WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders - Futures Only, November 22, 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  :   296,485:    50,454    104,082     27,671    192,020    128,942    270,145    260,695:    26,340     35,790
Old  :   239,635:    50,515     94,446     12,895    153,172    109,180    216,582    216,521:    23,053     23,114
Other:    56,850:    11,472     21,169      3,243     38,848     19,762     53,563     44,174:     3,287     12,676
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    -7,441:    -1,499      1,630        364     -1,979     -3,104     -3,114     -1,110:    -4,327     -6,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       35.1        9.3       64.8       43.5       91.1       87.9:       8.9       12.1
Old  :     100.0:      21.1       39.4        5.4       63.9       45.6       90.4       90.4:       9.6        9.6
Other:     100.0:      20.2       37.2        5.7       68.3       34.8       94.2       77.7:       5.8       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        75        126         71         55         63        173        226:
Old  :       275:        81        113         50         51         53        160        194:
Other:       140:        28         55         21         16         53         57        116:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       27.1       45.9       34.2       30.0       20.8       44.0       27.2
Old  :                 36.3       31.7       50.0       39.6       36.3       30.6       50.0       37.7
Other:                 64.6       21.5       75.3       31.2       57.9       17.8       67.7       25.3
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   303,926:    51,953    102,452     27,307    193,999    132,046    273,259    261,805:    30,667     42,121
Old  :   250,401:    54,294     96,954     11,924    156,468    112,070    222,686    220,948:    27,715     29,453
Other:    53,525:    11,050     18,889      1,992     37,531     19,976     50,573     40,857:     2,952     12,668
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     6,561:     1,569      5,989     -5,989      7,425      3,995      3,005      3,995:     3,556      2,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       33.7        9.0       63.8       43.4       89.9       86.1:      10.1       13.9
Old  :     100.0:      21.7       38.7        4.8       62.5       44.8       88.9       88.2:      11.1       11.8
Other:     100.0:      20.6       35.3        3.7       70.1       37.3       94.5       76.3:       5.5       23.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        72        131         68         56         67        174        229:
Old  :       277:        72        123         51         53         56        162        198:
Other:       138:        29         47         17         16         58         52        115:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       26.8       45.4       33.8       29.4       20.2       44.5       26.5
Old  :                 34.1       30.9       49.2       38.8       34.1       29.4       49.2       36.7
Other:                 66.3       21.1       78.5       29.8       60.5       18.1       72.0       25.6
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders - Futures Only, November 22, 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  :   847,679:   162,359    187,877     83,702    455,542    397,978    701,603    669,557:   146,076    178,122
Old  :   761,750:   157,610    188,143     60,356    411,259    358,910    629,225    607,409:   132,525    154,341
Other:    85,929:    23,403     18,388      4,692     44,283     39,068     72,378     62,148:    13,551     23,781
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    -7,626:   -13,703     10,845     13,794      1,885    -19,844      1,976      4,795:    -9,602    -12,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       22.2        9.9       53.7       46.9       82.8       79.0:      17.2       21.0
Old  :     100.0:      20.7       24.7        7.9       54.0       47.1       82.6       79.7:      17.4       20.3
Other:     100.0:      27.2       21.4        5.5       51.5       45.5       84.2       72.3:      15.8       27.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       530:       135        124        114        185        190        375        394:
Old  :       520:       137        128         98        178        182        359        373:
Other:       257:        47         46         12         44        133         95        188:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       18.6       30.3       24.8       17.1       17.0       27.0       22.2
Old  :                 21.9       18.7       31.7       25.3       19.0       16.8       28.2       22.4
Other:                 40.0       28.5       49.5       35.9       39.5       27.8       48.9       33.7
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders - Futures Only, November 15, 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  :   855,305:   176,062    177,032     69,908    453,657    417,822    699,627    664,762:   155,678    190,543
Old  :   778,388:   174,953    178,491     49,538    410,756    381,414    635,247    609,443:   143,141    168,945
Other:    76,917:    16,868     14,300      4,611     42,901     36,408     64,380     55,319:    12,537     21,598
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :   -12,533:     5,477      2,496    -16,589       -601      7,963    -11,713     -6,130:      -820     -6,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       20.7        8.2       53.0       48.9       81.8       77.7:      18.2       22.3
Old  :     100.0:      22.5       22.9        6.4       52.8       49.0       81.6       78.3:      18.4       21.7
Other:     100.0:      21.9       18.6        6.0       55.8       47.3       83.7       71.9:      16.3       28.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       569:       161        123        120        191        194        416        394:
Old  :       559:       162        120        106        182        187        399        375:
Other:       251:        49         44         10         46        124         98        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  :                 19.4       19.3       29.8       25.3       17.1       16.8       25.9       21.8
Old  :                 21.3       19.2       31.1       25.6       18.6       16.4       26.9       21.8
Other:                 39.4       29.7       49.6       37.8       39.1       28.8       49.0       35.2
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders - Futures Only, November 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     8,269:     3,800        358        168      1,563      6,556      5,531      7,082:     2,738      1,187
Old  :     8,190:     3,800        373        148      1,560      6,507      5,508      7,028:     2,682      1,162
Other:        79:        15          0          5          3         49         23         54:        56         25
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :       989:       203        -11         76        166      1,081        445      1,146:       544       -157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0        4.3        2.0       18.9       79.3       66.9       85.6:      33.1       14.4
Old  :     100.0:      46.4        4.6        1.8       19.0       79.5       67.3       85.8:      32.7       14.2
Other:     100.0:      19.0        0.0        6.3        3.8       62.0       29.1       68.4:      70.9       31.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        14          4          3         10         13         27         17:
Old  :        34:        14          4          3          9         13         26         17:
Other:         5:         1          0          1          2          3          3          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       52.2       43.9       70.1       26.8       42.4       39.2       60.0
Old  :                 27.5       52.3       44.4       70.3       27.1       42.4       39.6       60.1
Other:                 29.1       68.4       29.1       68.4       21.5       60.8       21.5       60.8
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders - Futures Only, November 15, 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  :     7,280:     3,597        369         92      1,397      5,475      5,086      5,936:     2,194      1,344
Old  :     7,258:     3,597        370         89      1,394      5,468      5,080      5,927:     2,178      1,331
Other:        22:         1          0          2          3          7          6          9:        16         13
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       191:       -50        -51         72        221         29        243         50:       -52        141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.4        5.1        1.3       19.2       75.2       69.9       81.5:      30.1       18.5
Old  :     100.0:      49.6        5.1        1.2       19.2       75.3       70.0       81.7:      30.0       18.3
Other:     100.0:       4.5        0.0        9.1       13.6       31.8       27.3       40.9:      72.7       59.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        13          6          3         13         12         29         18:
Old  :        36:        13          6          3         13         12         29         18:
Other:         4:         1          0          1          2          2          3          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  :                 30.4       52.4       46.1       68.7       30.4       46.5       44.0       61.2
Old  :                 30.5       52.5       46.3       68.8       30.5       46.6       44.1       61.4
Other:                 27.3       40.9       27.3       40.9       13.6       27.3       13.6       27.3
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders - Futures Only, November 22, 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  :   272,262:    43,581     56,945     27,108    153,838    117,989    224,527    202,042:    47,735     70,220
Old  :   255,027:    41,546     57,984     21,955    145,795    111,404    209,296    191,343:    45,731     63,684
Other:    17,235:     6,550      3,476        638      8,043      6,585     15,231     10,699:     2,004      6,536
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     3,411:    -6,714     12,245      1,286      7,807     -9,294      2,379      4,237:     1,032       -826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       20.9       10.0       56.5       43.3       82.5       74.2:      17.5       25.8
Old  :     100.0:      16.3       22.7        8.6       57.2       43.7       82.1       75.0:      17.9       25.0
Other:     100.0:      38.0       20.2        3.7       46.7       38.2       88.4       62.1:      11.6       37.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        59         97         70         92         90        205        224:
Old  :       295:        68        100         62         91         87        200        216:
Other:       100:        18         24          5         23         40         44         66:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       18.5       32.4       24.2       19.8       14.5       29.6       20.1
Old  :                 22.1       19.1       33.5       25.2       22.1       15.1       32.0       21.1
Other:                 47.7       27.3       63.3       37.2       44.2       26.5       59.8       35.8
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders - Futures Only, November 15, 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  :   268,851:    50,295     44,700     25,822    146,031    127,283    222,148    197,805:    46,703     71,046
Old  :   251,427:    50,207     46,742     18,954    137,612    120,794    206,773    186,490:    44,654     64,937
Other:    17,424:     6,422      4,292        534      8,419      6,489     15,375     11,315:     2,049      6,109
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,310:     3,271      1,693     -1,360     -5,886     -2,690     -3,975     -2,357:     2,665      1,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       16.6        9.6       54.3       47.3       82.6       73.6:      17.4       26.4
Old  :     100.0:      20.0       18.6        7.5       54.7       48.0       82.2       74.2:      17.8       25.8
Other:     100.0:      36.9       24.6        3.1       48.3       37.2       88.2       64.9:      11.8       35.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:        77         97         66         87         96        214        221:
Old  :       307:        83         96         56         86         93        208        213:
Other:        98:        17         22          3         22         42         40         66:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       19.8       32.3       26.0       19.9       16.3       29.5       21.8
Old  :                 22.3       20.5       33.4       27.2       22.3       17.2       32.2       23.4
Other:                 47.1       28.7       65.3       38.9       43.8       28.3       62.0       38.0
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders - Futures Only, November 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   170,839:    29,735     31,384     24,112     96,179     95,871    150,026    151,367:    20,813     19,472
Old  :   159,951:    33,442     32,601     17,599     89,260     90,797    140,301    140,997:    19,650     18,954
Other:    10,888:     2,021      4,511        785      6,919      5,074      9,725     10,370:     1,163        518
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    -4,692:    -6,567      7,987     -1,644      4,954    -10,594     -3,257     -4,251:    -1,435       -441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       18.4       14.1       56.3       56.1       87.8       88.6:      12.2       11.4
Old  :     100.0:      20.9       20.4       11.0       55.8       56.8       87.7       88.2:      12.3       11.8
Other:     100.0:      18.6       41.4        7.2       63.5       46.6       89.3       95.2:      10.7        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        33         41         37         48         44        103        117:
Old  :       151:        43         43         32         46         42        100        111:
Other:        42:         5         16          3         12         15         20         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       30.7       35.8       41.0       22.2       29.2       32.8       36.5
Old  :                 22.7       30.8       34.7       41.1       22.5       29.6       32.9       37.2
Other:                 69.3       35.8       80.7       55.7       69.3       33.2       77.5       52.2
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders - Futures Only, November 15, 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  :   175,531:    36,302     23,397     25,756     91,225    106,465    153,283    155,618:    22,248     19,913
Old  :   164,944:    39,377     24,753     19,843     84,625    101,364    143,845    145,960:    21,099     18,984
Other:    10,587:     2,051      3,770        787      6,600      5,101      9,438      9,658:     1,149        929
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     3,598:    -2,945      6,593        894      6,440     -5,798      4,389      1,689:      -791      1,909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       13.3       14.7       52.0       60.7       87.3       88.7:      12.7       11.3
Old  :     100.0:      23.9       15.0       12.0       51.3       61.5       87.2       88.5:      12.8       11.5
Other:     100.0:      19.4       35.6        7.4       62.3       48.2       89.1       91.2:      10.9        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        36         41         36         50         48        107        117:
Old  :       151:        42         43         30         48         47        103        112:
Other:        46:         7         15          4         15         15         25         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       34.1       34.4       44.9       20.5       33.5       30.2       38.9
Old  :                 22.5       34.9       34.3       45.1       21.8       34.3       32.3       40.0
Other:                 68.4       36.2       80.0       57.4       68.4       34.0       75.8       54.1
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders - Futures Only, November 22, 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  :   593,960:    84,871    102,232     16,907    387,215    327,187    488,993    446,326:   104,967    147,634
Old  :   593,960:    84,871    102,232     16,907    387,215    327,187    488,993    446,326:   104,967    147,634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :   -53,859:   -12,506    -13,908       -116    -19,041    -15,738    -31,663    -29,762:   -22,196    -24,097
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       17.2        2.8       65.2       55.1       82.3       75.1:      17.7       24.9
Old  :     100.0:      14.3       17.2        2.8       65.2       55.1       82.3       75.1:      17.7       24.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        24         35         30         61         71        105        116:
Old  :       152:        24         35         30         61         71        105        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       14.5       34.5       24.4       19.8       14.0       28.4       23.0
Old  :                 24.5       14.5       34.5       24.4       19.8       14.0       28.4       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders - Futures Only, November 15, 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  :   647,819:    97,377    116,140     17,023    406,256    342,925    520,656    476,088:   127,163    171,731
Old  :   647,819:    97,377    116,140     17,023    406,256    342,925    520,656    476,088:   127,163    171,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    33,437:     3,159     -7,267      1,830     23,220     36,360     28,209     30,923:     5,228      2,514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       17.9        2.6       62.7       52.9       80.4       73.5:      19.6       26.5
Old  :     100.0:      15.0       17.9        2.6       62.7       52.9       80.4       73.5:      19.6       26.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        25         35         29         67         74        111        119:
Old  :       162:        25         35         29         67         74        111        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       14.1       34.4       23.9       21.2       13.3       29.1       22.4
Old  :                 24.8       14.1       34.4       23.9       21.2       13.3       29.1       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders - Futures Only, November 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   136,202:    18,231     23,483     16,605     75,161     73,667    109,997    113,755:    26,205     22,447
Old  :   128,969:    18,133     23,654     14,241     71,030     69,326    103,404    107,221:    25,565     21,748
Other:     7,233:       969        700      1,493      4,131      4,341      6,593      6,534:       640        699
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :      -277:    -3,729      4,118       -248      3,990     -3,095         13        775:      -290     -1,052
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       17.2       12.2       55.2       54.1       80.8       83.5:      19.2       16.5
Old  :     100.0:      14.1       18.3       11.0       55.1       53.8       80.2       83.1:      19.8       16.9
Other:     100.0:      13.4        9.7       20.6       57.1       60.0       91.2       90.3:       8.8        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        30         36         30         47         45         95        101:
Old  :       131:        30         40         30         46         43         94         99:
Other:        45:        13          7          6         18         17         34         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  :                 22.4       29.1       33.5       37.5       20.2       23.3       27.7       31.1
Old  :                 22.8       29.3       32.9       38.1       20.8       24.2       28.4       32.4
Other:                 39.9       34.1       59.6       58.1       30.5       30.3       41.4       42.5
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   136,479:    21,960     19,365     16,853     71,171     76,762    109,984    112,980:    26,495     23,499
Old  :   129,526:    22,202     19,974     13,970     67,403     72,646    103,575    106,590:    25,951     22,936
Other:     6,953:     1,115        748      1,526      3,768      4,116      6,409      6,390:       544        563
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -860:     2,445     -2,042        771     -4,514      2,130     -1,298        859:       438     -1,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       14.2       12.3       52.1       56.2       80.6       82.8:      19.4       17.2
Old  :     100.0:      17.1       15.4       10.8       52.0       56.1       80.0       82.3:      20.0       17.7
Other:     100.0:      16.0       10.8       21.9       54.2       59.2       92.2       91.9:       7.8        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        38         33         32         50         49        108        104:
Old  :       143:        39         35         32         50         47        108        102:
Other:        44:        12          7          6         17         17         32         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  :                 21.6       30.2       31.0       38.5       18.1       25.3       25.1       32.7
Old  :                 22.1       30.6       30.5       38.9       18.7       26.4       26.1       34.2
Other:                 43.1       35.5       63.3       57.8       29.9       27.8       43.1       39.6
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders - Futures Only, November 22, 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  :     7,129:     3,221        316        426      1,914      5,517      5,561      6,259:     1,568        870
Old  :     7,090:     3,223        314        418      1,914      5,498      5,555      6,230:     1,535        860
Other:        39:         5          9          1          0         19          6         29:        33         10
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :      -263:        49        119       -242          6       -150       -187       -273:       -76         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2        4.4        6.0       26.8       77.4       78.0       87.8:      22.0       12.2
Old  :     100.0:      45.5        4.4        5.9       27.0       77.5       78.3       87.9:      21.7       12.1
Other:     100.0:      12.8       23.1        2.6        0.0       48.7       15.4       74.4:      84.6       25.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        18          6          7         13         14         33         25:
Old  :        46:        17          6          7         13         14         33         25:
Other:         5:         1          2          1          0          2          2          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       59.2       43.9       71.9       24.0       50.1       37.5       62.6
Old  :                 26.9       59.5       44.1       72.1       24.1       50.4       37.8       62.7
Other:                 15.4       74.4       15.4       74.4       12.8       71.8       12.8       71.8
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders - Futures Only, November 15, 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  :     7,392:     3,172        197        668      1,908      5,667      5,748      6,532:     1,644        860
Old  :     7,357:     3,175        202        658      1,908      5,648      5,741      6,508:     1,616        849
Other:        35:         7          5          0          0         19          7         24:        28         11
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       -63:        86        -74        -89        -25         67        -28        -96:       -35         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.9        2.7        9.0       25.8       76.7       77.8       88.4:      22.2       11.6
Old  :     100.0:      43.2        2.7        8.9       25.9       76.8       78.0       88.5:      22.0       11.5
Other:     100.0:      20.0       14.3        0.0        0.0       54.3       20.0       68.6:      80.0       31.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        18          4          6         13         16         32         25:
Old  :        46:        18          4          6         13         16         32         25:
Other:         5:         2          1          0          0          2          2          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  :                 26.1       57.4       45.0       73.3       23.5       48.4       36.2       60.4
Old  :                 26.2       57.7       45.2       73.4       23.6       48.7       36.3       60.5
Other:                 20.0       68.6       20.0       68.6       20.0       68.6       20.0       68.6
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-042601
Commitments of Traders - Futures Only, November 22, 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  :   343,390:    82,788     63,582      2,181    181,900    167,677    266,869    233,440:    76,521    109,950
Old  :   343,390:    82,788     63,582      2,181    181,900    167,677    266,869    233,440:    76,521    109,950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :   -27,256:   -21,166    -33,216         23    -11,788      5,447    -32,931    -27,746:     5,675        490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       18.5        0.6       53.0       48.8       77.7       68.0:      22.3       32.0
