WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      210,544
COMMITMENTS
  33,717   60,792   12,598  142,634  102,268  188,949  175,658   21,595   34,886

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -7,876)
    -637    3,793   -1,844      931   -5,704   -1,550   -3,755   -6,326   -4,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     28.9      6.0     67.7     48.6     89.7     83.4     10.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      49       96       45       41       54      125      169
 
 
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      218,420
COMMITMENTS
  34,354   56,999   14,442  141,703  107,972  190,499  179,413   27,921   39,007

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      5,187)
     216      484     -975    1,013    3,621      254    3,130    4,933    2,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     26.1      6.6     64.9     49.4     87.2     82.1     12.8     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      50       91       35       44       53      120      157
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      682,827
COMMITMENTS
  99,429   91,099   63,889  397,112  332,175  560,430  487,163  122,397  195,664

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -2,552)
   1,876   -6,120    5,627   -7,970   -5,769     -467   -6,262   -2,085    3,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     13.3      9.4     58.2     48.6     82.1     71.3     17.9     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      486)
     136       99      106      157      183      356      350
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      685,379
COMMITMENTS
  97,553   97,219   58,262  405,082  337,944  560,897  493,425  124,482  191,954

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     17,183)
   2,395   -7,430    2,580    8,376   19,915   13,351   15,065    3,832    2,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     14.2      8.5     59.1     49.3     81.8     72.0     18.2     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      480)
     137      100       95      165      186      348      347
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,192
COMMITMENTS
   2,157    1,397      165    1,889    4,525    4,211    6,087    3,981    2,105

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:       -127)
     229     -509      -71      -83      429       75     -151     -202       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     17.1      2.0     23.1     55.2     51.4     74.3     48.6     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9       13        4        9       15       22       29
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,319
COMMITMENTS
   1,928    1,906      236    1,972    4,096    4,136    6,238    4,183    2,081

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        558)
      73       -8      215      157      201      445      408      113      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     22.9      2.8     23.7     49.2     49.7     75.0     50.3     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10       14        4        8       13       22       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      303,804
COMMITMENTS
  77,855   27,490   35,095  130,426  157,332  243,376  219,917   60,428   83,887

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     11,566)
  11,778    2,041     -403     -965    8,922   10,410   10,560    1,156    1,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      9.0     11.6     42.9     51.8     80.1     72.4     19.9     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     121       79       85       76      114      253      243
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      292,238
COMMITMENTS
  66,077   25,449   35,498  131,391  148,410  232,966  209,357   59,272   82,881

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     30,416)
  15,356    1,188    5,642    2,628   16,913   23,626   23,743    6,790    6,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6      8.7     12.1     45.0     50.8     79.7     71.6     20.3     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     116       70       81       81      104      250      223
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,170
COMMITMENTS
  12,004    1,789      821        0      777   12,825    3,387    3,345   12,783

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        768)
     107     -311      362        0       52      469      103      299      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.2     11.1      5.1      0.0      4.8     79.3     20.9     20.7     79.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      12        8        7        0        3       15       15
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,402
COMMITMENTS
  11,897    2,100      459        0      725   12,356    3,284    3,046   12,118

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.2     13.6      3.0      0.0      4.7     80.2     21.3     19.8     78.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      13        5        7        0        3       16       12
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      138,455
COMMITMENTS
  26,124   10,860   16,917   71,253   98,145  114,294  125,922   24,161   12,533

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      3,170)
   1,125   -3,047    3,389   -1,491    1,977    3,023    2,319      147      851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      7.8     12.2     51.5     70.9     82.5     90.9     17.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      54       22       34       41       42      111       91
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      135,285
COMMITMENTS
  24,999   13,907   13,528   72,744   96,168  111,271  123,603   24,014   11,682

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      7,759)
   4,247   -4,073    1,045      663   12,886    5,955    9,858    1,804   -2,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     10.3     10.0     53.8     71.1     82.2     91.4     17.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      45       27       32       44       44      106       93
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      686,536
COMMITMENTS
 160,021  111,152   11,121  378,395  394,600  549,537  516,873  136,999  169,663

