WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders - Futures Only, November 8, 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  :   297,365:    50,384     96,463     33,296    186,574    128,051    270,254    257,810:    27,111     39,555
Old  :   246,878:    52,111     92,152     18,745    152,323    109,734    223,179    220,631:    23,699     26,247
Other:    50,487:    10,587     16,625      2,237     34,251     18,317     47,075     37,179:     3,412     13,308
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -7,997:    -1,677      4,631    -12,744      5,637      1,669     -8,784     -6,444:       787     -1,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       32.4       11.2       62.7       43.1       90.9       86.7:       9.1       13.3
Old  :     100.0:      21.1       37.3        7.6       61.7       44.4       90.4       89.4:       9.6       10.6
Other:     100.0:      21.0       32.9        4.4       67.8       36.3       93.2       73.6:       6.8       26.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:        73        135         85         52         65        181        244:
Old  :       287:        72        131         70         48         56        169        217:
Other:       141:        29         50         18         16         57         54        117:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       25.9       45.7       32.7       30.1       20.1       44.8       26.2
Old  :                 34.6       30.0       49.1       37.7       34.6       29.4       49.1       36.6
Other:                 63.6       18.9       75.0       25.7       59.3       16.5       69.8       22.8
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders - Futures Only, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   305,362:    52,061     91,832     46,040    180,937    126,382    279,038    264,254:    26,324     41,108
Old  :   260,986:    53,258     93,331     29,150    154,678    110,519    237,086    233,000:    23,900     27,986
Other:    44,376:    14,060     13,758      1,633     26,259     15,863     41,952     31,254:     2,424     13,122
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     6,605:     2,465     11,504       -427      1,060     -5,220      3,098      5,857:     3,507        748
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       30.1       15.1       59.3       41.4       91.4       86.5:       8.6       13.5
Old  :     100.0:      20.4       35.8       11.2       59.3       42.3       90.8       89.3:       9.2       10.7
Other:     100.0:      31.7       31.0        3.7       59.2       35.7       94.5       70.4:       5.5       29.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        67        130         92         46         65        184        242:
Old  :       284:        71        130         72         42         57        165        218:
Other:       145:        40         44         17         17         56         64        111:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       24.3       43.8       30.6       29.7       18.5       42.5       23.8
Old  :                 33.2       27.8       48.2       34.7       33.2       27.5       48.2       33.4
Other:                 54.3       15.9       67.5       22.6       53.3       15.6       66.4       22.0
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders - Futures Only, November 8, 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  :   867,838:   170,585    174,536     86,497    454,258    409,859    711,340    670,892:   156,498    196,946
Old  :   796,492:   168,475    176,569     67,348    415,654    375,207    651,477    619,124:   145,015    177,368
Other:    71,346:    17,624     13,481      3,635     38,604     34,652     59,863     51,768:    11,483     19,578
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     7,974:     9,853      6,754     -2,125     -6,353      5,755      1,375     10,384:     6,599     -2,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       20.1       10.0       52.3       47.2       82.0       77.3:      18.0       22.7
Old  :     100.0:      21.2       22.2        8.5       52.2       47.1       81.8       77.7:      18.2       22.3
Other:     100.0:      24.7       18.9        5.1       54.1       48.6       83.9       72.6:      16.1       27.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       570:       150        130        123        190        194        406        409:
Old  :       562:       147        132        110        183        187        391        392:
Other:       250:        48         45         10         42        125         95        176:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       19.2       30.8       24.9       17.6       16.1       26.4       20.9
Old  :                 21.8       18.9       31.4       24.9       18.5       15.6       26.7       20.8
Other:                 40.2       30.6       50.7       39.0       39.8       28.5       49.4       36.2
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders - Futures Only, November 1, 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  :   859,864:   160,732    167,782     88,622    460,611    404,104    709,965    660,508:   149,899    199,356
Old  :   807,141:   146,852    171,242     79,389    440,517    374,005    666,758    624,636:   140,383    182,505
Other:    52,723:    21,338      3,998      1,775     20,094     30,099     43,207     35,872:     9,516     16,851
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    32,556:     9,208      1,719      3,100      8,582     20,247     20,890     25,066:    11,666      7,490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       19.5       10.3       53.6       47.0       82.6       76.8:      17.4       23.2
Old  :     100.0:      18.2       21.2        9.8       54.6       46.3       82.6       77.4:      17.4       22.6
Other:     100.0:      40.5        7.6        3.4       38.1       57.1       82.0       68.0:      18.0       32.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       565:       148        125        121        187        191        408        396:
Old  :       557:       140        132        109        181        185        393        382:
Other:       246:        54         33          7         44        126        101        163:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       19.4       32.0       24.7       18.8       16.1       27.6       20.8
Old  :                 22.9       19.0       33.8       24.6       19.7       15.6       29.1       20.5
Other:                 19.6       29.3       33.8       36.2       19.3       29.0       32.6       35.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders - Futures Only, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     7,089:     3,647        420         20      1,176      5,446      4,843      5,886:     2,246      1,203
Old  :     7,067:     3,647        420         20      1,173      5,439      4,840      5,879:     2,227      1,188
Other:        22:         0          0          0          3          7          3          7:        19         15
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       545:       681        200        -72        161        301        770        429:      -225        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.4        5.9        0.3       16.6       76.8       68.3       83.0:      31.7       17.0
Old  :     100.0:      51.6        5.9        0.3       16.6       77.0       68.5       83.2:      31.5       16.8
Other:     100.0:       0.0        0.0        0.0       13.6       31.8       13.6       31.8:      86.4       68.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        14          6          2         11         12         27         18:
Old  :        37:        14          6          2         11         12         27         18:
Other:         3:         0          0          0          2          2          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       52.8       45.1       70.0       31.2       49.4       45.1       63.6
Old  :                 31.3       52.9       45.2       70.1       31.3       49.5       45.2       63.8
Other:                 13.6       31.8       13.6       31.8        9.1       27.3        9.1       27.3
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders - Futures Only, November 1, 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  :     6,544:     2,966        220         92      1,015      5,145      4,073      5,457:     2,471      1,087
Old  :     6,535:     2,966        220         91      1,012      5,144      4,069      5,455:     2,466      1,080
Other:         9:         0          0          1          3          1          4          2:         5          7
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -739:      -884        -97         75        118       -464       -691       -486:       -48       -253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.3        3.4        1.4       15.5       78.6       62.2       83.4:      37.8       16.6
Old  :     100.0:      45.4        3.4        1.4       15.5       78.7       62.3       83.5:      37.7       16.5
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  :        34:        12          4          3         12         13         26         18:
Old  :        34:        12          4          3         12         13         26         18:
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  :                 33.8       53.5       46.0       70.2       33.8       51.4       46.0       65.8
Old  :                 33.8       53.5       46.1       70.3       33.8       51.4       46.1       65.9
Other:                 44.4       22.2       44.4       22.2       22.2        0.0       22.2        0.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders - Futures Only, November 8, 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  :   270,161:    47,024     43,007     27,182    151,917    129,973    226,123    200,162:    44,038     69,999
Old  :   253,483:    47,339     44,943     20,355    143,444    123,808    211,138    189,106:    42,345     64,377
Other:    16,678:     5,860      4,239        652      8,473      6,165     14,985     11,056:     1,693      5,622
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -4,475:      -789     -1,725     -1,039     -4,292        160     -6,120     -2,604:     1,645     -1,871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       15.9       10.1       56.2       48.1       83.7       74.1:      16.3       25.9
Old  :     100.0:      18.7       17.7        8.0       56.6       48.8       83.3       74.6:      16.7       25.4
Other:     100.0:      35.1       25.4        3.9       50.8       37.0       89.8       66.3:      10.2       33.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        66         92         67         84         97        200        226:
Old  :       299:        73         93         57         83         94        194        218:
Other:       104:        17         24          5         22         45         42         72:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       20.3       32.5       26.5       19.8       16.1       30.1       21.1
Old  :                 22.0       21.1       33.8       27.5       22.0       16.9       32.4       22.2
Other:                 47.7       29.1       66.5       39.7       44.3       28.7       63.1       38.7
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders - Futures Only, November 1, 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  :   274,636:    47,813     44,732     28,221    156,209    129,813    232,243    202,766:    42,393     71,870
Old  :   259,107:    47,686     46,412     21,991    148,713    124,052    218,390    192,455:    40,717     66,652
Other:    15,529:     5,805      3,998        552      7,496      5,761     13,853     10,311:     1,676      5,218
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -14,595:     3,664      1,545       -657     -8,639     -6,454     -5,632     -5,566:    -8,963     -9,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       16.3       10.3       56.9       47.3       84.6       73.8:      15.4       26.2
Old  :     100.0:      18.4       17.9        8.5       57.4       47.9       84.3       74.3:      15.7       25.7
Other:     100.0:      37.4       25.7        3.6       48.3       37.1       89.2       66.4:      10.8       33.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:        68         97         72         85        104        205        242:
Old  :       310:        72        100         62         82        100        196        233:
Other:       108:        19         22          4         25         49         46         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  :                 20.8       19.4       32.2       25.9       19.4       14.6       28.8       19.3
Old  :                 21.5       20.0       33.2       26.8       21.4       15.3       31.0       20.2
Other:                 45.5       29.9       66.0       41.5       42.5       29.6       62.5       40.6
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders - Futures Only, November 8, 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  :   171,933:    39,247     16,804     24,862     84,785    112,263    148,894    153,929:    23,039     18,004
Old  :   161,809:    40,831     17,168     20,845     78,515    107,083    140,191    145,096:    21,618     16,713
Other:    10,124:     2,178      3,398        255      6,270      5,180      8,703      8,833:     1,421      1,291
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       394:      -634      3,845      1,459      1,456     -6,564      2,281     -1,260:    -1,887      1,654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        9.8       14.5       49.3       65.3       86.6       89.5:      13.4       10.5
Old  :     100.0:      25.2       10.6       12.9       48.5       66.2       86.6       89.7:      13.4       10.3
Other:     100.0:      21.5       33.6        2.5       61.9       51.2       86.0       87.2:      14.0       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        41         37         42         49         47        115        116:
Old  :       155:        45         38         37         47         46        112        111:
Other:        43:         6         14          3         15         13         23         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  :                 22.0       35.3       34.7       48.9       20.5       34.8       30.1       40.2
Old  :                 22.7       36.2       34.8       49.1       21.8       35.6       32.1       43.0
Other:                 68.7       40.1       78.1       60.9       67.9       33.7       73.9       53.9
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders - Futures Only, November 1, 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  :   171,539:    39,881     12,959     23,403     83,329    118,827    146,613    155,189:    24,926     16,350
Old  :   162,600:    42,071     12,766     19,600     76,961    114,491    138,632    146,857:    23,968     15,743
Other:     8,939:     1,442      3,825        171      6,368      4,336      7,981      8,332:       958        607
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     2,738:    -2,171      4,023       -187      5,399     -4,900      3,041     -1,064:      -303      3,802
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        7.6       13.6       48.6       69.3       85.5       90.5:      14.5        9.5
Old  :     100.0:      25.9        7.9       12.1       47.3       70.4       85.3       90.3:      14.7        9.7
Other:     100.0:      16.1       42.8        1.9       71.2       48.5       89.3       93.2:      10.7        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        40         29         44         48         51        119        110:
Old  :       149:        49         28         39         47         50        117        105:
Other:        44:         6         17          4         14         13         23         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       36.6       32.7       51.0       20.4       35.4       30.2       41.6
Old  :                 21.5       37.4       32.5       51.6       21.5       36.3       31.9       44.6
Other:                 76.7       36.8       84.4       60.3       69.0       33.7       75.3       53.9
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders - Futures Only, November 8, 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  :   614,382:    94,218    123,407     15,193    383,036    306,565    492,447    445,165:   121,935    169,217
Old  :   614,382:    94,218    123,407     15,193    383,036    306,565    492,447    445,165:   121,935    169,217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    12,568:     9,045    -18,939      5,839    -12,907     14,829      1,977      1,729:    10,591     10,839
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       20.1        2.5       62.3       49.9       80.2       72.5:      19.8       27.5
Old  :     100.0:      15.3       20.1        2.5       62.3       49.9       80.2       72.5:      19.8       27.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        24         37         30         65         74        107        123:
Old  :       159:        24         37         30         65         74        107        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  :                 25.7       14.3       36.3       24.5       21.8       14.1       30.2       23.2
Old  :                 25.7       14.3       36.3       24.5       21.8       14.1       30.2       23.2
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, November 1, 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  :   601,814:    85,173    142,346      9,354    395,943    291,736    490,470    443,436:   111,344    158,378
Old  :   601,814:    85,173    142,346      9,354    395,943    291,736    490,470    443,436:   111,344    158,378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     6,180:       -33     22,665      1,396      5,170      1,653      6,533     25,714:      -353    -19,534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       23.7        1.6       65.8       48.5       81.5       73.7:      18.5       26.3
Old  :     100.0:      14.2       23.7        1.6       65.8       48.5       81.5       73.7:      18.5       26.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        21         41         26         63         70         98        123:
Old  :       158:        21         41         26         63         70         98        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  :                 26.6       13.7       37.2       23.6       23.2       13.7       31.2       22.7
Old  :                 26.6       13.7       37.2       23.6       23.2       13.7       31.2       22.7
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, November 8, 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  :   137,339:    19,515     21,407     16,082     75,685     74,632    111,282    112,121:    26,057     25,218
Old  :   131,331:    19,575     21,686     14,013     72,186     71,251    105,774    106,950:    25,557     24,381
Other:     6,008:       926        707      1,083      3,499      3,381      5,508      5,171:       500        837
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -3,561:       637       -751       -159     -1,951     -3,584     -1,473     -4,494:    -2,088        933
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       15.6       11.7       55.1       54.3       81.0       81.6:      19.0       18.4
Old  :     100.0:      14.9       16.5       10.7       55.0       54.3       80.5       81.4:      19.5       18.6
Other:     100.0:      15.4       11.8       18.0       58.2       56.3       91.7       86.1:       8.3       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        33         37         34         47         43        104        102:
Old  :       138:        34         40         34         47         42        104        101:
Other:        38:        12          6          6         15         14         30         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       31.2       35.1       39.0       19.1       23.1       26.7       30.0
Old  :                 25.2       31.5       34.8       39.6       19.6       24.0       27.4       31.1
Other:                 44.5       40.7       66.2       65.8       30.8       29.7       43.8       39.8
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders - Futures Only, November 1, 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  :   140,900:    18,878     22,158     16,241     77,636     78,216    112,755    116,615:    28,145     24,285
Old  :   135,079:    18,998     22,623     14,070     74,485     74,989    107,553    111,682:    27,526     23,397
Other:     5,821:       914        569      1,137      3,151      3,227      5,202      4,933:       619        888
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     2,179:        31      1,056      1,442      5,138      1,088      6,611      3,586:    -4,432     -1,407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       15.7       11.5       55.1       55.5       80.0       82.8:      20.0       17.2
Old  :     100.0:      14.1       16.7       10.4       55.1       55.5       79.6       82.7:      20.4       17.3
Other:     100.0:      15.7        9.8       19.5       54.1       55.4       89.4       84.7:      10.6       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        32         39         35         45         44        102        105:
Old  :       138:        34         40         35         45         43        102        104:
Other:        36:        12          6          7         15         12         30         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  :                 28.2       31.3       37.8       39.3       19.9       20.9       25.6       27.2
Old  :                 28.4       31.9       37.7       39.7       20.4       21.9       26.3       28.4
Other:                 43.2       38.6       65.2       63.6       32.5       30.7       42.7       40.4
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders - Futures Only, November 8, 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  :     7,455:     3,086        271        757      1,933      5,600      5,776      6,628:     1,679        827
Old  :     7,424:     3,090        276        748      1,933      5,584      5,771      6,608:     1,653        816
Other:        31:         5          4          0          0         16          5         20:        26         11
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       -35:       402       -306       -126       -505        665       -229        233:       194       -268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4        3.6       10.2       25.9       75.1       77.5       88.9:      22.5       11.1
Old  :     100.0:      41.6        3.7       10.1       26.0       75.2       77.7       89.0:      22.3       11.0
Other:     100.0:      16.1       12.9        0.0        0.0       51.6       16.1       64.5:      83.9       35.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        17          5          6         14         16         33         25:
Old  :        45:        17          5          6         14         16         33         25:
Other:         4:         1          1          0          0          2          1          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       60.3       45.2       72.8       22.8       49.2       35.7       58.7
Old  :                 26.8       60.5       45.3       72.9       22.9       49.4       35.8       58.7
Other:                 16.1       64.5       16.1       64.5       16.1       64.5       16.1       64.5
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders - Futures Only, November 1, 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  :     7,490:     2,684        577        883      2,438      4,935      6,005      6,395:     1,485      1,095
Old  :     7,467:     2,693        575        874      2,438      4,934      6,005      6,383:     1,462      1,084
Other:        23:         0         11          0          0          1          0         12:        23         11
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :        70:       190       -161         82        -64        316        208        237:      -138       -167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8        7.7       11.8       32.6       65.9       80.2       85.4:      19.8       14.6
Old  :     100.0:      36.1        7.7       11.7       32.7       66.1       80.4       85.5:      19.6       14.5
Other:     100.0:       0.0       47.8        0.0        0.0        4.3        0.0       52.2:     100.0       47.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        13          6          5         14         16         29         25:
Old  :        41:        13          5          5         14         16         29         25:
Other:         3:         0          2          0          0          1          0          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       54.3       50.3       70.3       27.0       41.0       39.3       52.4
Old  :                 30.7       54.4       50.4       70.5       27.1       41.1       39.4       52.5
Other:                  0.0       52.2        0.0       52.2        0.0       52.2        0.0       52.2