Old  :     100.0:      24.1       18.5        0.6       53.0       48.8       77.7       68.0:      22.3       32.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        22         22          6         46         55         71         80:
Old  :       113:        22         22          6         46         55         71         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  :                 25.6       14.3       36.1       23.9       24.9       13.3       34.5       22.8
Old  :                 25.6       14.3       36.1       23.9       24.9       13.3       34.5       22.8
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 15, 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  :   370,646:   103,954     96,798      2,158    193,688    162,230    299,800    261,186:    70,846    109,460
Old  :   370,646:   103,954     96,798      2,158    193,688    162,230    299,800    261,186:    70,846    109,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     8,576:      -980      6,192          0      9,911     -1,082      8,931      5,110:      -355      3,466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       26.1        0.6       52.3       43.8       80.9       70.5:      19.1       29.5
Old  :     100.0:      28.0       26.1        0.6       52.3       43.8       80.9       70.5:      19.1       29.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        24         28          6         48         48         75         79:
Old  :       118:        24         28          6         48         48         75         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  :                 26.1       16.5       37.3       26.1       25.2       15.4       36.1       24.8
Old  :                 26.1       16.5       37.3       26.1       25.2       15.4       36.1       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-043602
Commitments of Traders - Futures Only, November 22, 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  : 1,702,810:   377,118    324,920     53,759  1,060,878    978,670  1,491,755  1,357,349:   211,055    345,461
Old  : 1,702,810:   377,118    324,920     53,759  1,060,878    978,670  1,491,755  1,357,349:   211,055    345,461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :  -199,229:     1,617    -38,190    -10,796    -64,507    -79,556    -73,686   -128,542:  -125,543    -70,687
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       19.1        3.2       62.3       57.5       87.6       79.7:      12.4       20.3
Old  :     100.0:      22.1       19.1        3.2       62.3       57.5       87.6       79.7:      12.4       20.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        54         63         36         88        101        161        181:
Old  :       246:        54         63         36         88        101        161        181:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       25.3       45.1       34.4       33.2       23.8       40.9       29.6
Old  :                 36.5       25.3       45.1       34.4       33.2       23.8       40.9       29.6
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 15, 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  : 1,902,039:   375,501    363,110     64,555  1,125,385  1,058,226  1,565,441  1,485,891:   336,598    416,148
Old  : 1,902,039:   375,501    363,110     64,555  1,125,385  1,058,226  1,565,441  1,485,891:   336,598    416,148
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :   113,647:   -24,676    -26,847      4,358     34,716    110,881     14,398     88,392:    99,249     25,255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       19.1        3.4       59.2       55.6       82.3       78.1:      17.7       21.9
Old  :     100.0:      19.7       19.1        3.4       59.2       55.6       82.3       78.1:      17.7       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  :       274:        75         54         37         98        108        187        185:
Old  :       274:        75         54         37         98        108        187        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  :                 32.7       25.9       39.1       35.8       28.1       24.5       34.3       31.4
Old  :                 32.7       25.9       39.1       35.8       28.1       24.5       34.3       31.4
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 22, 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  : 1,306,695:   210,714    349,602     63,501    908,070    704,862  1,182,285  1,117,965:   124,410    188,730
Old  : 1,306,695:   210,714    349,602     63,501    908,070    704,862  1,182,285  1,117,965:   124,410    188,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :  -154,996:   -50,415   -107,279     22,279   -109,275     34,296   -137,411    -50,704:   -17,585   -104,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       26.8        4.9       69.5       53.9       90.5       85.6:       9.5       14.4
Old  :     100.0:      16.1       26.8        4.9       69.5       53.9       90.5       85.6:       9.5       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        33         45         25         64         75        110        132:
Old  :       177:        33         45         25         64         75        110        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       24.5       47.8       35.0       30.8       22.0       40.2       29.7
Old  :                 34.1       24.5       47.8       35.0       30.8       22.0       40.2       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-044601
Commitments of Traders - Futures Only, November 15, 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  : 1,461,691:   261,129    456,881     41,222  1,017,345    670,566  1,319,696  1,168,669:   141,995    293,022
Old  : 1,461,691:   261,129    456,881     41,222  1,017,345    670,566  1,319,696  1,168,669:   141,995    293,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -8,155:   -15,931     -7,009     -4,391      3,460       -658    -16,862    -12,058:     8,707      3,903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       31.3        2.8       69.6       45.9       90.3       80.0:       9.7       20.0
Old  :     100.0:      17.9       31.3        2.8       69.6       45.9       90.3       80.0:       9.7       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        43         46         28         72         76        123        142:
Old  :       197:        43         46         28         72         76        123        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       25.0       47.8       35.8       33.0       24.6       42.9       31.9
Old  :                 35.5       25.0       47.8       35.8       33.0       24.6       42.9       31.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                 Code-045601
Commitments of Traders - Futures Only, November 22, 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  :   376,293:   110,926     95,652     53,258    165,698    191,151    329,882    340,061:    46,411     36,232
Old  :   376,293:   110,926     95,652     53,258    165,698    191,151    329,882    340,061:    46,411     36,232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    30,206:     8,334     12,504      2,906     15,607     12,374     26,847     27,784:     3,359      2,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       25.4       14.2       44.0       50.8       87.7       90.4:      12.3        9.6
Old  :     100.0:      29.5       25.4       14.2       44.0       50.8       87.7       90.4:      12.3        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        30         24         34         51         48        101         89:
Old  :       117:        30         24         34         51         48        101         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       22.1       40.3       36.2       22.1       18.6       31.4       28.8
Old  :                 25.4       22.1       40.3       36.2       22.1       18.6       31.4       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                 Code-045601
Commitments of Traders - Futures Only, November 15, 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  :   346,087:   102,592     83,148     50,352    150,091    178,777    303,035    312,277:    43,052     33,810
Old  :   346,087:   102,592     83,148     50,352    150,091    178,777    303,035    312,277:    43,052     33,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    21,008:     4,850        366      7,684      6,504     13,357     19,038     21,407:     1,970       -399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       24.0       14.5       43.4       51.7       87.6       90.2:      12.4        9.8
Old  :     100.0:      29.6       24.0       14.5       43.4       51.7       87.6       90.2:      12.4        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        32         21         32         50         47         99         85:
Old  :       116:        32         21         32         50         47         99         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       23.1       41.3       37.8       23.6       20.2       34.2       30.0
Old  :                 26.0       23.1       41.3       37.8       23.6       20.2       34.2       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                             Code-124601
Commitments of Traders - Futures Only, November 22, 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  :    37,815:    10,410      6,182        185     21,577     18,489     32,172     24,856:     5,643     12,959
Old  :    37,815:    10,410      6,182        185     21,577     18,489     32,172     24,856:     5,643     12,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :       357:     4,061     -2,414        180     -4,433        954       -192     -1,280:       549      1,637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       16.3        0.5       57.1       48.9       85.1       65.7:      14.9       34.3
Old  :     100.0:      27.5       16.3        0.5       57.1       48.9       85.1       65.7:      14.9       34.3
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:        15         11          2         18         12         33         25:
Old  :        54:        15         11          2         18         12         33         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       37.2       57.9       49.1       41.9       37.2       57.9       48.3
Old  :                 41.9       37.2       57.9       49.1       41.9       37.2       57.9       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                             Code-124601
Commitments of Traders - Futures Only, November 15, 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  :    37,458:     6,349      8,596          5     26,010     17,535     32,364     26,136:     5,094     11,322
Old  :    37,458:     6,349      8,596          5     26,010     17,535     32,364     26,136:     5,094     11,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       -85:       647        833          0         75       -110        722        723:      -807       -808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       22.9        0.0       69.4       46.8       86.4       69.8:      13.6       30.2
Old  :     100.0:      16.9       22.9        0.0       69.4       46.8       86.4       69.8:      13.6       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  :        57:        15         13          2         19         11         35         25:
Old  :        57:        15         13          2         19         11         35         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.1       39.9       61.3       53.2       45.1       39.8       61.3       53.1
Old  :                 45.1       39.9       61.3       53.2       45.1       39.8       61.3       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                            Code-124603
Commitments of Traders - Futures Only, November 22, 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  :    80,390:    39,493     22,472        622     22,211     46,531     62,326     69,625:    18,064     10,765
Old  :    80,390:    39,493     22,472        622     22,211     46,531     62,326     69,625:    18,064     10,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     2,661:     9,107     -3,443        -54     -9,773      6,023       -720      2,526:     3,381        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.1       28.0        0.8       27.6       57.9       77.5       86.6:      22.5       13.4
Old  :     100.0:      49.1       28.0        0.8       27.6       57.9       77.5       86.6:      22.5       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        34         20          5         17         16         55         37:
Old  :        83:        34         20          5         17         16         55         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  :                 36.2       48.4       44.8       64.0       36.2       48.3       44.8       62.6
Old  :                 36.2       48.4       44.8       64.0       36.2       48.3       44.8       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                            Code-124603
Commitments of Traders - Futures Only, November 15, 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  :    77,729:    30,386     25,915        676     31,984     40,508     63,046     67,099:    14,683     10,630
Old  :    77,729:    30,386     25,915        676     31,984     40,508     63,046     67,099:    14,683     10,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     7,438:     3,100      3,240         96      6,237      2,189      9,433      5,525:    -1,995      1,913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       33.3        0.9       41.1       52.1       81.1       86.3:      18.9       13.7
Old  :     100.0:      39.1       33.3        0.9       41.1       52.1       81.1       86.3:      18.9       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        29         27          4         18         14         49         43:
Old  :        84:        29         27          4         18         14         49         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       49.1       53.6       62.6       42.7       48.9       51.4       62.5
Old  :                 42.7       49.1       53.6       62.6       42.7       48.9       51.4       62.5
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 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    35,967:     9,084      4,087         69     25,854     30,497     35,007     34,653:       960      1,314
Old  :    35,967:     9,084      4,087         69     25,854     30,497     35,007     34,653:       960      1,314
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     2,353:     1,848        357          0        -96      1,470      1,752      1,827:       601        526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       11.4        0.2       71.9       84.8       97.3       96.3:       2.7        3.7
Old  :     100.0:      25.3       11.4        0.2       71.9       84.8       97.3       96.3:       2.7        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  :        54:        10         12          4         18         20         30         34:
Old  :        54:        10         12          4         18         20         30         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.8       50.4       80.4       71.9       61.0       45.8       75.1       64.1
Old  :                 61.8       50.4       80.4       71.9       61.0       45.8       75.1       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                            Code-246602
Commitments of Traders - Futures Only, November 15, 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  :    33,614:     7,236      3,730         69     25,950     29,027     33,255     32,826:       359        788
Old  :    33,614:     7,236      3,730         69     25,950     29,027     33,255     32,826:       359        788
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :        61:       319        267         13       -282       -251         50         29:        11         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       11.1        0.2       77.2       86.4       98.9       97.7:       1.1        2.3
Old  :     100.0:      21.5       11.1        0.2       77.2       86.4       98.9       97.7:       1.1        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:         9         12          4         18         20         29         34:
Old  :        54:         9         12          4         18         20         29         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       48.8       81.0       71.8       60.0       43.9       75.3       63.4
Old  :                 61.0       48.8       81.0       71.8       60.0       43.9       75.3       63.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                       Code-052641
Commitments of Traders - Futures Only, November 22, 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  :    20,706:       177      2,578        703     15,255      8,501     16,135     11,782:     4,571      8,924
Old  :    20,706:       177      2,578        703     15,255      8,501     16,135     11,782:     4,571      8,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     1,081:        48        117        155      1,491        185      1,694        457:      -613        624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9       12.5        3.4       73.7       41.1       77.9       56.9:      22.1       43.1
Old  :     100.0:       0.9       12.5        3.4       73.7       41.1       77.9       56.9:      22.1       43.1
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  :        32:         3          8          7         18         13         26         23:
Old  :        32:         3          8          7         18         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  :                 44.3       31.6       65.0       45.3       44.2       29.0       64.6       40.6
Old  :                 44.3       31.6       65.0       45.3       44.2       29.0       64.6       40.6
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 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    19,625:       129      2,461        548     13,764      8,316     14,441     11,325:     5,184      8,300
Old  :    19,625:       129      2,461        548     13,764      8,316     14,441     11,325:     5,184      8,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       709:       -67          6        109        703        102        745        217:       -36        492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7       12.5        2.8       70.1       42.4       73.6       57.7:      26.4       42.3
Old  :     100.0:       0.7       12.5        2.8       70.1       42.4       73.6       57.7:      26.4       42.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          8          8         17         13         25         24:
Old  :        31:         2          8          8         17         13         25         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.1       32.9       63.6       47.6       45.1       30.3       63.1       42.6
Old  :                 45.1       32.9       63.6       47.6       45.1       30.3       63.1       42.6
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 22, 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  :   117,449:    27,144     21,993     20,944     51,496     40,204     99,584     83,141:    17,865     34,308
Old  :   117,301:    27,155     21,993     20,933     51,489     40,160     99,577     83,086:    17,724     34,215
Other:       148:         0         11          0          7         44          7         55:       141         93
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :       790:    -2,426     -2,114        533      2,272        623        379       -958:       411      1,748
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       18.7       17.8       43.8       34.2       84.8       70.8:      15.2       29.2
Old  :     100.0:      23.1       18.7       17.8       43.9       34.2       84.9       70.8:      15.1       29.2
Other:     100.0:       0.0        7.4        0.0        4.7       29.7        4.7       37.2:      95.3       62.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        55         48         53         29         40        125        118:
Old  :       173:        55         48         53         29         40        125        118:
Other:         9:         0          2          0          2          5          2          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       15.9       40.1       26.7       28.4       15.1       39.5       23.9
Old  :                 28.4       15.9       40.2       26.7       28.4       15.1       39.5       23.9
Other:                  4.7       31.8        4.7       37.2        4.7       31.8        4.7       37.2
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders - Futures Only, November 15, 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  :   116,659:    29,570     24,107     20,411     49,224     39,581     99,205     84,099:    17,454     32,560
Old  :   116,520:    29,570     24,102     20,411     49,216     39,537     99,197     84,050:    17,323     32,470
Other:       139:         0          5          0          8         44          8         49:       131         90
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,919:     4,515        114     -1,043        229      3,812      3,701      2,883:     1,218      2,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       20.7       17.5       42.2       33.9       85.0       72.1:      15.0       27.9
Old  :     100.0:      25.4       20.7       17.5       42.2       33.9       85.1       72.1:      14.9       27.9
Other:     100.0:       0.0        3.6        0.0        5.8       31.7        5.8       35.3:      94.2       64.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        53         54         54         25         39        124        116:
Old  :       172:        53         54         54         25         39        124        116:
Other:         7:         0          1          0          1          5          1          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       16.7       39.7       27.9       27.9       16.2       39.0       25.6
Old  :                 28.0       16.8       39.8       27.9       28.0       16.2       39.0       25.7
Other:                  5.8       30.2        5.8       35.3        5.8       30.2        5.8       35.3
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                Code-056641
Commitments of Traders - Futures Only, November 22, 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  :     1,343:       286        313        125        310        161        721        599:       622        744
Old  :     1,343:       286        313        125        310        161        721        599:       622        744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :        96:       -16        -32          9         22         19         15         -4:        81        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       23.3        9.3       23.1       12.0       53.7       44.6:      46.3       55.4
Old  :     100.0:      21.3       23.3        9.3       23.1       12.0       53.7       44.6:      46.3       55.4
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:         5          8          3          4          2         11         12:
Old  :        20:         5          8          3          4          2         11         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       25.2       49.1       37.2       37.3       24.2       44.2       33.7
Old  :                 37.3       25.2       49.1       37.2       37.3       24.2       44.2       33.7
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 15, 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  :     1,247:       302        345        116        288        142        706        603:       541        644
Old  :     1,247:       302        345        116        288        142        706        603:       541        644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       -68:       -98        -28         79         16        -44         -3          7:       -65        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       27.7        9.3       23.1       11.4       56.6       48.4:      43.4       51.6
Old  :     100.0:      24.2       27.7        9.3       23.1       11.4       56.6       48.4:      43.4       51.6
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:         6         10          3          3          2         11         13:
Old  :        21:         6         10          3          3          2         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  :                 41.0       25.5       52.0       38.4       39.5       24.5       47.1       34.7
Old  :                 41.0       25.5       52.0       38.4       39.5       24.5       47.1       34.7
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 22, 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  :   178,002:    56,751     19,241     22,890     76,288     83,426    155,929    125,557:    22,073     52,445
Old  :   178,002:    56,751     19,241     22,890     76,288     83,426    155,929    125,557:    22,073     52,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     4,670:     1,232        -89        539      2,374      2,042      4,145      2,492:       525      2,178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       10.8       12.9       42.9       46.9       87.6       70.5:      12.4       29.5
Old  :     100.0:      31.9       10.8       12.9       42.9       46.9       87.6       70.5:      12.4       29.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:        78         42         69         63        123        188        213:
Old  :       282:        78         42         69         63        123        188        213:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9        7.9       33.2       14.5       22.9        7.0       32.9       13.0
Old  :                 22.9        7.9       33.2       14.5       22.9        7.0       32.9       13.0
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 15, 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  :   173,332:    55,519     19,330     22,351     73,914     81,384    151,784    123,065:    21,548     50,267