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:    -68,673)
  13,408   -5,660  -14,994  -42,944  -20,394  -44,530  -41,048  -24,143  -27,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     16.2      1.6     55.1     57.5     80.0     75.3     20.0     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      36       36       21       60       78      107      125
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      755,209
COMMITMENTS
 146,613  116,812   26,115  421,339  414,994  594,067  557,921  161,142  197,288

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      2,248)
  -1,093  -11,795     -723   -2,091  -12,576   -3,907  -25,094    6,155   27,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     15.5      3.5     55.8     55.0     78.7     73.9     21.3     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      38       38       21       59       77      108      126
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      144,050
COMMITMENTS
  44,309   13,602   13,316   52,040   95,961  109,665  122,879   34,385   21,171

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      2,297)
   7,002       59   -2,340   -1,942    5,059    2,720    2,778     -423     -481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8      9.4      9.2     36.1     66.6     76.1     85.3     23.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      42       32       33       51       56      122      103
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      141,753
COMMITMENTS
  37,307   13,543   15,656   53,982   90,902  106,945  120,101   34,808   21,652

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     13,607)
  12,089      188      801   -2,901   10,309    9,989   11,298    3,618    2,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      9.6     11.0     38.1     64.1     75.4     84.7     24.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      41       29       34       48       50      120       96
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,737
COMMITMENTS
   3,508    1,018    1,372    1,537    3,995    6,417    6,385    1,320    1,352

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        -75)
    -144       93       91      126     -348       73     -164     -148       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     13.2     17.7     19.9     51.6     82.9     82.5     17.1     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      13       13       11       12       15       33       31
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,812
COMMITMENTS
   3,652      925    1,281    1,411    4,343    6,344    6,549    1,468    1,263

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        900)
     207      253      564      402      -11    1,173      806     -273       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     11.8     16.4     18.1     55.6     81.2     83.8     18.8     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16       10        9       10       14       31       28
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      399,847
COMMITMENTS
 101,027   75,901    2,437  234,867  220,015  338,331  298,353   61,516  101,494

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     23,285)
   6,348    1,262    1,649   12,199   31,121   20,196   34,032    3,089  -10,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     19.0      0.6     58.7     55.0     84.6     74.6     15.4     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      15       18        3       46       46       62       66
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      376,562
COMMITMENTS
  94,679   74,639      788  222,668  188,894  318,135  264,321   58,427  112,241

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      9,015)
  -8,592    2,354   -3,228   26,415   17,230   14,595   16,356   -5,580   -7,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     19.8      0.2     59.1     50.2     84.5     70.2     15.5     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      12       22        4       45       42       59       66
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,942,546
COMMITMENTS
 456,940  436,805  104,493  1132490  984,243  1693923  1525541  248,623  417,005

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:    -20,705)
   8,841   22,468  -10,258   11,599  -20,511   10,182   -8,301  -30,887  -12,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     22.5      5.4     58.3     50.7     87.2     78.5     12.8     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      48       76       38       76      116      146      208
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,963,251
COMMITMENTS
 448,099  414,337  114,751  1120891  1004754  1683741  1533842  279,510  429,409

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:   -222,601)
 -65,504  -24,722  -28,278  -88,234  -98,963 -182,016 -151,963  -40,585  -70,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     21.1      5.8     57.1     51.2     85.8     78.1     14.2     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      44       78       39       81      110      151      201
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,135,365
COMMITMENTS
 173,507  240,614   29,994  739,957  623,258  943,458  893,866  191,907  241,499

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:    -62,734)
  10,496    5,122   -5,218  -76,948  -38,254  -71,670  -38,350    8,936  -24,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     21.2      2.6     65.2     54.9     83.1     78.7     16.9     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      27       47       20       63       81      104      134
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,198,099
COMMITMENTS
 163,011  235,492   35,212  816,905  661,512  1015128  932,216  182,971  265,883

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -72,575)
   6,088  -15,230  -51,409  -23,224  -10,884  -68,545  -77,523   -4,030    4,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     19.7      2.9     68.2     55.2     84.7     77.8     15.3     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      25       54       18       67       82      105      141
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      381,307
COMMITMENTS
  71,300   51,572   64,393  204,122  236,475  339,815  352,440   41,492   28,867

