.0:      28.6       45.3        0.9       64.3       30.8       93.8       77.0:       6.2       23.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        63         59         10         46         29        117         90:
Old  :       189:        63         59         10         46         29        117         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       30.1       57.6       41.8       40.6       28.7       54.4       37.7
Old  :                 43.8       30.1       57.6       41.8       40.6       28.7       54.4       37.7
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, October 18, 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  :    63,897:    19,393      8,331          0     28,198     43,633     47,591     51,964:    16,306     11,933
Old  :    63,897:    19,393      8,331          0     28,198     43,633     47,591     51,964:    16,306     11,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     3,769:       549      6,415          0      6,476     -5,331      7,025      1,084:    -3,256      2,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       13.0        0.0       44.1       68.3       74.5       81.3:      25.5       18.7
Old  :     100.0:      30.4       13.0        0.0       44.1       68.3       74.5       81.3:      25.5       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        10          8          0         11         15         21         23:
Old  :        39:        10          8          0         11         15         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.2       42.4       57.1       59.0       40.2       42.2       55.5       58.8
Old  :                 40.2       42.4       57.1       59.0       40.2       42.2       55.5       58.8
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, October 11, 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  :    60,128:    18,844      1,916          0     21,722     48,964     40,566     50,880:    19,562      9,248
Old  :    60,128:    18,844      1,916          0     21,722     48,964     40,566     50,880:    19,562      9,248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    -9,459:   -10,608      1,334          0      4,923    -11,580     -5,685    -10,246:    -3,774        787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        3.2        0.0       36.1       81.4       67.5       84.6:      32.5       15.4
Old  :     100.0:      31.3        3.2        0.0       36.1       81.4       67.5       84.6:      32.5       15.4
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  :        37:        11          2          0         13         15         24         17:
Old  :        37:        11          2          0         13         15         24         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  :                 38.1       51.3       49.2       71.5       38.1       51.0       48.2       71.2
Old  :                 38.1       51.3       49.2       71.5       38.1       51.0       48.2       71.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                          Code-239741
Commitments of Traders - Futures Only, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    34,459:       743      7,091          0     29,542     22,742     30,285     29,833:     4,174      4,626
Old  :    34,459:       743      7,091          0     29,542     22,742     30,285     29,833:     4,174      4,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       651:      -123        744          0      1,803         17      1,680        761:    -1,029       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       20.6        0.0       85.7       66.0       87.9       86.6:      12.1       13.4
Old  :     100.0:       2.2       20.6        0.0       85.7       66.0       87.9       86.6:      12.1       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  :        65:         1         17          0         31         27         32         44:
Old  :        65:         1         17          0         31         27         32         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       31.5       66.6       46.9       55.7       29.8       66.5       45.2
Old  :                 55.7       31.5       66.6       46.9       55.7       29.8       66.5       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                          Code-239741
Commitments of Traders - Futures Only, October 11, 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  :    33,808:       866      6,347          0     27,739     22,725     28,605     29,072:     5,203      4,736
Old  :    33,808:       866      6,347          0     27,739     22,725     28,605     29,072:     5,203      4,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,610:       197        302          0        995      1,151      1,192      1,453:       418        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       18.8        0.0       82.0       67.2       84.6       86.0:      15.4       14.0
Old  :     100.0:       2.6       18.8        0.0       82.0       67.2       84.6       86.0:      15.4       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         1         14          0         31         27         32         41:
Old  :        62:         1         14          0         31         27         32         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  :                 54.5       31.6       63.7       47.3       54.5       29.8       63.6       45.5
Old  :                 54.5       31.6       63.7       47.3       54.5       29.8       63.6       45.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-239742
Commitments of Traders - Futures Only, October 18, 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  :   265,998:    13,062     62,886      1,428    243,534    188,430    258,024    252,744:     7,974     13,254
Old  :   265,998:    13,062     62,886      1,428    243,534    188,430    258,024    252,744:     7,974     13,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    10,104:       512      6,437       -291     12,785     10,312     13,006     16,458:    -2,902     -6,354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       23.6        0.5       91.6       70.8       97.0       95.0:       3.0        5.0
Old  :     100.0:       4.9       23.6        0.5       91.6       70.8       97.0       95.0:       3.0        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        13         52          5         39         47         56        100:
Old  :       133:        13         52          5         39         47         56        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  :                 67.5       33.2       77.7       48.4       65.1       33.2       71.3       44.8
Old  :                 67.5       33.2       77.7       48.4       65.1       33.2       71.3       44.8
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, October 11, 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  :   255,894:    12,550     56,449      1,719    230,749    178,118    245,018    236,286:    10,876     19,608
Old  :   255,894:    12,550     56,449      1,719    230,749    178,118    245,018    236,286:    10,876     19,608
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    25,328:    -4,476      3,591      1,597     26,096     16,234     23,217     21,422:     2,111      3,906
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       22.1        0.7       90.2       69.6       95.7       92.3:       4.3        7.7
Old  :     100.0:       4.9       22.1        0.7       90.2       69.6       95.7       92.3:       4.3        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        17         44          5         36         46         58         90:
Old  :       126:        17         44          5         36         46         58         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.4       35.2       77.7       50.0       62.7       34.1       71.0       45.1
Old  :                 65.4       35.2       77.7       50.0       62.7       34.1       71.0       45.1
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, October 18, 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  :    58,951:    17,057     17,449        725     29,373     33,860     47,155     52,034:    11,796      6,917
Old  :    58,951:    17,057     17,449        725     29,373     33,860     47,155     52,034:    11,796      6,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,174:      -644         -3       -391      2,456      2,402      1,421      2,008:      -247       -834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       29.6        1.2       49.8       57.4       80.0       88.3:      20.0       11.7
Old  :     100.0:      28.9       29.6        1.2       49.8       57.4       80.0       88.3:      20.0       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  :        89:        28         22          3         20         23         49         47:
Old  :        89:        28         22          3         20         23         49         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  :                 29.6       42.8       43.3       53.5       25.2       42.8       38.3       52.2
Old  :                 29.6       42.8       43.3       53.5       25.2       42.8       38.3       52.2
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, October 11, 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  :    57,777:    17,701     17,452      1,116     26,917     31,458     45,734     50,026:    12,043      7,751
Old  :    57,777:    17,701     17,452      1,116     26,917     31,458     45,734     50,026:    12,043      7,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     4,786:       668        148        -24      4,568      2,450      5,212      2,574:      -426      2,212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       30.2        1.9       46.6       54.4       79.2       86.6:      20.8       13.4
Old  :     100.0:      30.6       30.2        1.9       46.6       54.4       79.2       86.6:      20.8       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  :        85:        29         19          3         20         22         50         43:
Old  :        85:        29         19          3         20         22         50         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  :                 26.5       44.0       40.6       52.8       23.3       44.0       37.5       52.8
Old  :                 26.5       44.0       40.6       52.8       23.3       44.0       37.5       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                          Code-240743
Commitments of Traders - Futures Only, October 18, 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  :    37,182:    10,338      1,511          0     23,146      3,573     33,484      5,084:     3,698     32,098
Old  :    37,182:    10,338      1,511          0     23,146      3,573     33,484      5,084:     3,698     32,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -2,839:      -247       -559       -145        353        440        -39       -264:    -2,800     -2,575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        4.1        0.0       62.3        9.6       90.1       13.7:       9.9       86.3
Old  :     100.0:      27.8        4.1        0.0       62.3        9.6       90.1       13.7:       9.9       86.3
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:        15          2          0          9          8         24         10:
Old  :        33:        15          2          0          9          8         24         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  :                 64.2        8.5       72.7       12.4       62.3        8.0       70.7       11.1
Old  :                 64.2        8.5       72.7       12.4       62.3        8.0       70.7       11.1
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, October 11, 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  :    40,021:    10,585      2,070        145     22,793      3,133     33,523      5,348:     6,498     34,673
Old  :    40,021:    10,585      2,070        145     22,793      3,133     33,523      5,348:     6,498     34,673
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     5,008:     2,037     -1,049       -481        686        607      2,242       -923:     2,766      5,931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        5.2        0.4       57.0        7.8       83.8       13.4:      16.2       86.6
Old  :     100.0:      26.4        5.2        0.4       57.0        7.8       83.8       13.4:      16.2       86.6
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:        15          3          1          8          6         24          9:
Old  :        31:        15          3          1          8          6         24          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  :                 56.8        9.4       66.4       12.8       54.8        9.0       64.5       11.0
Old  :                 56.8        9.4       66.4       12.8       54.8        9.0       64.5       11.0
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, October 18, 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  :    33,868:     1,609      2,114          0     16,584     27,988     18,193     30,102:    15,675      3,766
Old  :    33,868:     1,609      2,114          0     16,584     27,988     18,193     30,102:    15,675      3,766
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,017:         0       -605          0        653        653        653         48:       364        969
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        6.2        0.0       49.0       82.6       53.7       88.9:      46.3       11.1
Old  :     100.0:       4.8        6.2        0.0       49.0       82.6       53.7       88.9:      46.3       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         3         11          0         18         27         21         38:
Old  :        44:         3         11          0         18         27         21         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  :                 29.2       40.7       42.3       63.0       16.3       35.6       23.0       46.6
Old  :                 29.2       40.7       42.3       63.0       16.3       35.6       23.0       46.6
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, October 11, 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  :    32,851:     1,609      2,719          0     15,931     27,335     17,540     30,054:    15,311      2,797
Old  :    32,851:     1,609      2,719          0     15,931     27,335     17,540     30,054:    15,311      2,797
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    -3,448:      -210        -77       -150     -1,648     -1,808     -2,008     -2,035:    -1,440     -1,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        8.3        0.0       48.5       83.2       53.4       91.5:      46.6        8.5
Old  :     100.0:       4.9        8.3        0.0       48.5       83.2       53.4       91.5:      46.6        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         3         10          0         16         24         19         34:
Old  :        41:         3         10          0         16         24         19         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  :                 27.6       43.2       41.1       67.9       14.7       35.8       18.9       45.9
Old  :                 27.6       43.2       41.1       67.9       14.7       35.8       18.9       45.9
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, October 18, 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  :   142,530:    66,282     12,036     13,290     26,591     99,784    106,163    125,110:    36,367     17,420
Old  :   142,530:    66,282     12,036     13,290     26,591     99,784    106,163    125,110:    36,367     17,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     8,095:     3,399        520         14        553      3,150      3,966      3,684:     4,129      4,411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.5        8.4        9.3       18.7       70.0       74.5       87.8:      25.5       12.2
Old  :     100.0:      46.5        8.4        9.3       18.7       70.0       74.5       87.8:      25.5       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        96         43         27         17         38        122        100:
Old  :       184:        96         43         27         17         38        122        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  :                 19.0       33.2       30.8       49.3       12.7       28.3       19.7       40.9
Old  :                 19.0       33.2       30.8       49.3       12.7       28.3       19.7       40.9
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, October 11, 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  :   134,435:    62,883     11,516     13,276     26,038     96,634    102,197    121,426:    32,238     13,009
Old  :   134,435:    62,883     11,516     13,276     26,038     96,634    102,197    121,426:    32,238     13,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     8,693:     7,688       -897      2,000       -769      6,363      8,919      7,466:      -226      1,227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.8        8.6        9.9       19.4       71.9       76.0       90.3:      24.0        9.7
Old  :     100.0:      46.8        8.6        9.9       19.4       71.9       76.0       90.3:      24.0        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        98         39         29         21         41        129        100:
Old  :       185:        98         39         29         21         41        129        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       33.0       30.5       49.2       13.4       27.6       20.3       40.2
Old  :                 18.9       33.0       30.5       49.2       13.4       27.6       20.3       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders - Futures Only, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :   107,427:    38,505     31,179     11,254     43,435     52,248     93,194     94,681:    14,233     12,746
Old  :   107,427:    38,505     31,179     11,254     43,435     52,248     93,194     94,681:    14,233     12,746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -4,202:    -4,662       -877       -106        581     -2,190     -4,187     -3,173:       -15     -1,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       29.0       10.5       40.4       48.6       86.8       88.1:      13.2       11.9
Old  :     100.0:      35.8       29.0       10.5       40.4       48.6       86.8       88.1:      13.2       11.9
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  :       202:        69         71         42         47         41        146        133:
Old  :       202:        69         71         42         47         41        146        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       39.1       36.9       50.3       26.7       35.3       36.7       45.9
Old  :                 26.7       39.1       36.9       50.3       26.7       35.3       36.7       45.9
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, October 11, 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  :   111,629:    43,167     32,056     11,360     42,854     54,438     97,381     97,854:    14,248     13,775
Old  :   111,629:    43,167     32,056     11,360     42,854     54,438     97,381     97,854:    14,248     13,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     3,697:     2,171        581        362        139        557      2,672      1,500:     1,025      2,197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7       28.7       10.2       38.4       48.8       87.2       87.7:      12.8       12.3
Old  :     100.0:      38.7       28.7       10.2       38.4       48.8       87.2       87.7:      12.8       12.3
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  :       206:        76         73         44         46         41        150        133:
Old  :       206:        76         73         44         46         41        150        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       38.6       37.0       49.7       26.5       35.1       36.5       45.3
Old  :                 26.5       38.6       37.0       49.7       26.5       35.1       36.5       45.3
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, October 18, 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  :   362,699:   224,424     54,000     30,249     51,648    251,155    306,321    335,404:    56,378     27,295
Old  :   362,699:   224,424     54,000     30,249     51,648    251,155    306,321    335,404:    56,378     27,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -8,145:    -9,636     -2,650      1,279      2,097    -11,110     -6,260    -12,481:    -1,885      4,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.9       14.9        8.3       14.2       69.2       84.5       92.5:      15.5        7.5
Old  :     100.0:      61.9       14.9        8.3       14.2       69.2       84.5       92.5:      15.5        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  :       280:       147         74         29         30         46        195        135:
Old  :       280:       147         74         29         30         46        195        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       36.9       40.7       54.5       27.1       34.0       33.6       46.8
Old  :                 28.9       36.9       40.7       54.5       27.1       34.0       33.6       46.8
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, October 11, 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  :   370,844:   234,060     56,650     28,970     49,551    262,265    312,581    347,885:    58,263     22,959
Old  :   370,844:   234,060     56,650     28,970     49,551    262,265    312,581    347,885:    58,263     22,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     7,315:     4,596     -1,316      2,350     -1,621      8,369      5,325      9,403:     1,990     -2,088
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.1       15.3        7.8       13.4       70.7       84.3       93.8:      15.7        6.2
Old  :     100.0:      63.1       15.3        7.8       13.4       70.7       84.3       93.8:      15.7        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:       155         75         33         30         54        206        144:
Old  :       294:       155         75         33         30         54        206        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       36.3       39.1       52.1       27.2       33.9       33.3       45.5
Old  :                 28.8       36.3       39.1       52.1       27.2       33.9       33.3       45.5
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, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    13,038:     5,336      1,267      1,052      3,417      8,689      9,805     11,008:     3,233      2,030
Old  :    13,038:     5,336      1,267      1,052      3,417      8,689      9,805     11,008:     3,233      2,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,391:       146       -176          0        698      1,037        844        861:       547        530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        9.7        8.1       26.2       66.6       75.2       84.4:      24.8       15.6
Old  :     100.0:      40.9        9.7        8.1       26.2       66.6       75.2       84.4:      24.8       15.6
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:        20          3         15          6          6         40         22:
Old  :        44:        20          3         15          6          6         40         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  :                 41.7       65.7       56.0       79.7       34.1       51.4       42.7       60.2
Old  :                 41.7       65.7       56.0       79.7       34.1       51.4       42.7       60.2
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, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    11,647:     5,190      1,443      1,052      2,719      7,652      8,961     10,147:     2,686      1,500
Old  :    11,647:     5,190      1,443      1,052      2,719      7,652      8,961     10,147:     2,686      1,500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,289:       269       -885        502        -69      1,230        702        847:       587        442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6       12.4        9.0       23.3       65.7       76.9       87.1:      23.1       12.9
Old  :     100.0:      44.6       12.4        9.0       23.3       65.7       76.9       87.1:      23.1       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  :        43:        19          3         16          6          6         39         23:
Old  :        43:        19          3         16          6          6         39         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       68.5       56.6       81.2       37.3       56.9       46.7       65.3
Old  :                 44.2       68.5       56.6       81.2       37.3       56.9       46.7       65.3
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, October 18, 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  :   120,791:    54,448      7,459      6,059     45,776     83,756    106,283     97,274:    14,508     23,517
Old  :   100,815:    51,249      6,925      2,908     36,322     73,555     90,479     83,388:    10,336     17,427