Old  :   173,332:    55,519     19,330     22,351     73,914     81,384    151,784    123,065:    21,548     50,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     7,149:     1,522      1,213        672      3,867      5,247      6,061      7,132:     1,088         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       11.2       12.9       42.6       47.0       87.6       71.0:      12.4       29.0
Old  :     100.0:      32.0       11.2       12.9       42.6       47.0       87.6       71.0:      12.4       29.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        74         40         58         59        121        173        202:
Old  :       271:        74         40         58         59        121        173        202:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9        8.1       34.0       15.1       22.9        7.1       33.2       13.4
Old  :                 22.9        8.1       34.0       15.1       22.9        7.1       33.2       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 22, 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  :     5,196:     2,468        159        436        475      2,947      3,379      3,542:     1,817      1,654
Old  :     5,196:     2,468        159        436        475      2,947      3,379      3,542:     1,817      1,654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :       298:       -65        -66         97         12        243         44        274:       254         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.5        3.1        8.4        9.1       56.7       65.0       68.2:      35.0       31.8
Old  :     100.0:      47.5        3.1        8.4        9.1       56.7       65.0       68.2:      35.0       31.8
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  :        61:        24          6          9         10         27         41         37:
Old  :        61:        24          6          9         10         27         41         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       25.4       37.4       36.2       27.0       25.4       36.6       35.0
Old  :                 27.0       25.4       37.4       36.2       27.0       25.4       36.6       35.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                               Code-058643
Commitments of Traders - Futures Only, November 15, 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  :     4,898:     2,533        225        339        463      2,704      3,335      3,268:     1,563      1,630
Old  :     4,898:     2,533        225        339        463      2,704      3,335      3,268:     1,563      1,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       423:       475        -83        128        -46        463        557        508:      -134        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.7        4.6        6.9        9.5       55.2       68.1       66.7:      31.9       33.3
Old  :     100.0:      51.7        4.6        6.9        9.5       55.2       68.1       66.7:      31.9       33.3
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  :        62:        24          8          7         11         29         39         40:
Old  :        62:        24          8          7         11         29         39         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       21.4       40.9       32.9       29.6       21.4       40.3       30.8
Old  :                 29.6       21.4       40.9       32.9       29.6       21.4       40.3       30.8
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 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    24,242:    10,828      2,860      2,093      6,959      7,014     19,880     11,967:     4,362     12,275
Old  :    24,242:    10,828      2,860      2,093      6,959      7,014     19,880     11,967:     4,362     12,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    -2,978:    -1,680       -424       -401       -515       -685     -2,596     -1,510:      -382     -1,468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7       11.8        8.6       28.7       28.9       82.0       49.4:      18.0       50.6
Old  :     100.0:      44.7       11.8        8.6       28.7       28.9       82.0       49.4:      18.0       50.6
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  :       121:        37         17         15         29         44         79         69:
Old  :       121:        37         17         15         29         44         79         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       13.7       32.6       19.9       17.9        9.1       30.2       15.0
Old  :                 19.9       13.7       32.6       19.9       17.9        9.1       30.2       15.0
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 15, 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  :    27,220:    12,508      3,284      2,494      7,474      7,699     22,476     13,477:     4,744     13,743
Old  :    27,220:    12,508      3,284      2,494      7,474      7,699     22,476     13,477:     4,744     13,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,020:       550       -579     -1,077       -288        480       -815     -1,176:      -205        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0       12.1        9.2       27.5       28.3       82.6       49.5:      17.4       50.5
Old  :     100.0:      46.0       12.1        9.2       27.5       28.3       82.6       49.5:      17.4       50.5
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  :       129:        48         14         19         32         45         92         70:
Old  :       129:        48         14         19         32         45         92         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       13.0       30.2       19.4       16.8        7.3       28.2       13.7
Old  :                 18.3       13.0       30.2       19.4       16.8        7.3       28.2       13.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                 Code-090741
Commitments of Traders - Futures Only, November 22, 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  :   106,006:    33,585     17,860      1,346     39,485     69,963     74,416     89,169:    31,590     16,837
Old  :   106,006:    33,585     17,860      1,346     39,485     69,963     74,416     89,169:    31,590     16,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     3,456:     1,098      5,542        615      1,600     -1,868      3,313      4,289:       143       -833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       16.8        1.3       37.2       66.0       70.2       84.1:      29.8       15.9
Old  :     100.0:      31.7       16.8        1.3       37.2       66.0       70.2       84.1:      29.8       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        23         19          6         22         25         48         47:
Old  :        78:        23         19          6         22         25         48         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       32.3       42.7       50.9       29.0       31.9       42.7       50.5
Old  :                 29.0       32.3       42.7       50.9       29.0       31.9       42.7       50.5
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 15, 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  :   102,550:    32,487     12,318        731     37,885     71,831     71,103     84,880:    31,447     17,670
Old  :   102,550:    32,487     12,318        731     37,885     71,831     71,103     84,880:    31,447     17,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,801:    -4,747      1,424        -44      1,726      7,446     -3,065      8,826:     1,264    -10,627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       12.0        0.7       36.9       70.0       69.3       82.8:      30.7       17.2
Old  :     100.0:      31.7       12.0        0.7       36.9       70.0       69.3       82.8:      30.7       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        23         14          4         20         25         45         41:
Old  :        72:        23         14          4         20         25         45         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  :                 29.4       35.5       43.5       54.1       29.4       34.7       43.5       53.4
Old  :                 29.4       35.5       43.5       54.1       29.4       34.7       43.5       53.4
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 22, 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  :   100,881:    15,191     63,398          0     78,940     14,203     94,131     77,601:     6,750     23,280
Old  :   100,881:    15,191     63,398          0     78,940     14,203     94,131     77,601:     6,750     23,280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     2,435:        59      3,232          0      2,281      1,532      2,340      4,764:        95     -2,329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       62.8        0.0       78.3       14.1       93.3       76.9:       6.7       23.1
Old  :     100.0:      15.1       62.8        0.0       78.3       14.1       93.3       76.9:       6.7       23.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         5         32          0         19         10         24         42:
Old  :        60:         5         32          0         19         10         24         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  :                 43.5       28.2       70.5       43.2       43.5       28.2       69.2       43.2
Old  :                 43.5       28.2       70.5       43.2       43.5       28.2       69.2       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                   Code-092741
Commitments of Traders - Futures Only, November 15, 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  :    98,446:    15,132     60,166          0     76,659     12,671     91,791     72,837:     6,655     25,609
Old  :    98,446:    15,132     60,166          0     76,659     12,671     91,791     72,837:     6,655     25,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    13,693:     1,302     11,666          0     13,235        229     14,537     11,895:      -844      1,798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       61.1        0.0       77.9       12.9       93.2       74.0:       6.8       26.0
Old  :     100.0:      15.4       61.1        0.0       77.9       12.9       93.2       74.0:       6.8       26.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         5         33          0         19          9         24         42:
Old  :        60:         5         33          0         19          9         24         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  :                 44.3       27.6       71.2       43.5       44.2       27.6       70.4       43.4
Old  :                 44.3       27.6       71.2       43.5       44.2       27.6       70.4       43.4
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 22, 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  :   129,683:    91,337      5,043        129     31,169    118,752    122,635    123,924:     7,048      5,759
Old  :   129,683:    91,337      5,043        129     31,169    118,752    122,635    123,924:     7,048      5,759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    19,407:     6,673        216        129     12,411     16,920     19,213     17,265:       194      2,142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.4        3.9        0.1       24.0       91.6       94.6       95.6:       5.4        4.4
Old  :     100.0:      70.4        3.9        0.1       24.0       91.6       94.6       95.6:       5.4        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        64          9          1         17         19         82         28:
Old  :       103:        64          9          1         17         19         82         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  :                 34.2       59.8       50.6       76.0       32.2       54.6       47.0       69.0
Old  :                 34.2       59.8       50.6       76.0       32.2       54.6       47.0       69.0
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 15, 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  :   110,276:    84,664      4,827          0     18,758    101,832    103,422    106,659:     6,854      3,617
Old  :   110,276:    84,664      4,827          0     18,758    101,832    103,422    106,659:     6,854      3,617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    18,584:    17,303       -380          0        776     18,864     18,079     18,484:       505        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.8        4.4        0.0       17.0       92.3       93.8       96.7:       6.2        3.3
Old  :     100.0:      76.8        4.4        0.0       17.0       92.3       93.8       96.7:       6.2        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        62          7          0         17         20         79         27:
Old  :       100:        62          7          0         17         20         79         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  :                 35.6       64.3       52.1       79.9       35.6       62.0       52.1       77.3
Old  :                 35.6       64.3       52.1       79.9       35.6       62.0       52.1       77.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                              Code-096742
Commitments of Traders - Futures Only, November 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    89,837:     9,056     42,076          0     63,136     22,728     72,192     64,804:    17,645     25,033
Old  :    89,837:     9,056     42,076          0     63,136     22,728     72,192     64,804:    17,645     25,033
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     5,396:    -1,119      8,084         -4      4,926     -4,809      3,803      3,271:     1,593      2,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       46.8        0.0       70.3       25.3       80.4       72.1:      19.6       27.9
Old  :     100.0:      10.1       46.8        0.0       70.3       25.3       80.4       72.1:      19.6       27.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         9         21          0         20         11         29         32:
Old  :        54:         9         21          0         20         11         29         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  :                 39.2       32.3       59.5       48.0       32.1       28.8       50.5       40.5
Old  :                 39.2       32.3       59.5       48.0       32.1       28.8       50.5       40.5
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 15, 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  :    84,441:    10,175     33,992          4     58,210     27,537     68,389     61,533:    16,052     22,908
Old  :    84,441:    10,175     33,992          4     58,210     27,537     68,389     61,533:    16,052     22,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,051:      -314      4,133          0      4,740       -475      4,426      3,658:      -375        393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       40.3        0.0       68.9       32.6       81.0       72.9:      19.0       27.1
Old  :     100.0:      12.0       40.3        0.0       68.9       32.6       81.0       72.9:      19.0       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  :        55:        11         18          1         20         12         32         30:
Old  :        55:        11         18          1         20         12         32         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  :                 37.7       34.4       59.9       48.5       29.4       29.7       49.2       38.7
Old  :                 37.7       34.4       59.9       48.5       29.4       29.7       49.2       38.7
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 22, 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  :   204,816:    21,037     86,921        575    155,228     83,522    176,840    171,018:    27,976     33,798
Old  :   204,816:    21,037     86,921        575    155,228     83,522    176,840    171,018:    27,976     33,798
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     1,679:      -110     -1,457        -92       -448      3,489       -650      1,940:     2,329       -261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       42.4        0.3       75.8       40.8       86.3       83.5:      13.7       16.5
Old  :     100.0:      10.3       42.4        0.3       75.8       40.8       86.3       83.5:      13.7       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  :       109:        26         44          4         29         19         55         67:
Old  :       109:        26         44          4         29         19         55         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  :                 37.4       30.7       59.3       44.1       34.0       26.0       51.2       37.0
Old  :                 37.4       30.7       59.3       44.1       34.0       26.0       51.2       37.0
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 15, 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  :   203,137:    21,147     88,378        667    155,676     80,033    177,490    169,078:    25,647     34,059
Old  :   203,137:    21,147     88,378        667    155,676     80,033    177,490    169,078:    25,647     34,059
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     5,422:     1,719      4,322       -217      3,012        -91      4,514      4,014:       908      1,408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       43.5        0.3       76.6       39.4       87.4       83.2:      12.6       16.8
Old  :     100.0:      10.4       43.5        0.3       76.6       39.4       87.4       83.2:      12.6       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        27         46          5         29         23         57         73:
Old  :       114:        27         46          5         29         23         57         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       29.9       59.6       43.1       34.6       24.9       51.5       35.4
Old  :                 38.3       29.9       59.6       43.1       34.6       24.9       51.5       35.4
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 22, 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  :   185,618:    35,452     46,579      3,216     97,074     80,164    135,742    129,959:    49,876     55,659
Old  :   185,618:    35,452     46,579      3,216     97,074     80,164    135,742    129,959:    49,876     55,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    10,353:     3,965      1,870      1,120      2,596      6,358      7,681      9,348:     2,672      1,005
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       25.1        1.7       52.3       43.2       73.1       70.0:      26.9       30.0
Old  :     100.0:      19.1       25.1        1.7       52.3       43.2       73.1       70.0:      26.9       30.0
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  :       112:        32         40         14         26         29         65         77:
Old  :       112:        32         40         14         26         29         65         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  :                 27.9       29.7       43.0       38.8       26.7       28.7       41.8       37.8
Old  :                 27.9       29.7       43.0       38.8       26.7       28.7       41.8       37.8
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 15, 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  :   175,265:    31,487     44,709      2,096     94,478     73,806    128,061    120,611:    47,204     54,654
Old  :   175,265:    31,487     44,709      2,096     94,478     73,806    128,061    120,611:    47,204     54,654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    15,387:     1,929      8,524        721     13,271      5,032     15,921     14,277:      -534      1,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       25.5        1.2       53.9       42.1       73.1       68.8:      26.9       31.2
Old  :     100.0:      18.0       25.5        1.2       53.9       42.1       73.1       68.8:      26.9       31.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        32         39         12         27         27         65         73:
Old  :       110:        32         39         12         27         27         65         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       31.8       43.1       40.8       26.1       30.6       40.0       39.1
Old  :                 28.3       31.8       43.1       40.8       26.1       30.6       40.0       39.1
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 22, 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  : 9,455,007: 1,015,872  1,095,961  1,420,214  6,058,733  5,441,113  8,494,819  7,957,288:   960,188  1,497,719
Old  : 9,455,007: 1,015,872  1,095,961  1,420,214  6,058,733  5,441,113  8,494,819  7,957,288:   960,188  1,497,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :   119,540:    -9,940   -107,913    -20,039     81,915    231,707     51,936    103,755:    67,604     15,785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       11.6       15.0       64.1       57.5       89.8       84.2:      10.2       15.8
Old  :     100.0:      10.7       11.6       15.0       64.1       57.5       89.8       84.2:      10.2       15.8
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  :       287:        56         64         94        129        148        236        268:
Old  :       287:        56         64         94        129        148        236        268:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       15.2       46.2       23.6       31.1       11.3       38.0       18.5
Old  :                 31.9       15.2       46.2       23.6       31.1       11.3       38.0       18.5
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 15, 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  : 9,335,467: 1,025,812  1,203,874  1,440,253  5,976,818  5,209,406  8,442,883  7,853,533:   892,584  1,481,934
Old  : 9,335,467: 1,025,812  1,203,874  1,440,253  5,976,818  5,209,406  8,442,883  7,853,533:   892,584  1,481,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :   140,747:   -12,722    -28,885    139,282     43,923     62,815    170,483    173,212:   -29,736    -32,465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       12.9       15.4       64.0       55.8       90.4       84.1:       9.6       15.9
Old  :     100.0:      11.0       12.9       15.4       64.0       55.8       90.4       84.1:       9.6       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:        61         65         94        126        146        231        270:
Old  :       287:        61         65         94        126        146        231        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  :                 31.8       14.3       46.4       22.6       31.1       10.8       39.3       18.1
Old  :                 31.8       14.3       46.4       22.6       31.1       10.8       39.3       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                               Code-138741
Commitments of Traders - Futures Only, November 22, 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  :   660,513:    60,512     68,879      5,309    454,469    464,827    520,290    539,015:   140,223    121,498
Old  :   660,513:    60,512     68,879      5,309    454,469    464,827    520,290    539,015:   140,223    121,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     4,062:       891      1,514        815     -8,084     -2,716     -6,378       -387:    10,440      4,449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       10.4        0.8       68.8       70.4       78.8       81.6:      21.2       18.4
Old  :     100.0:       9.2       10.4        0.8       68.8       70.4       78.8       81.6:      21.2       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        33         36         12         80         59        120        101:
Old  :       181:        33         36         12         80         59        120        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       28.8       29.2       42.3       20.8       28.5       29.1       42.0
Old  :                 20.9       28.8       29.2       42.3       20.8       28.5       29.1       42.0
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 15, 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  :   656,451:    59,621     67,365      4,494    462,553    467,543    526,668    539,402:   129,783    117,049
Old  :   656,451:    59,621     67,365      4,494    462,553    467,543    526,668    539,402:   129,783    117,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     2,316:     2,505      1,569      1,504       -375       -703      3,634      2,370:    -1,318        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       10.3        0.7       70.5       71.2       80.2       82.2:      19.8       17.8
Old  :     100.0:       9.1       10.3        0.7       70.5       71.2       80.2       82.2:      19.8       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  :       189:        35         36         12         85         62        127        104:
Old  :       189:        35         36         12         85         62        127        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       29.5       29.1       43.0       21.1       29.1       29.1       42.6
Old  :                 21.1       29.5       29.1       43.0       21.1       29.1       29.1       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 22, 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  : 1,210,541:   209,791    316,772     26,703    619,638    743,582    856,132  1,087,057:   354,409    123,484
Old  : 1,210,541:   209,791    316,772     26,703    619,638    743,582    856,132  1,087,057:   354,409    123,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    65,833:    46,245      7,408      7,268      6,595     41,745     60,108     56,421:     5,725      9,412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       26.2        2.2       51.2       61.4       70.7       89.8:      29.3       10.2