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:    -76,583)
 -27,454   23,375  -38,818   -9,534  -66,204  -75,806  -81,647     -777    5,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     13.5     16.9     53.5     62.0     89.1     92.4     10.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      25       21       32       45       42       88       78
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      457,890
COMMITMENTS
  98,754   28,197  103,211  213,656  302,679  415,621  434,087   42,269   23,803

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      9,677)
 -16,957   -2,196   12,538   10,831    3,155    6,412   13,497    3,265   -3,820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      6.2     22.5     46.7     66.1     90.8     94.8      9.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      28       19       31       49       53       90       92
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       42,498
COMMITMENTS
  12,354    4,777      656   16,669   30,111   29,679   35,544   12,819    6,954

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      2,528)
    -311      226      217      834    1,778      740    2,221    1,788      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     11.2      1.5     39.2     70.9     69.8     83.6     30.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      24       10        2       19       14       44       25
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       39,970
COMMITMENTS
  12,665    4,551      439   15,835   28,333   28,939   33,323   11,031    6,647

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,463)
     731     -360       50   -3,387     -737   -2,606   -1,047    1,143     -416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     11.4      1.1     39.6     70.9     72.4     83.4     27.6     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      23       11        2       19       11       43       23
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       72,584
COMMITMENTS
  12,359   35,572      620   47,365   11,537   60,344   47,729   12,240   24,855

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      3,436)
   1,259      449      125    1,644      772    3,028    1,346      408    2,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     49.0      0.9     65.3     15.9     83.1     65.8     16.9     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      16       34        3       15       12       33       47
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       69,148
COMMITMENTS
  11,100   35,123      495   45,721   10,765   57,316   46,383   11,832   22,765

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      4,532)
   1,096     -460      407      740      670    2,243      617    2,289    3,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     50.8      0.7     66.1     15.6     82.9     67.1     17.1     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      16       35        3       18       13       36       49
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       40,954
COMMITMENTS
   6,168    6,362    1,029   32,911   32,452   40,108   39,843      846    1,111

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -3,779)
    -335     -529      -17   -3,568   -2,921   -3,920   -3,467      141     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     15.5      2.5     80.4     79.2     97.9     97.3      2.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7       19        4       19       23       29       43
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       44,733
COMMITMENTS
   6,503    6,891    1,046   36,479   35,373   44,028   43,310      705    1,423

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      5,002)
     -15      564        0    5,162    4,529    5,147    5,093     -145      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     15.4      2.3     81.5     79.1     98.4     96.8      1.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7       23        4       19       20       29       44
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       13,893
COMMITMENTS
       0    1,547        0   13,879   12,264   13,879   13,811       14       82

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,322)
    -100      442        0    1,411      842    1,311    1,284       11       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.1      0.0     99.9     88.3     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        7        0        6       10        6       17
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,571
COMMITMENTS
     100    1,105        0   12,468   11,422   12,568   12,527        3       44

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,663)
     100      157        0   -1,712   -1,778   -1,612   -1,621      -51      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      8.8      0.0     99.2     90.9    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        7        0        5        9        6       16
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,158
COMMITMENTS
   2,463    1,930      906   13,662   11,506   17,031   14,342    4,127    6,816

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -2,532)
    -824     -137     -223   -1,370   -1,852   -2,417   -2,212     -115     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      9.1      4.3     64.6     54.4     80.5     67.8     19.5     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        6        8       21       15       32       26
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,690
COMMITMENTS
   3,287    2,067    1,129   15,032   13,358   19,448   16,554    4,242    7,136

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        589)
     257       16       44      237      281      538      341       51      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      8.7      4.8     63.5     56.4     82.1     69.9     17.9     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9        7       10       21       17       34       30
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       94,451
COMMITMENTS
  10,333   21,451   19,523   48,904   26,818   78,760   67,792   15,691   26,659