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-042601
Commitments of Traders - Futures Only, November 8, 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  :   362,070:   104,934     90,606      2,158    183,777    163,312    290,869    256,076:    71,201    105,994
Old  :   362,070:   104,934     90,606      2,158    183,777    163,312    290,869    256,076:    71,201    105,994
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     5,966:     9,843       -965        152     -3,411      7,954      6,584      7,141:      -618     -1,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       25.0        0.6       50.8       45.1       80.3       70.7:      19.7       29.3
Old  :     100.0:      29.0       25.0        0.6       50.8       45.1       80.3       70.7:      19.7       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  :       116:        23         26          6         46         50         72         79:
Old  :       116:        23         26          6         46         50         72         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  :                 24.9       16.1       36.6       26.1       24.3       14.9       35.6       24.6
Old  :                 24.9       16.1       36.6       26.1       24.3       14.9       35.6       24.6
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, November 1, 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  :   356,104:    95,091     91,571      2,006    187,188    155,358    284,285    248,935:    71,819    107,169
Old  :   356,104:    95,091     91,571      2,006    187,188    155,358    284,285    248,935:    71,819    107,169
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -16,212:    -6,370     -5,706        -91     -6,470    -10,279    -12,931    -16,076:    -3,281       -136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       25.7        0.6       52.6       43.6       79.8       69.9:      20.2       30.1
Old  :     100.0:      26.7       25.7        0.6       52.6       43.6       79.8       69.9:      20.2       30.1
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  :       118:        24         26          5         45         48         71         77:
Old  :       118:        24         26          5         45         48         71         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       16.1       37.7       25.7       25.6       14.9       36.7       24.4
Old  :                 26.0       16.1       37.7       25.7       25.6       14.9       36.7       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-043602
Commitments of Traders - Futures Only, November 8, 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  : 1,788,392:   400,177    389,957     60,197  1,090,669    947,345  1,551,043  1,397,499:   237,349    390,893
Old  : 1,788,392:   400,177    389,957     60,197  1,090,669    947,345  1,551,043  1,397,499:   237,349    390,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    41,906:    48,979    -27,768     14,621    -17,488     68,477     46,112     55,330:    -4,206    -13,424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       21.8        3.4       61.0       53.0       86.7       78.1:      13.3       21.9
Old  :     100.0:      22.4       21.8        3.4       61.0       53.0       86.7       78.1:      13.3       21.9
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  :       271:        70         58         35         95        107        180        185:
Old  :       271:        70         58         35         95        107        180        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  :                 29.8       27.2       38.6       36.9       26.2       26.7       33.9       34.0
Old  :                 29.8       27.2       38.6       36.9       26.2       26.7       33.9       34.0
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, November 1, 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  : 1,746,486:   351,198    417,725     45,576  1,108,157    878,868  1,504,931  1,342,169:   241,555    404,317
Old  : 1,746,486:   351,198    417,725     45,576  1,108,157    878,868  1,504,931  1,342,169:   241,555    404,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    17,105:     1,603    -15,188      8,901      6,452     16,305     16,956     10,018:       149      7,087
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       23.9        2.6       63.5       50.3       86.2       76.8:      13.8       23.2
Old  :     100.0:      20.1       23.9        2.6       63.5       50.3       86.2       76.8:      13.8       23.2
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  :       253:        58         59         35         84        104        157        183:
Old  :       253:        58         59         35         84        104        157        183:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       28.3       41.7       37.2       29.0       27.8       38.8       35.4
Old  :                 31.5       28.3       41.7       37.2       29.0       27.8       38.8       35.4
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, November 8, 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  : 1,469,846:   277,060    463,890     45,613  1,013,885    671,224  1,336,558  1,180,727:   133,288    289,119
Old  : 1,469,846:   277,060    463,890     45,613  1,013,885    671,224  1,336,558  1,180,727:   133,288    289,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    25,751:    23,175        152      5,356         87     36,688     28,618     42,196:    -2,867    -16,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       31.6        3.1       69.0       45.7       90.9       80.3:       9.1       19.7
Old  :     100.0:      18.8       31.6        3.1       69.0       45.7       90.9       80.3:       9.1       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        43         46         30         68         75        119        143:
Old  :       196:        43         46         30         68         75        119        143:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       25.0       46.3       35.5       32.9       24.7       42.1       32.4
Old  :                 34.8       25.0       46.3       35.5       32.9       24.7       42.1       32.4
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, November 1, 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  : 1,444,095:   253,885    463,738     40,257  1,013,798    634,536  1,307,940  1,138,531:   136,155    305,564
Old  : 1,444,095:   253,885    463,738     40,257  1,013,798    634,536  1,307,940  1,138,531:   136,155    305,564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    34,446:    -5,294      2,534     12,430     24,032     19,472     31,168     34,436:     3,278         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       32.1        2.8       70.2       43.9       90.6       78.8:       9.4       21.2
Old  :     100.0:      17.6       32.1        2.8       70.2       43.9       90.6       78.8:       9.4       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  :       189:        41         45         23         67         70        115        131:
Old  :       189:        41         45         23         67         70        115        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       24.9       45.5       35.1       33.4       24.5       43.2       33.7
Old  :                 34.8       24.9       45.5       35.1       33.4       24.5       43.2       33.7
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, November 8, 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  :   325,079:    97,742     82,782     42,668    143,587    165,420    283,997    290,870:    41,082     34,209
Old  :   325,079:    97,742     82,782     42,668    143,587    165,420    283,997    290,870:    41,082     34,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :  -111,113:   -57,386    -21,997     -8,024    -52,397    -80,288   -117,807   -110,309:     6,694       -804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       25.5       13.1       44.2       50.9       87.4       89.5:      12.6       10.5
Old  :     100.0:      30.1       25.5       13.1       44.2       50.9       87.4       89.5:      12.6       10.5
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  :       114:        29         24         31         45         48         91         88:
Old  :       114:        29         24         31         45         48         91         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       24.0       41.8       36.9       25.0       20.6       37.1       30.9
Old  :                 27.0       24.0       41.8       36.9       25.0       20.6       37.1       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                 Code-045601
Commitments of Traders - Futures Only, November 1, 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  :   436,192:   155,128    104,779     50,692    195,984    245,708    401,804    401,179:    34,388     35,013
Old  :   436,192:   155,128    104,779     50,692    195,984    245,708    401,804    401,179:    34,388     35,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -16,536:    -1,618       -600    -14,579     10,122       -225     -6,075    -15,404:   -10,461     -1,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       24.0       11.6       44.9       56.3       92.1       92.0:       7.9        8.0
Old  :     100.0:      35.6       24.0       11.6       44.9       56.3       92.1       92.0:       7.9        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  :       128:        37         27         36         51         50        109         93:
Old  :       128:        37         27         36         51         50        109         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       24.1       40.3       39.5       25.5       19.8       34.7       31.1
Old  :                 27.6       24.1       40.3       39.5       25.5       19.8       34.7       31.1
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, November 8, 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  :    37,543:     5,702      7,763          5     25,935     17,645     31,642     25,413:     5,901     12,130
Old  :    37,543:     5,702      7,763          5     25,935     17,645     31,642     25,413:     5,901     12,130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       -77:       572       -735          5        -79        318        498       -412:      -575        335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       20.7        0.0       69.1       47.0       84.3       67.7:      15.7       32.3
Old  :     100.0:      15.2       20.7        0.0       69.1       47.0       84.3       67.7:      15.7       32.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        14         10          1         18         11         32         22:
Old  :        52:        14         10          1         18         11         32         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  :                 45.0       40.1       61.0       53.7       45.0       39.9       61.0       53.6
Old  :                 45.0       40.1       61.0       53.7       45.0       39.9       61.0       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                             Code-124601
Commitments of Traders - Futures Only, November 1, 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  :    37,620:     5,130      8,498          0     26,014     17,327     31,144     25,825:     6,476     11,795
Old  :    37,620:     5,130      8,498          0     26,014     17,327     31,144     25,825:     6,476     11,795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -230:       289       -487        -12        234        120        511       -379:      -741        149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       22.6        0.0       69.1       46.1       82.8       68.6:      17.2       31.4
Old  :     100.0:      13.6       22.6        0.0       69.1       46.1       82.8       68.6:      17.2       31.4
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:        12         13          0         19         11         31         24:
Old  :        54:        12         13          0         19         11         31         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  :                 44.7       39.4       60.3       53.1       44.7       39.3       60.3       52.9
Old  :                 44.7       39.4       60.3       53.1       44.7       39.3       60.3       52.9
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, November 8, 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  :    70,291:    27,286     22,675        580     25,747     38,319     53,613     61,574:    16,678      8,717
Old  :    70,291:    27,286     22,675        580     25,747     38,319     53,613     61,574:    16,678      8,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,345:    -1,456     -4,382        -34      2,466      2,993        976     -1,423:    -2,321         78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8       32.3        0.8       36.6       54.5       76.3       87.6:      23.7       12.4
Old  :     100.0:      38.8       32.3        0.8       36.6       54.5       76.3       87.6:      23.7       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        28         21          5         20         14         50         38:
Old  :        80:        28         21          5         20         14         50         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  :                 38.2       50.8       48.9       63.1       38.2       50.6       46.5       63.0
Old  :                 38.2       50.8       48.9       63.1       38.2       50.6       46.5       63.0
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, November 1, 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  :    71,636:    28,742     27,057        614     23,281     35,326     52,637     62,997:    18,999      8,639
Old  :    71,636:    28,742     27,057        614     23,281     35,326     52,637     62,997:    18,999      8,639
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     4,685:       369       -180         75      2,513      6,847      2,957      6,742:     1,728     -2,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1       37.8        0.9       32.5       49.3       73.5       87.9:      26.5       12.1
Old  :     100.0:      40.1       37.8        0.9       32.5       49.3       73.5       87.9:      26.5       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  :        85:        29         23          4         21         15         53         39:
Old  :        85:        29         23          4         21         15         53         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       58.5       43.7       67.8       33.0       58.2       41.9       66.5
Old  :                 33.0       58.5       43.7       67.8       33.0       58.2       41.9       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, November 8, 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  :    33,553:     6,917      3,463         56     26,232     29,278     33,205     32,797:       348        756
Old  :    33,553:     6,917      3,463         56     26,232     29,278     33,205     32,797:       348        756
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       824:        95        -73          0        789        871        884        798:       -60         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       10.3        0.2       78.2       87.3       99.0       97.7:       1.0        2.3
Old  :     100.0:      20.6       10.3        0.2       78.2       87.3       99.0       97.7:       1.0        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         8         12          3         21         20         31         33:
Old  :        54:         8         12          3         21         20         31         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.1       53.1       81.1       74.0       60.0       47.3       75.4       64.6
Old  :                 61.1       53.1       81.1       74.0       60.0       47.3       75.4       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                            Code-246602
Commitments of Traders - Futures Only, November 1, 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  :    32,729:     6,822      3,536         56     25,443     28,407     32,321     31,999:       408        730
Old  :    32,729:     6,822      3,536         56     25,443     28,407     32,321     31,999:       408        730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -669:        43         80         -6       -736       -710       -699       -636:        30        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       10.8        0.2       77.7       86.8       98.8       97.8:       1.2        2.2
Old  :     100.0:      20.8       10.8        0.2       77.7       86.8       98.8       97.8:       1.2        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  :        52:         7         13          3         16         21         25         35:
Old  :        52:         7         13          3         16         21         25         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.6       52.6       82.6       73.9       61.3       47.1       76.8       64.8
Old  :                 62.6       52.6       82.6       73.9       61.3       47.1       76.8       64.8
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, November 8, 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  :    18,916:       196      2,455        439     13,061      8,214     13,696     11,108:     5,220      7,808
Old  :    18,916:       196      2,455        439     13,061      8,214     13,696     11,108:     5,220      7,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,865:      -683         -2        -58       -805     -1,360     -1,546     -1,420:      -319       -445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0       13.0        2.3       69.0       43.4       72.4       58.7:      27.6       41.3
Old  :     100.0:       1.0       13.0        2.3       69.0       43.4       72.4       58.7:      27.6       41.3
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  :        32:         3          8          7         17         13         25         23:
Old  :        32:         3          8          7         17         13         25         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       33.7       62.2       48.4       46.7       30.9       61.6       43.0
Old  :                 46.7       33.7       62.2       48.4       46.7       30.9       61.6       43.0
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, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    20,781:       879      2,457        497     13,866      9,574     15,242     12,528:     5,539      8,253
Old  :    20,781:       879      2,457        497     13,866      9,574     15,242     12,528:     5,539      8,253
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       779:       218         13         32        683        280        933        325:      -154        454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       11.8        2.4       66.7       46.1       73.3       60.3:      26.7       39.7
Old  :     100.0:       4.2       11.8        2.4       66.7       46.1       73.3       60.3:      26.7       39.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         4          8          8         16         13         26         23:
Old  :        33:         4          8          8         16         13         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  :                 45.4       33.0       62.9       47.9       45.4       30.2       61.5       42.2
Old  :                 45.4       33.0       62.9       47.9       45.4       30.2       61.5       42.2
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, November 8, 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  :   111,740:    25,055     23,993     21,454     48,995     35,769     95,504     81,216:    16,236     30,524
Old  :   111,604:    25,055     24,020     21,422     48,987     35,725     95,464     81,167:    16,140     30,437
Other:       136:        32          5          0          8         44         40         49:        96         87
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,614:     2,215        127     -4,361       -252      2,200     -2,398     -2,034:       784        420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       21.5       19.2       43.8       32.0       85.5       72.7:      14.5       27.3
Old  :     100.0:      22.4       21.5       19.2       43.9       32.0       85.5       72.7:      14.5       27.3
Other:     100.0:      23.5        3.7        0.0        5.9       32.4       29.4       36.0:      70.6       64.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        47         53         58         29         40        124        121:
Old  :       171:        47         53         58         29         40        124        121:
Other:         8:         1          1          0          1          5          2          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       15.9       41.3       26.3       28.9       14.2       40.6       22.8
Old  :                 29.0       15.9       41.4       26.4       29.0       14.2       40.7       22.8
Other:                 29.4       30.9       29.4       36.0       29.4       30.9       29.4       36.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders - Futures Only, November 1, 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  :   113,354:    22,840     23,866     25,815     49,247     33,569     97,902     83,250:    15,452     30,104
Old  :   113,244:    22,840     23,866     25,815     49,237     33,540     97,892     83,221:    15,352     30,023
Other:       110:         0          0          0         10         29         10         29:       100         81
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       943:      -674        114        856        407        491        589      1,461:       354       -518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       21.1       22.8       43.4       29.6       86.4       73.4:      13.6       26.6
Old  :     100.0:      20.2       21.1       22.8       43.5       29.6       86.4       73.5:      13.6       26.5
Other:     100.0:       0.0        0.0        0.0        9.1       26.4        9.1       26.4:      90.9       73.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        42         48         61         27         40        122        117:
Old  :       163:        42         48         61         27         40        122        117:
Other:         4:         0          0          0          1          3          1          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       17.0       40.4       27.2       28.3       13.9       39.6       22.1
Old  :                 28.4       17.0       40.5       27.2       28.4       13.9       39.7       22.1
Other:                  9.1       26.4        9.1       26.4        9.1       26.4        9.1       26.4
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                Code-056641
Commitments of Traders - Futures Only, November 8, 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  :     1,315:       400        373         37        272        186        709        596:       606        719
Old  :     1,315:       400        373         37        272        186        709        596:       606        719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       -96:        11          4        -82        -29         57       -100        -21:         4        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       28.4        2.8       20.7       14.1       53.9       45.3:      46.1       54.7
Old  :     100.0:      30.4       28.4        2.8       20.7       14.1       53.9       45.3:      46.1       54.7
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:         7         10          1          3          3         11         13:
Old  :        22:         7         10          1          3          3         11         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  :                 37.3       26.9       47.9       37.9       37.3       25.8       47.1       36.3
Old  :                 37.3       26.9       47.9       37.9       37.3       25.8       47.1       36.3
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, November 1, 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  :     1,411:       389        369        119        301        129        809        617:       602        794
Old  :     1,411:       389        369        119        301        129        809        617:       602        794
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :        57:      -128        -23         62         85         -3         19         36:        38         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       26.2        8.4       21.3        9.1       57.3       43.7:      42.7       56.3
Old  :     100.0:      27.6       26.2        8.4       21.3        9.1       57.3       43.7:      42.7       56.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         8          8          4          3          3         13         14:
Old  :        22:         8          8          4          3          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  :                 37.6       21.0       50.7       32.2       36.1       20.6       44.9       30.5