Old  :     100.0:      17.3       26.2        2.2       51.2       61.4       70.7       89.8:      29.3       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        59         59         18         62         62        130        130:
Old  :       211:        59         59         18         62         62        130        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       30.4       28.8       46.1       14.9       27.2       22.9       39.5
Old  :                 18.7       30.4       28.8       46.1       14.9       27.2       22.9       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-13874A
Commitments of Traders - Futures Only, November 15, 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  : 1,144,708:   163,546    309,364     19,435    613,043    701,837    796,024  1,030,636:   348,684    114,072
Old  : 1,144,708:   163,546    309,364     19,435    613,043    701,837    796,024  1,030,636:   348,684    114,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     7,936:      -469    -22,502       -946    -26,523     23,792    -27,938        344:    35,874      7,592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       27.0        1.7       53.6       61.3       69.5       90.0:      30.5       10.0
Old  :     100.0:      14.3       27.0        1.7       53.6       61.3       69.5       90.0:      30.5       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        51         54         15         61         61        123        119:
Old  :       197:        51         54         15         61         61        123        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       28.9       29.7       44.1       15.0       27.2       22.6       39.1
Old  :                 19.9       28.9       29.7       44.1       15.0       27.2       22.6       39.1
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 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    12,914:     1,277        649          0      6,284     11,021      7,561     11,670:     5,353      1,244
Old  :    12,914:     1,277        649          0      6,284     11,021      7,561     11,670:     5,353      1,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :       -65:        -5          0          0        -83       -136        -88       -136:        23         71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        5.0        0.0       48.7       85.3       58.5       90.4:      41.5        9.6
Old  :     100.0:       9.9        5.0        0.0       48.7       85.3       58.5       90.4:      41.5        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          2          0         17         14         19         16:
Old  :        31:         2          2          0         17         14         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       47.2       40.2       69.1       26.3       47.2       40.2       67.5
Old  :                 26.3       47.2       40.2       69.1       26.3       47.2       40.2       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-338741
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    12,979:     1,282        649          0      6,367     11,157      7,649     11,806:     5,330      1,173
Old  :    12,979:     1,282        649          0      6,367     11,157      7,649     11,806:     5,330      1,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -219:         5          0          0       -309       -161       -304       -161:        85        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        5.0        0.0       49.1       86.0       58.9       91.0:      41.1        9.0
Old  :     100.0:       9.9        5.0        0.0       49.1       86.0       58.9       91.0:      41.1        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          2          0         17         14         19         16:
Old  :        31:         2          2          0         17         14         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       46.9       40.2       68.7       26.1       46.9       40.2       67.1
Old  :                 26.1       46.9       40.2       68.7       26.1       46.9       40.2       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-33874A
Commitments of Traders - Futures Only, November 22, 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  :    44,248:     8,473      9,188          0     30,437     29,181     38,910     38,369:     5,338      5,879
Old  :    44,248:     8,473      9,188          0     30,437     29,181     38,910     38,369:     5,338      5,879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :       225:       661       -473          0     -1,070      2,181       -409      1,708:       634     -1,483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       20.8        0.0       68.8       65.9       87.9       86.7:      12.1       13.3
Old  :     100.0:      19.1       20.8        0.0       68.8       65.9       87.9       86.7:      12.1       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         7          7          0         21         17         28         24:
Old  :        45:         7          7          0         21         17         28         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  :                 50.0       46.8       66.4       66.4       48.1       46.7       63.8       66.3
Old  :                 50.0       46.8       66.4       66.4       48.1       46.7       63.8       66.3
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 15, 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  :    44,023:     7,812      9,661          0     31,507     27,000     39,319     36,661:     4,704      7,362
Old  :    44,023:     7,812      9,661          0     31,507     27,000     39,319     36,661:     4,704      7,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,964:       716        479          0      4,828      4,065      5,544      4,544:      -580        420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       21.9        0.0       71.6       61.3       89.3       83.3:      10.7       16.7
Old  :     100.0:      17.7       21.9        0.0       71.6       61.3       89.3       83.3:      10.7       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  :        43:         6          6          0         20         18         26         24:
Old  :        43:         6          6          0         20         18         26         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  :                 57.4       43.3       72.3       60.4       55.3       43.2       69.4       60.3
Old  :                 57.4       43.3       72.3       60.4       55.3       43.2       69.4       60.3
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 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    58,829:    14,517     14,620         18     35,468     31,987     50,003     46,625:     8,826     12,204
Old  :    58,829:    14,517     14,620         18     35,468     31,987     50,003     46,625:     8,826     12,204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :      -316:       360      2,133         18      1,992     -4,576      2,370     -2,425:    -2,686      2,109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       24.9        0.0       60.3       54.4       85.0       79.3:      15.0       20.7
Old  :     100.0:      24.7       24.9        0.0       60.3       54.4       85.0       79.3:      15.0       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        16         15          1         38         24         54         40:
Old  :        84:        16         15          1         38         24         54         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       27.9       42.9       43.5       28.6       26.0       41.4       39.4
Old  :                 28.6       27.9       42.9       43.5       28.6       26.0       41.4       39.4
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 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    59,145:    14,157     12,487          0     33,476     36,563     47,633     49,050:    11,512     10,095
Old  :    59,145:    14,157     12,487          0     33,476     36,563     47,633     49,050:    11,512     10,095
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -2,892:     3,087       -659        -56       -161     -1,345      2,870     -2,060:    -5,762       -832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       21.1        0.0       56.6       61.8       80.5       82.9:      19.5       17.1
Old  :     100.0:      23.9       21.1        0.0       56.6       61.8       80.5       82.9:      19.5       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        16         15          0         36         25         52         40:
Old  :        82:        16         15          0         36         25         52         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       29.8       41.2       46.9       28.9       27.9       40.7       43.1
Old  :                 28.9       29.8       41.2       46.9       28.9       27.9       40.7       43.1
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 22, 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  :   421,971:   184,072    128,163      2,956    202,547    274,769    389,575    405,888:    32,396     16,083
Old  :   421,971:   184,072    128,163      2,956    202,547    274,769    389,575    405,888:    32,396     16,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    71,655:    36,194     39,950       -715     28,171     44,385     63,650     83,620:     8,005    -11,965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6       30.4        0.7       48.0       65.1       92.3       96.2:       7.7        3.8
Old  :     100.0:      43.6       30.4        0.7       48.0       65.1       92.3       96.2:       7.7        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  :       217:        86         57         10         44         41        136        102:
Old  :       217:        86         57         10         44         41        136        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  :                 33.2       30.1       45.8       47.1       28.9       24.6       37.2       38.3
Old  :                 33.2       30.1       45.8       47.1       28.9       24.6       37.2       38.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-209742
Commitments of Traders - Futures Only, November 15, 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  :   350,316:   147,878     88,213      3,671    174,376    230,384    325,925    322,268:    24,391     28,048
Old  :   350,316:   147,878     88,213      3,671    174,376    230,384    325,925    322,268:    24,391     28,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,848:    38,751     -6,208       -929    -39,886     39,060     -2,064     31,923:     3,912    -30,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.2       25.2        1.0       49.8       65.8       93.0       92.0:       7.0        8.0
Old  :     100.0:      42.2       25.2        1.0       49.8       65.8       93.0       92.0:       7.0        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        80         60         12         43         41        130        106:
Old  :       214:        80         60         12         43         41        130        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       31.7       45.9       45.7       27.2       21.9       36.4       33.1
Old  :                 35.5       31.7       45.9       45.7       27.2       21.9       36.4       33.1
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 22, 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  :    79,829:    19,690     18,941          0     46,121     44,046     65,811     62,987:    14,018     16,842
Old  :    79,829:    19,690     18,941          0     46,121     44,046     65,811     62,987:    14,018     16,842
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     4,248:     1,323        767          0      2,829      3,241      4,152      4,008:        96        240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       23.7        0.0       57.8       55.2       82.4       78.9:      17.6       21.1
Old  :     100.0:      24.7       23.7        0.0       57.8       55.2       82.4       78.9:      17.6       21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         6         16          0         16         14         22         30:
Old  :        47:         6         16          0         16         14         22         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  :                 50.8       38.5       68.0       52.3       50.8       38.2       67.4       51.9
Old  :                 50.8       38.5       68.0       52.3       50.8       38.2       67.4       51.9
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 15, 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  :    75,581:    18,367     18,174          0     43,292     40,805     61,659     58,979:    13,922     16,602
Old  :    75,581:    18,367     18,174          0     43,292     40,805     61,659     58,979:    13,922     16,602
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     7,381:     1,184      5,062          0      6,782      1,738      7,966      6,800:      -585        581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       24.0        0.0       57.3       54.0       81.6       78.0:      18.4       22.0
Old  :     100.0:      24.3       24.0        0.0       57.3       54.0       81.6       78.0:      18.4       22.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         7         15          0         15         14         22         29:
Old  :        47:         7         15          0         15         14         22         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       34.6       65.2       49.3       48.5       34.4       64.6       48.9
Old  :                 48.5       34.6       65.2       49.3       48.5       34.4       64.6       48.9
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 22, 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  :    36,897:     1,523      5,940          0     31,436     22,659     32,959     28,599:     3,938      8,298
Old  :    36,897:     1,523      5,940          0     31,436     22,659     32,959     28,599:     3,938      8,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :      -244:         7        104          0       -370       -607       -363       -503:       119        259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       16.1        0.0       85.2       61.4       89.3       77.5:      10.7       22.5
Old  :     100.0:       4.1       16.1        0.0       85.2       61.4       89.3       77.5:      10.7       22.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:         2         14          0         31         27         33         41:
Old  :        64:         2         14          0         31         27         33         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  :                 53.4       30.1       66.7       41.8       52.7       28.5       66.1       40.2
Old  :                 53.4       30.1       66.7       41.8       52.7       28.5       66.1       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                          Code-239741
Commitments of Traders - Futures Only, November 15, 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  :    37,141:     1,516      5,836          0     31,806     23,266     33,322     29,102:     3,819      8,039
Old  :    37,141:     1,516      5,836          0     31,806     23,266     33,322     29,102:     3,819      8,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -445:         8       -158          0        106        -13        114       -171:      -559       -274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       15.7        0.0       85.6       62.6       89.7       78.4:      10.3       21.6
Old  :     100.0:       4.1       15.7        0.0       85.6       62.6       89.7       78.4:      10.3       21.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:         2         14          0         31         27         33         41:
Old  :        64:         2         14          0         31         27         33         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       30.8       67.6       42.9       53.7       29.2       66.9       41.3
Old  :                 54.4       30.8       67.6       42.9       53.7       29.2       66.9       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-239742
Commitments of Traders - Futures Only, November 22, 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  :   290,149:    22,809     57,725      2,962    236,407    219,499    262,178    280,186:    27,971      9,963
Old  :   290,149:    22,809     57,725      2,962    236,407    219,499    262,178    280,186:    27,971      9,963
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     1,966:     4,326     -1,954        143     -4,247      3,615        222      1,804:     1,744        162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       19.9        1.0       81.5       75.7       90.4       96.6:       9.6        3.4
Old  :     100.0:       7.9       19.9        1.0       81.5       75.7       90.4       96.6:       9.6        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        28         45          5         40         50         72         96:
Old  :       144:        28         45          5         40         50         72         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  :                 56.7       33.7       67.6       49.7       52.9       33.5       60.9       47.3
Old  :                 56.7       33.7       67.6       49.7       52.9       33.5       60.9       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-239742
Commitments of Traders - Futures Only, November 15, 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  :   288,183:    18,483     59,679      2,819    240,654    215,884    261,956    278,382:    26,227      9,801
Old  :   288,183:    18,483     59,679      2,819    240,654    215,884    261,956    278,382:    26,227      9,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     3,495:     2,036       -186        232     -2,286      4,453        -18      4,499:     3,513     -1,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       20.7        1.0       83.5       74.9       90.9       96.6:       9.1        3.4
Old  :     100.0:       6.4       20.7        1.0       83.5       74.9       90.9       96.6:       9.1        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        29         45          7         40         50         73         98:
Old  :       146:        29         45          7         40         50         73         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  :                 60.4       32.5       70.3       48.2       56.2       31.7       63.2       44.9
Old  :                 60.4       32.5       70.3       48.2       56.2       31.7       63.2       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 22, 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  :    72,180:    19,790     27,102      1,206     36,917     35,768     57,913     64,076:    14,267      8,104
Old  :    72,180:    19,790     27,102      1,206     36,917     35,768     57,913     64,076:    14,267      8,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     3,936:      -593      1,579        -26      4,189      2,430      3,570      3,983:       366        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       37.5        1.7       51.1       49.6       80.2       88.8:      19.8       11.2
Old  :     100.0:      27.4       37.5        1.7       51.1       49.6       80.2       88.8:      19.8       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        34         27          5         21         25         59         53:
Old  :       101:        34         27          5         21         25         59         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       40.1       42.2       51.9       24.8       37.2       34.6       47.6
Old  :                 30.0       40.1       42.2       51.9       24.8       37.2       34.6       47.6
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 15, 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  :    68,244:    20,383     25,523      1,232     32,728     33,338     54,343     60,093:    13,901      8,151
Old  :    68,244:    20,383     25,523      1,232     32,728     33,338     54,343     60,093:    13,901      8,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     2,340:      -542      1,651        -14        -69     -2,157       -625       -520:     2,965      2,860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       37.4        1.8       48.0       48.9       79.6       88.1:      20.4       11.9
Old  :     100.0:      29.9       37.4        1.8       48.0       48.9       79.6       88.1:      20.4       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        34         28          4         24         24         61         53:
Old  :       105:        34         28          4         24         24         61         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       38.8       39.7       50.9       21.7       37.7       34.8       48.5
Old  :                 26.6       38.8       39.7       50.9       21.7       37.7       34.8       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                          Code-240743
Commitments of Traders - Futures Only, November 22, 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  :    49,715:    19,345      3,227          4     24,565      9,202     43,914     12,433:     5,801     37,282
Old  :    49,715:    19,345      3,227          4     24,565      9,202     43,914     12,433:     5,801     37,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     4,610:     2,254       -177          0        527      1,608      2,781      1,431:     1,829      3,179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9        6.5        0.0       49.4       18.5       88.3       25.0:      11.7       75.0
Old  :     100.0:      38.9        6.5        0.0       49.4       18.5       88.3       25.0:      11.7       75.0
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          7          1         12         11         31         18:
Old  :        47:        18          7          1         12         11         31         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  :                 48.8       12.1       62.9       17.5       43.6        8.2       57.5       13.1
Old  :                 48.8       12.1       62.9       17.5       43.6        8.2       57.5       13.1
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 15, 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  :    45,105:    17,091      3,404          4     24,038      7,594     41,133     11,002:     3,972     34,103
Old  :    45,105:    17,091      3,404          4     24,038      7,594     41,133     11,002:     3,972     34,103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,021:      -101       -214          0       -396        132       -497        -82:      -524       -939
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9        7.5        0.0       53.3       16.8       91.2       24.4:       8.8       75.6
Old  :     100.0:      37.9        7.5        0.0       53.3       16.8       91.2       24.4:       8.8       75.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        17          7          1         11         11         29         18:
Old  :        45:        17          7          1         11         11         29         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  :                 53.4       11.8       67.4       16.6       48.4        8.2       62.4       12.7
Old  :                 53.4       11.8       67.4       16.6       48.4        8.2       62.4       12.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                               Code-597741
Commitments of Traders - Futures Only, November 22, 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  :    35,540:     1,929      1,904        106     19,800     27,292     21,835     29,302:    13,705      6,238
Old  :    35,540:     1,929      1,904        106     19,800     27,292     21,835     29,302:    13,705      6,238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :       815:      -479        102        -30        107       -514       -402       -442:     1,217      1,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        5.4        0.3       55.7       76.8       61.4       82.4:      38.6       17.6
Old  :     100.0:       5.4        5.4        0.3       55.7       76.8       61.4       82.4:      38.6       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  :        43:         4          9          1         19         26         24         36:
Old  :        43:         4          9          1         19         26         24         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       41.7       47.6       58.7       17.9       26.6       24.5       35.5
Old  :                 34.7       41.7       47.6       58.7       17.9       26.6       24.5       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                               Code-597741
Commitments of Traders - Futures Only, November 15, 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  :    34,725:     2,408      1,802        136     19,693     27,806     22,237     29,744:    12,488      4,981
Old  :    34,725:     2,408      1,802        136     19,693     27,806     22,237     29,744:    12,488      4,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -927:       829        108          0        865       -206      1,694        -98:    -2,621       -829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        5.2        0.4       56.7       80.1       64.0       85.7:      36.0       14.3
Old  :     100.0:       6.9        5.2        0.4       56.7       80.1       64.0       85.7:      36.0       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         5          9          2         20         27         26         38:
Old  :        46:         5          9          2         20         27         26         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  :                 34.5       40.0       47.6       61.3       19.6       29.6       26.8       40.7