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -4,253)
    -659    3,661   -6,714    2,062   -2,037   -5,311   -5,090    1,058      837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     22.7     20.7     51.8     28.4     83.4     71.8     16.6     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      31       63       57       24       33       97      126
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       98,704
COMMITMENTS
  10,992   17,790   26,237   46,842   28,855   84,071   72,882   14,633   25,822

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      2,697)
    -927    1,543    1,579    2,121      339    2,773    3,461      -76     -764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     18.0     26.6     47.5     29.2     85.2     73.8     14.8     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      35       56       58       20       33       93      129
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,906
COMMITMENTS
     565    1,703      511    1,314      716    2,390    2,930    1,516      976

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:          2)
      31       15      246     -142      -28      135      233     -133     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     43.6     13.1     33.6     18.3     61.2     75.0     38.8     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10       17       10        5        4       22       27
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,904
COMMITMENTS
     534    1,688      265    1,456      744    2,255    2,697    1,649    1,207

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:         -9)
     -71      -20       -6      -52      -38     -129      -64      120       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     43.2      6.8     37.3     19.1     57.8     69.1     42.2     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11       14        5        7        4       21       21
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      141,343
COMMITMENTS
  35,240   16,284   17,943   69,333   71,223  122,516  105,450   18,827   35,893

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -5,824)
  -5,246      123    1,630   -1,106   -5,791   -4,722   -4,038   -1,102   -1,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     11.5     12.7     49.1     50.4     86.7     74.6     13.3     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      57       45       46       63       89      145      165
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      147,167
COMMITMENTS
  40,486   16,161   16,313   70,439   77,014  127,238  109,488   19,929   37,679

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      3,021)
    -356       56    1,596      810    1,994    2,050    3,646      971     -625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     11.0     11.1     47.9     52.3     86.5     74.4     13.5     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      59       39       51       68       98      159      170
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,419
COMMITMENTS
   1,233      501      114    1,096    1,836    2,443    2,451      976      968

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        -90)
     -26      110      -19       92     -125       47      -34     -137      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     14.7      3.3     32.1     53.7     71.5     71.7     28.5     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11       10        5       17       15       31       27
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,509
COMMITMENTS
   1,259      391      133    1,004    1,961    2,396    2,485    1,113    1,024

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        101)
      81      -73        3       62      154      146       84      -45       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     11.1      3.8     28.6     55.9     68.3     70.8     31.7     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11        9        5       15       15       30       25
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       23,298
COMMITMENTS
   9,916    4,512    1,376    7,026    3,305   18,318    9,193    4,980   14,105

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,471)
    -418      372      553      910     -113    1,045      812      426      659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     19.4      5.9     30.2     14.2     78.6     39.5     21.4     60.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      42       29       16       24       36       78       71
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       21,827
COMMITMENTS
  10,334    4,140      823    6,116    3,418   17,273    8,381    4,554   13,446

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -2,681)
    -521      -44     -742   -1,241     -974   -2,504   -1,760     -177     -921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     19.0      3.8     28.0     15.7     79.1     38.4     20.9     61.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      38       27       15       24       36       73       68
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       94,186
COMMITMENTS
   9,675   36,236      595   56,932   36,200   67,202   73,031   26,984   21,155

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:       -514)
    -849   -5,528      -52   -3,678    5,286   -4,579     -294    4,065     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     38.5      0.6     60.4     38.4     71.4     77.5     28.6     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       9       21        4       24       21       35       44
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       94,700
COMMITMENTS
  10,524   41,764      647   60,610   30,914   71,781   73,325   22,919   21,375

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -2,133)
     718     -926       60   -2,788      -29   -2,010     -895     -123   -1,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     44.1      0.7     64.0     32.6     75.8     77.4     24.2     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      11       24        5       29       23       43       49
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       90,020
COMMITMENTS
   1,943   47,255        1   78,431   19,011   80,375   66,267    9,645   23,753

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     20,983)
   1,093    7,006      -52   19,672   12,073   20,713   19,027      270    1,956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     52.5      0.0     87.1     21.1     89.3     73.6     10.7     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2       25        1       22        9       25       34
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       69,037
COMMITMENTS
     850   40,249       53   58,759    6,938   59,662   47,240    9,375   21,797