Other:    19,976:     6,287      3,622         63      9,454     10,201     15,804     13,886:     4,172      6,090
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     5,863:     6,605       -442      2,386      3,881      2,637     12,872      4,581:    -7,009      1,282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.1        6.2        5.0       37.9       69.3       88.0       80.5:      12.0       19.5
Old  :     100.0:      50.8        6.9        2.9       36.0       73.0       89.7       82.7:      10.3       17.3
Other:     100.0:      31.5       18.1        0.3       47.3       51.1       79.1       69.5:      20.9       30.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        61         25         24         54         70        128        107:
Old  :       172:        63         21         15         46         68        114         99:
Other:        99:        19         19          3         24         45         44         66:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       30.7       30.5       41.3       17.5       22.9       27.3       29.6
Old  :                 20.1       35.8       31.4       46.0       19.8       31.8       30.3       39.0
Other:                 46.4       35.5       54.4       45.3       46.4       34.2       54.4       43.3
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders - Futures Only, October 11, 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  :   114,928:    47,843      7,901      3,673     41,895     81,119     93,411     92,693:    21,517     22,235
Old  :    96,844:    45,081      6,938        774     34,249     72,102     80,104     79,814:    16,740     17,030
Other:    18,084:     5,561      3,762        100      7,646      9,017     13,307     12,879:     4,777      5,205
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       115:     1,927        111       -798        664      1,729      1,793      1,042:    -1,678       -927
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6        6.9        3.2       36.5       70.6       81.3       80.7:      18.7       19.3
Old  :     100.0:      46.6        7.2        0.8       35.4       74.5       82.7       82.4:      17.3       17.6
Other:     100.0:      30.8       20.8        0.6       42.3       49.9       73.6       71.2:      26.4       28.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        61         21         19         47         63        119         96:
Old  :       163:        65         19          9         39         60        106         86:
Other:        90:        18         19          4         20         39         41         59:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       32.8       28.8       44.0       15.9       25.1       24.1       32.9
Old  :                 18.9       38.0       29.5       48.7       18.9       33.4       29.1       41.3
Other:                 40.9       37.6       51.6       49.1       40.9       37.2       50.5       48.5
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders - Futures Only, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    35,673:    10,985        722        822     14,514     25,176     26,321     26,720:     9,352      8,953
Old  :    34,606:    10,962        711        789     14,022     24,810     25,773     26,310:     8,833      8,296
Other:     1,067:        52         40          4        492        366        548        410:       519        657
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,776:     1,134        442        435       -186        929      1,383      1,806:       393        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        2.0        2.3       40.7       70.6       73.8       74.9:      26.2       25.1
Old  :     100.0:      31.7        2.1        2.3       40.5       71.7       74.5       76.0:      25.5       24.0
Other:     100.0:       4.9        3.7        0.4       46.1       34.3       51.4       38.4:      48.6       61.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        21          6          5         18         16         42         24:
Old  :        51:        23          4          4         17         16         41         23:
Other:        18:         1          4          1          7          6          8         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       49.3       41.6       61.6       19.2       43.2       33.0       50.5
Old  :                 26.6       50.0       41.9       62.7       19.3       43.8       33.5       51.7
Other:                 37.0       33.6       51.4       37.6       37.0       33.6       51.0       37.6
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders - Futures Only, October 11, 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  :    33,897:     9,851        280        387     14,700     24,247     24,938     24,914:     8,959      8,983
Old  :    33,232:     9,827        280        355     14,415     24,061     24,597     24,696:     8,635      8,536
Other:       665:        52         28          4        285        186        341        218:       324        447
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       920:     1,415       -215         -4        193      1,039      1,604        820:      -684        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        0.8        1.1       43.4       71.5       73.6       73.5:      26.4       26.5
Old  :     100.0:      29.6        0.8        1.1       43.4       72.4       74.0       74.3:      26.0       25.7
Other:     100.0:       7.8        4.2        0.6       42.9       28.0       51.3       32.8:      48.7       67.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        22          2          2         20         18         42         22:
Old  :        51:        22          2          1         19         18         41         21:
Other:        12:         1          1          1          5          5          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  :                 26.5       49.5       43.4       61.9       20.4       45.6       35.6       53.1
Old  :                 26.7       50.0       43.7       62.7       20.5       46.1       35.8       54.0
Other:                 42.9       29.6       51.3       32.8       42.3       29.6       50.7       32.2
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders - Futures Only, October 18, 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  :   122,932:    34,110     22,802      8,684     66,998     84,224    109,792    115,710:    13,140      7,222
Old  :   121,497:    34,193     23,004      8,229     66,023     83,119    108,445    114,352:    13,052      7,145
Other:     1,435:       309        190         63        975      1,105      1,347      1,358:        88         77
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     7,275:     8,105       -760        251        162      8,818      8,518      8,309:    -1,243     -1,034
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       18.5        7.1       54.5       68.5       89.3       94.1:      10.7        5.9
Old  :     100.0:      28.1       18.9        6.8       54.3       68.4       89.3       94.1:      10.7        5.9
Other:     100.0:      21.5       13.2        4.4       67.9       77.0       93.9       94.6:       6.1        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        82         48         48         46         62        162        136:
Old  :       219:        80         52         46         45         62        160        135:
Other:        29:         7          6          1          6         11         13         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       38.7       38.0       49.7       22.7       32.4       32.5       41.1
Old  :                 24.5       38.4       38.4       49.6       23.0       32.8       33.5       41.6
Other:                 68.7       73.4       90.2       85.2       64.7       72.9       85.9       82.6
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders - Futures Only, October 11, 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  :   115,657:    26,005     23,562      8,433     66,836     75,406    101,274    107,401:    14,383      8,256
Old  :   114,310:    26,093     23,717      8,026     65,892     74,388    100,011    106,131:    14,299      8,179
Other:     1,347:       256        189         63        944      1,018      1,263      1,270:        84         77
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     5,266:     2,433     -2,234        657        956      7,395      4,046      5,818:     1,220       -552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       20.4        7.3       57.8       65.2       87.6       92.9:      12.4        7.1
Old  :     100.0:      22.8       20.7        7.0       57.6       65.1       87.5       92.8:      12.5        7.2
Other:     100.0:      19.0       14.0        4.7       70.1       75.6       93.8       94.3:       6.2        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        73         56         44         47         57        154        131:
Old  :       211:        73         58         42         47         57        153        130:
Other:        25:         6          5          1          6          8         12         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  :                 25.2       37.6       39.8       47.6       24.0       30.7       33.6       38.0
Old  :                 25.5       37.3       40.3       47.4       24.3       31.1       34.6       38.5
Other:                 68.6       78.2       91.5       88.3       66.6       77.7       86.9       85.2
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders - Futures Only, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    27,981:    12,400      5,243      2,156      9,123     18,999     23,679     26,398:     4,302      1,583
Old  :    11,951:     8,201      2,763         13      1,594      8,157      9,808     10,933:     2,143      1,018
Other:    16,030:     5,121      3,402      1,221      7,529     10,842     13,871     15,465:     2,159        565
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       428:     1,395        386         -5     -1,737        242       -347        623:       775       -195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3       18.7        7.7       32.6       67.9       84.6       94.3:      15.4        5.7
Old  :     100.0:      68.6       23.1        0.1       13.3       68.3       82.1       91.5:      17.9        8.5
Other:     100.0:      31.9       21.2        7.6       47.0       67.6       86.5       96.5:      13.5        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        54         20         17         19         17         82         45:
Old  :        79:        40         15          2         12         16         53         32:
Other:        73:        31         18         13         15         13         53         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       44.2       37.2       62.2       26.3       42.4       36.6       57.7
Old  :                 30.8       43.2       46.7       63.6       30.8       42.7       46.7       63.0
Other:                 36.6       53.0       49.3       73.9       36.6       50.1       47.9       67.6
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders - Futures Only, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    27,553:    11,005      4,857      2,161     10,860     18,757     24,026     25,775:     3,527      1,778
Old  :    15,719:     9,141      4,497          0      4,189      9,994     13,330     14,491:     2,389      1,228
Other:    11,834:     3,466      1,962        559      6,671      8,763     10,696     11,284:     1,138        550
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     2,519:     1,455        515        730        215        994      2,400      2,239:       119        280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9       17.6        7.8       39.4       68.1       87.2       93.5:      12.8        6.5
Old  :     100.0:      58.2       28.6        0.0       26.6       63.6       84.8       92.2:      15.2        7.8
Other:     100.0:      29.3       16.6        4.7       56.4       74.0       90.4       95.4:       9.6        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        43         20         17         20         16         76         42:
Old  :        85:        37         22          0         17         14         54         36:
Other:        52:        20         11         12         14         10         38         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       46.8       42.9       63.9       27.7       41.3       38.5       56.3
Old  :                 27.5       50.6       43.4       65.0       27.5       50.2       43.4       64.6