Old  :                 37.6       21.0       50.7       32.2       36.1       20.6       44.9       30.5
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, November 8, 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  :   166,183:    53,997     18,117     21,679     70,047     76,137    145,723    115,933:    20,460     50,250
Old  :   166,183:    53,997     18,117     21,679     70,047     76,137    145,723    115,933:    20,460     50,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,877:     2,572      1,335     -3,197     -2,256     -3,033     -2,881     -4,895:     1,004      3,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       10.9       13.0       42.2       45.8       87.7       69.8:      12.3       30.2
Old  :     100.0:      32.5       10.9       13.0       42.2       45.8       87.7       69.8:      12.3       30.2
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  :       258:        74         45         54         63        110        171        185:
Old  :       258:        74         45         54         63        110        171        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  :                 23.7        8.9       36.0       16.2       23.7        7.5       34.5       13.8
Old  :                 23.7        8.9       36.0       16.2       23.7        7.5       34.5       13.8
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, November 1, 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  :   168,060:    51,425     16,782     24,876     72,303     79,170    148,604    120,828:    19,456     47,232
Old  :   168,060:    51,425     16,782     24,876     72,303     79,170    148,604    120,828:    19,456     47,232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -272:    -1,849        495         33        899     -1,194       -917       -666:       645        394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       10.0       14.8       43.0       47.1       88.4       71.9:      11.6       28.1
Old  :     100.0:      30.6       10.0       14.8       43.0       47.1       88.4       71.9:      11.6       28.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        70         47         53         65        111        174        182:
Old  :       254:        70         47         53         65        111        174        182:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       10.4       36.4       17.4       23.2        7.4       33.7       13.4
Old  :                 23.2       10.4       36.4       17.4       23.2        7.4       33.7       13.4
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, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     4,475:     2,058        308        211        509      2,241      2,778      2,760:     1,697      1,715
Old  :     4,475:     2,058        308        211        509      2,241      2,778      2,760:     1,697      1,715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       796:       588       -247         61        -54        756        595        570:       201        226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0        6.9        4.7       11.4       50.1       62.1       61.7:      37.9       38.3
Old  :     100.0:      46.0        6.9        4.7       11.4       50.1       62.1       61.7:      37.9       38.3
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  :        59:        22         11         10         10         24         39         38:
Old  :        59:        22         11         10         10         24         39         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  :                 28.0       21.0       37.4       32.0       28.0       20.8       37.4       29.5
Old  :                 28.0       21.0       37.4       32.0       28.0       20.8       37.4       29.5
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, November 1, 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  :     3,679:     1,470        555        150        563      1,485      2,183      2,190:     1,496      1,489
Old  :     3,679:     1,470        555        150        563      1,485      2,183      2,190:     1,496      1,489
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -135:       502       -208        -61       -248        214        193        -55:      -328        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0       15.1        4.1       15.3       40.4       59.3       59.5:      40.7       40.5
Old  :     100.0:      40.0       15.1        4.1       15.3       40.4       59.3       59.5:      40.7       40.5
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  :        51:        20         11          7          7         18         31         32:
Old  :        51:        20         11          7          7         18         31         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  :                 27.2       19.6       39.5       31.9       27.2       19.6       38.7       31.3
Old  :                 27.2       19.6       39.5       31.9       27.2       19.6       38.7       31.3
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, November 8, 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  :    28,240:    11,958      3,863      3,571      7,762      7,219     23,291     14,653:     4,949     13,587
Old  :    28,240:    11,958      3,863      3,571      7,762      7,219     23,291     14,653:     4,949     13,587
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       708:       795        490       -219         46       -585        622       -314:        86      1,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3       13.7       12.6       27.5       25.6       82.5       51.9:      17.5       48.1
Old  :     100.0:      42.3       13.7       12.6       27.5       25.6       82.5       51.9:      17.5       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  :       134:        45         22         24         32         44         94         79:
Old  :       134:        45         22         24         32         44         94         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  :                 16.2       13.8       27.4       20.6       14.2        8.3       25.3       13.8
Old  :                 16.2       13.8       27.4       20.6       14.2        8.3       25.3       13.8
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, November 1, 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  :    27,532:    11,163      3,373      3,790      7,716      7,804     22,669     14,967:     4,863     12,565
Old  :    27,532:    11,163      3,373      3,790      7,716      7,804     22,669     14,967:     4,863     12,565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       253:      -563       -191        886        280         13        603        708:      -350       -455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       12.3       13.8       28.0       28.3       82.3       54.4:      17.7       45.6
Old  :     100.0:      40.5       12.3       13.8       28.0       28.3       82.3       54.4:      17.7       45.6
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  :       136:        42         23         20         33         49         92         80:
Old  :       136:        42         23         20         33         49         92         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       14.7       25.7       21.1       13.7        9.8       23.7       14.8
Old  :                 15.2       14.7       25.7       21.1       13.7        9.8       23.7       14.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                 Code-090741
Commitments of Traders - Futures Only, November 8, 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  :   104,351:    37,234     10,894        775     36,159     64,385     74,168     76,054:    30,183     28,297
Old  :   104,351:    37,234     10,894        775     36,159     64,385     74,168     76,054:    30,183     28,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -3,875:    -7,201      3,619        -17      5,998    -18,411     -1,220    -14,809:    -2,655     10,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       10.4        0.7       34.7       61.7       71.1       72.9:      28.9       27.1
Old  :     100.0:      35.7       10.4        0.7       34.7       61.7       71.1       72.9:      28.9       27.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        26         15          6         19         23         48         41:
Old  :        75:        26         15          6         19         23         48         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       32.4       39.1       48.7       25.7       31.4       39.1       47.5
Old  :                 25.7       32.4       39.1       48.7       25.7       31.4       39.1       47.5
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, November 1, 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  :   108,226:    44,435      7,275        792     30,161     82,796     75,388     90,863:    32,838     17,363
Old  :   108,226:    44,435      7,275        792     30,161     82,796     75,388     90,863:    32,838     17,363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     3,601:       586        371         -1      2,429      2,851      3,014      3,221:       587        380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1        6.7        0.7       27.9       76.5       69.7       84.0:      30.3       16.0
Old  :     100.0:      41.1        6.7        0.7       27.9       76.5       69.7       84.0:      30.3       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  :        79:        28         13          6         21         23         52         39:
Old  :        79:        28         13          6         21         23         52         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       38.2       37.9       60.0       24.7       37.8       37.9       59.6
Old  :                 24.7       38.2       37.9       60.0       24.7       37.8       37.9       59.6
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, November 8, 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  :    84,753:    13,830     48,500          0     63,424     12,442     77,254     60,942:     7,499     23,811
Old  :    84,753:    13,830     48,500          0     63,424     12,442     77,254     60,942:     7,499     23,811
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    15,179:       193     13,084        -55     16,239      1,068     16,377     14,097:    -1,198      1,082
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       57.2        0.0       74.8       14.7       91.2       71.9:       8.8       28.1
Old  :     100.0:      16.3       57.2        0.0       74.8       14.7       91.2       71.9:       8.8       28.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         4         29          0         19          8         23         37:
Old  :        55:         4         29          0         19          8         23         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  :                 42.1       27.0       67.9       42.1       42.1       26.9       66.7       42.0
Old  :                 42.1       27.0       67.9       42.1       42.1       26.9       66.7       42.0
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, November 1, 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  :    69,574:    13,637     35,416         55     47,185     11,374     60,877     46,845:     8,697     22,729
Old  :    69,574:    13,637     35,416         55     47,185     11,374     60,877     46,845:     8,697     22,729
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     2,810:       823      1,759       -301      2,379     -1,809      2,901       -351:       -91      3,161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       50.9        0.1       67.8       16.3       87.5       67.3:      12.5       32.7
Old  :     100.0:      19.6       50.9        0.1       67.8       16.3       87.5       67.3:      12.5       32.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         6         20          1         18          9         24         30:
Old  :        47:         6         20          1         18          9         24         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  :                 37.5       33.4       65.4       45.2       37.5       33.4       64.2       45.0
Old  :                 37.5       33.4       65.4       45.2       37.5       33.4       64.2       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                   Code-095741
Commitments of Traders - Futures Only, November 8, 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  :    91,692:    67,361      5,207          0     17,982     82,968     85,343     88,175:     6,349      3,517
Old  :    91,692:    67,361      5,207          0     17,982     82,968     85,343     88,175:     6,349      3,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    21,802:    18,309         76          0      3,378     22,693     21,687     22,769:       115       -967
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.5        5.7        0.0       19.6       90.5       93.1       96.2:       6.9        3.8
Old  :     100.0:      73.5        5.7        0.0       19.6       90.5       93.1       96.2:       6.9        3.8
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  :        94:        54          9          0         17         19         71         28:
Old  :        94:        54          9          0         17         19         71         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       63.1       51.1       78.8       33.0       61.5       51.1       77.1
Old  :                 33.0       63.1       51.1       78.8       33.0       61.5       51.1       77.1
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, November 1, 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  :    69,890:    49,052      5,131          0     14,604     60,275     63,656     65,406:     6,234      4,484
Old  :    69,890:    49,052      5,131          0     14,604     60,275     63,656     65,406:     6,234      4,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     5,561:    22,333     -6,917        -20    -16,471     13,428      5,842      6,491:      -281       -930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.2        7.3        0.0       20.9       86.2       91.1       93.6:       8.9        6.4
Old  :     100.0:      70.2        7.3        0.0       20.9       86.2       91.1       93.6:       8.9        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        45          9          0         15         17         60         26:
Old  :        83:        45          9          0         15         17         60         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  :                 33.7       62.5       51.8       80.1       33.7       62.5       51.8       79.8
Old  :                 33.7       62.5       51.8       80.1       33.7       62.5       51.8       79.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                              Code-096742
Commitments of Traders - Futures Only, November 8, 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  :    80,390:    10,489     29,859          4     53,470     28,012     63,963     57,875:    16,427     22,515
Old  :    80,390:    10,489     29,859          4     53,470     28,012     63,963     57,875:    16,427     22,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    10,807:     1,326      6,387         -2      9,051        728     10,375      7,113:       432      3,694
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       37.1        0.0       66.5       34.8       79.6       72.0:      20.4       28.0
Old  :     100.0:      13.0       37.1        0.0       66.5       34.8       79.6       72.0:      20.4       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  :        52:         9         15          1         21         13         31         28:
Old  :        52:         9         15          1         21         13         31         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  :                 39.1       34.0       59.8       48.3       29.9       28.8       46.8       37.9
Old  :                 39.1       34.0       59.8       48.3       29.9       28.8       46.8       37.9
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, November 1, 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  :    69,583:     9,163     23,472          6     44,419     27,284     53,588     50,762:    15,995     18,821
Old  :    69,583:     9,163     23,472          6     44,419     27,284     53,588     50,762:    15,995     18,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -4,703:    -3,378     -3,110       -174        117     -1,847     -3,435     -5,131:    -1,268        428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       33.7        0.0       63.8       39.2       77.0       73.0:      23.0       27.0
Old  :     100.0:      13.2       33.7        0.0       63.8       39.2       77.0       73.0:      23.0       27.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         9         16          2         22         11         33         27:
Old  :        52:         9         16          2         22         11         33         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  :                 41.3       37.0       56.5       53.3       28.4       30.5       41.4       41.0
Old  :                 41.3       37.0       56.5       53.3       28.4       30.5       41.4       41.0
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, November 8, 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  :   197,715:    19,428     84,056        884    152,664     80,124    172,976    165,064:    24,739     32,651
Old  :   197,715:    19,428     84,056        884    152,664     80,124    172,976    165,064:    24,739     32,651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,912:      -434     -2,108        809      2,438      5,367      2,813      4,068:      -901     -2,156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       42.5        0.4       77.2       40.5       87.5       83.5:      12.5       16.5
Old  :     100.0:       9.8       42.5        0.4       77.2       40.5       87.5       83.5:      12.5       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  :       107:        24         45          4         28         19         53         67:
Old  :       107:        24         45          4         28         19         53         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       30.7       60.8       44.5       33.7       26.1       52.1       35.9
Old  :                 37.9       30.7       60.8       44.5       33.7       26.1       52.1       35.9
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, November 1, 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  :   195,803:    19,862     86,164         75    150,226     74,757    170,163    160,996:    25,640     34,807
Old  :   195,803:    19,862     86,164         75    150,226     74,757    170,163    160,996:    25,640     34,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       585:      -236       -616        -25      2,351     -1,877      2,090     -2,518:    -1,505      3,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       44.0        0.0       76.7       38.2       86.9       82.2:      13.1       17.8
Old  :     100.0:      10.1       44.0        0.0       76.7       38.2       86.9       82.2:      13.1       17.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        22         44          4         29         18         52         65:
Old  :       105:        22         44          4         29         18         52         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       30.1       60.3       44.4       32.6       25.7       52.6       36.8
Old  :                 36.4       30.1       60.3       44.4       32.6       25.7       52.6       36.8
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, November 8, 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  :   159,878:    29,558     36,185      1,375     81,207     68,774    112,140    106,334:    47,738     53,544
Old  :   159,878:    29,558     36,185      1,375     81,207     68,774    112,140    106,334:    47,738     53,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    15,572:     3,126     16,751        457      7,638     -6,416     11,221     10,792:     4,351      4,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       22.6        0.9       50.8       43.0       70.1       66.5:      29.9       33.5
Old  :     100.0:      18.5       22.6        0.9       50.8       43.0       70.1       66.5:      29.9       33.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        33         35          8         25         25         62         65:
Old  :       103:        33         35          8         25         25         62         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  :                 26.7       35.4       40.3       42.6       25.0       34.1       37.6       41.0
Old  :                 26.7       35.4       40.3       42.6       25.0       34.1       37.6       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                     Code-099741
Commitments of Traders - Futures Only, November 1, 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  :   144,306:    26,432     19,434        918     73,569     75,190    100,919     95,542:    43,387     48,764
Old  :   144,306:    26,432     19,434        918     73,569     75,190    100,919     95,542:    43,387     48,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -6,937:     5,638     -3,918       -754     -4,243      4,749        641         77:    -7,578     -7,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       13.5        0.6       51.0       52.1       69.9       66.2:      30.1       33.8
Old  :     100.0:      18.3       13.5        0.6       51.0       52.1       69.9       66.2:      30.1       33.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        37         23          7         26         26         65         55:
Old  :        98:        37         23          7         26         26         65         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       41.8       39.7       48.8       23.5       40.4       37.7       46.6
Old  :                 25.2       41.8       39.7       48.8       23.5       40.4       37.7       46.6
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, November 8, 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  :    36,994:     7,467        721          0     25,262     28,487     32,729     29,208:     4,265      7,786
Old  :    36,994:     7,467        721          0     25,262     28,487     32,729     29,208:     4,265      7,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -2,949:    -1,594          0       -500     -1,939     -4,591     -4,033     -5,091:     1,084      2,142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        1.9        0.0       68.3       77.0       88.5       79.0:      11.5       21.0
Old  :     100.0:      20.2        1.9        0.0       68.3       77.0       88.5       79.0:      11.5       21.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          0         11         15         13         16:
Old  :        22:         2          1          0         11         15         13         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       52.3       77.8       66.9       54.8       49.2       74.9       62.9
Old  :                 55.1       52.3       77.8       66.9       54.8       49.2       74.9       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                Code-032741
Commitments of Traders - Futures Only, November 1, 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  :    39,943:     9,061        721        500     27,201     33,078     36,762     34,299:     3,181      5,644
Old  :    39,943:     9,061        721        500     27,201     33,078     36,762     34,299:     3,181      5,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,290:       115          0         50      2,718      1,043      2,883      1,093:    -1,593        197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        1.8        1.3       68.1       82.8       92.0       85.9:       8.0       14.1
Old  :     100.0:      22.7        1.8        1.3       68.1       82.8       92.0       85.9:       8.0       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          1          1         12         14         16         16:
Old  :        23:         4          1          1         12         14         16         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       58.7       76.2       75.0       55.3       50.7       73.2       66.3
Old  :                 55.6       58.7       76.2       75.0       55.3       50.7       73.2       66.3
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, November 8, 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  : 9,194,720: 1,038,534  1,232,759  1,300,971  5,932,895  5,146,591  8,272,400  7,680,321:   922,320  1,514,399
Old  : 9,194,720: 1,038,534  1,232,759  1,300,971  5,932,895  5,146,591  8,272,400  7,680,321:   922,320  1,514,399
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :   297,373:   119,829    124,821     52,839    133,302    112,076    305,970    289,736:    -8,597      7,637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       13.4       14.1       64.5       56.0       90.0       83.5:      10.0       16.5