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -836)
    -912      816       -4     -857     -341   -1,773      471      937   -1,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     58.3      0.1     85.1     10.0     86.4     68.4     13.6     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2       24        2       20        7       23       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      120,880
COMMITMENTS
  80,498    3,240    2,864   27,388  109,555  110,750  115,659   10,130    5,221

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     11,059)
  -3,332     -160    2,225   10,905    7,943    9,798   10,008    1,261    1,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.6      2.7      2.4     22.7     90.6     91.6     95.7      8.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      62       12        6       17       21       82       37
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      109,821
COMMITMENTS
  83,830    3,400      639   16,483  101,612  100,952  105,651    8,869    4,170

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      8,117)
   6,786     -199      299      457    8,364    7,542    8,464      575     -347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.3      3.1      0.6     15.0     92.5     91.9     96.2      8.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      62       12        4       15       18       80       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      101,520
COMMITMENTS
  14,668   23,243      723   62,055   57,244   77,446   81,210   24,074   20,310

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      6,447)
     322   -2,174      -70      566    8,890      818    6,646    5,629     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     22.9      0.7     61.1     56.4     76.3     80.0     23.7     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      10       20        3       25       18       36       40
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       95,073
COMMITMENTS
  14,346   25,417      793   61,489   48,354   76,628   74,564   18,445   20,509

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      8,686)
    -414    3,247      -12    8,865    2,702    8,439    5,937      247    2,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     26.7      0.8     64.7     50.9     80.6     78.4     19.4     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      16       19        2       23       14       40       34
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      185,988
COMMITMENTS
   5,295   42,406      836  151,976  117,037  158,107  160,279   27,881   25,709

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      2,395)
  -1,172  -12,496       12    1,035   16,301     -125    3,817    2,520   -1,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     22.8      0.4     81.7     62.9     85.0     86.2     15.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      10       25        3       29       29       41       55
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      183,593
COMMITMENTS
   6,467   54,902      824  150,941  100,736  158,232  156,462   25,361   27,131

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -429)
  -4,162    5,442        0      713   -9,613   -3,449   -4,171    3,020    3,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     29.9      0.4     82.2     54.9     86.2     85.2     13.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      12       28        3       30       25       44       54
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      193,707
COMMITMENTS
  22,939   40,710      629  125,244  105,308  148,812  146,647   44,895   47,060

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      3,213)
  -1,272   -1,811     -414   21,649   21,407   19,963   19,182  -16,750  -15,969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     21.0      0.3     64.7     54.4     76.8     75.7     23.2     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      23       33        6       32       30       59       65
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      190,494
COMMITMENTS
  24,211   42,521    1,043  103,595   83,901  128,849  127,465   61,645   63,029

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     28,349)
    -420    2,569     -231   11,274   15,378   10,623   17,716   17,726   10,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     22.3      0.5     54.4     44.0     67.6     66.9     32.4     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      30       32        7       31       30       64       66
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       67,930
COMMITMENTS
  15,413    3,191      469   47,302   58,048   63,184   61,708    4,746    6,222

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     12,298)
   5,841        0     -120    7,229   13,078   12,950   12,958     -652     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      4.7      0.7     69.6     85.5     93.0     90.8      7.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        1       12       16       15       19
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       55,632
COMMITMENTS
   9,572    3,191      589   40,073   44,970   50,234   48,750    5,398    6,882

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      5.7      1.1     72.0     80.8     90.3     87.6      9.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        2       14       13       17       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,953,488
COMMITMENTS
 985,910  743,121  1041068  5862761  5599782  7889739  7383971  1063749  1569517

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:    157,720)
 107,091  -22,540  -28,805    6,775  193,525   85,061  142,180   72,659   15,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      8.3     11.6     65.5     62.5     88.1     82.5     11.9     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      59       56       90      128      136      234      241
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,795,768
COMMITMENTS
 878,819  765,661  1069873  5855986  5406257  7804678  7241791  991,090  1553977