Other:                 43.1       62.7       61.1       80.6       41.7       57.0       57.8       71.7
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders - Futures Only, October 18, 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  :   133,853:    29,931     29,927      1,868     93,203     96,615    125,002    128,410:     8,851      5,443
Old  :   116,575:    30,091     30,124      1,295     76,584     80,064    107,970    111,483:     8,605      5,092
Other:    17,278:       197        160        216     16,619     16,551     17,032     16,927:       246        351
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     4,711:     2,737       -176        755        690      5,297      4,182      5,876:       529     -1,165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       22.4        1.4       69.6       72.2       93.4       95.9:       6.6        4.1
Old  :     100.0:      25.8       25.8        1.1       65.7       68.7       92.6       95.6:       7.4        4.4
Other:     100.0:       1.1        0.9        1.3       96.2       95.8       98.6       98.0:       1.4        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        56         47         13         54         38        116         94:
Old  :       163:        56         49         12         52         38        114         93:
Other:        26:         3          1          3         14         13         17         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       28.2       46.1       48.1       20.3       20.3       29.2       32.3
Old  :                 27.9       27.8       45.6       47.0       26.4       21.5       38.4       35.5
Other:                 61.4       87.5       89.3       95.1       48.1       67.8       67.9       72.3
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders - Futures Only, October 11, 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  :   129,142:    27,194     30,103      1,113     92,513     91,318    120,820    122,534:     8,322      6,608
Old  :   112,242:    27,368     30,291        584     76,322     74,875    104,274    105,750:     7,968      6,492
Other:    16,900:       188        174        167     16,191     16,443     16,546     16,784:       354        116
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     4,469:     1,756      1,657       -508      2,927      4,038      4,175      5,187:       294       -718
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       23.3        0.9       71.6       70.7       93.6       94.9:       6.4        5.1
Old  :     100.0:      24.4       27.0        0.5       68.0       66.7       92.9       94.2:       7.1        5.8
Other:     100.0:       1.1        1.0        1.0       95.8       97.3       97.9       99.3:       2.1        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        47         51         11         53         36        105         95:
Old  :       158:        48         52         10         52         36        104         94:
Other:        26:         2          2          3         15         13         18         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       29.7       47.1       46.6       20.9       20.5       30.2       31.4
Old  :                 29.4       28.8       46.2       44.7       27.1       20.9       39.6       34.9
Other:                 61.0       89.4       87.8       96.8       48.2       69.3       66.2       73.7
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders - Futures Only, October 18, 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  :   475,768:   165,611     39,711     29,644    205,379    374,979    400,634    444,334:    75,134     31,434
Old  :   475,768:   165,611     39,711     29,644    205,379    374,979    400,634    444,334:    75,134     31,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    19,423:    -5,174      3,677       -416     23,525     21,235     17,935     24,496:     1,488     -5,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        8.3        6.2       43.2       78.8       84.2       93.4:      15.8        6.6
Old  :     100.0:      34.8        8.3        6.2       43.2       78.8       84.2       93.4:      15.8        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        64         30         33         50         52        138         94:
Old  :       164:        64         30         33         50         52        138         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  :                 18.4       32.8       30.1       52.5       14.5       25.5       24.0       41.6
Old  :                 18.4       32.8       30.1       52.5       14.5       25.5       24.0       41.6
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, October 11, 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  :   456,345:   170,785     36,034     30,060    181,854    353,744    382,699    419,838:    73,646     36,507
Old  :   456,345:   170,785     36,034     30,060    181,854    353,744    382,699    419,838:    73,646     36,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    -1,791:     5,894      1,279     -1,478       -221      7,755      4,195      7,556:    -5,986     -9,347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4        7.9        6.6       39.9       77.5       83.9       92.0:      16.1        8.0
Old  :     100.0:      37.4        7.9        6.6       39.9       77.5       83.9       92.0:      16.1        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        70         30         32         47         49        140         91:
Old  :       165:        70         30         32         47         49        140         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       31.2       28.2       51.8       15.0       26.8       24.2       43.4
Old  :                 16.4       31.2       28.2       51.8       15.0       26.8       24.2       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders - Futures Only, October 18, 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  :    85,868:    17,960     16,066      9,755     46,820     51,774     74,535     77,595:    11,333      8,273
Old  :    83,965:    17,906     16,561      8,930     45,958     50,448     72,794     75,939:    11,171      8,026
Other:     1,903:       549          0        330        862      1,326      1,741      1,656:       162        247
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -1,994:    -1,670     -3,711     -1,584       -561      1,730     -3,815     -3,565:     1,821      1,571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       18.7       11.4       54.5       60.3       86.8       90.4:      13.2        9.6
Old  :     100.0:      21.3       19.7       10.6       54.7       60.1       86.7       90.4:      13.3        9.6
Other:     100.0:      28.8        0.0       17.3       45.3       69.7       91.5       87.0:       8.5       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        88         75         55         90         80        214        182:
Old  :       284:        88         78         55         90         80        214        182:
Other:        37:         8          0          4         13         20         21         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       19.5       30.6       31.6       18.6       14.8       28.1       23.2
Old  :                 20.1       19.6       31.2       32.0       19.1       15.2       28.8       23.7
Other:                 53.9       50.8       77.7       72.1       32.0       35.4       45.5       45.0
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders - Futures Only, October 11, 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  :    87,862:    19,630     19,777     11,339     47,381     50,044     78,350     81,160:     9,512      6,702
Old  :    86,317:    19,591     20,164     10,731     46,615     48,915     76,937     79,810:     9,380      6,507
Other:     1,545:       442         16        205        766      1,129      1,413      1,350:       132        195
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       492:      -203     -2,092      1,192       -952      1,888         37        988:       455       -496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       22.5       12.9       53.9       57.0       89.2       92.4:      10.8        7.6
Old  :     100.0:      22.7       23.4       12.4       54.0       56.7       89.1       92.5:      10.9        7.5
Other:     100.0:      28.6        1.0       13.3       49.6       73.1       91.5       87.4:       8.5       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        91         81         59         99         84        224        199:
Old  :       300:        90         85         59         99         83        224        198:
Other:        38:         7          1          5         15         19         23         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       18.9       30.5       31.0       18.5       15.9       28.8       24.5
Old  :                 19.1       19.2       31.0       31.4       18.8       16.2       29.3       24.9
Other:                 42.9       50.2       73.1       70.4       34.3       42.5       49.2       53.7
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  Code-098662
Commitments of Traders - Futures Only, October 18, 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  :    24,239:    17,026      3,343      2,022        966     17,041     20,014     22,406:     4,225      1,833
Old  :    24,239:    17,026      3,343      2,022        966     17,041     20,014     22,406:     4,225      1,833
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     3,551:     3,320     -1,847     -1,184       -191      6,397      1,945      3,366:     1,606        185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.2       13.8        8.3        4.0       70.3       82.6       92.4:      17.4        7.6
Old  :     100.0:      70.2       13.8        8.3        4.0       70.3       82.6       92.4:      17.4        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        35          9          2          7          6         43         17:
Old  :        57:        35          9          2          7          6         43         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  :                 41.7       75.0       56.2       87.4       38.5       72.4       50.5       80.4
Old  :                 41.7       75.0       56.2       87.4       38.5       72.4       50.5       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  Code-098662
Commitments of Traders - Futures Only, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    20,688:    13,706      5,190      3,206      1,157     10,644     18,069     19,040:     2,619      1,648
Old  :    20,688:    13,706      5,190      3,206      1,157     10,644     18,069     19,040:     2,619      1,648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,127:      -249      2,374      1,202        748     -2,604      1,701        972:      -574        155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.3       25.1       15.5        5.6       51.5       87.3       92.0:      12.7        8.0
Old  :     100.0:      66.3       25.1       15.5        5.6       51.5       87.3       92.0:      12.7        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        30          8          3          6          4         39         13:
Old  :        49:        30          8          3          6          4         39         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       63.8       63.6       87.1       43.1       56.4       51.8       74.1
Old  :                 49.8       63.8       63.6       87.1       43.1       56.4       51.8       74.1
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, October 18, 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  :   175,228:    19,689     24,275     22,244    101,093    107,849    143,026    154,368:    32,202     20,860
Old  :   175,228:    19,689     24,275     22,244    101,093    107,849    143,026    154,368:    32,202     20,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     2,718:      -671      3,019      1,264      3,665        236      4,258      4,519:    -1,540     -1,801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       13.9       12.7       57.7       61.5       81.6       88.1:      18.4       11.9
Old  :     100.0:      11.2       13.9       12.7       57.7       61.5       81.6       88.1:      18.4       11.9
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  :       138:        33         29         39         68         63        120        114:
Old  :       138:        33         29         39         68         63        120        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       19.4       29.3       28.8       14.0       15.0       21.0       21.6