Old  :                 34.5       40.0       47.6       61.3       19.6       29.6       26.8       40.7
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 22, 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  :   149,698:    73,548     12,988     10,265     29,449    107,773    113,262    131,026:    36,436     18,672
Old  :   149,698:    73,548     12,988     10,265     29,449    107,773    113,262    131,026:    36,436     18,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :      -644:     8,333       -505     -8,906     -3,188      2,651     -3,761     -6,760:     3,117      6,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.1        8.7        6.9       19.7       72.0       75.7       87.5:      24.3       12.5
Old  :     100.0:      49.1        8.7        6.9       19.7       72.0       75.7       87.5:      24.3       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  :       188:       105         31         30         20         44        136         97:
Old  :       188:       105         31         30         20         44        136         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  :                 19.3       35.9       30.2       50.3       14.6       31.7       21.9       43.1
Old  :                 19.3       35.9       30.2       50.3       14.6       31.7       21.9       43.1
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 15, 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  :   150,342:    65,215     13,493     19,171     32,637    105,122    117,023    137,786:    33,319     12,556
Old  :   150,342:    65,215     13,493     19,171     32,637    105,122    117,023    137,786:    33,319     12,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     6,376:     2,958      2,312      2,684        704      1,261      6,346      6,257:        30        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4        9.0       12.8       21.7       69.9       77.8       91.6:      22.2        8.4
Old  :     100.0:      43.4        9.0       12.8       21.7       69.9       77.8       91.6:      22.2        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        93         41         36         17         42        125        107:
Old  :       185:        93         41         36         17         42        125        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  :                 22.5       34.9       33.3       53.9       13.7       30.5       20.6       42.5
Old  :                 22.5       34.9       33.3       53.9       13.7       30.5       20.6       42.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders - Futures Only, November 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :   113,630:    34,901     28,448     18,379     45,917     51,581     99,197     98,408:    14,433     15,222
Old  :   113,630:    34,901     28,448     18,379     45,917     51,581     99,197     98,408:    14,433     15,222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :      -559:    -1,679       -605      1,578       -114     -2,779       -215     -1,806:      -344      1,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       25.0       16.2       40.4       45.4       87.3       86.6:      12.7       13.4
Old  :     100.0:      30.7       25.0       16.2       40.4       45.4       87.3       86.6:      12.7       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        67         68         53         42         42        146        138:
Old  :       200:        67         68         53         42         42        146        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       38.4       36.5       46.2       25.0       33.1       33.5       39.8
Old  :                 25.3       38.4       36.5       46.2       25.0       33.1       33.5       39.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders - Futures Only, November 15, 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  :   114,189:    36,580     29,053     16,801     46,031     54,360     99,412    100,214:    14,777     13,975
Old  :   114,189:    36,580     29,053     16,801     46,031     54,360     99,412    100,214:    14,777     13,975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,811:     2,528        740      1,663       -330      2,419      3,861      4,822:       950        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       25.4       14.7       40.3       47.6       87.1       87.8:      12.9       12.2
Old  :     100.0:      32.0       25.4       14.7       40.3       47.6       87.1       87.8:      12.9       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        65         77         49         45         40        153        135:
Old  :       205:        65         77         49         45         40        153        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       35.9       35.5       46.1       24.9       31.5       33.1       40.1
Old  :                 25.0       35.9       35.5       46.1       24.9       31.5       33.1       40.1
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 22, 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  :   350,603:   201,765     38,783     33,292     56,380    236,621    291,437    308,696:    59,166     41,907
Old  :   350,603:   201,765     38,783     33,292     56,380    236,621    291,437    308,696:    59,166     41,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    25,884:    24,344     -8,952      4,352    -11,073     14,889     17,623     10,289:     8,261     15,595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.5       11.1        9.5       16.1       67.5       83.1       88.0:      16.9       12.0
Old  :     100.0:      57.5       11.1        9.5       16.1       67.5       83.1       88.0:      16.9       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:       147         52         40         35         48        205        125:
Old  :       265:       147         52         40         35         48        205        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       34.9       40.2       55.9       25.1       30.7       31.8       47.5
Old  :                 29.6       34.9       40.2       55.9       25.1       30.7       31.8       47.5
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 15, 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  :   324,719:   177,421     47,735     28,940     67,453    221,732    273,814    298,407:    50,905     26,312
Old  :   324,719:   177,421     47,735     28,940     67,453    221,732    273,814    298,407:    50,905     26,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     7,643:    10,171      3,596     -1,529       -355      3,508      8,287      5,575:      -644      2,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.6       14.7        8.9       20.8       68.3       84.3       91.9:      15.7        8.1
Old  :     100.0:      54.6       14.7        8.9       20.8       68.3       84.3       91.9:      15.7        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  :       258:       138         58         34         35         44        192        124:
Old  :       258:       138         58         34         35         44        192        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       36.5       40.8       58.6       26.3       32.6       32.0       48.0
Old  :                 29.7       36.5       40.8       58.6       26.3       32.6       32.0       48.0
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 22, 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  :     8,111:     4,241      2,988        339      2,439      4,008      7,019      7,335:     1,092        776
Old  :     8,111:     4,241      2,988        339      2,439      4,008      7,019      7,335:     1,092        776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    -6,098:     1,303        582        -65     -1,077     -3,012        161     -2,495:    -6,259     -3,603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.3       36.8        4.2       30.1       49.4       86.5       90.4:      13.5        9.6
Old  :     100.0:      52.3       36.8        4.2       30.1       49.4       86.5       90.4:      13.5        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        12          4          9          5          4         26         15:
Old  :        30:        12          4          9          5          4         26         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  :                 62.0       80.0       73.7       87.6       48.8       67.2       57.4       69.5
Old  :                 62.0       80.0       73.7       87.6       48.8       67.2       57.4       69.5
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 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    14,209:     2,938      2,406        404      3,516      7,020      6,858      9,830:     7,351      4,379
Old  :    14,209:     2,938      2,406        404      3,516      7,020      6,858      9,830:     7,351      4,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,956:    -2,194        551       -308        234       -392     -2,268       -149:     4,224      2,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       16.9        2.8       24.7       49.4       48.3       69.2:      51.7       30.8
Old  :     100.0:      20.7       16.9        2.8       24.7       49.4       48.3       69.2:      51.7       30.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        17          4         11          5          5         32         18:
Old  :        36:        17          4         11          5          5         32         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  :                 29.7       60.6       38.4       66.9       18.2       43.4       23.3       48.8
Old  :                 29.7       60.6       38.4       66.9       18.2       43.4       23.3       48.8
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 22, 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  :   123,044:    39,012      8,933     10,316     51,332     79,291    100,660     98,540:    22,384     24,504
Old  :    88,100:    32,714      9,321      2,620     36,288     57,733     71,622     69,674:    16,478     18,426
Other:    34,944:    12,164      5,478      1,830     15,044     21,558     29,038     28,866:     5,906      6,078
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    -3,616:    -8,728      3,598     -3,075         36     -6,302    -11,767     -5,779:     8,151      2,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        7.3        8.4       41.7       64.4       81.8       80.1:      18.2       19.9
Old  :     100.0:      37.1       10.6        3.0       41.2       65.5       81.3       79.1:      18.7       20.9
Other:     100.0:      34.8       15.7        5.2       43.1       61.7       83.1       82.6:      16.9       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        51         24         35         63         59        126        112:
Old  :       154:        46         26         19         54         56        108         95:
Other:        96:        20         23         10         24         38         48         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  :                 22.6       37.0       35.7       47.1       16.7       29.3       26.3       34.0
Old  :                 29.6       39.3       40.9       45.9       28.4       37.5       39.4       43.1
Other:                 38.5       53.1       51.6       60.6       38.5       50.5       51.6       57.2
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders - Futures Only, November 15, 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  :   126,660:    47,740      5,335     13,391     51,296     85,593    112,427    104,319:    14,233     22,341
Old  :    93,599:    40,086      5,832      6,272     36,977     64,884     83,335     76,988:    10,264     16,611
Other:    33,061:    13,139      4,988      1,634     14,319     20,709     29,092     27,331:     3,969      5,730
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -7,379:    -1,569       -755        326     -4,477     -3,393     -5,720     -3,822:    -1,659     -3,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7        4.2       10.6       40.5       67.6       88.8       82.4:      11.2       17.6
Old  :     100.0:      42.8        6.2        6.7       39.5       69.3       89.0       82.3:      11.0       17.7
Other:     100.0:      39.7       15.1        4.9       43.3       62.6       88.0       82.7:      12.0       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        62         21         34         60         61        134        108:
Old  :       158:        55         23         20         49         59        114         94:
Other:        98:        25         18         11         24         37         53         64:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       35.1       37.1       48.3       17.1       29.0       25.9       34.1
Old  :                 31.2       39.4       42.5       49.2       25.9       36.5       36.8       42.6
Other:                 39.4       54.6       53.1       63.0       39.4       53.0       51.8       60.9
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders - Futures Only, November 22, 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  :    39,030:     8,620         51      2,640     19,076     27,704     30,336     30,395:     8,694      8,635
Old  :    35,260:    10,040          0        996     16,691     26,684     27,727     27,680:     7,533      7,580
Other:     3,770:        94      1,565        130      2,385      1,020      2,609      2,715:     1,161      1,055
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :       927:    -1,115        -33        655      1,715       -347      1,255        275:      -328        652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        0.1        6.8       48.9       71.0       77.7       77.9:      22.3       22.1
Old  :     100.0:      28.5        0.0        2.8       47.3       75.7       78.6       78.5:      21.4       21.5
Other:     100.0:       2.5       41.5        3.4       63.3       27.1       69.2       72.0:      30.8       28.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        20          2         10         23         20         46         30:
Old  :        51:        23          0          5         22         19         45         24:
Other:        26:         3          7          3         11         10         16         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  :                 32.4       47.6       44.6       61.5       18.3       32.3       29.1       42.1
Old  :                 31.3       52.1       44.4       66.5       17.5       36.3       29.5       47.0
Other:                 50.4       43.6       63.5       63.2       37.7       36.5       47.7       49.7
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders - Futures Only, November 15, 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  :    38,103:     9,735         84      1,985     17,361     28,051     29,081     30,120:     9,022      7,983
Old  :    35,380:    10,804         10        827     15,812     27,455     27,443     28,292:     7,937      7,088
Other:     2,723:        72      1,215         17      1,549        596      1,638      1,828:     1,085        895
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,350:       800          1        603        124        621      1,527      1,225:      -177        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        0.2        5.2       45.6       73.6       76.3       79.0:      23.7       21.0
Old  :     100.0:      30.5        0.0        2.3       44.7       77.6       77.6       80.0:      22.4       20.0
Other:     100.0:       2.6       44.6        0.6       56.9       21.9       60.2       67.1:      39.8       32.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        22          2         11         22         20         47         31:
Old  :        53:        24          1          6         21         20         46         26:
Other:        25:         1          8          3          9          8         12         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  :                 29.5       48.5       42.5       62.1       15.5       34.4       26.9       40.8
Old  :                 30.1       51.6       43.1       65.5       15.3       36.4       27.3       44.3
Other:                 42.9       41.0       55.8       59.2       35.7       40.5       48.3       54.6
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders - Futures Only, November 22, 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  :    89,118:    15,161     28,934      4,053     60,833     48,045     80,047     81,032:     9,071      8,086
Old  :    87,175:    15,178     28,940      3,708     59,475     46,548     78,361     79,196:     8,814      7,979
Other:     1,943:       202        213        126      1,358      1,497      1,686      1,836:       257        107
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :   -13,226:    -2,604      5,021       -146     -8,744    -17,046    -11,494    -12,171:    -1,732     -1,055
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       32.5        4.5       68.3       53.9       89.8       90.9:      10.2        9.1
Old  :     100.0:      17.4       33.2        4.3       68.2       53.4       89.9       90.8:      10.1        9.2
Other:     100.0:      10.4       11.0        6.5       69.9       77.0       86.8       94.5:      13.2        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        57         69         39         47         51        127        139:
Old  :       199:        58         69         37         47         51        125        139:
Other:        37:         7          9          2          6         16         14         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       28.9       48.3       38.5       32.6       27.3       47.2       36.3
Old  :                 33.4       29.5       49.4       39.1       33.4       27.9       49.2       36.7
Other:                 67.5       65.6       82.7       78.0       67.5       64.6       78.0       75.0
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders - Futures Only, November 15, 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  :   102,344:    17,765     23,913      4,199     69,577     65,091     91,541     93,203:    10,803      9,141
Old  :   100,676:    17,765     23,891      3,955     68,303     63,799     90,023     91,645:    10,653      9,031
Other:     1,668:       181        203         63      1,274      1,292      1,518      1,558:       150        110
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :   -12,478:    -5,880     -4,541     -1,355     -3,639     -5,745    -10,874    -11,641:    -1,604       -837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       23.4        4.1       68.0       63.6       89.4       91.1:      10.6        8.9
Old  :     100.0:      17.6       23.7        3.9       67.8       63.4       89.4       91.0:      10.6        9.0
Other:     100.0:      10.9       12.2        3.8       76.4       77.5       91.0       93.4:       9.0        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        47         64         41         58         59        137        138:
Old  :       193:        47         65         40         58         58        136        137:
Other:        35:         5          8          1          6         17         11         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       30.4       43.9       40.7       28.1       26.2       39.4       34.3
Old  :                 28.8       30.1       44.6       40.4       28.6       26.5       40.9       34.7
Other:                 73.6       63.6       89.3       76.7       73.6       63.6       85.6       75.1
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders - Futures Only, November 22, 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  :    35,024:    15,512      3,218      3,025     12,247     25,597     30,784     31,840:     4,240      3,184
Old  :    35,017:    15,510      3,218      3,025     12,246     25,596     30,781     31,839:     4,236      3,178
Other:         7:         2          0          0          1          1          3          1:         4          6
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :      -842:    -1,908       -122       -194        885       -830     -1,217     -1,146:       375        304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3        9.2        8.6       35.0       73.1       87.9       90.9:      12.1        9.1
Old  :     100.0:      44.3        9.2        8.6       35.0       73.1       87.9       90.9:      12.1        9.1
Other:     100.0:      28.6        0.0        0.0       14.3       14.3       42.9       14.3:      57.1       85.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        59         26         23         22         17         94         56:
Old  :       119:        59         26         23         22         17         94         56:
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  :                 26.2       51.4       38.5       66.8       26.2       47.7       36.0       60.8
Old  :                 26.2       51.4       38.5       66.8       26.2       47.7       36.0       60.8
Other:                 42.9       14.3       42.9       14.3       42.9       14.3       42.9       14.3
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders - Futures Only, November 15, 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  :    35,866:    17,420      3,340      3,219     11,362     26,427     32,001     32,986:     3,865      2,880
Old  :    35,860:    17,420      3,342      3,217     11,362     26,426     31,999     32,985:     3,861      2,875
Other:         6:         2          0          0          0          1          2          1:         4          5
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,196:       958       -253        171        226      1,076      1,355        994:      -159        202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6        9.3        9.0       31.7       73.7       89.2       92.0:      10.8        8.0
Old  :     100.0:      48.6        9.3        9.0       31.7       73.7       89.2       92.0:      10.8        8.0
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  :       122:        61         25         19         19         19         92         54:
Old  :       122:        61         26         19         19         19         92         54:
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  :                 26.9       50.6       40.0       67.2       26.9       47.3       38.6       61.8
Old  :                 26.9       50.6       40.0       67.2       26.9       47.3       38.6       61.8
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 22, 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  :   120,710:    29,108     26,732      1,715     82,446     87,471    113,269    115,918:     7,441      4,792
Old  :    98,164:    29,399     26,925      1,153     60,488     65,375     91,040     93,453:     7,124      4,711
Other:    22,546:       193        291         78     21,958     22,096     22,229     22,465:       317         81
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    -8,522:       623    -11,118     -1,251     -6,011      5,392     -6,639     -6,977:    -1,883     -1,545
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       22.1        1.4       68.3       72.5       93.8       96.0:       6.2        4.0
Old  :     100.0:      29.9       27.4        1.2       61.6       66.6       92.7       95.2:       7.3        4.8
Other:     100.0:       0.9        1.3        0.3       97.4       98.0       98.6       99.6:       1.4        0.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        47         42         10         49         34        101         85:
Old  :       152:        49         43          9         47         33         99         83:
Other:        26:         1          3          1         13         14         14         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  :                 33.5       28.5       49.5       46.5       25.5       23.4       35.9       35.2
Old  :                 34.2       27.3       50.4       42.4       32.8       25.9       44.7       40.5
Other:                 64.3       73.6       93.4       93.5       50.2       50.9       66.7       65.4
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   129,232:    28,485     37,850      2,966     88,457     82,079    119,908    122,895:     9,324      6,337
Old  :   107,050:    28,722     38,196      2,221     67,057     60,319     98,000    100,736:     9,050      6,314
Other:    22,182:       375        266        133     21,400     21,760     21,908     22,159:       274         23
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -5,681:       566      1,201     -1,373     -4,663     -5,773     -5,470     -5,945:      -211        264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       29.3        2.3       68.4       63.5       92.8       95.1:       7.2        4.9
Old  :     100.0:      26.8       35.7        2.1       62.6       56.3       91.5       94.1:       8.5        5.9
Other:     100.0:       1.7        1.2        0.6       96.5       98.1       98.8       99.9:       1.2        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        49         44         15         52         34        107         91:
Old  :       158:        50         46         14         51         34        106         90:
Other:        28:         3          3          3         13         14         17         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       25.9       47.3       41.2       23.9       19.2       35.6       30.5
Old  :                 33.4       23.2       48.9       36.7       30.8       22.3       44.6       35.1
Other:                 62.8       74.9       92.4       94.6       52.3       55.1       69.0       69.8
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders - Futures Only, November 22, 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  :   488,989:   147,482     35,343     37,514    232,583    383,333    417,579    456,190:    71,410     32,799
Old  :   488,989:   147,482     35,343     37,514    232,583    383,333    417,579    456,190:    71,410     32,799