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     99,367)
  84,855      489    6,721   15,605  108,010  107,181  115,220   -7,814  -15,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      8.7     12.2     66.6     61.5     88.7     82.3     11.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      56       61       91      130      136      239      243
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      714,795
COMMITMENTS
  58,867   65,478   15,231  493,929  511,733  568,027  592,442  146,768  122,353

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     14,957)
   1,792   -2,977      937   12,928   16,732   15,657   14,692     -700      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      9.2      2.1     69.1     71.6     79.5     82.9     20.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      37       30       20       91       64      141      101
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      699,838
COMMITMENTS
  57,075   68,455   14,294  481,001  495,001  552,370  577,750  147,468  122,088

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -3,759)
  -2,698     -814   -1,575   -9,424      163  -13,697   -2,226    9,938   -1,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      9.8      2.0     68.7     70.7     78.9     82.6     21.1     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      36       29       17       91       61      139       95
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,089,415
COMMITMENTS
 199,117  213,842   27,851  523,077  749,207  750,045  990,900  339,370   98,515

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     24,633)
  10,519   -9,371   11,318    2,705   16,112   24,542   18,059       91    6,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     19.6      2.6     48.0     68.8     68.8     91.0     31.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      49       52       23       57       61      120      122
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,064,782
COMMITMENTS
 188,598  223,213   16,533  520,372  733,095  725,503  972,841  339,279   91,941

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     15,732)
   7,606  -17,949    3,794   23,355   37,131   34,755   22,976  -19,023   -7,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     21.0      1.6     48.9     68.8     68.1     91.4     31.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      44       53       14       57       61      112      117
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       15,651
COMMITMENTS
   1,011    3,707       31    8,851   10,698    9,893   14,436    5,758    1,215

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      3,507)
     286    2,426       12    2,931    1,106    3,229    3,544      278      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     23.7      0.2     56.6     68.4     63.2     92.2     36.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        1       12       14       15       17
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,144
COMMITMENTS
     725    1,281       19    5,920    9,592    6,664   10,892    5,480    1,252

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        629)
       0      -25       19      494     -279      513     -285      116      914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     10.5      0.2     48.7     79.0     54.9     89.7     45.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        1       12       13       14       16
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       32,988
COMMITMENTS
  10,296    3,493      342   18,375   23,557   29,013   27,392    3,975    5,596

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      3,450)
     498   -1,821      198    2,340    4,180    3,036    2,557      414      893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     10.6      1.0     55.7     71.4     88.0     83.0     12.0     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        5        2       16       17       22       24
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       29,538
COMMITMENTS
   9,798    5,314      144   16,035   19,377   25,977   24,835    3,561    4,703

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:         46)
  -1,200     -858      144    1,640    1,534      584      820     -538     -774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     18.0      0.5     54.3     65.6     87.9     84.1     12.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        5        2       15       17       21       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,595
COMMITMENTS
   9,257   11,473       44   36,234   26,450   45,535   37,967   11,060   18,628

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        917)
    -146   -1,494       42     -287      726     -391     -726    1,308    1,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     20.3      0.1     64.0     46.7     80.5     67.1     19.5     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      17       17        2       30       26       47       45
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,678
COMMITMENTS
   9,403   12,967        2   36,521   25,724   45,926   38,693    9,752   16,985

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,221)
   1,833   -4,716       -5     -511      209    1,317   -4,512      -96    5,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     23.3      0.0     65.6     46.2     82.5     69.5     17.5     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      19       17        1       31       28       50       46
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      318,613
COMMITMENTS
  79,870  111,327    7,331  161,474  178,635  248,675  297,293   69,938   21,320

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     11,326)
   8,179     -722      401   -5,504   16,500    3,076   16,179    8,250   -4,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     34.9      2.3     50.7     56.1     78.0     93.3     22.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      58       65       12       46       35      108      108
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      307,287
COMMITMENTS
  71,691  112,049    6,930  166,978  162,135  245,599  281,114   61,688   26,173

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -7,767)
 -18,034   -3,454      761  -23,456    2,331  -40,729     -362   32,962   -7,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     36.5      2.3     54.3     52.8     79.9     91.5     20.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      54       69       10       44       32      104      105
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       87,578
COMMITMENTS
  15,528    2,679      950   51,749   70,369   68,227   73,998   19,351   13,580