Old  :                 18.5       19.4       29.3       28.8       14.0       15.0       21.0       21.6
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, October 11, 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  :   172,510:    20,360     21,256     20,980     97,428    107,613    138,768    149,849:    33,742     22,661
Old  :   172,510:    20,360     21,256     20,980     97,428    107,613    138,768    149,849:    33,742     22,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     4,520:    -1,190      4,852     -1,341      5,644     -1,062      3,113      2,449:     1,407      2,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       12.3       12.2       56.5       62.4       80.4       86.9:      19.6       13.1
Old  :     100.0:      11.8       12.3       12.2       56.5       62.4       80.4       86.9:      19.6       13.1
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  :       134:        33         25         39         63         64        117        109:
Old  :       134:        33         25         39         63         64        117        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  :                 18.3       18.0       29.3       27.9       14.0       14.0       20.9       20.9
Old  :                 18.3       18.0       29.3       27.9       14.0       14.0       20.9       20.9
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, October 18, 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  :   556,099:    56,364     80,419    187,491    246,450    262,293    490,305    530,203:    65,794     25,896
Old  :   556,099:    56,364     80,419    187,491    246,450    262,293    490,305    530,203:    65,794     25,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :      -803:    -1,033      5,574        245      4,581     -1,222      3,793      4,597:    -4,596     -5,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       14.5       33.7       44.3       47.2       88.2       95.3:      11.8        4.7
Old  :     100.0:      10.1       14.5       33.7       44.3       47.2       88.2       95.3:      11.8        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  :       193:        54         41         68         92         79        182        154:
Old  :       193:        54         41         68         92         79        182        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       29.8       32.8       43.9        8.4       15.5       12.5       21.3
Old  :                 22.8       29.8       32.8       43.9        8.4       15.5       12.5       21.3
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, October 11, 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  :   556,902:    57,397     74,845    187,246    241,869    263,515    486,512    525,606:    70,390     31,296
Old  :   556,902:    57,397     74,845    187,246    241,869    263,515    486,512    525,606:    70,390     31,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     3,932:    -7,276      6,947      4,310      4,198        230      1,232     11,487:     2,700     -7,555
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       13.4       33.6       43.4       47.3       87.4       94.4:      12.6        5.6
Old  :     100.0:      10.3       13.4       33.6       43.4       47.3       87.4       94.4:      12.6        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  :       194:        57         38         66         91         77        182        151:
Old  :       194:        57         38         66         91         77        182        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       29.0       32.5       43.2        8.3       15.2       12.2       20.9
Old  :                 22.3       29.0       32.5       43.2        8.3       15.2       12.2       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders - Futures Only, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   101,262:     8,500      3,848      2,302     80,796     85,016     91,598     91,166:     9,664     10,096
Old  :   101,262:     8,500      3,848      2,302     80,796     85,016     91,598     91,166:     9,664     10,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       822:      -762        604       -906      2,788      1,430      1,120      1,128:      -298       -306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        3.8        2.3       79.8       84.0       90.5       90.0:       9.5       10.0
Old  :     100.0:       8.4        3.8        2.3       79.8       84.0       90.5       90.0:       9.5       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  :        36:         4          2          4         25         26         30         31:
Old  :        36:         4          2          4         25         26         30         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       35.7       65.2       58.7       47.8       33.4       57.7       53.3
Old  :                 51.8       35.7       65.2       58.7       47.8       33.4       57.7       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders - Futures Only, October 11, 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  :   100,440:     9,262      3,244      3,208     78,008     83,586     90,478     90,038:     9,962     10,402
Old  :   100,440:     9,262      3,244      3,208     78,008     83,586     90,478     90,038:     9,962     10,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,085:      -419          0        143      1,392        388      1,116        531:       -31        554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        3.2        3.2       77.7       83.2       90.1       89.6:       9.9       10.4
Old  :     100.0:       9.2        3.2        3.2       77.7       83.2       90.1       89.6:       9.9       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  :        36:         5          1          5         25         26         31         31:
Old  :        36:         5          1          5         25         26         31         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       35.2       63.4       58.1       45.5       32.7       56.0       52.4
Old  :                 49.8       35.2       63.4       58.1       45.5       32.7       56.0       52.4
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, October 18, 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  :    55,219:     5,899      8,332          0     42,845     39,591     48,744     47,923:     6,475      7,296
Old  :    55,219:     5,899      8,332          0     42,845     39,591     48,744     47,923:     6,475      7,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       15.1        0.0       77.6       71.7       88.3       86.8:      11.7       13.2
Old  :     100.0:      10.7       15.1        0.0       77.6       71.7       88.3       86.8:      11.7       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          2          0         13         14         15         16:
Old  :        23:         2          2          0         13         14         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.6       51.1       75.8       72.9       53.5       48.1       72.0       68.4
Old  :                 55.6       51.1       75.8       72.9       53.5       48.1       72.0       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders - Futures Only, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    70,209:         2     20,600      1,549     62,190     45,573     63,741     67,722:     6,468      2,487
Old  :    70,209:         2     20,600      1,549     62,190     45,573     63,741     67,722:     6,468      2,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,828:         0     -1,306       -699      1,855      4,479      1,156      2,474:       672       -646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       29.3        2.2       88.6       64.9       90.8       96.5:       9.2        3.5
Old  :     100.0:       0.0       29.3        2.2       88.6       64.9       90.8       96.5:       9.2        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          3          4         18         18         22         22:
Old  :        25:         1          3          4         18         18         22         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  :                 49.0       55.6       69.0       73.3       39.6       50.9       55.9       63.2
Old  :                 49.0       55.6       69.0       73.3       39.6       50.9       55.9       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders - Futures Only, October 11, 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  :    68,381:         2     21,906      2,248     60,335     41,094     62,585     65,248:     5,796      3,133
Old  :    68,381:         2     21,906      2,248     60,335     41,094     62,585     65,248:     5,796      3,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     3,209:         0     -1,776        733      2,904      5,218      3,637      4,175:      -428       -966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       32.0        3.3       88.2       60.1       91.5       95.4:       8.5        4.6
Old  :     100.0:       0.0       32.0        3.3       88.2       60.1       91.5       95.4:       8.5        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          4          4         17         18         21         23:
Old  :        26:         1          4          4         17         18         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       55.5       66.6       72.6       37.4       50.5       54.3       62.9
Old  :                 45.4       55.5       66.6       72.6       37.4       50.5       54.3       62.9
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, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    70,256:    25,249     11,246      2,798     34,380     49,297     62,427     63,341:     7,829      6,915
Old  :    70,256:    25,249     11,246      2,798     34,380     49,297     62,427     63,341:     7,829      6,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     2,078:     3,180     -1,680     -1,042       -314      3,960      1,824      1,238:       254        840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       16.0        4.0       48.9       70.2       88.9       90.2:      11.1        9.8
Old  :     100.0:      35.9       16.0        4.0       48.9       70.2       88.9       90.2:      11.1        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  :        26:         2          5          3         16         16         20         22:
Old  :        26:         2          5          3         16         16         20         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       45.5       75.3       61.8       49.3       37.1       56.5       49.4
Old  :                 59.0       45.5       75.3       61.8       49.3       37.1       56.5       49.4
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, October 11, 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  :    68,178:    22,069     12,926      3,840     34,694     45,337     60,603     62,103:     7,575      6,075
Old  :    68,178:    22,069     12,926      3,840     34,694     45,337     60,603     62,103:     7,575      6,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       847:    -3,116        -58      1,404      2,405       -119        693      1,227:       154       -380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       19.0        5.6       50.9       66.5       88.9       91.1:      11.1        8.9
Old  :     100.0:      32.4       19.0        5.6       50.9       66.5       88.9       91.1:      11.1        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          5          4         16         16         22         22:
Old  :        27:         3          5          4         16         16         22         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  :                 57.0       41.0       75.0       58.0       47.4       39.8       58.6       53.6
Old  :                 57.0       41.0       75.0       58.0       47.4       39.8       58.6       53.6
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, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    63,890:         0      4,612      1,327     60,316     48,448     61,643     54,387:     2,247      9,503
Old  :    63,890:         0      4,612      1,327     60,316     48,448     61,643     54,387:     2,247      9,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       849:         0     -1,293        990        344      1,237      1,334        934:      -485        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.2        2.1       94.4       75.8       96.5       85.1:       3.5       14.9