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    13,959:     1,214       -397     -1,275     11,962     17,330     11,901     15,658:     2,058     -1,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        7.2        7.7       47.6       78.4       85.4       93.3:      14.6        6.7
Old  :     100.0:      30.2        7.2        7.7       47.6       78.4       85.4       93.3:      14.6        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        70         23         33         56         51        145         91:
Old  :       163:        70         23         33         56         51        145         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       31.4       29.0       51.0       14.7       25.1       23.3       38.6
Old  :                 16.6       31.4       29.0       51.0       14.7       25.1       23.3       38.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   475,030:   146,268     35,740     38,789    220,621    366,003    405,678    440,532:    69,352     34,498
Old  :   475,030:   146,268     35,740     38,789    220,621    366,003    405,678    440,532:    69,352     34,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    10,874:     4,201      1,773      2,523      1,392      8,279      8,116     12,575:     2,758     -1,701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        7.5        8.2       46.4       77.0       85.4       92.7:      14.6        7.3
Old  :     100.0:      30.8        7.5        8.2       46.4       77.0       85.4       92.7:      14.6        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        70         23         31         54         49        144         87:
Old  :       162:        70         23         31         54         49        144         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       31.3       28.2       50.4       15.1       24.8       23.2       38.2
Old  :                 16.3       31.3       28.2       50.4       15.1       24.8       23.2       38.2
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 22, 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  :    74,016:    18,344     13,383      6,740     39,929     47,541     65,013     67,664:     9,003      6,352
Old  :    71,328:    18,292     14,344      5,336     38,900     45,616     62,528     65,296:     8,800      6,032
Other:     2,688:     1,031         18        425      1,029      1,925      2,485      2,368:       203        320
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    -9,909:      -146        550     -1,822     -6,749     -8,115     -8,717     -9,387:    -1,192       -522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       18.1        9.1       53.9       64.2       87.8       91.4:      12.2        8.6
Old  :     100.0:      25.6       20.1        7.5       54.5       64.0       87.7       91.5:      12.3        8.5
Other:     100.0:      38.4        0.7       15.8       38.3       71.6       92.4       88.1:       7.6       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:       101         56         37         79         74        203        152:
Old  :       269:       101         60         35         79         71        201        149:
Other:        50:        14          2          6         13         27         27         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       21.5       33.9       31.2       22.7       18.5       33.9       27.2
Old  :                 23.5       22.0       35.2       31.9       23.5       19.3       35.2       28.4
Other:                 53.5       36.6       76.5       61.7       36.8       32.4       49.6       43.7
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders - Futures Only, November 15, 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  :    83,925:    18,490     12,833      8,562     46,678     55,656     73,730     77,051:    10,195      6,874
Old  :    81,419:    18,458     13,732      7,228     45,697     53,832     71,383     74,792:    10,036      6,627
Other:     2,506:       969         38        397        981      1,824      2,347      2,259:       159        247
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -3,281:    -3,324     -1,748     -2,398        484     -1,945     -5,238     -6,091:     1,957      2,810
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       15.3       10.2       55.6       66.3       87.9       91.8:      12.1        8.2
Old  :     100.0:      22.7       16.9        8.9       56.1       66.1       87.7       91.9:      12.3        8.1
Other:     100.0:      38.7        1.5       15.8       39.1       72.8       93.7       90.1:       6.3        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        95         59         50         88         78        208        168:
Old  :       268:        94         63         49         88         77        207        167:
Other:        49:        10          5          5         13         26         24         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       23.5       32.8       35.4       19.6       16.0       29.2       24.0
Old  :                 20.6       24.0       33.7       36.2       20.2       16.6       30.1       25.0
Other:                 55.0       39.1       78.3       62.2       35.6       32.8       51.5       43.5
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  Code-098662
Commitments of Traders - Futures Only, November 22, 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  :    38,120:    31,395      1,958      2,176      1,138     32,160     34,709     36,294:     3,411      1,826
Old  :    38,120:    31,395      1,958      2,176      1,138     32,160     34,709     36,294:     3,411      1,826
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    -3,592:    -1,387     -1,596         87     -2,550     -2,240     -3,850     -3,749:       258        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.4        5.1        5.7        3.0       84.4       91.1       95.2:       8.9        4.8
Old  :     100.0:      82.4        5.1        5.7        3.0       84.4       91.1       95.2:       8.9        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        36          7          5          9          9         47         20:
Old  :        59:        36          7          5          9          9         47         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       84.4       64.5       91.8       44.3       81.3       63.1       87.6
Old  :                 44.3       84.4       64.5       91.8       44.3       81.3       63.1       87.6
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 15, 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  :    41,712:    32,782      3,554      2,089      3,688     34,400     38,559     40,043:     3,153      1,669
Old  :    41,712:    32,782      3,554      2,089      3,688     34,400     38,559     40,043:     3,153      1,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     2,965:     3,026        703          1        309      2,277      3,336      2,981:      -371        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.6        8.5        5.0        8.8       82.5       92.4       96.0:       7.6        4.0
Old  :     100.0:      78.6        8.5        5.0        8.8       82.5       92.4       96.0:       7.6        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        38          7          4         11          7         51         17:
Old  :        62:        38          7          4         11          7         51         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       82.8       59.5       91.4       36.7       81.4       58.4       88.0
Old  :                 36.7       82.8       59.5       91.4       36.7       81.4       58.4       88.0
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 15, 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  :    22,025:    14,257        863          0      2,871     18,217     17,128     19,080:     4,897      2,945
Old  :    22,025:    14,257        863          0      2,871     18,217     17,128     19,080:     4,897      2,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,284:    -1,177         63          0       -160     -1,268     -1,337     -1,205:        53        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.7        3.9        0.0       13.0       82.7       77.8       86.6:      22.2       13.4
Old  :     100.0:      64.7        3.9        0.0       13.0       82.7       77.8       86.6:      22.2       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          1          0          3         10          9         11:
Old  :        20:         6          1          0          3         10          9         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.5       61.3       75.0       79.9       60.5       61.3       75.0       79.9
Old  :                 60.5       61.3       75.0       79.9       60.5       61.3       75.0       79.9
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 22, 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  :   184,489:    17,988     24,255     24,175    111,895    109,152    154,058    157,582:    30,431     26,907
Old  :   184,489:    17,988     24,255     24,175    111,895    109,152    154,058    157,582:    30,431     26,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     1,791:     2,951        836       -106        170      2,372      3,015      3,102:    -1,224     -1,311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       13.1       13.1       60.7       59.2       83.5       85.4:      16.5       14.6
Old  :     100.0:       9.8       13.1       13.1       60.7       59.2       83.5       85.4:      16.5       14.6
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  :       146:        32         32         38         72         67        126        118:
Old  :       146:        32         32         38         72         67        126        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       15.5       32.4       26.8       14.7       10.3       21.2       18.0
Old  :                 20.5       15.5       32.4       26.8       14.7       10.3       21.2       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders - Futures Only, November 15, 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  :   182,698:    15,037     23,419     24,281    111,725    106,780    151,043    154,480:    31,655     28,218
Old  :   182,698:    15,037     23,419     24,281    111,725    106,780    151,043    154,480:    31,655     28,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    13,517:     1,046        470      3,376      8,215      6,590     12,637     10,436:       880      3,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       12.8       13.3       61.2       58.4       82.7       84.6:      17.3       15.4
Old  :     100.0:       8.2       12.8       13.3       61.2       58.4       82.7       84.6:      17.3       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        27         33         36         75         66        123        117:
Old  :       143:        27         33         36         75         66        123        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  :                 19.6       15.3       31.1       26.2       14.1       10.8       21.3       18.0
Old  :                 19.6       15.3       31.1       26.2       14.1       10.8       21.3       18.0
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 22, 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  :   550,058:    45,963     95,671    168,839    261,003    250,844    475,805    515,354:    74,253     34,704
Old  :   550,058:    45,963     95,671    168,839    261,003    250,844    475,805    515,354:    74,253     34,704
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    -7,421:    -2,193      3,695     -8,517        731     -4,390     -9,979     -9,212:     2,558      1,791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       17.4       30.7       47.5       45.6       86.5       93.7:      13.5        6.3
Old  :     100.0:       8.4       17.4       30.7       47.5       45.6       86.5       93.7:      13.5        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        48         50         72         93         77        181        160:
Old  :       195:        48         50         72         93         77        181        160:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       29.3       36.0       43.6        9.0       12.9       13.7       19.9
Old  :                 24.8       29.3       36.0       43.6        9.0       12.9       13.7       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 15, 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  :   557,479:    48,156     91,976    177,356    260,272    255,234    485,784    524,566:    71,695     32,913
Old  :   557,479:    48,156     91,976    177,356    260,272    255,234    485,784    524,566:    71,695     32,913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    13,975:      -470      2,564      1,975     11,594      6,076     13,099     10,615:       876      3,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       16.5       31.8       46.7       45.8       87.1       94.1:      12.9        5.9
Old  :     100.0:       8.6       16.5       31.8       46.7       45.8       87.1       94.1:      12.9        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        43         50         70         92         76        177        157:
Old  :       191:        43         50         70         92         76        177        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       29.0       35.1       43.9        8.5       13.6       13.0       20.1
Old  :                 24.2       29.0       35.1       43.9        8.5       13.6       13.0       20.1
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 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    54,916:     2,420        372        554     46,501     51,056     49,475     51,982:     5,441      2,934
Old  :    54,916:     2,420        372        554     46,501     51,056     49,475     51,982:     5,441      2,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    14,063:      -517          0        122     15,638     13,879     15,243     14,001:    -1,180         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        0.7        1.0       84.7       93.0       90.1       94.7:       9.9        5.3
Old  :     100.0:       4.4        0.7        1.0       84.7       93.0       90.1       94.7:       9.9        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          1          1         17         18         18         20:
Old  :        28:         1          1          1         17         18         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  :                 59.6       69.7       78.8       80.5       57.4       69.1       74.6       79.6
Old  :                 59.6       69.7       78.8       80.5       57.4       69.1       74.6       79.6
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 15, 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  :    40,853:     2,937        372        432     30,863     37,177     34,232     37,981:     6,621      2,872
Old  :    40,853:     2,937        372        432     30,863     37,177     34,232     37,981:     6,621      2,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,744:       264          0       -243        690      1,939        711      1,696:     1,033         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        0.9        1.1       75.5       91.0       83.8       93.0:      16.2        7.0
Old  :     100.0:       7.2        0.9        1.1       75.5       91.0       83.8       93.0:      16.2        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          1         14         15         15         17:
Old  :        24:         1          1          1         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  :                 53.7       65.1       73.8       79.7       49.8       64.6       68.6       78.6
Old  :                 53.7       65.1       73.8       79.7       49.8       64.6       68.6       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders - Futures Only, November 22, 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  :    39,469:         0      8,475        922     32,995     23,582     33,917     32,979:     5,552      6,490
Old  :    39,469:         0      8,475        922     32,995     23,582     33,917     32,979:     5,552      6,490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :       509:         0      1,444        -96        881     -1,364        785        -16:      -276        525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       21.5        2.3       83.6       59.7       85.9       83.6:      14.1       16.4
Old  :     100.0:       0.0       21.5        2.3       83.6       59.7       85.9       83.6:      14.1       16.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          2          2         17         14         19         16:
Old  :        23:         0          2          2         17         14         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       46.0       65.6       66.5       39.6       43.4       59.7       62.2
Old  :                 41.6       46.0       65.6       66.5       39.6       43.4       59.7       62.2
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 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    38,960:         0      7,031      1,018     32,114     24,946     33,132     32,995:     5,828      5,965
Old  :    38,960:         0      7,031      1,018     32,114     24,946     33,132     32,995:     5,828      5,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,112:         0       -882       -123      1,354      3,249      1,231      2,244:      -119     -1,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.0        2.6       82.4       64.0       85.0       84.7:      15.0       15.3
Old  :     100.0:       0.0       18.0        2.6       82.4       64.0       85.0       84.7:      15.0       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          2          2         17         16         19         18:
Old  :        24:         0          2          2         17         16         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  :                 41.3       40.9       66.0       60.5       39.3       38.5       59.9       56.9
Old  :                 41.3       40.9       66.0       60.5       39.3       38.5       59.9       56.9
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 22, 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  :   108,418:    16,816      2,308      2,833     82,463     93,006    102,112     98,147:     6,306     10,271
Old  :   108,418:    16,816      2,308      2,833     82,463     93,006    102,112     98,147:     6,306     10,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     1,576:     2,248       -166     -1,083        550      1,218      1,715        -31:      -139      1,607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        2.1        2.6       76.1       85.8       94.2       90.5:       5.8        9.5
Old  :     100.0:      15.5        2.1        2.6       76.1       85.8       94.2       90.5:       5.8        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         4          2          4         27         27         32         32:
Old  :        39:         4          2          4         27         27         32         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  :                 44.8       43.9       61.1       61.2       43.2       40.1       55.9       55.2
Old  :                 44.8       43.9       61.1       61.2       43.2       40.1       55.9       55.2
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 15, 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  :   106,842:    14,568      2,474      3,916     81,913     91,788    100,397     98,178:     6,445      8,664
Old  :   106,842:    14,568      2,474      3,916     81,913     91,788    100,397     98,178:     6,445      8,664
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       362:      -790        611        -46      1,251        901        415      1,466:       -53     -1,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        2.3        3.7       76.7       85.9       94.0       91.9:       6.0        8.1
Old  :     100.0:      13.6        2.3        3.7       76.7       85.9       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  :        39:         4          3          5         26         28         32         34:
Old  :        39:         4          3          5         26         28         32         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       44.5       61.7       61.9       44.4       40.8       55.4       56.2
Old  :                 46.0       44.5       61.7       61.9       44.4       40.8       55.4       56.2
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 22, 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  :    56,062:     2,904      5,684          0     49,351     43,388     52,255     49,072:     3,807      6,990
Old  :    56,062:     2,904      5,684          0     49,351     43,388     52,255     49,072:     3,807      6,990
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :        76:         0          0          0         85         23         85         23:        -9         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       10.1        0.0       88.0       77.4       93.2       87.5:       6.8       12.5
Old  :     100.0:       5.2       10.1        0.0       88.0       77.4       93.2       87.5:       6.8       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  :        25:         1          2          0         16         15         17         17:
Old  :        25:         1          2          0         16         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  :                 55.0       43.9       76.3       65.7       50.5       43.2       69.1       63.3
Old  :                 55.0       43.9       76.3       65.7       50.5       43.2       69.1       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders - Futures Only, November 15, 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  :    55,986:     2,904      5,684          0     49,266     43,365     52,170     49,049:     3,816      6,937
Old  :    55,986:     2,904      5,684          0     49,266     43,365     52,170     49,049:     3,816      6,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     2,662:    -1,712          0          0      5,897      2,306      4,185      2,306:    -1,523        356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       10.2        0.0       88.0       77.5       93.2       87.6:       6.8       12.4
Old  :     100.0:       5.2       10.2        0.0       88.0       77.5       93.2       87.6:       6.8       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  :        24:         1          2          0         15         15         16         17:
Old  :        24:         1          2          0         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       45.4       76.0       67.4       49.5       43.4       69.0       63.7
Old  :                 55.9       45.4       76.0       67.4       49.5       43.4       69.0       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 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    75,962:         0     11,703      3,982     60,296     53,233     64,278     68,918:    11,684      7,044
Old  :    75,962:         0     11,703      3,982     60,296     53,233     64,278     68,918:    11,684      7,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     5,898:         0     -1,066        399        430      2,737        829      2,070:     5,069      3,828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       15.4        5.2       79.4       70.1       84.6       90.7:      15.4        9.3
Old  :     100.0:       0.0       15.4        5.2       79.4       70.1       84.6       90.7:      15.4        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          3          3         18         18         21         21:
Old  :        25:         0          3          3         18         18         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       54.4       62.6       72.7       35.3       43.6       51.7       55.5
Old  :                 38.7       54.4       62.6       72.7       35.3       43.6       51.7       55.5
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 15, 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  :    70,064:         0     12,769      3,583     59,866     50,496     63,449     66,848:     6,615      3,216
Old  :    70,064:         0     12,769      3,583     59,866     50,496     63,449     66,848:     6,615      3,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     3,518:         0       -702       -274      5,892      5,011      5,618      4,035:    -2,100       -517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.2        5.1       85.4       72.1       90.6       95.4:       9.4        4.6
Old  :     100.0:       0.0       18.2        5.1       85.4       72.1       90.6       95.4:       9.4        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          3          3         17         16         20         19:
Old  :        23:         0          3          3         17         16         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       58.1       68.0       78.8       36.5       47.9       54.4       61.1
Old  :                 42.6       58.1       68.0       78.8       36.5       47.9       54.4       61.1
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 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    76,871:    20,366      5,521      4,710     42,788     60,759     67,864     70,990:     9,007      5,881
Old  :    76,871:    20,366      5,521      4,710     42,788     60,759     67,864     70,990:     9,007      5,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     2,214:    -2,167        131        638      4,138      2,155      2,609      2,924:      -395       -710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        7.2        6.1       55.7       79.0       88.3       92.3:      11.7        7.7
Old  :     100.0:      26.5        7.2        6.1       55.7       79.0       88.3       92.3:      11.7        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          3          3         21         20         25         24:
Old  :        28:         2          3          3         21         20         25         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  :                 53.9       45.7       69.7       64.0       43.8       36.5       53.6       49.8
Old  :                 53.9       45.7       69.7       64.0       43.8       36.5       53.6       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-02365F
Commitments of Traders - Futures Only, November 15, 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  :    74,657:    22,533      5,390      4,072     38,650     58,604     65,255     68,066:     9,402      6,591
Old  :    74,657:    22,533      5,390      4,072     38,650     58,604     65,255     68,066:     9,402      6,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,589:       126       -661       -184      3,979      4,927      3,921      4,082:       668        507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        7.2        5.5       51.8       78.5       87.4       91.2:      12.6        8.8
Old  :     100.0:      30.2        7.2        5.5       51.8       78.5       87.4       91.2:      12.6        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 57.8       45.6       73.4       64.3       47.9       36.0       55.6       50.0
Old  :                 57.8       45.6       73.4       64.3       47.9       36.0       55.6       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-02365G
Commitments of Traders - Futures Only, November 22, 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  :    65,078:         0      1,670      1,801     60,778     55,497     62,579     58,968:     2,499      6,110
Old  :    65,078:         0      1,670      1,801     60,778     55,497     62,579     58,968:     2,499      6,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     1,162:       -36      1,670       -581      2,233       -327      1,616        762:      -454        400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.6        2.8       93.4       85.3       96.2       90.6:       3.8        9.4
Old  :     100.0:       0.0        2.6        2.8       93.4       85.3       96.2       90.6:       3.8        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          1          1         19         19         20         20:
Old  :        26:         0          1          1         19         19         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       43.2       77.5       66.3       58.3       39.3       68.4       56.1
Old  :                 58.5       43.2       77.5       66.3       58.3       39.3       68.4       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-02365G
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    63,916:        36          0      2,382     58,545     55,824     60,963     58,206:     2,953      5,710
Old  :    63,916:        36          0      2,382     58,545     55,824     60,963     58,206:     2,953      5,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,201:        36     -2,015        739      2,024      6,322      2,799      5,046:     1,402       -845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        0.0        3.7       91.6       87.3       95.4       91.1:       4.6        8.9
Old  :     100.0:       0.1        0.0        3.7       91.6       87.3       95.4       91.1:       4.6        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          0          1         17         19         18         20:
Old  :        26:         1          0          1         17         19         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  :                 61.6       42.5       78.1       65.8       60.8       38.5       68.9       55.8
Old  :                 61.6       42.5       78.1       65.8       60.8       38.5       68.9       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders - Futures Only, November 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    57,873:         0      6,936      3,022     46,792     40,457     49,814     50,415:     8,059      7,458
Old  :    57,873:         0      6,936      3,022     46,792     40,457     49,814     50,415:     8,059      7,458
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     3,128:         0     -2,171      1,084       -166      3,033        918      1,946:     2,210      1,182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       12.0        5.2       80.9       69.9       86.1       87.1:      13.9       12.9
Old  :     100.0:       0.0       12.0        5.2       80.9       69.9       86.1       87.1:      13.9       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          2          2         23         18         25         20:
Old  :        27:         0          2          2         23         18         25         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       45.1       53.0       69.3       23.8       35.4       35.2       43.8
Old  :                 33.7       45.1       53.0       69.3       23.8       35.4       35.2       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    54,745:         0      9,107      1,938     46,958     37,424     48,896     48,469:     5,849      6,276
Old  :    54,745:         0      9,107      1,938     46,958     37,424     48,896     48,469:     5,849      6,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,133:      -720     -1,381        621        -48       -465       -147     -1,225:      -986         92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       16.6        3.5       85.8       68.4       89.3       88.5:      10.7       11.5
Old  :     100.0:       0.0       16.6        3.5       85.8       68.4       89.3       88.5:      10.7       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          2          2         22         16         24         18:
Old  :        26:         0          2          2         22         16         24         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  :                 36.0       54.1       57.9       75.7       26.7       37.0       39.8       47.0
Old  :                 36.0       54.1       57.9       75.7       26.7       37.0       39.8       47.0
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 22, 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  :    48,157:         0      4,176         18     39,899     38,217     39,917     42,411:     8,240      5,746
Old  :    48,157:         0      4,176         18     39,899     38,217     39,917     42,411:     8,240      5,746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.7        0.0       82.9       79.4       82.9       88.1:      17.1       11.9
Old  :     100.0:       0.0        8.7        0.0       82.9       79.4       82.9       88.1:      17.1       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          1         14         12         15         13:
Old  :        20:         0          1          1         14         12         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       64.0       74.9       84.2       59.1       64.0       73.6       81.7
Old  :                 59.5       64.0       74.9       84.2       59.1       64.0       73.6       81.7
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 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    43,805:       738          0      2,633     36,186     36,507     39,557     39,140:     4,248      4,665
Old  :    43,805:       738          0      2,633     36,186     36,507     39,557     39,140:     4,248      4,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     3,055:       738       -222        753      1,058      2,524      2,549      3,055:       506          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        0.0        6.0       82.6       83.3       90.3       89.4:       9.7       10.6
Old  :     100.0:       1.7        0.0        6.0       82.6       83.3       90.3       89.4:       9.7       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          1         14         15         15         16:
Old  :        20:         1          0          1         14         15         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       57.0       75.6       78.2       52.0       53.6       65.4       65.2
Old  :                 56.3       57.0       75.6       78.2       52.0       53.6       65.4       65.2
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 15, 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  :    40,750:         0        222      1,880     35,128     33,983     37,008     36,085:     3,742      4,665
Old  :    40,750:         0        222      1,880     35,128     33,983     37,008     36,085:     3,742      4,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       421:         0        -62        -66        459        487        393        359:        28         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.5        4.6       86.2       83.4       90.8       88.6:       9.2       11.4
Old  :     100.0:       0.0        0.5        4.6       86.2       83.4       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  :                 54.8       60.5       74.7       78.4       54.8       53.2       69.5       65.7
Old  :                 54.8       60.5       74.7       78.4       54.8       53.2       69.5       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders - Futures Only, November 22, 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  :    67,602:    18,711          0      1,824     41,170     60,203     61,705     62,027:     5,897      5,575
Old  :    67,602:    18,711          0      1,824     41,170     60,203     61,705     62,027:     5,897      5,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     1,125:       980          0       -366        207      1,491        821      1,125:       304          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        0.0        2.7       60.9       89.1       91.3       91.8:       8.7        8.2
Old  :     100.0:      27.7        0.0        2.7       60.9       89.1       91.3       91.8:       8.7        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  :        26:         4          0          3         16         20         20         23:
Old  :        26:         4          0          3         16         20         20         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  :                 61.1       45.8       81.1       68.5       39.7       29.1       46.1       39.3
Old  :                 61.1       45.8       81.1       68.5       39.7       29.1       46.1       39.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders - Futures Only, November 15, 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  :    66,477:    17,731          0      2,190     40,963     58,712     60,884     60,902:     5,593      5,575
Old  :    66,477:    17,731          0      2,190     40,963     58,712     60,884     60,902:     5,593      5,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     9,700:     3,852          0          0      7,006     10,718     10,858     10,718:    -1,158     -1,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        0.0        3.3       61.6       88.3       91.6       91.6:       8.4        8.4
Old  :     100.0:      26.7        0.0        3.3       61.6       88.3       91.6       91.6:       8.4        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  :        26:         4          0          3         16         20         20         23:
Old  :        26:         4          0          3         16         20         20         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  :                 61.4       45.7       81.7       68.3       39.7       28.9       45.8       39.9
Old  :                 61.4       45.7       81.7       68.3       39.7       28.9       45.8       39.9
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 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    52,936:     3,184        578      3,619     37,739     36,876     44,542     41,073:     8,394     11,863
Old  :    52,936:     3,184        578      3,619     37,739     36,876     44,542     41,073:     8,394     11,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     2,389:    -1,351        578        305      1,721      1,749        675      2,632:     1,714       -243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        1.1        6.8       71.3       69.7       84.1       77.6:      15.9       22.4
Old  :     100.0:       6.0        1.1        6.8       71.3       69.7       84.1       77.6:      15.9       22.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          2          2         19         16         21         19:
Old  :        25:         1          2          2         19         16         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       38.8       65.7       59.3       39.4       31.9       54.9       46.1
Old  :                 43.7       38.8       65.7       59.3       39.4       31.9       54.9       46.1
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 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    50,547:     4,535          0      3,314     36,018     35,127     43,867     38,441:     6,680     12,106
Old  :    50,547:     4,535          0      3,314     36,018     35,127     43,867     38,441:     6,680     12,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     2,541:      -411       -751        -21      3,309      3,311      2,877      2,539:      -336          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        0.0        6.6       71.3       69.5       86.8       76.1:      13.2       23.9
Old  :     100.0:       9.0        0.0        6.6       71.3       69.5       86.8       76.1:      13.2       23.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          0          2         18         16         20         18:
Old  :        24:         2          0          2         18         16         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       36.9       67.3       58.5       43.1       30.4       58.5       44.8
Old  :                 45.8       36.9       67.3       58.5       43.1       30.4       58.5       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365P
Commitments of Traders - Futures Only, November 22, 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  :    59,990:        35        248      1,677     50,585     50,380     52,297     52,305:     7,693      7,685
Old  :    59,990:        35        248      1,677     50,585     50,380     52,297     52,305:     7,693      7,685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        0.4        2.8       84.3       84.0       87.2       87.2:      12.8       12.8
Old  :     100.0:       0.1        0.4        2.8       84.3       84.0       87.2       87.2:      12.8       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  :        22:         1          1          1         16         15         17         17:
Old  :        22:         1          1          1         16         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  :                 68.3       55.5       78.4       76.6       67.0       53.4       71.6       68.4
Old  :                 68.3       55.5       78.4       76.6       67.0       53.4       71.6       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-035650
Commitments of Traders - Futures Only, November 22, 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  :   179,537:     2,290     10,597     10,760    150,603    148,345    163,653    169,702:    15,884      9,835
Old  :   179,537:     2,290     10,597     10,760    150,603    148,345    163,653    169,702:    15,884      9,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        5.9        6.0       83.9       82.6       91.2       94.5:       8.8        5.5
Old  :     100.0:       1.3        5.9        6.0       83.9       82.6       91.2       94.5:       8.8        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         2          4          6         34         31         40         37:
Old  :        46:         2          4          6         34         31         40         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  :                 37.5       35.6       58.0       53.9       31.8       34.2       48.5       49.7
Old  :                 37.5       35.6       58.0       53.9       31.8       34.2       48.5       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-035651
Commitments of Traders - Futures Only, November 22, 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  :    85,524:     2,658        649      4,423     68,868     70,903     75,949     75,975:     9,575      9,549
Old  :    85,524:     2,658        649      4,423     68,868     70,903     75,949     75,975:     9,575      9,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        0.8        5.2       80.5       82.9       88.8       88.8:      11.2       11.2
Old  :     100.0:       3.1        0.8        5.2       80.5       82.9       88.8       88.8:      11.2       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          1          1         18         18         20         19:
Old  :        28:         1          1          1         18         18         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       64.1       64.0       81.2       38.2       64.0       60.4       76.2
Old  :                 39.1       64.1       64.0       81.2       38.2       64.0       60.4       76.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-035652
Commitments of Traders - Futures Only, November 22, 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  :    67,202:    18,820      1,426      1,680     44,750     59,891     65,250     62,997:     1,952      4,205
Old  :    67,202:    18,820      1,426      1,680     44,750     59,891     65,250     62,997:     1,952      4,205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        2.1        2.5       66.6       89.1       97.1       93.7:       2.9        6.3
Old  :     100.0:      28.0        2.1        2.5       66.6       89.1       97.1       93.7:       2.9        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          1          1         12         14         14         16:
Old  :        21:         2          1          1         12         14         14         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  :                 72.6       74.4       91.3       87.5       42.1       35.1       47.9       44.9
Old  :                 72.6       74.4       91.3       87.5       42.1       35.1       47.9       44.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-035653
Commitments of Traders - Futures Only, November 22, 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  :   155,231:     7,071          0      4,337    137,159    142,314    148,567    146,651:     6,664      8,580
Old  :   155,231:     7,071          0      4,337    137,159    142,314    148,567    146,651:     6,664      8,580
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        0.0        2.8       88.4       91.7       95.7       94.5:       4.3        5.5
Old  :     100.0:       4.6        0.0        2.8       88.4       91.7       95.7       94.5:       4.3        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          0          2         32         31         35         33:
Old  :        38:         3          0          2         32         31         35         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  :                 48.3       41.5       65.9       59.0       32.9       30.1       46.5       42.4
Old  :                 48.3       41.5       65.9       59.0       32.9       30.1       46.5       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-035654
Commitments of Traders - Futures Only, November 22, 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  :   162,361:    15,755      1,415     17,380    125,569    141,062    158,704    159,857:     3,657      2,504
Old  :   162,361:    15,755      1,415     17,380    125,569    141,062    158,704    159,857:     3,657      2,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        0.9       10.7       77.3       86.9       97.7       98.5:       2.3        1.5
Old  :     100.0:       9.7        0.9       10.7       77.3       86.9       97.7       98.5:       2.3        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         6          2          7         37         31         45         38:
Old  :        48:         6          2          7         37         31         45         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  :                 35.9       55.2       52.8       70.8       31.3       52.3       42.2       61.0
Old  :                 35.9       55.2       52.8       70.8       31.3       52.3       42.2       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-035655
Commitments of Traders - Futures Only, November 22, 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  :   142,006:     4,533      5,363      4,139    117,857    117,550    126,529    127,052:    15,477     14,954
Old  :   142,006:     4,533      5,363      4,139    117,857    117,550    126,529    127,052:    15,477     14,954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        3.8        2.9       83.0       82.8       89.1       89.5:      10.9       10.5
Old  :     100.0:       3.2        3.8        2.9       83.0       82.8       89.1       89.5:      10.9       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  :        35:         1          1          2         28         27         30         29:
Old  :        35:         1          1          2         28         27         30         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  :                 41.4       54.9       59.3       70.0       36.6       54.2       50.3       65.2
Old  :                 41.4       54.9       59.3       70.0       36.6       54.2       50.3       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-035657
Commitments of Traders - Futures Only, November 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   160,067:     4,345     20,412     13,431    133,013    119,346    150,789    153,189:     9,278      6,878
Old  :   160,067:     4,345     20,412     13,431    133,013    119,346    150,789    153,189:     9,278      6,878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       12.8        8.4       83.1       74.6       94.2       95.7:       5.8        4.3
Old  :     100.0:       2.7       12.8        8.4       83.1       74.6       94.2       95.7:       5.8        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  :        42:         4          6          8         27         29         35         39:
Old  :        42:         4          6          8         27         29         35         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  :                 45.1       37.4       69.5       57.0       43.1       34.3       55.0       48.4
Old  :                 45.1       37.4       69.5       57.0       43.1       34.3       55.0       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-035658
Commitments of Traders - Futures Only, November 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    63,731:     1,109     16,534      2,575     57,820     35,868     61,504     54,977:     2,227      8,754
Old  :    63,731:     1,109     16,534      2,575     57,820     35,868     61,504     54,977:     2,227      8,754
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       25.9        4.0       90.7       56.3       96.5       86.3:       3.5       13.7
Old  :     100.0:       1.7       25.9        4.0       90.7       56.3       96.5       86.3:       3.5       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          5          5         17         19         23         25:
Old  :        29:         2          5          5         17         19         23         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       32.8       78.2       55.8       54.6       29.3       63.6       47.7
Old  :                 60.6       32.8       78.2       55.8       54.6       29.3       63.6       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders - Futures Only, November 22, 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  : 1,465,330:   330,743     55,553    294,186    796,476  1,078,722  1,421,405  1,428,461:    43,925     36,869
Old  : 1,465,330:   330,743     55,553    294,186    796,476  1,078,722  1,421,405  1,428,461:    43,925     36,869
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    57,053:    -4,780     -1,531      9,178     26,800     23,971     31,198     31,618:    25,855     25,435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        3.8       20.1       54.4       73.6       97.0       97.5:       3.0        2.5
Old  :     100.0:      22.6        3.8       20.1       54.4       73.6       97.0       97.5:       3.0        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        32         10         35         97         82        137        119:
Old  :       143:        32         10         35         97         82        137        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       24.1       37.8       40.4       15.6       17.2       24.5       29.7
Old  :                 24.1       24.1       37.8       40.4       15.6       17.2       24.5       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders - Futures Only, November 15, 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  : 1,408,277:   335,523     57,084    285,008    769,676  1,054,751  1,390,207  1,396,843:    18,070     11,434
Old  : 1,408,277:   335,523     57,084    285,008    769,676  1,054,751  1,390,207  1,396,843:    18,070     11,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    30,268:   -11,382     -7,141     25,289     14,389     12,429     28,296     30,577:     1,972       -309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        4.1       20.2       54.7       74.9       98.7       99.2:       1.3        0.8
Old  :     100.0:      23.8        4.1       20.2       54.7       74.9       98.7       99.2:       1.3        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  :       137:        30         12         35         89         79        130        116:
Old  :       137:        30         12         35         89         79        130        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       24.4       38.8       42.4       16.5       18.5       25.7       31.4