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      4,406)
     509   -6,416      886    2,515   11,896    3,910    6,366      496   -1,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      3.1      1.1     59.1     80.4     77.9     84.5     22.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        4        2       21       19       30       23
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       83,172
COMMITMENTS
  15,019    9,095       64   49,234   58,473   64,317   67,632   18,855   15,540

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -2,127)
  -6,920      463       58    5,155   -2,715   -1,707   -2,194     -420       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     10.9      0.1     59.2     70.3     77.3     81.3     22.7     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       10        2       20       13       28       23
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       38,946
COMMITMENTS
   1,049   13,880      445   30,162   19,542   31,656   33,867    7,290    5,079

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,120)
      40      223      338   -1,545      937   -1,167    1,498    2,287     -378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     35.6      1.1     77.4     50.2     81.3     87.0     18.7     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4       13        3       28       28       33       43
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       37,826
COMMITMENTS
   1,009   13,657      107   31,707   18,605   32,823   32,369    5,003    5,457

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,174)
     232      640       -4    1,737       86    1,965      722     -791      452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     36.1      0.3     83.8     49.2     86.8     85.6     13.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4       12        2       28       26       33       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      248,737
COMMITMENTS
  48,958   33,125    3,722  186,146  191,994  238,826  228,841    9,911   19,896

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        990)
  -3,629   -2,395      901    4,489     -214    1,761   -1,708     -771    2,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     13.3      1.5     74.8     77.2     96.0     92.0      4.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      14       38        9       37       48       57       89
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      247,747
COMMITMENTS
  52,587   35,520    2,821  181,657  192,208  237,065  230,549   10,682   17,198

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      5,635)
     916     -509    1,067    3,217    3,162    5,200    3,720      435    1,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     14.3      1.1     73.3     77.6     95.7     93.1      4.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      15       39        7       34       47       54       88
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       52,315
COMMITMENTS
  14,203    6,548    2,608   16,584   26,063   33,395   35,219   18,920   17,096

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     11,401)
     636      992    2,465    3,105    2,600    6,206    6,057    5,195    5,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     12.5      5.0     31.7     49.8     63.8     67.3     36.2     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      30       18        9       22       27       59       47
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,914
COMMITMENTS
  13,567    5,556      143   13,479   23,463   27,189   29,162   13,725   11,752

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,425)
      27     -998       67     -824      639     -730     -292     -695   -1,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     13.6      0.3     32.9     57.3     66.5     71.3     33.5     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      29       13        3       18       28       49       42
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       39,374
COMMITMENTS
   6,993      426    1,978   18,055    2,439   27,026    4,843   12,348   34,531

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     11,040)
    -124     -134    1,875    1,392       40    3,143    1,781    7,897    9,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      1.1      5.0     45.9      6.2     68.6     12.3     31.4     87.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9        2        8       12        4       24       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       28,334
COMMITMENTS
   7,117      560      103   16,663    2,399   23,883    3,062    4,451   25,272

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -996)
     -43      210       61      699        2      717      273   -1,713   -1,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      2.0      0.4     58.8      8.5     84.3     10.8     15.7     89.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        2        3       11        4       21        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       76,138
COMMITMENTS
   4,652    5,728      769   52,834   29,468   58,255   35,965   17,883   40,173

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,612)
     203      -34      170      251    1,405      624    1,541      988       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      7.5      1.0     69.4     38.7     76.5     47.2     23.5     52.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5       14        4       19       29       26       46
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       74,526
COMMITMENTS
   4,449    5,762      599   52,583   28,063   57,631   34,424   16,895   40,102

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,323)
     -17       44      154      950     -406    1,087     -208   -2,410   -1,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      7.7      0.8     70.6     37.7     77.3     46.2     22.7     53.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5       14        3       19       29       26       45
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      121,857
COMMITMENTS
  64,948    7,479    8,640   17,790   94,662   91,378  110,781   30,479   11,076