Old  :     100.0:      11.3       13.4       14.1       64.5       56.0       90.0       83.5:      10.0       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  :       294:        63         66         94        128        146        237        270:
Old  :       294:        63         66         94        128        146        237        270:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       14.6       46.9       22.6       31.8       10.2       40.3       17.4
Old  :                 32.5       14.6       46.9       22.6       31.8       10.2       40.3       17.4
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, November 1, 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  : 8,897,347:   918,705  1,107,938  1,248,132  5,799,593  5,034,515  7,966,430  7,390,585:   930,917  1,506,762
Old  : 8,897,347:   918,705  1,107,938  1,248,132  5,799,593  5,034,515  7,966,430  7,390,585:   930,917  1,506,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   210,507:    46,072     43,002     93,253     73,160     34,085    212,485    170,340:    -1,978     40,167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       12.5       14.0       65.2       56.6       89.5       83.1:      10.5       16.9
Old  :     100.0:      10.3       12.5       14.0       65.2       56.6       89.5       83.1:      10.5       16.9
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  :       286:        63         63         92        122        140        226        263:
Old  :       286:        63         63         92        122        140        226        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  :                 32.9       14.8       47.4       23.0       32.1       10.4       40.6       17.7
Old  :                 32.9       14.8       47.4       23.0       32.1       10.4       40.6       17.7
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, November 8, 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  :   654,135:    57,116     65,796      2,990    462,928    468,246    523,034    537,032:   131,101    117,103
Old  :   654,135:    57,116     65,796      2,990    462,928    468,246    523,034    537,032:   131,101    117,103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     2,147:    -1,327     -4,508       -517     -6,922        797     -8,766     -4,228:    10,913      6,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       10.1        0.5       70.8       71.6       80.0       82.1:      20.0       17.9
Old  :     100.0:       8.7       10.1        0.5       70.8       71.6       80.0       82.1:      20.0       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        33         36         15         84         63        126        105:
Old  :       186:        33         36         15         84         63        126        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       29.3       29.5       42.6       21.1       29.2       29.4       42.4
Old  :                 21.1       29.3       29.5       42.6       21.1       29.2       29.4       42.4
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, November 1, 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  :   651,988:    58,443     70,304      3,507    469,850    467,449    531,800    541,260:   120,188    110,728
Old  :   651,988:    58,443     70,304      3,507    469,850    467,449    531,800    541,260:   120,188    110,728
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -1,060:    -1,321      1,125      1,907      2,970        555      3,556      3,587:    -4,616     -4,647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       10.8        0.5       72.1       71.7       81.6       83.0:      18.4       17.0
Old  :     100.0:       9.0       10.8        0.5       72.1       71.7       81.6       83.0:      18.4       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        37         38         13         87         63        130        108:
Old  :       195:        37         38         13         87         63        130        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  :                 21.0       29.5       29.5       42.8       20.9       29.3       29.4       42.6
Old  :                 21.0       29.5       29.5       42.8       20.9       29.3       29.4       42.6
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, November 8, 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  : 1,136,772:   164,015    331,866     20,381    639,566    678,045    823,962  1,030,292:   312,810    106,480
Old  : 1,136,772:   164,015    331,866     20,381    639,566    678,045    823,962  1,030,292:   312,810    106,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    28,799:     2,880     24,280        899     29,584     18,532     33,363     43,711:    -4,564    -14,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       29.2        1.8       56.3       59.6       72.5       90.6:      27.5        9.4
Old  :     100.0:      14.4       29.2        1.8       56.3       59.6       72.5       90.6:      27.5        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        50         53         16         61         60        120        120:
Old  :       196:        50         53         16         61         60        120        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       27.8       30.6       43.2       16.5       26.1       24.1       37.9
Old  :                 20.3       27.8       30.6       43.2       16.5       26.1       24.1       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-13874A
Commitments of Traders - Futures Only, November 1, 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  : 1,107,973:   161,135    307,586     19,482    609,982    659,513    790,599    986,581:   317,374    121,392
Old  : 1,107,973:   161,135    307,586     19,482    609,982    659,513    790,599    986,581:   317,374    121,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -11,127:    20,539    -55,131      8,107    -44,543     48,376    -15,897      1,352:     4,770    -12,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       27.8        1.8       55.1       59.5       71.4       89.0:      28.6       11.0
Old  :     100.0:      14.5       27.8        1.8       55.1       59.5       71.4       89.0:      28.6       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        49         54         15         60         57        118        117:
Old  :       195:        49         54         15         60         57        118        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       27.9       29.8       43.5       16.3       25.5       23.9       37.7
Old  :                 19.7       27.9       29.8       43.5       16.3       25.5       23.9       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-338741
Commitments of Traders - Futures Only, November 8, 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  :    13,198:     1,277        649          0      6,676     11,318      7,953     11,967:     5,245      1,231
Old  :    13,198:     1,277        649          0      6,676     11,318      7,953     11,967:     5,245      1,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :        95:       -46        -12          0        218         97        172         85:       -77         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        4.9        0.0       50.6       85.8       60.3       90.7:      39.7        9.3
Old  :     100.0:       9.7        4.9        0.0       50.6       85.8       60.3       90.7:      39.7        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          2          0         17         15         19         17:
Old  :        32:         2          2          0         17         15         19         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  :                 25.8       46.2       41.7       66.8       25.8       46.2       41.7       65.8
Old  :                 25.8       46.2       41.7       66.8       25.8       46.2       41.7       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, November 1, 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  :    13,103:     1,323        661          0      6,458     11,221      7,781     11,882:     5,322      1,221
Old  :    13,103:     1,323        661          0      6,458     11,221      7,781     11,882:     5,322      1,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       165:        81          0          0       -349         88       -268         88:       433         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        5.0        0.0       49.3       85.6       59.4       90.7:      40.6        9.3
Old  :     100.0:      10.1        5.0        0.0       49.3       85.6       59.4       90.7:      40.6        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          2          0         17         15         19         17:
Old  :        32:         2          2          0         17         15         19         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  :                 25.5       46.5       40.6       66.6       25.5       46.5       40.6       65.5
Old  :                 25.5       46.5       40.6       66.6       25.5       46.5       40.6       65.5
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, November 8, 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  :    39,059:     7,096      9,182          0     26,679     22,935     33,775     32,117:     5,284      6,942
Old  :    39,059:     7,096      9,182          0     26,679     22,935     33,775     32,117:     5,284      6,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,080:       286       -643          0        623      3,226        909      2,583:       171     -1,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       23.5        0.0       68.3       58.7       86.5       82.2:      13.5       17.8
Old  :     100.0:      18.2       23.5        0.0       68.3       58.7       86.5       82.2:      13.5       17.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         5          6          0         18         17         23         23:
Old  :        40:         5          6          0         18         17         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.7       39.4       71.0       57.6       52.2       39.0       67.5       57.3
Old  :                 54.7       39.4       71.0       57.6       52.2       39.0       67.5       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-33874A
Commitments of Traders - Futures Only, November 1, 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  :    37,979:     6,810      9,825          0     26,056     19,709     32,866     29,534:     5,113      8,445
Old  :    37,979:     6,810      9,825          0     26,056     19,709     32,866     29,534:     5,113      8,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     2,637:       511      3,503          0      1,099     -1,880      1,610      1,623:     1,027      1,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       25.9        0.0       68.6       51.9       86.5       77.8:      13.5       22.2
Old  :     100.0:      17.9       25.9        0.0       68.6       51.9       86.5       77.8:      13.5       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4          7          0         19         15         23         22:
Old  :        38:         4          7          0         19         15         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.2       40.0       72.3       56.9       53.6       39.6       68.7       56.5
Old  :                 56.2       40.0       72.3       56.9       53.6       39.6       68.7       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders - Futures Only, November 8, 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  :    62,037:    11,070     13,146         56     33,637     37,908     44,763     51,110:    17,274     10,927
Old  :    62,037:    11,070     13,146         56     33,637     37,908     44,763     51,110:    17,274     10,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -402:     2,252       -445         56         78     -1,784      2,386     -2,173:    -2,788      1,771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       21.2        0.1       54.2       61.1       72.2       82.4:      27.8       17.6
Old  :     100.0:      17.8       21.2        0.1       54.2       61.1       72.2       82.4:      27.8       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        12         15          1         37         24         50         39:
Old  :        79:        12         15          1         37         24         50         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       26.8       39.9       45.3       28.4       26.0       39.6       42.2
Old  :                 28.4       26.8       39.9       45.3       28.4       26.0       39.6       42.2
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, November 1, 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  :    62,439:     8,818     13,591          0     33,559     39,692     42,377     53,283:    20,062      9,156
Old  :    62,439:     8,818     13,591          0     33,559     39,692     42,377     53,283:    20,062      9,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -451:      -193        437       -754        167        412       -780         95:       329       -546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       21.8        0.0       53.7       63.6       67.9       85.3:      32.1       14.7
Old  :     100.0:      14.1       21.8        0.0       53.7       63.6       67.9       85.3:      32.1       14.7
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  :        77:        12         17          0         33         25         45         42:
Old  :        77:        12         17          0         33         25         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  :                 30.0       30.7       41.2       46.8       29.5       30.0       38.5       43.7
Old  :                 30.0       30.7       41.2       46.8       29.5       30.0       38.5       43.7
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, November 8, 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  :   348,468:   109,127     94,421      4,600    214,262    191,324    327,989    290,345:    20,479     58,123
Old  :   348,468:   109,127     94,421      4,600    214,262    191,324    327,989    290,345:    20,479     58,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :   -27,141:    40,497    -44,206     -6,741    -62,545     45,492    -28,789     -5,455:     1,648    -21,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       27.1        1.3       61.5       54.9       94.1       83.3:       5.9       16.7
Old  :     100.0:      31.3       27.1        1.3       61.5       54.9       94.1       83.3:       5.9       16.7
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  :       211:        70         70         13         41         40        118        116:
Old  :       211:        70         70         13         41         40        118        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  :                 36.2       24.5       50.4       36.6       29.9       16.8       40.4       26.6
Old  :                 36.2       24.5       50.4       36.6       29.9       16.8       40.4       26.6
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, November 1, 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  :   375,609:    68,630    138,627     11,341    276,807    145,832    356,778    295,800:    18,831     79,809
Old  :   375,609:    68,630    138,627     11,341    276,807    145,832    356,778    295,800:    18,831     79,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -27,938:    -2,305    -46,586      1,766    -28,109     11,838    -28,648    -32,982:       710      5,044
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       36.9        3.0       73.7       38.8       95.0       78.8:       5.0       21.2
Old  :     100.0:      18.3       36.9        3.0       73.7       38.8       95.0       78.8:       5.0       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  :       202:        59         72         12         43         37        110        113:
Old  :       202:        59         72         12         43         37        110        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  :                 49.3       30.0       61.0       39.4       41.4       23.2       52.8       30.7
Old  :                 49.3       30.0       61.0       39.4       41.4       23.2       52.8       30.7
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, November 8, 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  :    68,200:    17,183     13,112          0     36,510     39,067     53,693     52,179:    14,507     16,021
Old  :    68,200:    17,183     13,112          0     36,510     39,067     53,693     52,179:    14,507     16,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     6,957:     2,560      2,525          0      4,579        635      7,139      3,160:      -182      3,797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       19.2        0.0       53.5       57.3       78.7       76.5:      21.3       23.5
Old  :     100.0:      25.2       19.2        0.0       53.5       57.3       78.7       76.5:      21.3       23.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         8         11          0         14         15         22         26:
Old  :        44:         8         11          0         14         15         22         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  :                 46.0       36.3       61.6       51.7       46.0       35.9       60.9       51.3
Old  :                 46.0       36.3       61.6       51.7       46.0       35.9       60.9       51.3
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, November 1, 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  :    61,243:    14,623     10,587          0     31,931     38,432     46,554     49,019:    14,689     12,224
Old  :    61,243:    14,623     10,587          0     31,931     38,432     46,554     49,019:    14,689     12,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,410:      -939      2,939          0      4,681     -2,723      3,742        216:    -2,332      1,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       17.3        0.0       52.1       62.8       76.0       80.0:      24.0       20.0
Old  :     100.0:      23.9       17.3        0.0       52.1       62.8       76.0       80.0:      24.0       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  :        41:         9          8          0         12         15         21         23:
Old  :        41:         9          8          0         12         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  :                 45.4       38.0       58.6       56.5       45.4       37.4       58.0       56.0
Old  :                 45.4       38.0       58.6       56.5       45.4       37.4       58.0       56.0
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, November 8, 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  :    37,586:     1,508      5,994          0     31,700     23,279     33,208     29,273:     4,378      8,313
Old  :    37,586:     1,508      5,994          0     31,700     23,279     33,208     29,273:     4,378      8,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,645:       608       -433          0        305       -371        913       -804:       732      2,449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       15.9        0.0       84.3       61.9       88.4       77.9:      11.6       22.1
Old  :     100.0:       4.0       15.9        0.0       84.3       61.9       88.4       77.9:      11.6       22.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:         2         15          0         32         27         34         42:
Old  :        65:         2         15          0         32         27         34         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  :                 53.7       30.4       66.2       42.4       53.1       28.9       65.6       40.8
Old  :                 53.7       30.4       66.2       42.4       53.1       28.9       65.6       40.8
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, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    35,941:       900      6,427          0     31,395     23,650     32,295     30,077:     3,646      5,864
Old  :    35,941:       900      6,427          0     31,395     23,650     32,295     30,077:     3,646      5,864
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       508:        48       -660          0        272        888        320        228:       188        280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       17.9        0.0       87.4       65.8       89.9       83.7:      10.1       16.3
Old  :     100.0:       2.5       17.9        0.0       87.4       65.8       89.9       83.7:      10.1       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:         2         15          0         33         29         35         44:
Old  :        66:         2         15          0         33         29         35         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.6       31.7       68.2       44.2       54.9       30.5       67.5       42.9
Old  :                 55.6       31.7       68.2       44.2       54.9       30.5       67.5       42.9
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, November 8, 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  :   284,688:    16,447     59,865      2,587    242,940    211,431    261,974    273,883:    22,714     10,805
Old  :   284,688:    16,447     59,865      2,587    242,940    211,431    261,974    273,883:    22,714     10,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -2,115:     2,963     -2,455       -160    -12,149       -123     -9,346     -2,738:     7,231        623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       21.0        0.9       85.3       74.3       92.0       96.2:       8.0        3.8
Old  :     100.0:       5.8       21.0        0.9       85.3       74.3       92.0       96.2:       8.0        3.8
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  :       142:        25         49          8         39         47         70         98:
Old  :       142:        25         49          8         39         47         70         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.3       33.7       72.6       48.8       58.8       32.4       65.8       45.0
Old  :                 64.3       33.7       72.6       48.8       58.8       32.4       65.8       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-239742
Commitments of Traders - Futures Only, November 1, 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  :   286,803:    13,484     62,320      2,747    255,089    211,554    271,320    276,621:    15,483     10,182
Old  :   286,803:    13,484     62,320      2,747    255,089    211,554    271,320    276,621:    15,483     10,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     4,617:      -140     -7,614      1,355       -559     11,855        656      5,596:     3,961       -979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       21.7        1.0       88.9       73.8       94.6       96.4:       5.4        3.6
Old  :     100.0:       4.7       21.7        1.0       88.9       73.8       94.6       96.4:       5.4        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        16         53          8         38         47         60        102:
Old  :       137:        16         53          8         38         47         60        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       33.3       77.1       49.1       63.9       31.4       70.4       44.9
Old  :                 67.1       33.3       77.1       49.1       63.9       31.4       70.4       44.9
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, November 8, 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  :    65,904:    20,925     23,872      1,246     32,797     35,495     54,968     60,613:    10,936      5,291
Old  :    65,904:    20,925     23,872      1,246     32,797     35,495     54,968     60,613:    10,936      5,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     6,885:     2,637      6,624        824      4,302         97      7,763      7,545:      -878       -660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       36.2        1.9       49.8       53.9       83.4       92.0:      16.6        8.0
Old  :     100.0:      31.8       36.2        1.9       49.8       53.9       83.4       92.0:      16.6        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        31         26          2         22         23         54         50:
Old  :        97:        31         26          2         22         23         54         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       39.7       43.8       52.1       22.6       39.2       36.4       50.0
Old  :                 28.1       39.7       43.8       52.1       22.6       39.2       36.4       50.0
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, November 1, 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  :    59,019:    18,288     17,248        422     28,495     35,398     47,205     53,068:    11,814      5,951
Old  :    59,019:    18,288     17,248        422     28,495     35,398     47,205     53,068:    11,814      5,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       927:     1,830        -82       -208        173      2,000      1,795      1,710:      -868       -783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       29.2        0.7       48.3       60.0       80.0       89.9:      20.0       10.1