Old  :     100.0:       0.0        7.2        2.1       94.4       75.8       96.5       85.1:       3.5       14.9
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  :        22:         0          1          1         16         18         17         19:
Old  :        22:         0          1          1         16         18         17         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       38.9       80.4       64.4       58.8       37.6       68.8       54.5
Old  :                 63.9       38.9       80.4       64.4       58.8       37.6       68.8       54.5
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, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    63,041:         0      5,905        337     59,972     47,211     60,309     53,453:     2,732      9,588
Old  :    63,041:         0      5,905        337     59,972     47,211     60,309     53,453:     2,732      9,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       751:         0      1,326       -328        670       -368        342        630:       409        121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.4        0.5       95.1       74.9       95.7       84.8:       4.3       15.2
Old  :     100.0:       0.0        9.4        0.5       95.1       74.9       95.7       84.8:       4.3       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          1         14         16         15         17:
Old  :        20:         0          1          1         14         16         15         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.5       39.9       82.2       65.7       60.5       39.3       70.0       57.3
Old  :                 65.5       39.9       82.2       65.7       60.5       39.3       70.0       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, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    65,528:         0      8,846      2,628     55,229     46,137     57,857     57,611:     7,671      7,917
Old  :    65,528:         0      8,846      2,628     55,229     46,137     57,857     57,611:     7,671      7,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       923:         0     -1,696      1,426        -24      1,068      1,402        798:      -479        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       13.5        4.0       84.3       70.4       88.3       87.9:      11.7       12.1
Old  :     100.0:       0.0       13.5        4.0       84.3       70.4       88.3       87.9:      11.7       12.1
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:         0          2          2         20         13         22         15:
Old  :        25:         0          2          2         20         13         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  :                 33.4       54.4       56.1       77.9       25.4       43.0       38.7       54.3
Old  :                 33.4       54.4       56.1       77.9       25.4       43.0       38.7       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders - Futures Only, October 11, 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  :    64,605:         0     10,542      1,202     55,253     45,069     56,455     56,813:     8,150      7,792
Old  :    64,605:         0     10,542      1,202     55,253     45,069     56,455     56,813:     8,150      7,792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     2,359:         0     -1,013        827      1,704      1,683      2,531      1,497:      -172        862
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       16.3        1.9       85.5       69.8       87.4       87.9:      12.6       12.1
Old  :     100.0:       0.0       16.3        1.9       85.5       69.8       87.4       87.9:      12.6       12.1
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:         0          2          2         19         13         21         15:
Old  :        24:         0          2          2         19         13         21         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  :                 32.5       56.0       55.7       79.4       26.0       46.0       41.1       58.8
Old  :                 32.5       56.0       55.7       79.4       26.0       46.0       41.1       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-02365K
Commitments of Traders - Futures Only, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    45,901:         0      2,241        440     37,211     38,688     37,651     41,369:     8,250      4,532
Old  :    45,901:         0      2,241        440     37,211     38,688     37,651     41,369:     8,250      4,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     2,050:         0        308        278      1,772      1,464      2,050      2,050:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.9        1.0       81.1       84.3       82.0       90.1:      18.0        9.9
Old  :     100.0:       0.0        4.9        1.0       81.1       84.3       82.0       90.1:      18.0        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          1         13         12         14         13:
Old  :        20:         0          1          1         13         12         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       67.9       75.8       85.3       59.4       67.6       70.9       81.4
Old  :                 60.6       67.9       75.8       85.3       59.4       67.6       70.9       81.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-02365K
Commitments of Traders - Futures Only, October 11, 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  :    43,851:         0      1,933        162     35,439     37,224     35,601     39,319:     8,250      4,532
Old  :    43,851:         0      1,933        162     35,439     37,224     35,601     39,319:     8,250      4,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,376:         0        880       -300          0        338       -300        918:     1,676        458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.4        0.4       80.8       84.9       81.2       89.7:      18.8       10.3
Old  :     100.0:       0.0        4.4        0.4       80.8       84.9       81.2       89.7:      18.8       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          1         13         12         14         13:
Old  :        20:         0          1          1         13         12         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       67.7       75.3       84.6       58.1       67.4       70.1       81.1
Old  :                 59.4       67.7       75.3       84.6       58.1       67.4       70.1       81.1
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, October 18, 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  :    57,843:     6,041      1,398      5,974     37,248     43,861     49,263     51,233:     8,580      6,610
Old  :    57,843:     6,041      1,398      5,974     37,248     43,861     49,263     51,233:     8,580      6,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       802:    -1,510          0      1,510       -233       -560       -233        950:     1,035       -148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        2.4       10.3       64.4       75.8       85.2       88.6:      14.8       11.4
Old  :     100.0:      10.4        2.4       10.3       64.4       75.8       85.2       88.6:      14.8       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          2          3         16         19         19         23:
Old  :        25:         2          2          3         16         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  :                 54.1       38.3       73.1       59.7       26.6       24.1       38.7       34.7
Old  :                 54.1       38.3       73.1       59.7       26.6       24.1       38.7       34.7
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, October 11, 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  :    57,041:     7,551      1,398      4,464     37,481     44,421     49,496     50,283:     7,545      6,758
Old  :    57,041:     7,551      1,398      4,464     37,481     44,421     49,496     50,283:     7,545      6,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     2,829:    -1,922        190      1,798      3,071        837      2,947      2,825:      -118          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        2.5        7.8       65.7       77.9       86.8       88.2:      13.2       11.8
Old  :     100.0:      13.2        2.5        7.8       65.7       77.9       86.8       88.2:      13.2       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          2          3         15         19         18         23:
Old  :        24:         2          2          3         15         19         18         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  :                 56.8       40.8       76.0       59.9       31.7       24.4       40.8       34.8
Old  :                 56.8       40.8       76.0       59.9       31.7       24.4       40.8       34.8
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, October 18, 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  : 1,364,215:   342,387     82,661    248,590    750,274  1,018,096  1,341,251  1,349,347:    22,964     14,868
Old  : 1,364,215:   342,387     82,661    248,590    750,274  1,018,096  1,341,251  1,349,347:    22,964     14,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    63,973:    -5,699      5,404     26,347     39,326     28,499     59,974     60,250:     3,999      3,723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        6.1       18.2       55.0       74.6       98.3       98.9:       1.7        1.1
Old  :     100.0:      25.1        6.1       18.2       55.0       74.6       98.3       98.9:       1.7        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  :       133:        28         12         34         87         78        125        114:
Old  :       133:        28         12         34         87         78        125        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       25.2       36.7       41.1       17.0       18.4       25.1       29.9
Old  :                 23.1       25.2       36.7       41.1       17.0       18.4       25.1       29.9
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, October 11, 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  : 1,300,242:   348,086     77,257    222,243    710,948    989,597  1,281,277  1,289,097:    18,965     11,145
Old  : 1,300,242:   348,086     77,257    222,243    710,948    989,597  1,281,277  1,289,097:    18,965     11,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    37,371:    -3,489      1,836     16,703     22,282     20,357     35,496     38,896:     1,875     -1,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        5.9       17.1       54.7       76.1       98.5       99.1:       1.5        0.9
Old  :     100.0:      26.8        5.9       17.1       54.7       76.1       98.5       99.1:       1.5        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  :       132:        26         13         32         86         80        121        116:
Old  :       132:        26         13         32         86         80        121        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       26.0       38.3       42.2       18.4       18.9       26.9       30.6
Old  :                 24.5       26.0       38.3       42.2       18.4       18.9       26.9       30.6
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, October 18, 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  :   250,677:    70,626     71,969     56,342    120,230    120,366    247,198    248,677:     3,479      2,000
Old  :   250,677:    70,626     71,969     56,342    120,230    120,366    247,198    248,677:     3,479      2,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    20,980:     1,819     19,835        896     18,115        172     20,830     20,903:       150         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       28.7       22.5       48.0       48.0       98.6       99.2:       1.4        0.8
Old  :     100.0:      28.2       28.7       22.5       48.0       48.0       98.6       99.2:       1.4        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        10          9         15         27         26         45         42:
Old  :        47:        10          9         15         27         26         45         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       51.8       53.9       67.2       25.2       34.0       35.6       42.3
Old  :                 32.4       51.8       53.9       67.2       25.2       34.0       35.6       42.3
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, October 11, 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  :   229,697:    68,807     52,134     55,446    102,115    120,194    226,368    227,774:     3,329      1,923