Old  :                 24.7       24.4       38.8       42.4       16.5       18.5       25.7       31.4
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 22, 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  :   328,201:    80,990    107,410     73,851    170,697    145,444    325,538    326,705:     2,663      1,496
Old  :   328,201:    80,990    107,410     73,851    170,697    145,444    325,538    326,705:     2,663      1,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    19,765:     8,125      9,922     -1,540     13,605     10,934     20,190     19,316:      -425        449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       32.7       22.5       52.0       44.3       99.2       99.5:       0.8        0.5
Old  :     100.0:      24.7       32.7       22.5       52.0       44.3       99.2       99.5:       0.8        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        15          8         17         33         30         53         50:
Old  :        58:        15          8         17         33         30         53         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  :                 33.8       54.7       56.0       71.7       22.7       39.7       32.8       45.3
Old  :                 33.8       54.7       56.0       71.7       22.7       39.7       32.8       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-03565C
Commitments of Traders - Futures Only, November 15, 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  :   308,436:    72,865     97,488     75,391    157,092    134,510    305,348    307,389:     3,088      1,047
Old  :   308,436:    72,865     97,488     75,391    157,092    134,510    305,348    307,389:     3,088      1,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    31,692:    10,398        -17     11,641     10,158     19,714     32,197     31,338:      -505        354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       31.6       24.4       50.9       43.6       99.0       99.7:       1.0        0.3
Old  :     100.0:      23.6       31.6       24.4       50.9       43.6       99.0       99.7:       1.0        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:        15          7         18         30         28         51         47:
Old  :        53:        15          7         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  :                 37.2       53.0       57.8       71.2       24.5       41.3       36.5       46.8
Old  :                 37.2       53.0       57.8       71.2       24.5       41.3       36.5       46.8
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 22, 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  :    72,890:    22,536      9,048     11,282     38,940     52,510     72,758     72,840:       132         50
Old  :    72,890:    22,536      9,048     11,282     38,940     52,510     72,758     72,840:       132         50
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :       167:       100      2,468       -372      1,069     -1,179        797        917:      -630       -750
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       12.4       15.5       53.4       72.0       99.8       99.9:       0.2        0.1
Old  :     100.0:      30.9       12.4       15.5       53.4       72.0       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  :        54:         3          8         10         38         41         48         52:
Old  :        54:         3          8         10         38         41         48         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       37.6       69.1       57.9       45.8       30.8       50.9       45.0
Old  :                 55.0       37.6       69.1       57.9       45.8       30.8       50.9       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders - Futures Only, November 15, 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  :    72,723:    22,436      6,580     11,654     37,871     53,689     71,961     71,923:       762        800
Old  :    72,723:    22,436      6,580     11,654     37,871     53,689     71,961     71,923:       762        800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       304:    -1,160     -1,880      1,000        -44        626       -204       -254:       508        558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        9.0       16.0       52.1       73.8       99.0       98.9:       1.0        1.1
Old  :     100.0:      30.9        9.0       16.0       52.1       73.8       99.0       98.9:       1.0        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         3          8         10         37         40         47         51:
Old  :        53:         3          8         10         37         40         47         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       39.0       67.9       57.6       45.7       31.2       51.2       45.6
Old  :                 55.1       39.0       67.9       57.6       45.7       31.2       51.2       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders - Futures Only, November 22, 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  :    25,738:     4,765      4,084      2,222     18,751     18,923     25,738     25,229:         0        509
Old  :    25,738:     4,765      4,084      2,222     18,751     18,923     25,738     25,229:         0        509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :      -617:     1,293        -42       -497     -1,372        -37       -576       -576:       -41        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       15.9        8.6       72.9       73.5      100.0       98.0:       0.0        2.0
Old  :     100.0:      18.5       15.9        8.6       72.9       73.5      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  :        39:         3          4          6         23         24         30         30:
Old  :        39:         3          4          6         23         24         30         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  :                 59.2       48.2       77.9       72.4       51.7       45.4       68.5       62.7
Old  :                 59.2       48.2       77.9       72.4       51.7       45.4       68.5       62.7
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 15, 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  :    26,355:     3,472      4,126      2,719     20,123     18,960     26,314     25,805:        41        550
Old  :    26,355:     3,472      4,126      2,719     20,123     18,960     26,314     25,805:        41        550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       788:    -1,062        187        472      1,337         88        747        747:        41         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       15.7       10.3       76.4       71.9       99.8       97.9:       0.2        2.1
Old  :     100.0:      13.2       15.7       10.3       76.4       71.9       99.8       97.9:       0.2        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         3          4          6         23         24         30         30:
Old  :        39:         3          4          6         23         24         30         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  :                 58.9       47.1       77.4       70.7       49.6       44.3       66.4       61.3
Old  :                 58.9       47.1       77.4       70.7       49.6       44.3       66.4       61.3
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 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    12,582:     1,677      5,199        932      9,973      6,451     12,582     12,582:         0          0
Old  :    12,582:     1,677      5,199        932      9,973      6,451     12,582     12,582:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     1,234:         0        848         86      1,148        300      1,234      1,234:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       41.3        7.4       79.3       51.3      100.0      100.0:       0.0        0.0
Old  :     100.0:      13.3       41.3        7.4       79.3       51.3      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  :        26:         3          3          2         17         11         21         15:
Old  :        26:         3          3          2         17         11         21         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       55.5       78.6       80.9       42.1       52.4       59.5       70.7
Old  :                 55.8       55.5       78.6       80.9       42.1       52.4       59.5       70.7
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 15, 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  :    11,348:     1,677      4,351        846      8,825      6,151     11,348     11,348:         0          0
Old  :    11,348:     1,677      4,351        846      8,825      6,151     11,348     11,348:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -280:         0        -21          0       -280       -169       -280       -190:         0        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       38.3        7.5       77.8       54.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      14.8       38.3        7.5       77.8       54.2      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  :        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  :                 52.9       57.2       78.2       81.8       41.2       55.1       59.1       71.3
Old  :                 52.9       57.2       78.2       81.8       41.2       55.1       59.1       71.3
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 22, 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  :    20,412:     3,900      5,420      2,374     13,965     12,274     20,239     20,068:       173        344
Old  :    20,412:     3,900      5,420      2,374     13,965     12,274     20,239     20,068:       173        344
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :       940:      -140         48        320        919        728      1,099      1,096:      -159       -156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       26.6       11.6       68.4       60.1       99.2       98.3:       0.8        1.7
Old  :     100.0:      19.1       26.6       11.6       68.4       60.1       99.2       98.3:       0.8        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         4          3          7         21         22         28         29:
Old  :        31:         4          3          7         21         22         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  :                 41.3       50.8       63.7       77.2       33.9       40.2       49.0       58.4
Old  :                 41.3       50.8       63.7       77.2       33.9       40.2       49.0       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465H
Commitments of Traders - Futures Only, November 15, 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  :    19,472:     4,040      5,372      2,054     13,046     11,546     19,140     18,972:       332        500
Old  :    19,472:     4,040      5,372      2,054     13,046     11,546     19,140     18,972:       332        500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       344:       540        220        272       -540       -140        272        352:        72         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       27.6       10.5       67.0       59.3       98.3       97.4:       1.7        2.6
Old  :     100.0:      20.7       27.6       10.5       67.0       59.3       98.3       97.4:       1.7        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          3          7         20         21         27         28:
Old  :        30:         4          3          7         20         21         27         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       53.7       67.3       80.3       39.7       43.0       55.2       63.0
Old  :                 44.3       53.7       67.3       80.3       39.7       43.0       55.2       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06465M
Commitments of Traders - Futures Only, November 22, 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  :    22,810:    10,000        120      1,350     10,782     20,772     22,132     22,242:       678        568
Old  :    22,810:    10,000        120      1,350     10,782     20,772     22,132     22,242:       678        568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :      -126:      -240          0         60         12       -226       -168       -166:        42         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        0.5        5.9       47.3       91.1       97.0       97.5:       3.0        2.5
Old  :     100.0:      43.8        0.5        5.9       47.3       91.1       97.0       97.5:       3.0        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 65.4       52.1       78.1       74.8       58.4       49.2       70.6       68.4
Old  :                 65.4       52.1       78.1       74.8       58.4       49.2       70.6       68.4
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 15, 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  :    22,936:    10,240        120      1,290     10,770     20,998     22,300     22,408:       636        528
Old  :    22,936:    10,240        120      1,290     10,770     20,998     22,300     22,408:       636        528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       140:       240          0        -40          0       -120        200       -160:       -60        300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6        0.5        5.6       47.0       91.6       97.2       97.7:       2.8        2.3
Old  :     100.0:      44.6        0.5        5.6       47.0       91.6       97.2       97.7:       2.8        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  :        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  :                 65.8       51.8       78.5       75.3       59.2       49.0       71.2       68.9
Old  :                 65.8       51.8       78.5       75.3       59.2       49.0       71.2       68.9
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 22, 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  :    10,807:       618         80        904      8,672      9,523     10,194     10,507:       613        300
Old  :    10,807:       618         80        904      8,672      9,523     10,194     10,507:       613        300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :       197:      -128          0        100        132         97        104        197:        93          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        0.7        8.4       80.2       88.1       94.3       97.2:       5.7        2.8
Old  :     100.0:       5.7        0.7        8.4       80.2       88.1       94.3       97.2:       5.7        2.8
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  :        21:         2          1          2         16         12         18         15:
Old  :        21:         2          1          2         16         12         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       70.0       79.3       89.7       39.4       65.6       59.9       69.0
Old  :                 49.4       70.0       79.3       89.7       39.4       65.6       59.9       69.0
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 15, 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  :    10,610:       746         80        804      8,540      9,426     10,090     10,310:       520        300
Old  :    10,610:       746         80        804      8,540      9,426     10,090     10,310:       520        300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       776:      -520          0        116        700        420        296        536:       480        240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        0.8        7.6       80.5       88.8       95.1       97.2:       4.9        2.8
Old  :     100.0:       7.0        0.8        7.6       80.5       88.8       95.1       97.2:       4.9        2.8
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  :        21:         2          1          2         16         11         18         14:
Old  :        21:         2          1          2         16         11         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       70.6       80.2       89.7       41.2       66.8       62.2       70.3
Old  :                 50.7       70.6       80.2       89.7       41.2       66.8       62.2       70.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders - Futures Only, November 22, 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  :   805,527:   115,470    158,534    117,270    527,909    466,685    760,649    742,489:    44,878     63,038
Old  :   805,527:   115,470    158,534    117,270    527,909    466,685    760,649    742,489:    44,878     63,038
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :   -39,538:       -24    -13,128     -4,135    -15,949     -6,519    -20,108    -23,782:   -19,430    -15,756
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       19.7       14.6       65.5       57.9       94.4       92.2:       5.6        7.8
Old  :     100.0:      14.3       19.7       14.6       65.5       57.9       94.4       92.2:       5.6        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        56         90         77         75         76        185        197:
Old  :       242:        56         90         77         75         76        185        197:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       18.1       40.1       27.4       21.2       11.2       28.7       18.1
Old  :                 28.0       18.1       40.1       27.4       21.2       11.2       28.7       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders - Futures Only, November 15, 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  :   845,065:   115,494    171,662    121,405    543,858    473,204    780,757    766,271:    64,308     78,794
Old  :   845,065:   115,494    171,662    121,405    543,858    473,204    780,757    766,271:    64,308     78,794
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    14,308:    -6,585      1,767     -6,926     13,357      8,119       -154      2,960:    14,462     11,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       20.3       14.4       64.4       56.0       92.4       90.7:       7.6        9.3
Old  :     100.0:      13.7       20.3       14.4       64.4       56.0       92.4       90.7:       7.6        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  :       256:        55        106         90         74         81        192        220:
Old  :       256:        55        106         90         74         81        192        220:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       17.7       37.9       26.6       20.4       11.3       27.7       17.4
Old  :                 26.2       17.7       37.9       26.6       20.4       11.3       27.7       17.4
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 22, 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  :    14,981:     8,740      2,311        455      2,473     11,758     11,668     14,524:     3,313        457
Old  :    14,981:     8,740      2,311        455      2,473     11,758     11,668     14,524:     3,313        457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :       143:        53        -48         16       -368        203       -299        171:       442        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.3       15.4        3.0       16.5       78.5       77.9       96.9:      22.1        3.1
Old  :     100.0:      58.3       15.4        3.0       16.5       78.5       77.9       96.9:      22.1        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        59         13          9         15         26         81         44:
Old  :       114:        59         13          9         15         26         81         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       37.0       37.3       55.4       25.6       37.0       37.2       55.4
Old  :                 25.8       37.0       37.3       55.4       25.6       37.0       37.2       55.4
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 15, 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  :    14,838:     8,687      2,359        439      2,841     11,555     11,967     14,353:     2,871        485
Old  :    14,838:     8,687      2,359        439      2,841     11,555     11,967     14,353:     2,871        485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       617:      -608        214        155        666         42        213        411:       404        206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.5       15.9        3.0       19.1       77.9       80.7       96.7:      19.3        3.3
Old  :     100.0:      58.5       15.9        3.0       19.1       77.9       80.7       96.7:      19.3        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        59         11          6         15         27         80         41:
Old  :       114:        59         11          6         15         27         80         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  :                 26.7       34.2       40.6       53.3       26.7       34.2       40.6       53.3
Old  :                 26.7       34.2       40.6       53.3       26.7       34.2       40.6       53.3
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 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :    13,491:    10,153        745          0        997     11,480     11,150     12,225:     2,341      1,266
Old  :    13,491:    10,153        745          0        997     11,480     11,150     12,225:     2,341      1,266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :       578:       342         74          0         26        535        368        609:       210        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.3        5.5        0.0        7.4       85.1       82.6       90.6:      17.4        9.4
Old  :     100.0:      75.3        5.5        0.0        7.4       85.1       82.6       90.6:      17.4        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  :        65:        31          7          0          8         23         39         30:
Old  :        65:        31          7          0          8         23         39         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  :                 36.6       46.0       51.7       68.8       36.6       44.5       51.7       67.3
Old  :                 36.6       46.0       51.7       68.8       36.6       44.5       51.7       67.3
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 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :    12,913:     9,811        671          0        971     10,945     10,782     11,616:     2,131      1,297
Old  :    12,913:     9,811        671          0        971     10,945     10,782     11,616:     2,131      1,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,388:     1,311        209          0         26        997      1,337      1,206:        51        182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.0        5.2        0.0        7.5       84.8       83.5       90.0:      16.5       10.0
Old  :     100.0:      76.0        5.2        0.0        7.5       84.8       83.5       90.0:      16.5       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        30          6          0          8         24         38         30:
Old  :        64:        30          6          0          8         24         38         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  :                 35.0       46.9       51.2       69.0       35.0       45.5       51.2       67.6
Old  :                 35.0       46.9       51.2       69.0       35.0       45.5       51.2       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-111652
Commitments of Traders - Futures Only, November 22, 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  :   142,891:    29,474      8,163     14,576     88,578    109,511    132,628    132,250:    10,263     10,641
Old  :   142,891:    29,474      8,163     14,576     88,578    109,511    132,628    132,250:    10,263     10,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     4,655:       608         11      2,164      3,190      2,204      5,962      4,379:    -1,307        276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        5.7       10.2       62.0       76.6       92.8       92.6:       7.2        7.4
Old  :     100.0:      20.6        5.7       10.2       62.0       76.6       92.8       92.6:       7.2        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  :       156:        48         20         36         73         70        137        115:
Old  :       156:        48         20         36         73         70        137        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  :                 25.4       21.2       39.0       35.2       20.5       18.5       30.6       27.7
Old  :                 25.4       21.2       39.0       35.2       20.5       18.5       30.6       27.7
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 15, 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  :   138,236:    28,866      8,152     12,412     85,388    107,307    126,666    127,871:    11,570     10,365
Old  :   138,236:    28,866      8,152     12,412     85,388    107,307    126,666    127,871:    11,570     10,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     6,192:       795      1,441      1,052      4,807      4,407      6,654      6,900:      -462       -708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        5.9        9.0       61.8       77.6       91.6       92.5:       8.4        7.5
Old  :     100.0:      20.9        5.9        9.0       61.8       77.6       91.6       92.5:       8.4        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        49         19         35         68         70        132        114:
Old  :       156:        49         19         35         68         70        132        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       21.9       38.1       34.0       19.7       18.9       29.0       28.1
Old  :                 24.3       21.9       38.1       34.0       19.7       18.9       29.0       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 2, 2005