Old  :     100.0:      31.0       29.2        0.7       48.3       60.0       80.0       89.9:      20.0       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        29         21          3         20         23         49         47:
Old  :        88:        29         21          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  :                 28.9       42.8       42.5       55.7       23.1       42.8       36.6       53.8
Old  :                 28.9       42.8       42.5       55.7       23.1       42.8       36.6       53.8
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, November 8, 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  :    46,126:    17,192      3,618          4     24,434      7,462     41,630     11,084:     4,496     35,042
Old  :    46,126:    17,192      3,618          4     24,434      7,462     41,630     11,084:     4,496     35,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     6,719:     5,528      2,021          0      1,308      1,742      6,836      3,763:      -117      2,956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3        7.8        0.0       53.0       16.2       90.3       24.0:       9.7       76.0
Old  :     100.0:      37.3        7.8        0.0       53.0       16.2       90.3       24.0:       9.7       76.0
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  :        47:        18          9          1         11         11         30         20:
Old  :        47:        18          9          1         11         11         30         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       10.9       66.6       15.5       49.1        7.6       62.1       12.1
Old  :                 53.6       10.9       66.6       15.5       49.1        7.6       62.1       12.1
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, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :    39,407:    11,664      1,597          4     23,126      5,720     34,794      7,321:     4,613     32,086
Old  :    39,407:    11,664      1,597          4     23,126      5,720     34,794      7,321:     4,613     32,086
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     3,261:     1,679         66          4      1,535      1,137      3,218      1,207:        43      2,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        4.1        0.0       58.7       14.5       88.3       18.6:      11.7       81.4
Old  :     100.0:      29.6        4.1        0.0       58.7       14.5       88.3       18.6:      11.7       81.4
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:        15          4          1         10          8         26         12:
Old  :        36:        15          4          1         10          8         26         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       10.9       70.8       15.9       58.3       10.1       68.5       14.4
Old  :                 60.7       10.9       70.8       15.9       58.3       10.1       68.5       14.4
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, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :    35,652:     1,579      1,694        136     18,828     28,012     20,543     29,842:    15,109      5,810
Old  :    35,652:     1,579      1,694        136     18,828     28,012     20,543     29,842:    15,109      5,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,832:       -30        -44          7        491     -1,509        468     -1,546:    -2,300       -286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        4.8        0.4       52.8       78.6       57.6       83.7:      42.4       16.3
Old  :     100.0:       4.4        4.8        0.4       52.8       78.6       57.6       83.7:      42.4       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         3          8          2         19         27         23         37:
Old  :        43:         3          8          2         19         27         23         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  :                 33.5       39.5       45.6       59.6       19.9       32.3       26.4       42.3
Old  :                 33.5       39.5       45.6       59.6       19.9       32.3       26.4       42.3
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, November 1, 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  :    37,484:     1,609      1,738        129     18,337     29,521     20,075     31,388:    17,409      6,096
Old  :    37,484:     1,609      1,738        129     18,337     29,521     20,075     31,388:    17,409      6,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,920:         0       -356        129      1,250        789      1,379        562:       541      1,358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        4.6        0.3       48.9       78.8       53.6       83.7:      46.4       16.3
Old  :     100.0:       4.3        4.6        0.3       48.9       78.8       53.6       83.7:      46.4       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         3          9          1         18         26         22         35:
Old  :        42:         3          9          1         18         26         22         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       39.1       42.9       61.0       16.8       32.6       22.3       42.8
Old  :                 31.3       39.1       42.9       61.0       16.8       32.6       22.3       42.8
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, November 8, 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  :   143,966:    62,257     11,181     16,487     31,933    103,861    110,677    131,529:    33,289     12,437
Old  :   143,966:    62,257     11,181     16,487     31,933    103,861    110,677    131,529:    33,289     12,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     5,999:     1,572      2,044        568      3,355      2,891      5,495      5,503:       504        496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2        7.8       11.5       22.2       72.1       76.9       91.4:      23.1        8.6
Old  :     100.0:      43.2        7.8       11.5       22.2       72.1       76.9       91.4:      23.1        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        92         36         33         16         39        114        102:
Old  :       173:        92         36         33         16         39        114        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       35.9       32.9       54.6       13.2       31.6       20.3       43.7
Old  :                 22.5       35.9       32.9       54.6       13.2       31.6       20.3       43.7
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, November 1, 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  :   137,967:    60,685      9,137     15,919     28,578    100,970    105,182    126,026:    32,785     11,941
Old  :   137,967:    60,685      9,137     15,919     28,578    100,970    105,182    126,026:    32,785     11,941
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -993:    -5,571     -2,998      1,602      2,677       -447     -1,292     -1,843:       299        850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0        6.6       11.5       20.7       73.2       76.2       91.3:      23.8        8.7
Old  :     100.0:      44.0        6.6       11.5       20.7       73.2       76.2       91.3:      23.8        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  :       171:        92         32         31         16         39        115         98:
Old  :       171:        92         32         31         16         39        115         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       36.6       31.9       55.3       12.7       32.0       19.8       45.4
Old  :                 21.8       36.6       31.9       55.3       12.7       32.0       19.8       45.4
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, November 8, 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  :   109,378:    34,052     28,313     15,138     46,361     51,941     95,551     95,392:    13,827     13,986
Old  :   109,378:    34,052     28,313     15,138     46,361     51,941     95,551     95,392:    13,827     13,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     3,728:     2,319       -193        878        519      3,049      3,716      3,734:        12         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       25.9       13.8       42.4       47.5       87.4       87.2:      12.6       12.8
Old  :     100.0:      31.1       25.9       13.8       42.4       47.5       87.4       87.2:      12.6       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        65         80         51         43         41        151        144:
Old  :       212:        65         80         51         43         41        151        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  :                 25.5       35.1       35.5       45.7       25.5       31.6       34.1       41.0
Old  :                 25.5       35.1       35.5       45.7       25.5       31.6       34.1       41.0
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, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :   105,650:    31,733     28,506     14,260     45,842     48,892     91,835     91,658:    13,815     13,992
Old  :   105,650:    31,733     28,506     14,260     45,842     48,892     91,835     91,658:    13,815     13,992
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     3,138:        71     -1,925      3,181      1,159      2,015      4,411      3,271:    -1,273       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       27.0       13.5       43.4       46.3       86.9       86.8:      13.1       13.2
Old  :     100.0:      30.0       27.0       13.5       43.4       46.3       86.9       86.8:      13.1       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  :       206:        68         76         50         43         37        149        137:
Old  :       206:        68         76         50         43         37        149        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       35.9       36.1       46.1       25.7       32.7       35.0       41.9
Old  :                 25.8       35.9       36.1       46.1       25.7       32.7       35.0       41.9
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, November 8, 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  :   317,076:   167,250     44,139     30,469     67,808    218,224    265,527    292,832:    51,549     24,244
Old  :   317,076:   167,250     44,139     30,469     67,808    218,224    265,527    292,832:    51,549     24,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :   -17,394:   -13,304     -5,847        438     -1,721    -11,636    -14,587    -17,045:    -2,807       -349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.7       13.9        9.6       21.4       68.8       83.7       92.4:      16.3        7.6
Old  :     100.0:      52.7       13.9        9.6       21.4       68.8       83.7       92.4:      16.3        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:       131         56         34         36         43        183        122:
Old  :       246:       131         56         34         36         43        183        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       38.1       40.4       60.8       26.0       34.7       31.8       50.7
Old  :                 30.2       38.1       40.4       60.8       26.0       34.7       31.8       50.7
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, November 1, 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  :   334,470:   180,554     49,986     30,031     69,529    229,860    280,114    309,877:    54,356     24,593
Old  :   334,470:   180,554     49,986     30,031     69,529    229,860    280,114    309,877:    54,356     24,593
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -4,918:   -26,255     -3,471       -229     15,215     -5,245    -11,269     -8,945:     6,351      4,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.0       14.9        9.0       20.8       68.7       83.7       92.6:      16.3        7.4
Old  :     100.0:      54.0       14.9        9.0       20.8       68.7       83.7       92.6:      16.3        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:       129         68         31         33         40        180        125:
Old  :       252:       129         68         31         33         40        180        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       38.6       40.5       59.6       26.1       35.1       32.1       50.5
Old  :                 29.9       38.6       40.5       59.6       26.1       35.1       32.1       50.5
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, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    12,253:     5,132      1,855        712      3,282      7,412      9,126      9,979:     3,127      2,274
Old  :    12,253:     5,132      1,855        712      3,282      7,412      9,126      9,979:     3,127      2,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -137:      -109        603       -205       -423       -929       -737       -531:       600        394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9       15.1        5.8       26.8       60.5       74.5       81.4:      25.5       18.6
Old  :     100.0:      41.9       15.1        5.8       26.8       60.5       74.5       81.4:      25.5       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        19          3         13          7          6         38         19:
Old  :        40:        19          3         13          7          6         38         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  :                 45.5       66.3       56.9       78.0       34.6       51.4       42.6       57.9
Old  :                 45.5       66.3       56.9       78.0       34.6       51.4       42.6       57.9
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, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    12,390:     5,241      1,252        917      3,705      8,341      9,863     10,510:     2,527      1,880
Old  :    12,390:     5,241      1,252        917      3,705      8,341      9,863     10,510:     2,527      1,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       476:        57        -39        -47        120         65        130        -21:       346        497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3       10.1        7.4       29.9       67.3       79.6       84.8:      20.4       15.2
Old  :     100.0:      42.3       10.1        7.4       29.9       67.3       79.6       84.8:      20.4       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  :        40:        18          4         13          7          7         37         21:
Old  :        40:        18          4         13          7          7         37         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       66.2       61.0       80.8       36.5       49.0       45.6       58.7
Old  :                 45.9       66.2       61.0       80.8       36.5       49.0       45.6       58.7
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, November 8, 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  :   134,039:    49,309      6,090     13,065     55,773     88,986    118,147    108,141:    15,892     25,898
Old  :   103,063:    40,440      7,037      7,039     43,686     68,565     91,165     82,641:    11,898     20,422
Other:    30,976:    13,808      3,992      1,087     12,087     20,421     26,982     25,500:     3,994      5,476
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     7,635:    -3,178       -139      4,397      6,304      2,750      7,523      7,008:       112        627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8        4.5        9.7       41.6       66.4       88.1       80.7:      11.9       19.3
Old  :     100.0:      39.2        6.8        6.8       42.4       66.5       88.5       80.2:      11.5       19.8
Other:     100.0:      44.6       12.9        3.5       39.0       65.9       87.1       82.3:      12.9       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        68         24         41         58         62        140        117:
Old  :       168:        56         29         24         50         59        121        100:
Other:       105:        27         22          9         24         40         55         68:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       34.3       35.2       45.5       16.1       26.2       25.0       32.1
Old  :                 27.5       36.1       39.0       45.1       23.3       34.4       33.0       39.2
Other:                 44.6       55.5       54.6       62.8       44.6       54.2       54.6       60.5
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders - Futures Only, November 1, 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  :   126,404:    52,487      6,229      8,668     49,469     86,236    110,624    101,133:    15,780     25,271
Old  :   101,443:    46,505      7,184      3,981     39,074     70,610     89,560     81,775:    11,883     19,668
Other:    24,961:    10,124      3,187        545     10,395     15,626     21,064     19,358:     3,897      5,603
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,752:       154       -503      1,383     -1,566         17        -29        897:     1,781        855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5        4.9        6.9       39.1       68.2       87.5       80.0:      12.5       20.0
Old  :     100.0:      45.8        7.1        3.9       38.5       69.6       88.3       80.6:      11.7       19.4
Other:     100.0:      40.6       12.8        2.2       41.6       62.6       84.4       77.6:      15.6       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        69         22         31         56         60        135        105:
Old  :       166:        65         23         19         47         57        119         93:
Other:        98:        23         20          8         24         39         52         62:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       33.6       32.8       44.9       16.9       26.7       26.1       32.7
Old  :                 23.9       36.6       35.1       45.7       21.9       33.3       33.0       38.6
Other:                 45.7       49.0       54.8       57.7       45.6       48.8       54.8       56.9
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders - Futures Only, November 8, 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  :    36,753:     8,935         83      1,382     17,237     27,430     27,554     28,895:     9,199      7,858
Old  :    34,542:     9,695         57        585     15,969     26,915     26,249     27,557:     8,293      6,985
Other:     2,211:        32        818          5      1,268        515      1,305      1,338:       906        873
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       490:      -707         23        499        496         77        288        599:       202       -109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        0.2        3.8       46.9       74.6       75.0       78.6:      25.0       21.4
Old  :     100.0:      28.1        0.2        1.7       46.2       77.9       76.0       79.8:      24.0       20.2
Other:     100.0:       1.4       37.0        0.2       57.3       23.3       59.0       60.5:      41.0       39.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        21          3         10         21         21         45         31:
Old  :        52:        22          2          6         21         21         45         27:
Other:        24:         1          7          2          9          8         11         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       50.1       44.8       63.7       17.2       36.9       29.3       43.2
Old  :                 31.7       52.7       45.4       66.6       17.3       38.7       29.8       46.1
Other:                 40.8       36.9       56.0       54.9       36.5       36.9       51.3       52.0
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders - Futures Only, November 1, 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  :    36,263:     9,642         60        883     16,741     27,353     27,266     28,296:     8,997      7,967
Old  :    34,612:     9,945         50        493     16,107     26,924     26,545     27,467:     8,067      7,145
Other:     1,651:        32        345         55        634        429        721        829:       930        822
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       -17:      -537       -100       -193        843      1,348        113      1,055:      -130     -1,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        0.2        2.4       46.2       75.4       75.2       78.0:      24.8       22.0
Old  :     100.0:      28.7        0.1        1.4       46.5       77.8       76.7       79.4:      23.3       20.6
Other:     100.0:       1.9       20.9        3.3       38.4       26.0       43.7       50.2:      56.3       49.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        21          2          8         21         20         44         28:
Old  :        52:        21          2          5         21         20         44         25:
Other:        21:         1          5          2          8          9         10         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       50.1       43.5       64.5       16.4       38.2       29.2       45.3
Old  :                 30.5       51.9       44.5       66.7       16.9       39.2       30.0       47.0
Other:                 26.3       31.0       39.7       46.2       26.3       30.5       37.9       43.1
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders - Futures Only, November 8, 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  :   114,822:    23,645     28,454      5,554     73,216     70,836    102,415    104,844:    12,407      9,978
Old  :   113,160:    23,710     28,527      5,198     71,956     69,629    100,864    103,354:    12,296      9,806
Other:     1,662:       228        220         63      1,260      1,207      1,551      1,490:       111        172
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,565:    -1,272      3,460     -1,901      2,457     -4,052       -716     -2,493:      -849        928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       24.8        4.8       63.8       61.7       89.2       91.3:      10.8        8.7
Old  :     100.0:      21.0       25.2        4.6       63.6       61.5       89.1       91.3:      10.9        8.7
Other:     100.0:      13.7       13.2        3.8       75.8       72.6       93.3       89.7:       6.7       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        56         66         50         61         59        156        146:
Old  :       211:        57         67         47         61         58        154        144:
Other:        35:         6          9          1          6         15         12         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       31.9       41.1       42.4       25.0       24.8       34.7       33.6
Old  :                 26.7       31.6       41.7       42.2       25.3       25.3       35.3       34.1
Other:                 73.8       63.4       92.2       74.5       73.0       63.2       88.4       72.5
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders - Futures Only, November 1, 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  :   116,387:    24,917     24,994      7,455     70,759     74,888    103,131    107,337:    13,256      9,050
Old  :   114,890:    24,973     25,159      7,048     69,718     73,711    101,739    105,918:    13,151      8,972
Other:     1,497:       288        179         63      1,041      1,177      1,392      1,419:       105         78
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -6,432:    -6,216      1,948       -252      2,554     -8,151     -3,914     -6,455:    -2,518         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       21.5        6.4       60.8       64.3       88.6       92.2:      11.4        7.8
Old  :     100.0:      21.7       21.9        6.1       60.7       64.2       88.6       92.2:      11.4        7.8
Other:     100.0:      19.2       12.0        4.2       69.5       78.6       93.0       94.8:       7.0        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        64         56         46         59         61        157        140:
Old  :       210:        64         58         44         59         60        156        138:
Other:        31:         5          7          1          6         14         11         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  :                 25.9       34.3       40.5       44.9       24.3       27.2       34.1       36.1
Old  :                 26.3       34.0       41.0       44.7       24.7       27.7       34.5       36.6
Other:                 67.9       70.4       90.4       82.1       66.4       70.1       86.2       79.8
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders - Futures Only, November 8, 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  :    34,670:    16,462      3,593      3,048     11,136     25,351     30,646     31,992:     4,024      2,678
Old  :    34,664:    16,462      3,595      3,046     11,136     25,350     30,644     31,991:     4,020      2,673