Old  :   229,697:    68,807     52,134     55,446    102,115    120,194    226,368    227,774:     3,329      1,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    15,996:     1,447      4,852      6,762      7,683      3,986     15,892     15,600:       104        396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       22.7       24.1       44.5       52.3       98.6       99.2:       1.4        0.8
Old  :     100.0:      30.0       22.7       24.1       44.5       52.3       98.6       99.2:       1.4        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        10          9         16         27         27         45         44:
Old  :        48:        10          9         16         27         27         45         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  :                 30.7       48.1       52.6       64.6       26.2       28.6       37.3       39.0
Old  :                 30.7       48.1       52.6       64.6       26.2       28.6       37.3       39.0
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, October 18, 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  :    76,100:    27,610     10,460     10,062     38,220     55,138     75,892     75,660:       208        440
Old  :    76,100:    27,610     10,460     10,062     38,220     55,138     75,892     75,660:       208        440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :      -183:     1,500      1,400       -620       -463     -1,243        417       -463:      -600        280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       13.7       13.2       50.2       72.5       99.7       99.4:       0.3        0.6
Old  :     100.0:      36.3       13.7       13.2       50.2       72.5       99.7       99.4:       0.3        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         4          6          9         35         40         45         49:
Old  :        50:         4          6          9         35         40         45         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  :                 58.9       41.8       69.4       60.8       50.8       37.3       56.5       51.9
Old  :                 58.9       41.8       69.4       60.8       50.8       37.3       56.5       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders - Futures Only, October 11, 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  :    76,283:    26,110      9,060     10,682     38,683     56,381     75,475     76,123:       808        160
Old  :    76,283:    26,110      9,060     10,682     38,683     56,381     75,475     76,123:       808        160
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       943:      -260      2,020        240        343     -1,357        323        903:       620         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       11.9       14.0       50.7       73.9       98.9       99.8:       1.1        0.2
Old  :     100.0:      34.2       11.9       14.0       50.7       73.9       98.9       99.8:       1.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         4          6          9         36         39         46         48:
Old  :        49:         4          6          9         36         39         46         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       42.2       68.2       60.8       49.3       38.2       54.9       51.8
Old  :                 57.3       42.2       68.2       60.8       49.3       38.2       54.9       51.8
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, October 18, 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  :    27,598:     5,185      4,848      2,518     19,789     19,617     27,492     26,983:       106        615
Old  :    27,598:     5,185      4,848      2,518     19,789     19,617     27,492     26,983:       106        615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       568:     1,484        -40         40     -1,062        462        462        462:       106        106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       17.6        9.1       71.7       71.1       99.6       97.8:       0.4        2.2
Old  :     100.0:      18.8       17.6        9.1       71.7       71.1       99.6       97.8:       0.4        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          3          6         20         23         27         29:
Old  :        36:         4          3          6         20         23         27         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  :                 58.3       53.6       77.9       74.2       54.4       49.7       72.5       67.6
Old  :                 58.3       53.6       77.9       74.2       54.4       49.7       72.5       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders - Futures Only, October 11, 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  :    27,030:     3,701      4,888      2,478     20,851     19,155     27,030     26,521:         0        509
Old  :    27,030:     3,701      4,888      2,478     20,851     19,155     27,030     26,521:         0        509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       810:      -462        -40        676        596        174        810        810:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       18.1        9.2       77.1       70.9      100.0       98.1:       0.0        1.9
Old  :     100.0:      13.7       18.1        9.2       77.1       70.9      100.0       98.1:       0.0        1.9
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:         4          3          6         19         22         26         28:
Old  :        36:         4          3          6         19         22         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  :                 59.5       54.7       78.0       74.7       56.4       51.1       72.8       68.7
Old  :                 59.5       54.7       78.0       74.7       56.4       51.1       72.8       68.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465B
Commitments of Traders - Futures Only, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     9,243:       743      3,295      2,454      6,046      3,494      9,243      9,243:         0          0
Old  :     9,243:       743      3,295      2,454      6,046      3,494      9,243      9,243:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       445:        59        689          4        382       -248        445        445:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       35.6       26.5       65.4       37.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       8.0       35.6       26.5       65.4       37.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          3          3         14          9         19         13:
Old  :        24:         3          3          3         14          9         19         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       62.2       66.4       90.3       30.0       48.0       51.6       63.9
Old  :                 41.4       62.2       66.4       90.3       30.0       48.0       51.6       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465B
Commitments of Traders - Futures Only, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     8,798:       684      2,606      2,450      5,664      3,742      8,798      8,798:         0          0
Old  :     8,798:       684      2,606      2,450      5,664      3,742      8,798      8,798:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :      -550:         0        -42          0        -42          0        -42        -42:      -508       -508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       29.6       27.8       64.4       42.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       7.8       29.6       27.8       64.4       42.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          2          3         14         10         19         14:
Old  :        24:         4          2          3         14         10         19         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       57.5       65.5       86.5       26.4       47.4       45.9       59.4
Old  :                 40.0       57.5       65.5       86.5       26.4       47.4       45.9       59.4
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, October 18, 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  :    17,530:     2,900      3,868      1,972     12,238     11,430     17,110     17,270:       420        260
Old  :    17,530:     2,900      3,868      1,972     12,238     11,430     17,110     17,270:       420        260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       -60:      -240       -120        120         20        -10       -100        -10:        40        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       22.1       11.2       69.8       65.2       97.6       98.5:       2.4        1.5
Old  :     100.0:      16.5       22.1       11.2       69.8       65.2       97.6       98.5:       2.4        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          4          7         20         21         27         28:
Old  :        31:         3          4          7         20         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  :                 45.9       56.5       69.8       78.2       39.2       45.7       55.4       60.8
Old  :                 45.9       56.5       69.8       78.2       39.2       45.7       55.4       60.8
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, October 11, 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  :    17,590:     3,140      3,988      1,852     12,218     11,440     17,210     17,280:       380        310
Old  :    17,590:     3,140      3,988      1,852     12,218     11,440     17,210     17,280:       380        310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       988:      -332        448        172      1,288        528      1,128      1,148:      -140       -160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       22.7       10.5       69.5       65.0       97.8       98.2:       2.2        1.8
Old  :     100.0:      17.9       22.7       10.5       69.5       65.0       97.8       98.2:       2.2        1.8
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  :        30:         3          4          7         20         20         27         27:
Old  :        30:         3          4          7         20         20         27         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  :                 47.1       56.3       70.9       79.1       41.9       46.0       57.9       61.0
Old  :                 47.1       56.3       70.9       79.1       41.9       46.0       57.9       61.0
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, October 18, 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  :    24,366:    11,360        120      1,530     10,618     22,424     23,508     24,074:       858        292
Old  :    24,366:    11,360        120      1,530     10,618     22,424     23,508     24,074:       858        292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :        90:       -50          0         50        260          0        260         50:      -170         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6        0.5        6.3       43.6       92.0       96.5       98.8:       3.5        1.2
Old  :     100.0:      46.6        0.5        6.3       43.6       92.0       96.5       98.8:       3.5        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  :        31:         2          1          3         22         25         25         28:
Old  :        31:         2          1          3         22         25         25         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  :                 67.8       54.3       79.0       76.0       59.8       50.9       69.3       68.2
Old  :                 67.8       54.3       79.0       76.0       59.8       50.9       69.3       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06465M
Commitments of Traders - Futures Only, October 11, 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  :    24,276:    11,410        120      1,480     10,358     22,424     23,248     24,024:     1,028        252
Old  :    24,276:    11,410        120      1,480     10,358     22,424     23,248     24,024:     1,028        252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :        60:        80          0        -80        -20         80        -20          0:        80         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0        0.5        6.1       42.7       92.4       95.8       99.0:       4.2        1.0
Old  :     100.0:      47.0        0.5        6.1       42.7       92.4       95.8       99.0:       4.2        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          1          3         21         25         24         28:
Old  :        30:         2          1          3         21         25         24         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  :                 68.1       54.5       79.3       76.3       60.2       51.1       69.8       68.4
Old  :                 68.1       54.5       79.3       76.3       60.2       51.1       69.8       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-06465S
Commitments of Traders - Futures Only, October 18, 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  :     9,656:     1,630        120        820      6,902      8,616      9,352      9,556:       304        100
Old  :     9,656:     1,630        120        820      6,902      8,616      9,352      9,556:       304        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       510:      -310          0          0        540        690        230        690:       280       -180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        1.2        8.5       71.5       89.2       96.9       99.0:       3.1        1.0
Old  :     100.0:      16.9        1.2        8.5       71.5       89.2       96.9       99.0:       3.1        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          2         16         11         18         14:
Old  :        22:         2          1          2         16         11         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       73.4       82.8       90.3       48.4       69.2       67.0       75.1
Old  :                 59.0       73.4       82.8       90.3       48.4       69.2       67.0       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-06465S
Commitments of Traders - Futures Only, October 11, 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  :     9,146:     1,940        120        820      6,362      7,926      9,122      8,866:        24        280
Old  :     9,146:     1,940        120        820      6,362      7,926      9,122      8,866:        24        280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       546:       -20          0          0        546        546        526        546:        20          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        1.3        9.0       69.6       86.7       99.7       96.9:       0.3        3.1
Old  :     100.0:      21.2        1.3        9.0       69.6       86.7       99.7       96.9:       0.3        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          1          2         15         10         17         13:
Old  :        20:         2          1          2         15         10         17         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.0       73.1       86.0       90.8       52.9       68.1       69.4       71.1
Old  :                 64.0       73.1       86.0       90.8       52.9       68.1       69.4       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders - Futures Only, October 18, 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  :   860,139:   123,903    150,021    133,867    549,911    503,139    807,681    787,027:    52,458     73,112
Old  :   860,139:   123,903    150,021    133,867    549,911    503,139    807,681    787,027:    52,458     73,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     7,770:    17,028      2,576     -8,261      4,099     17,286     12,866     11,601:    -5,096     -3,831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       17.4       15.6       63.9       58.5       93.9       91.5:       6.1        8.5
Old  :     100.0:      14.4       17.4       15.6       63.9       58.5       93.9       91.5:       6.1        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        55         95         92         79         80        195        211:
Old  :       244:        55         95         92         79         80        195        211:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       18.2       36.9       28.3       20.4       12.2       28.3       18.3
Old  :                 24.9       18.2       36.9       28.3       20.4       12.2       28.3       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders - Futures Only, October 11, 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  :   852,369:   106,875    147,445    142,128    545,812    485,853    794,815    775,426:    57,554     76,943
Old  :   852,369:   106,875    147,445    142,128    545,812    485,853    794,815    775,426:    57,554     76,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :   -13,755:   -11,605      1,714    -15,664     16,718     -4,283    -10,551    -18,233:    -3,204      4,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       17.3       16.7       64.0       57.0       93.2       91.0:       6.8        9.0
Old  :     100.0:      12.5       17.3       16.7       64.0       57.0       93.2       91.0:       6.8        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:        55         99         92         77         77        198        208:
Old  :       247:        55         99         92         77         77        198        208:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       16.1       38.3       25.4       22.5       11.9       30.5       17.6
Old  :                 26.4       16.1       38.3       25.4       22.5       11.9       30.5       17.6
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, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,255:     9,073      2,463        165      1,431     10,164     10,669     12,792:     2,586        463
Old  :    13,255:     9,073      2,463        165      1,431     10,164     10,669     12,792:     2,586        463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       139:       443       -505        -15         31        628        459        108:      -320         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.4       18.6        1.2       10.8       76.7       80.5       96.5:      19.5        3.5
Old  :     100.0:      68.4       18.6        1.2       10.8       76.7       80.5       96.5:      19.5        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        63         10          3         11         27         76         40:
Old  :       112:        63         10          3         11         27         76         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  :                 23.8       33.2       36.9       51.0       23.8       33.2       36.9       51.0
Old  :                 23.8       33.2       36.9       51.0       23.8       33.2       36.9       51.0
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, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,116:     8,630      2,968        180      1,400      9,536     10,210     12,684:     2,906        432
Old  :    13,116:     8,630      2,968        180      1,400      9,536     10,210     12,684:     2,906        432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       -90:      -282       -928         63         27        818       -192        -47:       102        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.8       22.6        1.4       10.7       72.7       77.8       96.7:      22.2        3.3
Old  :     100.0:      65.8       22.6        1.4       10.7       72.7       77.8       96.7:      22.2        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        57         11          3         11         27         71         41:
Old  :       109:        57         11          3         11         27         71         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  :                 22.5       32.5       34.6       51.3       22.5       32.5       34.6       51.3
Old  :                 22.5       32.5       34.6       51.3       22.5       32.5       34.6       51.3
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, October 18, 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  :    12,560:     9,361        536         12        848     10,670     10,221     11,218:     2,339      1,342
Old  :    12,560:     9,361        536         12        848     10,670     10,221     11,218:     2,339      1,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :      -895:      -975        -19          0        295       -842       -680       -861:      -215        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.5        4.3        0.1        6.8       85.0       81.4       89.3:      18.6       10.7
Old  :     100.0:      74.5        4.3        0.1        6.8       85.0       81.4       89.3:      18.6       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        27          5          1         12         20         39         26:
Old  :        56:        27          5          1         12         20         39         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  :                 36.3       47.4       53.3       72.4       36.3       45.7       53.3       70.7
Old  :                 36.3       47.4       53.3       72.4       36.3       45.7       53.3       70.7
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, October 11, 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  :    13,455:    10,336        555         12        553     11,512     10,901     12,079:     2,554      1,376
Old  :    13,455:    10,336        555         12        553     11,512     10,901     12,079:     2,554      1,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       384:       278         86         12         31        278        321        376:        63          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.8        4.1        0.1        4.1       85.6       81.0       89.8:      19.0       10.2
Old  :     100.0:      76.8        4.1        0.1        4.1       85.6       81.0       89.8:      19.0       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        29          5          1         12         22         41         28:
Old  :        58:        29          5          1         12         22         41         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  :                 38.7       45.5       55.6       69.6       38.7       43.9       55.6       68.0
Old  :                 38.7       45.5       55.6       69.6       38.7       43.9       55.6       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-111652
Commitments of Traders - Futures Only, October 18, 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  :   133,768:    27,635      3,897     10,977     82,743    109,508    121,355    124,382:    12,413      9,386
Old  :   133,768:    27,635      3,897     10,977     82,743    109,508    121,355    124,382:    12,413      9,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -1,040:     1,367      1,492     -1,331      1,337       -329      1,373       -168:    -2,413       -872
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        2.9        8.2       61.9       81.9       90.7       93.0:       9.3        7.0
Old  :     100.0:      20.7        2.9        8.2       61.9       81.9       90.7       93.0:       9.3        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        48         13         33         62         74        121        111:
Old  :       147:        48         13         33         62         74        121        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  :                 24.4       25.1       40.1       40.0       18.3       18.6       27.5       29.6
Old  :                 24.4       25.1       40.1       40.0       18.3       18.6       27.5       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-111652
Commitments of Traders - Futures Only, October 11, 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  :   134,808:    26,268      2,405     12,308     81,406    109,837    119,982    124,550:    14,826     10,258
Old  :   134,808:    26,268      2,405     12,308     81,406    109,837    119,982    124,550:    14,826     10,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :      -164:     3,514       -204        820     -5,429     -1,809     -1,095     -1,193:       931      1,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        1.8        9.1       60.4       81.5       89.0       92.4:      11.0        7.6
Old  :     100.0:      19.5        1.8        9.1       60.4       81.5       89.0       92.4:      11.0        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        44         11         35         58         74        116        109:
Old  :       141:        44         11         35         58         74        116        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  :                 23.6       23.5       39.0       38.9       17.9       19.2       27.4       30.9
Old  :                 23.6       23.5       39.0       38.9       17.9       19.2       27.4       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 28, 2005