Other:         6:         2          0          0          0          1          2          1:         4          5
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     2,326:     1,138         -2         31        681      2,100      1,850      2,129:       476        197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.5       10.4        8.8       32.1       73.1       88.4       92.3:      11.6        7.7
Old  :     100.0:      47.5       10.4        8.8       32.1       73.1       88.4       92.3:      11.6        7.7
Other:     100.0:      33.3        0.0        0.0        0.0       16.7       33.3       16.7:      66.7       83.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        62         28         20         21         18         95         56:
Old  :       124:        62         29         20         21         18         95         56:
Other:         2:         1          0          0          0          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       48.6       38.7       65.6       27.0       45.3       37.4       60.1
Old  :                 27.0       48.6       38.7       65.6       27.0       45.3       37.4       60.1
Other:                 33.3       16.7       33.3       16.7       33.3       16.7       33.3       16.7
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders - Futures Only, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    32,344:    15,324      3,595      3,017     10,455     23,251     28,796     29,863:     3,548      2,481
Old  :    32,338:    15,324      3,596      3,016     10,454     23,250     28,794     29,862:     3,544      2,476
Other:         6:         1          0          0          1          1          2          1:         4          5
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,288:     1,545        -24       -690        946      1,418      1,801        704:      -513        584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.4       11.1        9.3       32.3       71.9       89.0       92.3:      11.0        7.7
Old  :     100.0:      47.4       11.1        9.3       32.3       71.9       89.0       92.3:      11.0        7.7
Other:     100.0:      16.7        0.0        0.0       16.7       16.7       33.3       16.7:      66.7       83.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        60         24         21         20         20         93         54:
Old  :       118:        60         24         21         20         20         93         54:
Other:         3:         1          0          0          1          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  :                 26.1       45.5       38.2       63.2       26.1       42.7       37.5       58.3
Old  :                 26.1       45.5       38.2       63.2       26.1       42.7       37.5       58.3
Other:                 33.3       16.7       33.3       16.7       33.3       16.7       33.3       16.7
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders - Futures Only, November 8, 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  :   134,913:    27,919     36,649      4,339     93,120     87,852    125,378    128,840:     9,535      6,073
Old  :   115,231:    28,213     37,066      3,522     74,208     68,586    105,943    109,174:     9,288      6,057
Other:    19,682:       420        297        103     18,912     19,266     19,435     19,666:       247         16
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :   -11,216:    -2,921      4,431      1,349     -9,043    -16,039    -10,615    -10,259:      -601       -957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       27.2        3.2       69.0       65.1       92.9       95.5:       7.1        4.5
Old  :     100.0:      24.5       32.2        3.1       64.4       59.5       91.9       94.7:       8.1        5.3
Other:     100.0:       2.1        1.5        0.5       96.1       97.9       98.7       99.9:       1.3        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        48         47         23         51         37        111        103:
Old  :       160:        48         49         22         51         37        111        102:
Other:        27:         3          3          3         13         13         17         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       25.7       45.3       42.3       22.7       19.6       34.2       30.5
Old  :                 31.4       25.5       45.6       39.7       27.6       22.5       41.1       35.0
Other:                 61.9       73.9       91.4       94.3       50.5       51.4       64.4       65.4
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders - Futures Only, November 1, 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  :   146,129:    30,840     32,218      2,990    102,163    103,891    135,993    139,099:    10,136      7,030
Old  :   126,767:    31,085     32,581      2,252     83,534     84,929    116,871    119,762:     9,896      7,005
Other:    19,362:       363        245        130     18,629     18,962     19,122     19,337:       240         25
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     9,908:      -295       -159      1,633      8,050      7,850      9,388      9,324:       520        584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       22.0        2.0       69.9       71.1       93.1       95.2:       6.9        4.8
Old  :     100.0:      24.5       25.7        1.8       65.9       67.0       92.2       94.5:       7.8        5.5
Other:     100.0:       1.9        1.3        0.7       96.2       97.9       98.8       99.9:       1.2        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        50         50         15         52         37        109         98:
Old  :       162:        50         52         14         52         37        109         97:
Other:        25:         3          2          3         13         12         16         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  :                 29.3       27.7       45.6       47.1       18.9       20.5       29.6       31.2
Old  :                 29.3       27.2       46.4       45.5       23.6       23.3       37.1       35.2
Other:                 62.3       76.1       92.4       95.6       51.4       55.2       65.2       66.6
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders - Futures Only, November 8, 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  :   464,156:   142,067     33,967     36,266    219,229    357,724    397,562    427,957:    66,594     36,199
Old  :   464,156:   142,067     33,967     36,266    219,229    357,724    397,562    427,957:    66,594     36,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     3,557:    -5,347      2,271      2,304      4,661        383      1,618      4,958:     1,939     -1,401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        7.3        7.8       47.2       77.1       85.7       92.2:      14.3        7.8
Old  :     100.0:      30.6        7.3        7.8       47.2       77.1       85.7       92.2:      14.3        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        65         26         35         57         55        144         97:
Old  :       161:        65         26         35         57         55        144         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       31.4       29.8       51.0       15.3       24.9       24.5       38.9
Old  :                 17.3       31.4       29.8       51.0       15.3       24.9       24.5       38.9
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, November 1, 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  :   460,599:   147,414     31,696     33,962    214,568    357,341    395,944    422,999:    64,655     37,600
Old  :   460,599:   147,414     31,696     33,962    214,568    357,341    395,944    422,999:    64,655     37,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -12,063:   -19,936     -5,942      2,795     10,720    -14,205     -6,421    -17,352:    -5,642      5,289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        6.9        7.4       46.6       77.6       86.0       91.8:      14.0        8.2
Old  :     100.0:      32.0        6.9        7.4       46.6       77.6       86.0       91.8:      14.0        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  :       159:        66         25         32         55         55        139         96:
Old  :       159:        66         25         32         55         55        139         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       31.3       30.0       51.9       15.2       25.3       24.5       39.9
Old  :                 17.5       31.3       30.0       51.9       15.2       25.3       24.5       39.9
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, November 8, 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  :    87,206:    21,814     14,581     10,960     46,194     57,601     78,968     83,142:     8,238      4,064
Old  :    84,694:    21,745     15,454      9,715     45,187     55,725     76,647     80,894:     8,047      3,800
Other:     2,512:       945          3        369      1,007      1,876      2,321      2,248:       191        264
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     3,246:     3,034         -8        638     -1,104      3,128      2,568      3,758:       678       -512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       16.7       12.6       53.0       66.1       90.6       95.3:       9.4        4.7
Old  :     100.0:      25.7       18.2       11.5       53.4       65.8       90.5       95.5:       9.5        4.5
Other:     100.0:      37.6        0.1       14.7       40.1       74.7       92.4       89.5:       7.6       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        95         69         55         81         80        210        181:
Old  :       281:        93         74         54         81         80        209        181:
Other:        46:        11          1          4         14         25         25         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       24.7       33.8       35.9       18.8       16.7       28.3       25.8
Old  :                 21.7       25.1       34.6       36.5       19.4       17.2       29.1       26.6
Other:                 52.7       43.2       76.8       66.0       35.7       32.1       47.4       42.6
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders - Futures Only, November 1, 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  :    83,960:    18,780     14,589     10,322     47,298     54,473     76,400     79,384:     7,560      4,576
Old  :    81,619:    18,695     15,258      9,265     46,279     52,781     74,239     77,304:     7,380      4,315
Other:     2,341:       754          0        388      1,019      1,692      2,161      2,080:       180        261
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -852:      -701       -633        435        634         84        368       -114:    -1,220       -738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       17.4       12.3       56.3       64.9       91.0       94.5:       9.0        5.5
Old  :     100.0:      22.9       18.7       11.4       56.7       64.7       91.0       94.7:       9.0        5.3
Other:     100.0:      32.2        0.0       16.6       43.5       72.3       92.3       88.9:       7.7       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        87         70         52         89         81        207        184:
Old  :       278:        86         74         52         89         80        207        183:
Other:        42:         9          0          4         14         24         23         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       23.4       33.3       35.0       19.6       16.3       28.3       25.0
Old  :                 21.5       23.7       34.1       35.5       20.1       16.9       29.1       25.8
Other:                 50.6       46.4       76.1       68.8       30.9       31.8       43.4       41.3
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  Code-098662
Commitments of Traders - Futures Only, November 8, 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  :    38,747:    29,756      2,851      2,088      3,379     32,123     35,223     37,062:     3,524      1,685
Old  :    38,747:    29,756      2,851      2,088      3,379     32,123     35,223     37,062:     3,524      1,685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     5,545:     3,214         -6       -152      1,831      6,185      4,893      6,027:       652       -482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.8        7.4        5.4        8.7       82.9       90.9       95.7:       9.1        4.3
Old  :     100.0:      76.8        7.4        5.4        8.7       82.9       90.9       95.7:       9.1        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        39          6          3          8          8         48         17:
Old  :        60:        39          6          3          8          8         48         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  :                 39.7       83.3       59.2       92.3       39.7       81.9       57.8       88.6
Old  :                 39.7       83.3       59.2       92.3       39.7       81.9       57.8       88.6
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, November 1, 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  :    33,202:    26,542      2,857      2,240      1,548     25,938     30,330     31,035:     2,872      2,167
Old  :    33,202:    26,542      2,857      2,240      1,548     25,938     30,330     31,035:     2,872      2,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -848:    -1,264       -716         52        238       -690       -974     -1,354:       126        506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.9        8.6        6.7        4.7       78.1       91.3       93.5:       8.7        6.5
Old  :     100.0:      79.9        8.6        6.7        4.7       78.1       91.3       93.5:       8.7        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        35         10          6          8          9         45         24:
Old  :        61:        35         10          6          8          9         45         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  :                 46.9       75.9       68.3       86.1       46.9       73.2       64.3       81.6
Old  :                 46.9       75.9       68.3       86.1       46.9       73.2       64.3       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                              Code-299661
Commitments of Traders - Futures Only, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF EURO 200,000)                               :
     :          :                                                                            :
All  :    23,309:    15,434        800          0      3,031     19,485     18,465     20,285:     4,844      3,024
Old  :    23,309:    15,434        800          0      3,031     19,485     18,465     20,285:     4,844      3,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,438:     2,055       -563          0       -654      1,661      1,401      1,098:        37        340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.2        3.4        0.0       13.0       83.6       79.2       87.0:      20.8       13.0
Old  :     100.0:      66.2        3.4        0.0       13.0       83.6       79.2       87.0:      20.8       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7          1          0          3         11         10         12:
Old  :        22:         7          1          0          3         11         10         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.8       60.9       74.5       78.3       60.8       60.9       74.5       78.3
Old  :                 60.8       60.9       74.5       78.3       60.8       60.9       74.5       78.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                              Code-299661
Commitments of Traders - Futures Only, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF EURO 200,000)                               :
     :          :                                                                            :
All  :    21,871:    13,379      1,363          0      3,685     17,824     17,064     19,187:     4,807      2,684
Old  :    21,871:    13,379      1,363          0      3,685     17,824     17,064     19,187:     4,807      2,684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       442:       305       -146          0        441      1,535        746      1,389:      -304       -947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.2        6.2        0.0       16.8       81.5       78.0       87.7:      22.0       12.3
Old  :     100.0:      61.2        6.2        0.0       16.8       81.5       78.0       87.7:      22.0       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  :        24:         8          2          0          3         11         11         13:
Old  :        24:         8          2          0          3         11         11         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  :                 55.4       54.7       71.1       75.2       55.4       54.7       71.1       75.2
Old  :                 55.4       54.7       71.1       75.2       55.4       54.7       71.1       75.2
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, November 8, 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  :   169,181:    13,991     22,949     20,905    103,510    100,190    138,406    144,044:    30,775     25,137
Old  :   169,181:    13,991     22,949     20,905    103,510    100,190    138,406    144,044:    30,775     25,137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     2,882:    -1,907     -3,693      1,192        500      5,481       -215      2,980:     3,097        -98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       13.6       12.4       61.2       59.2       81.8       85.1:      18.2       14.9
Old  :     100.0:       8.3       13.6       12.4       61.2       59.2       81.8       85.1:      18.2       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  :       137:        27         30         33         72         63        119        108:
Old  :       137:        27         30         33         72         63        119        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  :                 19.8       16.3       32.0       27.2       15.3       12.1       23.1       19.5
Old  :                 19.8       16.3       32.0       27.2       15.3       12.1       23.1       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders - Futures Only, November 1, 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  :   166,299:    15,898     26,642     19,713    103,010     94,709    138,621    141,064:    27,678     25,235
Old  :   166,299:    15,898     26,642     19,713    103,010     94,709    138,621    141,064:    27,678     25,235
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -7,034:    -1,721      2,213     -2,941      1,324     -5,180     -3,338     -5,908:    -3,696     -1,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       16.0       11.9       61.9       57.0       83.4       84.8:      16.6       15.2
Old  :     100.0:       9.6       16.0       11.9       61.9       57.0       83.4       84.8:      16.6       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  :       138:        31         29         34         69         61        118        109:
Old  :       138:        31         29         34         69         61        118        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       17.3       32.0       27.7       15.8       12.3       23.5       19.8
Old  :                 20.7       17.3       32.0       27.7       15.8       12.3       23.5       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders - Futures Only, November 8, 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  :   543,504:    48,626     89,412    175,381    248,678    249,158    472,685    513,951:    70,819     29,553
Old  :   543,504:    48,626     89,412    175,381    248,678    249,158    472,685    513,951:    70,819     29,553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    15,830:       464      5,314      6,193      5,377      2,538     12,034     14,045:     3,796      1,785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       16.5       32.3       45.8       45.8       87.0       94.6:      13.0        5.4
Old  :     100.0:       8.9       16.5       32.3       45.8       45.8       87.0       94.6:      13.0        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        46         46         65         90         76        175        151:
Old  :       189:        46         46         65         90         76        175        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  :                 24.8       29.2       35.4       44.4        8.4       13.5       12.5       19.9
Old  :                 24.8       29.2       35.4       44.4        8.4       13.5       12.5       19.9
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, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   527,674:    48,162     84,098    169,188    243,301    246,620    460,651    499,906:    67,023     27,768
Old  :   527,674:    48,162     84,098    169,188    243,301    246,620    460,651    499,906:    67,023     27,768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -31,579:   -20,024     -1,899     -8,960         40    -13,861    -28,944    -24,720:    -2,635     -6,859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       15.9       32.1       46.1       46.7       87.3       94.7:      12.7        5.3
Old  :     100.0:       9.1       15.9       32.1       46.1       46.7       87.3       94.7:      12.7        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        50         46         61         86         73        170        148:
Old  :       188:        50         46         61         86         73        170        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       28.7       34.9       44.6        8.6       13.7       12.4       19.7
Old  :                 24.1       28.7       34.9       44.6        8.6       13.7       12.4       19.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365A
Commitments of Traders - Futures Only, November 8, 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  :    39,109:     2,673        372        675     30,173     35,238     33,521     36,285:     5,588      2,824
Old  :    39,109:     2,673        372        675     30,173     35,238     33,521     36,285:     5,588      2,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,317:       135        372        -23       -157       -796        -45       -447:    -1,272       -870
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        1.0        1.7       77.2       90.1       85.7       92.8:      14.3        7.2
Old  :     100.0:       6.8        1.0        1.7       77.2       90.1       85.7       92.8:      14.3        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          1         15         15         16         17:
Old  :        24:         1          1          1         15         15         16         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       63.9       75.3       78.7       50.7       63.2       68.3       76.7
Old  :                 55.9       63.9       75.3       78.7       50.7       63.2       68.3       76.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders - Futures Only, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    37,848:         0      7,913      1,141     30,760     21,697     31,901     30,751:     5,947      7,097
Old  :    37,848:         0      7,913      1,141     30,760     21,697     31,901     30,751:     5,947      7,097
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,776:         0      1,263        185      1,621        190      1,806      1,638:       -30        138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       20.9        3.0       81.3       57.3       84.3       81.2:      15.7       18.8
Old  :     100.0:       0.0       20.9        3.0       81.3       57.3       84.3       81.2:      15.7       18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          2          2         15         14         17         16:
Old  :        22:         0          2          2         15         14         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       40.4       66.2       60.1       38.4       37.4       60.1       56.3
Old  :                 42.1       40.4       66.2       60.1       38.4       37.4       60.1       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders - Futures Only, November 1, 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  :    36,072:         0      6,650        956     29,139     21,507     30,095     29,113:     5,977      6,959
Old  :    36,072:         0      6,650        956     29,139     21,507     30,095     29,113:     5,977      6,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -2,462:         0     -1,279       -473     -1,336      1,555     -1,809       -197:      -653     -2,265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.4        2.7       80.8       59.6       83.4       80.7:      16.6       19.3
Old  :     100.0:       0.0       18.4        2.7       80.8       59.6       83.4       80.7:      16.6       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          2          2         14         13         16         15:
Old  :        21:         0          2          2         14         13         16         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       39.3       68.2       59.3       38.7       36.9       59.1       54.8
Old  :                 44.0       39.3       68.2       59.3       38.7       36.9       59.1       54.8
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, November 8, 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  :   106,480:    15,358      1,863      3,962     80,662     90,887     99,982     96,712:     6,498      9,768
Old  :   106,480:    15,358      1,863      3,962     80,662     90,887     99,982     96,712:     6,498      9,768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     4,316:     4,947       -228        170       -708      4,740      4,409      4,682:       -93       -366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        1.7        3.7       75.8       85.4       93.9       90.8:       6.1        9.2
Old  :     100.0:      14.4        1.7        3.7       75.8       85.4       93.9       90.8:       6.1        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         5          1          5         27         27         33         32:
Old  :        38:         5          1          5         27         27         33         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  :                 47.9       45.3       63.8       63.6       46.7       42.6       57.7       58.9
Old  :                 47.9       45.3       63.8       63.6       46.7       42.6       57.7       58.9
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, November 1, 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  :   102,164:    10,411      2,091      3,792     81,370     86,147     95,573     92,030:     6,591     10,134
Old  :   102,164:    10,411      2,091      3,792     81,370     86,147     95,573     92,030:     6,591     10,134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :        91:     2,366     -1,606      1,492     -1,979        959      1,879        845:    -1,788       -754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        2.0        3.7       79.6       84.3       93.5       90.1:       6.5        9.9
Old  :     100.0:      10.2        2.0        3.7       79.6       84.3       93.5       90.1:       6.5        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  :        38:         4          2          5         27         27         33         32:
Old  :        38:         4          2          5         27         27         33         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  :                 47.5       44.5       63.6       63.6       45.8       41.2       57.2       56.9
Old  :                 47.5       44.5       63.6       63.6       45.8       41.2       57.2       56.9
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, November 8, 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  :    53,324:     4,616      5,684          0     43,369     41,059     47,985     46,743:     5,339      6,581
Old  :    53,324:     4,616      5,684          0     43,369     41,059     47,985     46,743:     5,339      6,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -2,911:      -720     -2,648          0     -1,914        200     -2,634     -2,448:      -277       -463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       10.7        0.0       81.3       77.0       90.0       87.7:      10.0       12.3
Old  :     100.0:       8.7       10.7        0.0       81.3       77.0       90.0       87.7:      10.0       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  :        23:         1          2          0         14         15         15         17:
Old  :        23:         1          2          0         14         15         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  :                 53.3       43.7       76.8       66.8       47.7       40.4       69.8       62.2
Old  :                 53.3       43.7       76.8       66.8       47.7       40.4       69.8       62.2
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, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    56,235:     5,336      8,332          0     45,283     40,859     50,619     49,191:     5,616      7,044
Old  :    56,235:     5,336      8,332          0     45,283     40,859     50,619     49,191:     5,616      7,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,188:      -563          0          0      2,358      1,162      1,795      1,162:      -607         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       14.8        0.0       80.5       72.7       90.0       87.5:      10.0       12.5
Old  :     100.0:       9.5       14.8        0.0       80.5       72.7       90.0       87.5:      10.0       12.5
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  :        24:         1          2          0         14         16         15         18:
Old  :        24:         1          2          0         14         16         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  :                 53.2       44.5       77.1       68.2       49.9       41.6       72.8       63.7
Old  :                 53.2       44.5       77.1       68.2       49.9       41.6       72.8       63.7
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, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    66,546:         0     13,471      3,857     53,974     45,485     57,831     62,813:     8,715      3,733
Old  :    66,546:         0     13,471      3,857     53,974     45,485     57,831     62,813:     8,715      3,733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -227:         0     -1,637      1,029       -167        157        862       -451:    -1,089        224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       20.2        5.8       81.1       68.4       86.9       94.4:      13.1        5.6
Old  :     100.0:       0.0       20.2        5.8       81.1       68.4       86.9       94.4:      13.1        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  :        22:         0          3          3         16         15         19         18:
Old  :        22:         0          3          3         16         15         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       60.6       68.6       78.3       38.1       47.7       53.5       58.3
Old  :                 45.6       60.6       68.6       78.3       38.1       47.7       53.5       58.3
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, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    66,773:         0     15,108      2,828     54,141     45,328     56,969     63,264:     9,804      3,509
Old  :    66,773:         0     15,108      2,828     54,141     45,328     56,969     63,264:     9,804      3,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -10,469:      -302     -4,992      1,012    -13,981     -7,480    -13,271    -11,460:     2,802        991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       22.6        4.2       81.1       67.9       85.3       94.7:      14.7        5.3
Old  :     100.0:       0.0       22.6        4.2       81.1       67.9       85.3       94.7:      14.7        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          3          3         16         16         19         19:
Old  :        22:         0          3          3         16         16         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       62.5       66.5       78.2       37.2       51.3       52.0       59.5
Old  :                 46.7       62.5       66.5       78.2       37.2       51.3       52.0       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-02365F
Commitments of Traders - Futures Only, November 8, 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  :    70,068:    22,407      6,051      4,256     34,671     53,677     61,334     63,984:     8,734      6,084
Old  :    70,068:    22,407      6,051      4,256     34,671     53,677     61,334     63,984:     8,734      6,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -299:     1,496        360     -1,412     -2,676        362     -2,592       -690:     2,293        391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        8.6        6.1       49.5       76.6       87.5       91.3:      12.5        8.7
Old  :     100.0:      32.0        8.6        6.1       49.5       76.6       87.5       91.3:      12.5        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  :        25:         2          2          2         18         20         21         23:
Old  :        25:         2          2          2         18         20         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  :                 58.9       45.4       73.5       63.0       47.9       36.1       53.7       49.5
Old  :                 58.9       45.4       73.5       63.0       47.9       36.1       53.7       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-02365F
Commitments of Traders - Futures Only, November 1, 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  :    70,367:    20,911      5,691      5,668     37,347     53,315     63,926     64,674:     6,441      5,693
Old  :    70,367:    20,911      5,691      5,668     37,347     53,315     63,926     64,674:     6,441      5,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -2,401:    -4,587     -2,074      1,578         62       -303     -2,947       -799:       546     -1,602
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        8.1        8.1       53.1       75.8       90.8       91.9:       9.2        8.1
Old  :     100.0:      29.7        8.1        8.1       53.1       75.8       90.8       91.9:       9.2        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  :        26:         2          2          2         19         21         22         24:
Old  :        26:         2          2          2         19         21         22         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       43.4       74.9       62.4       43.5       33.4       50.8       45.6
Old  :                 57.2       43.4       74.9       62.4       43.5       33.4       50.8       45.6
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, November 8, 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  :    59,715:         0      2,015      1,643     56,521     49,502     58,164     53,160:     1,551      6,555
Old  :    59,715:         0      2,015      1,643     56,521     49,502     58,164     53,160:     1,551      6,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -5,396:         0        700        210     -6,159     -4,785     -5,949     -3,875:       553     -1,521
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.4        2.8       94.7       82.9       97.4       89.0:       2.6       11.0
Old  :     100.0:       0.0        3.4        2.8       94.7       82.9       97.4       89.0:       2.6       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          1          1         17         18         18         19:
Old  :        25:         0          1          1         17         18         18         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.0       44.2       79.6       66.1       61.8       39.9       70.4       57.2
Old  :                 65.0       44.2       79.6       66.1       61.8       39.9       70.4       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-02365G
Commitments of Traders - Futures Only, November 1, 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  :    65,111:         0      1,315      1,433     62,680     54,287     64,113     57,035:       998      8,076
Old  :    65,111:         0      1,315      1,433     62,680     54,287     64,113     57,035:       998      8,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -267:         0     -2,965        308       -178      3,479        130        822:      -397     -1,089
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.0        2.2       96.3       83.4       98.5       87.6:       1.5       12.4
Old  :     100.0:       0.0        2.0        2.2       96.3       83.4       98.5       87.6:       1.5       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          1          1         17         21         18         22:
Old  :        25:         0          1          1         17         21         18         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       42.6       81.1       63.3       60.6       38.6       68.7       54.3
Old  :                 64.7       42.6       81.1       63.3       60.6       38.6       68.7       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, November 8, 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  :    55,878:       720     10,488      1,317     47,006     37,889     49,043     49,694:     6,835      6,184
Old  :    55,878:       720     10,488      1,317     47,006     37,889     49,043     49,694:     6,835      6,184
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -2,976:      -248      1,120        158     -4,580     -6,055     -4,670     -4,777:     1,694      1,801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       18.8        2.4       84.1       67.8       87.8       88.9:      12.2       11.1
Old  :     100.0:       1.3       18.8        2.4       84.1       67.8       87.8       88.9:      12.2       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  :        27:         1          2          2         21         14         24         16:
Old  :        27:         1          2          2         21         14         24         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  :                 35.8       56.0       56.6       78.5       25.7       40.7       37.3       50.5
Old  :                 35.8       56.0       56.6       78.5       25.7       40.7       37.3       50.5
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, November 1, 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  :    58,854:       968      9,368      1,159     51,586     43,944     53,713     54,471:     5,141      4,383
Old  :    58,854:       968      9,368      1,159     51,586     43,944     53,713     54,471:     5,141      4,383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -8,596:       968        834     -1,799     -6,889     -6,886     -7,720     -7,851:      -876       -745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       15.9        2.0       87.7       74.7       91.3       92.6:       8.7        7.4
Old  :     100.0:       1.6       15.9        2.0       87.7       74.7       91.3       92.6:       8.7        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          2          2         22         15         25         17:
Old  :        28:         1          2          2         22         15         25         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  :                 34.3       55.5       57.5       77.4       25.5       39.5       39.0       52.6
Old  :                 34.3       55.5       57.5       77.4       25.5       39.5       39.0       52.6
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, November 1, 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  :    47,121:         0      2,573        644     37,919     39,158     38,563     42,375:     8,558      4,746
Old  :    47,121:         0      2,573        644     37,919     39,158     38,563     42,375:     8,558      4,746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       458:         0        428          0          0        -32          0        396:       458         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.5        1.4       80.5       83.1       81.8       89.9:      18.2       10.1
Old  :     100.0:       0.0        5.5        1.4       80.5       83.1       81.8       89.9:      18.2       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          1          1         14         14         15         15:
Old  :        22:         0          1          1         14         14         15         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       65.3       74.2       82.8       58.4       65.0       69.1       78.6
Old  :                 59.9       65.3       74.2       82.8       58.4       65.0       69.1       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365M
Commitments of Traders - Futures Only, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    40,329:         0        284      1,946     34,669     33,496     36,615     35,726:     3,714      4,603
Old  :    40,329:         0        284      1,946     34,669     33,496     36,615     35,726:     3,714      4,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.7        4.8       86.0       83.1       90.8       88.6:       9.2       11.4
Old  :     100.0:       0.0        0.7        4.8       86.0       83.1       90.8       88.6:       9.2       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:         0          1          1         14         13         15         14:
Old  :        20:         0          1          1         14         13         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       59.9       74.5       78.3       54.3       53.2       69.1       65.2
Old  :                 54.3       59.9       74.5       78.3       54.3       53.2       69.1       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders - Futures Only, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    56,777:    13,879          0      2,190     33,957     47,994     50,026     50,184:     6,751      6,593
Old  :    56,777:    13,879          0      2,190     33,957     47,994     50,026     50,184:     6,751      6,593
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,504:       608          0       -484      1,874      1,935      1,998      1,451:      -494         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        0.0        3.9       59.8       84.5       88.1       88.4:      11.9       11.6
Old  :     100.0:      24.4        0.0        3.9       59.8       84.5       88.1       88.4:      11.9       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          0          3         15         18         19         21:
Old  :        24:         4          0          3         15         18         19         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       43.6       78.4       66.2       38.6       28.4       46.9       41.0
Old  :                 61.4       43.6       78.4       66.2       38.6       28.4       46.9       41.0
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, November 1, 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  :    55,273:    13,271          0      2,674     32,083     46,059     48,028     48,733:     7,245      6,540
Old  :    55,273:    13,271          0      2,674     32,083     46,059     48,028     48,733:     7,245      6,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -2,248:     6,900        -70     -2,970     -5,478        785     -1,548     -2,255:      -700          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        0.0        4.8       58.0       83.3       86.9       88.2:      13.1       11.8
Old  :     100.0:      24.0        0.0        4.8       58.0       83.3       86.9       88.2:      13.1       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  :        23:         4          0          3         14         17         18         20:
Old  :        23:         4          0          3         14         17         18         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.0       45.1       78.4       66.3       40.2       30.6       48.8       44.1
Old  :                 63.0       45.1       78.4       66.3       40.2       30.6       48.8       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders - Futures Only, November 8, 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  :    48,006:     4,946        751      3,335     32,709     31,816     40,990     35,902:     7,016     12,104
Old  :    48,006:     4,946        751      3,335     32,709     31,816     40,990     35,902:     7,016     12,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,381:     2,305        751       -340     -3,188     -1,816     -1,223     -1,405:      -158         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        1.6        6.9       68.1       66.3       85.4       74.8:      14.6       25.2
Old  :     100.0:      10.3        1.6        6.9       68.1       66.3       85.4       74.8:      14.6       25.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          2         15         15         17         17:
Old  :        21:         1          1          2         15         15         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       36.8       70.1       58.9       44.7       32.1       59.0       43.3
Old  :                 48.3       36.8       70.1       58.9       44.7       32.1       59.0       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders - Futures Only, November 1, 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  :    49,387:     2,641          0      3,675     35,897     33,632     42,213     37,307:     7,174     12,080
Old  :    49,387:     2,641          0      3,675     35,897     33,632     42,213     37,307:     7,174     12,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,548:       593          0     -2,007      3,236      2,964      1,822        957:      -274        591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        0.0        7.4       72.7       68.1       85.5       75.5:      14.5       24.5
Old  :     100.0:       5.3        0.0        7.4       72.7       68.1       85.5       75.5:      14.5       24.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          0          2         15         13         17         15:
Old  :        21:         2          0          2         15         13         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       39.3       64.5       62.1       38.6       32.3       55.2       45.8
Old  :                 42.4       39.3       64.5       62.1       38.6       32.3       55.2       45.8
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, November 8, 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  : 1,378,009:   346,905     64,225    259,719    755,287  1,042,322  1,361,911  1,366,266:    16,098     11,743
Old  : 1,378,009:   346,905     64,225    259,719    755,287  1,042,322  1,361,911  1,366,266:    16,098     11,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    34,419:       948    -23,749     13,343     24,040     44,580     38,331     34,174:    -3,912        245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        4.7       18.8       54.8       75.6       98.8       99.1:       1.2        0.9
Old  :     100.0:      25.2        4.7       18.8       54.8       75.6       98.8       99.1:       1.2        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  :       135:        29         12         33         88         80        128        115:
Old  :       135:        29         12         33         88         80        128        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       25.1       38.6       43.1       17.7       18.8       26.5       31.6
Old  :                 25.2       25.1       38.6       43.1       17.7       18.8       26.5       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders - Futures Only, November 1, 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  : 1,343,590:   345,957     87,974    246,376    731,247    997,742  1,323,580  1,332,092:    20,010     11,498
Old  : 1,343,590:   345,957     87,974    246,376    731,247    997,742  1,323,580  1,332,092:    20,010     11,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -50,897:    -8,232     -2,171     -2,215    -39,508    -46,682    -49,955    -51,068:      -942        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        6.5       18.3       54.4       74.3       98.5       99.1:       1.5        0.9
Old  :     100.0:      25.7        6.5       18.3       54.4       74.3       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  :       131:        29         10         32         86         77        124        111:
Old  :       131:        29         10         32         86         77        124        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  :                 23.6       25.5       37.3       41.8       16.4       18.5       25.1       30.8
Old  :                 23.6       25.5       37.3       41.8       16.4       18.5       25.1       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-03565C
Commitments of Traders - Futures Only, November 8, 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  :   276,744:    62,467     97,505     63,750    146,934    114,796    273,151    276,051:     3,593        693
Old  :   276,744:    62,467     97,505     63,750    146,934    114,796    273,151    276,051:     3,593        693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    30,231:     5,988     28,560      1,821     22,030        255     29,839     30,636:       392       -405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       35.2       23.0       53.1       41.5       98.7       99.7:       1.3        0.3
Old  :     100.0:      22.6       35.2       23.0       53.1       41.5       98.7       99.7:       1.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        14          8         18         30         28         51         47:
Old  :        53:        14          8         18         30         28         51         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  :                 37.8       57.9       56.0       73.0       25.8       43.1       37.1       48.1
Old  :                 37.8       57.9       56.0       73.0       25.8       43.1       37.1       48.1
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, November 1, 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  :   246,513:    56,479     68,945     61,929    124,904    114,541    243,312    245,415:     3,201      1,098
Old  :   246,513:    56,479     68,945     61,929    124,904    114,541    243,312    245,415:     3,201      1,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -29,605:    -6,004    -15,619     -5,800    -18,439     -7,951    -30,243    -29,370:       638       -235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       28.0       25.1       50.7       46.5       98.7       99.6:       1.3        0.4
Old  :     100.0:      22.9       28.0       25.1       50.7       46.5       98.7       99.6:       1.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        14          6         17         29         27         49         44:
Old  :        50:        14          6         17         29         27         49         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  :                 36.2       55.5       54.8       70.9       22.9       39.3       32.3       44.6
Old  :                 36.2       55.5       54.8       70.9       22.9       39.3       32.3       44.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders - Futures Only, November 8, 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  :    72,419:    23,596      8,460     10,654     37,915     53,063     72,165     72,177:       254        242
Old  :    72,419:    23,596      8,460     10,654     37,915     53,063     72,165     72,177:       254        242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,282:    -2,710       -960        328        960       -790     -1,422     -1,422:       140        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       11.7       14.7       52.4       73.3       99.6       99.7:       0.4        0.3
Old  :     100.0:      32.6       11.7       14.7       52.4       73.3       99.6       99.7:       0.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         3          8         10         37         39         47         50:
Old  :        53:         3          8         10         37         39         47         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       40.1       69.3       59.9       47.9       33.6       53.3       46.7
Old  :                 56.4       40.1       69.3       59.9       47.9       33.6       53.3       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders - Futures Only, November 1, 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  :    73,701:    26,306      9,420     10,326     36,955     53,853     73,587     73,599:       114        102
Old  :    73,701:    26,306      9,420     10,326     36,955     53,853     73,587     73,599:       114        102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -3,146:      -544       -380       -460     -2,068     -2,328     -3,072     -3,168:       -74         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       12.8       14.0       50.1       73.1       99.8       99.9:       0.2        0.1
Old  :     100.0:      35.7       12.8       14.0       50.1       73.1       99.8       99.9:       0.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         3          6          9         37         39         46         48:
Old  :        51:         3          6          9         37         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  :                 58.6       41.5       70.2       60.4       51.3       36.5       56.2       50.7
Old  :                 58.6       41.5       70.2       60.4       51.3       36.5       56.2       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders - Futures Only, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    25,567:     4,534      3,939      2,247     18,786     18,872     25,567     25,058:         0        509
Old  :    25,567:     4,534      3,939      2,247     18,786     18,872     25,567     25,058:         0        509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -2,181:      -185       -972         46     -2,042     -1,213     -2,181     -2,139:         0        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       15.4        8.8       73.5       73.8      100.0       98.0:       0.0        2.0
Old  :     100.0:      17.7       15.4        8.8       73.5       73.8      100.0       98.0:       0.0        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  :        38:         3          4          6         22         24         29         30:
Old  :        38:         3          4          6         22         24         29         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  :                 58.2       50.7       77.3       71.4       54.1       47.4       71.7       65.2
Old  :                 58.2       50.7       77.3       71.4       54.1       47.4       71.7       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders - Futures Only, November 1, 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  :    27,748:     4,719      4,911      2,201     20,828     20,085     27,748     27,197:         0        551
Old  :    27,748:     4,719      4,911      2,201     20,828     20,085     27,748     27,197:         0        551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :        18:    -1,366         63        151      1,339       -132        124         82:      -106        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       17.7        7.9       75.1       72.4      100.0       98.0:       0.0        2.0
Old  :     100.0:      17.0       17.7        7.9       75.1       72.4      100.0       98.0:       0.0        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  :        38:         4          3          6         21         23         28         29:
Old  :        38:         4          3          6         21         23         28         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  :                 57.4       52.4       77.0       74.4       55.0       49.1       73.0       68.7
Old  :                 57.4       52.4       77.0       74.4       55.0       49.1       73.0       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, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    11,628:     1,677      4,372        846      9,105      6,320     11,628     11,538:         0         90
Old  :    11,628:     1,677      4,372        846      9,105      6,320     11,628     11,538:         0         90
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       609:    -1,068        991     -1,260      2,937        788        609        519:         0         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       37.6        7.3       78.3       54.4      100.0       99.2:       0.0        0.8
Old  :     100.0:      14.4       37.6        7.3       78.3       54.4      100.0       99.2:       0.0        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  :        26:         3          3          2         16         11         20         15:
Old  :        26:         3          3          2         16         11         20         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       58.3       76.1       81.5       41.0       49.6       58.5       65.2
Old  :                 51.4       58.3       76.1       81.5       41.0       49.6       58.5       65.2
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, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    11,019:     2,745      3,381      2,106      6,168      5,532     11,019     11,019:         0          0
Old  :    11,019:     2,745      3,381      2,106      6,168      5,532     11,019     11,019:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,612:     2,002        -78       -348        -42      2,038      1,612      1,612:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       30.7       19.1       56.0       50.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      24.9       30.7       19.1       56.0       50.2      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          9         19         13:
Old  :        24:         4          2          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  :                 48.2       55.1       71.1       85.9       30.0       49.9       50.5       64.0
Old  :                 48.2       55.1       71.1       85.9       30.0       49.9       50.5       64.0
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, November 8, 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  :    19,128:     3,500      5,152      1,782     13,586     11,686     18,868     18,620:       260        508
Old  :    19,128:     3,500      5,152      1,782     13,586     11,686     18,868     18,620:       260        508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,772:        40      1,144        150      1,552        468      1,742      1,762:        30         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       26.9        9.3       71.0       61.1       98.6       97.3:       1.4        2.7
Old  :     100.0:      18.3       26.9        9.3       71.0       61.1       98.6       97.3:       1.4        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          4          6         20         21         26         28:
Old  :        30:         3          4          6         20         21         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  :                 46.3       52.6       71.1       80.8       39.4       43.7       58.3       62.8
Old  :                 46.3       52.6       71.1       80.8       39.4       43.7       58.3       62.8
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, November 1, 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  :    17,356:     3,460      4,008      1,632     12,034     11,218     17,126     16,858:       230        498
Old  :    17,356:     3,460      4,008      1,632     12,034     11,218     17,126     16,858:       230        498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -274:       -12        328       -268        316       -344         36       -284:      -310         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       23.1        9.4       69.3       64.6       98.7       97.1:       1.3        2.9
Old  :     100.0:      19.9       23.1        9.4       69.3       64.6       98.7       97.1:       1.3        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          4          7         18         21         25         28:
Old  :        31:         3          4          7         18         21         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  :                 48.5       55.0       72.2       79.5       42.9       45.4       61.4       62.8
Old  :                 48.5       55.0       72.2       79.5       42.9       45.4       61.4       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06465M
Commitments of Traders - Futures Only, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    22,796:    10,000        120      1,330     10,770     21,118     22,100     22,568:       696        228
Old  :    22,796:    10,000        120      1,330     10,770     21,118     22,100     22,568:       696        228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -928:    -1,200          0          0        292       -928       -908       -928:       -20          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9        0.5        5.8       47.2       92.6       96.9       99.0:       3.1        1.0
Old  :     100.0:      43.9        0.5        5.8       47.2       92.6       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  :        32:         2          1          3         22         26         25         29:
Old  :        32:         2          1          3         22         26         25         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  :                 65.3       52.6       78.1       76.2       58.5       49.9       70.6       69.9
Old  :                 65.3       52.6       78.1       76.2       58.5       49.9       70.6       69.9
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, November 1, 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  :    23,724:    11,200        120      1,330     10,478     22,046     23,008     23,496:       716        228
Old  :    23,724:    11,200        120      1,330     10,478     22,046     23,008     23,496:       716        228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -1,142:      -160          0       -200       -870       -938     -1,230     -1,138:        88         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.2        0.5        5.6       44.2       92.9       97.0       99.0:       3.0        1.0
Old  :     100.0:      47.2        0.5        5.6       44.2       92.9       97.0       99.0:       3.0        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  :        32:         2          1          3         22         26         25         29:
Old  :        32:         2          1          3         22         26         25         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.2       55.6       79.1       77.7       61.6       52.2       71.7       71.8
Old  :                 68.2       55.6       79.1       77.7       61.6       52.2       71.7       71.8
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, November 8, 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  :     9,834:     1,266         80        688      7,840      9,006      9,794      9,774:        40         60
Old  :     9,834:     1,266         80        688      7,840      9,006      9,794      9,774:        40         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -212:      -384          0       -112        264       -120       -232       -232:        20         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        0.8        7.0       79.7       91.6       99.6       99.4:       0.4        0.6
Old  :     100.0:      12.9        0.8        7.0       79.7       91.6       99.6       99.4:       0.4        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          1          2         15         11         17         14:
Old  :        21:         2          1          2         15         11         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       74.1       86.6       91.4       47.9       70.2       69.4       74.8
Old  :                 58.9       74.1       86.6       91.4       47.9       70.2       69.4       74.8
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, November 1, 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  :    10,046:     1,650         80        800      7,576      9,126     10,026     10,006:        20         40
Old  :    10,046:     1,650         80        800      7,576      9,126     10,026     10,006:        20         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       150:        20        -40        -20        154        230        154        170:        -4        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        0.8        8.0       75.4       90.8       99.8       99.6:       0.2        0.4
Old  :     100.0:      16.4        0.8        8.0       75.4       90.8       99.8       99.6:       0.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          1          2         15         11         17         14:
Old  :        21:         2          1          2         15         11         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.5       71.6       86.9       89.8       50.0       67.7       66.7       72.2
Old  :                 60.5       71.6       86.9       89.8       50.0       67.7       66.7       72.2
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, November 8, 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  :   830,757:   122,079    169,895    128,331    530,501    465,085    780,911    763,311:    49,846     67,446
Old  :   830,757:   122,079    169,895    128,331    530,501    465,085    780,911    763,311:    49,846     67,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     8,924:     1,952      7,728      1,381      9,430      3,878     12,763     12,987:    -3,839     -4,063
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       20.5       15.4       63.9       56.0       94.0       91.9:       6.0        8.1
Old  :     100.0:      14.7       20.5       15.4       63.9       56.0       94.0       91.9:       6.0        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        55        108         95         76         83        197        230:
Old  :       263:        55        108         95         76         83        197        230:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       17.5       38.4       26.8       21.1       11.6       28.9       17.8
Old  :                 26.5       17.5       38.4       26.8       21.1       11.6       28.9       17.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders - Futures Only, November 1, 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  :   821,833:   120,127    162,167    126,950    521,071    461,207    768,148    750,324:    53,685     71,509
Old  :   821,833:   120,127    162,167    126,950    521,071    461,207    768,148    750,324:    53,685     71,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     4,424:      -526      3,430      3,330     -2,038     -3,773        766      2,987:     3,658      1,437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       19.7       15.4       63.4       56.1       93.5       91.3:       6.5        8.7
Old  :     100.0:      14.6       19.7       15.4       63.4       56.1       93.5       91.3:       6.5        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  :       245:        43        107         87         75         81        184        216:
Old  :       245:        43        107         87         75         81        184        216:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       17.7       38.0       27.1       21.1       12.1       29.2       18.2
Old  :                 26.0       17.7       38.0       27.1       21.1       12.1       29.2       18.2
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, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    14,221:     9,295      2,145        284      2,175     11,513     11,754     13,942:     2,467        279
Old  :    14,221:     9,295      2,145        284      2,175     11,513     11,754     13,942:     2,467        279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :        41:       106       -114        -43         84        443        147        286:      -106       -245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.4       15.1        2.0       15.3       81.0       82.7       98.0:      17.3        2.0
Old  :     100.0:      65.4       15.1        2.0       15.3       81.0       82.7       98.0:      17.3        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  :       118:        64         11          6         13         29         82         44:
Old  :       118:        64         11          6         13         29         82         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  :                 25.8       35.1       40.2       53.7       25.8       35.1       40.2       53.6
Old  :                 25.8       35.1       40.2       53.7       25.8       35.1       40.2       53.6
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, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    14,180:     9,189      2,259        327      2,091     11,070     11,607     13,656:     2,573        524
Old  :    14,180:     9,189      2,259        327      2,091     11,070     11,607     13,656:     2,573        524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       275:      -196          9        151        616        291        571        451:      -296       -176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.8       15.9        2.3       14.7       78.1       81.9       96.3:      18.1        3.7
Old  :     100.0:      64.8       15.9        2.3       14.7       78.1       81.9       96.3:      18.1        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        65         10          6         10         29         79         44:
Old  :       115:        65         10          6         10         29         79         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  :                 25.9       33.7       39.3       52.3       25.9       33.7       39.3       52.3
Old  :                 25.9       33.7       39.3       52.3       25.9       33.7       39.3       52.3
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, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :    11,525:     8,500        462          0        945      9,948      9,445     10,410:     2,080      1,115
Old  :    11,525:     8,500        462          0        945      9,948      9,445     10,410:     2,080      1,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       450:       476        -10        -12         54        514        518        492:       -68        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.8        4.0        0.0        8.2       86.3       82.0       90.3:      18.0        9.7
Old  :     100.0:      73.8        4.0        0.0        8.2       86.3       82.0       90.3:      18.0        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  :        57:        30          4          0          8         19         38         23:
Old  :        57:        30          4          0          8         19         38         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  :                 34.2       51.0       50.7       74.0       34.2       49.6       50.7       72.6
Old  :                 34.2       51.0       50.7       74.0       34.2       49.6       50.7       72.6
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, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :    11,075:     8,024        472         12        891      9,434      8,927      9,918:     2,148      1,157
Old  :    11,075:     8,024        472         12        891      9,434      8,927      9,918:     2,148      1,157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -1,699:    -1,810        -92        -35        213     -1,370     -1,632     -1,497:       -67       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.5        4.3        0.1        8.0       85.2       80.6       89.6:      19.4       10.4
Old  :     100.0:      72.5        4.3        0.1        8.0       85.2       80.6       89.6:      19.4       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        27          4          1          9         17         36         22:
Old  :        53:        27          4          1          9         17         36         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       51.3       50.8       76.2       34.0       49.6       50.8       74.4
Old  :                 34.0       51.3       50.8       76.2       34.0       49.6       50.8       74.4
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, November 8, 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  :   132,044:    28,071      6,711     11,360     80,581    102,900    120,012    120,971:    12,032     11,073
Old  :   132,044:    28,071      6,711     11,360     80,581    102,900    120,012    120,971:    12,032     11,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     2,137:      -426      1,959      2,373       -625     -3,939      1,322        393:       815      1,744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        5.1        8.6       61.0       77.9       90.9       91.6:       9.1        8.4
Old  :     100.0:      21.3        5.1        8.6       61.0       77.9       90.9       91.6:       9.1        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        47         21         36         61         70        124        113:
Old  :       151:        47         21         36         61         70        124        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  :                 25.6       22.2       41.1       35.3       19.6       18.4       29.7       28.7
Old  :                 25.6       22.2       41.1       35.3       19.6       18.4       29.7       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-111652
Commitments of Traders - Futures Only, November 1, 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  :   129,907:    28,497      4,752      8,987     81,206    106,839    118,690    120,578:    11,217      9,329
Old  :   129,907:    28,497      4,752      8,987     81,206    106,839    118,690    120,578:    11,217      9,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -8,694:        36      1,700     -3,306     -5,102     -6,247     -8,372     -7,853:      -322       -841
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        3.7        6.9       62.5       82.2       91.4       92.8:       8.6        7.2
Old  :     100.0:      21.9        3.7        6.9       62.5       82.2       91.4       92.8:       8.6        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        45         21         35         58         67        122        107:
Old  :       147:        45         21         35         58         67        122        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  :                 28.0       21.8       43.4       37.0       19.9       18.3       30.7       28.7
Old  :                 28.0       21.8       43.4       37.0       19.9       18.3       30.7       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 14, 2005