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      8,499)
  12,191   -2,477      129   -4,731    8,925    7,589    6,577      910    1,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.3      6.1      7.1     14.6     77.7     75.0     90.9     25.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      92       30       27       19       43      119       93
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      113,358
COMMITMENTS
  52,757    9,956    8,511   22,521   85,737   83,789  104,204   29,569    9,154

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      8,139)
  14,231   -3,616     -148   -6,135   12,877    7,948    9,113      191     -974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5      8.8      7.5     19.9     75.6     73.9     91.9     26.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      93       26       27       17       41      116       90
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       99,573
COMMITMENTS
  31,621   13,609   13,710   40,542   59,079   85,873   86,398   13,700   13,175

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      7,320)
   8,294     -226     -671   -2,534    6,730    5,089    5,833    2,231    1,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     13.7     13.8     40.7     59.3     86.2     86.8     13.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      58       52       37       41       45      126      112
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       92,253
COMMITMENTS
  23,327   13,835   14,381   43,076   52,349   80,784   80,565   11,469   11,688

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        312)
   3,233   -2,706     -585   -1,071    5,014    1,577    1,723   -1,265   -1,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     15.0     15.6     46.7     56.7     87.6     87.3     12.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      44       49       32       45       45      110      109
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      252,151
COMMITMENTS
 111,796   72,689   21,766   71,621  138,673  205,183  233,128   46,968   19,023

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -3,844)
  -1,206   -7,348    3,187   -9,120    4,936   -7,139      775    3,295   -4,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     28.8      8.6     28.4     55.0     81.4     92.5     18.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
     101       65       31       41       42      158      126
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      255,995
COMMITMENTS
 113,002   80,037   18,579   80,741  133,737  212,322  232,353   43,673   23,642

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -16,753)
  -1,963    4,581   -1,067  -11,174  -18,641  -14,204  -15,127   -2,549   -1,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1     31.3      7.3     31.5     52.2     82.9     90.8     17.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      98       70       31       41       39      154      129
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,318
COMMITMENTS
   6,988    1,731      339    2,127    9,676    9,454   11,746    2,864      572

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,349)
     329      177      121      212      818      662    1,116      687      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.7     14.1      2.8     17.3     78.6     76.7     95.4     23.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      24        2        5        7        5       36       10
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       10,969
COMMITMENTS
   6,659    1,554      218    1,915    8,858    8,792   10,630    2,177      339

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -124)
     443      462      -25      -15       37      403      474     -527     -598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.7     14.2      2.0     17.5     80.8     80.2     96.9     19.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      23        2        4        7        5       34        9
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       77,011
COMMITMENTS
  16,325    9,421    1,695   39,771   45,286   57,791   56,402   19,220   20,609

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      3,243)
    -815     -143      452      569      729      206    1,038    3,037    2,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     12.2      2.2     51.6     58.8     75.0     73.2     25.0     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      29       22       13       45       42       80       72
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       73,768
COMMITMENTS
  17,140    9,564    1,243   39,202   44,557   57,585   55,364   16,183   18,404

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -633)
     441   -1,945     -480       84    2,658       45      233     -678     -866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     13.0      1.7     53.1     60.4     78.1     75.1     21.9     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      31       20       13       47       42       82       73
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       29,644
COMMITMENTS
   2,480    3,013      946   19,309   15,901   22,735   19,860    6,909    9,784

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -1,336)
     -46       32     -374     -274     -944     -694   -1,286     -642      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     10.2      3.2     65.1     53.6     76.7     67.0     23.3     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8       10        6       19       12       30       25
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       30,980
COMMITMENTS
   2,526    2,981    1,320   19,583   16,845   23,429   21,146    7,551    9,834

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        752)
    -124     -569     -228      738      732      386      -65      366      817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      9.6      4.3     63.2     54.4     75.6     68.3     24.4     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8       10        7       21       14       33       27
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       96,381
COMMITMENTS
  20,413   18,790    6,894   56,950   60,372   84,257   86,056   12,124   10,325

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -1,032)
  -2,677    2,285    1,791     -407   -5,809   -1,293   -1,733      261      701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     19.5      7.2     59.1     62.6     87.4     89.3     12.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      62       59       45       54       45      139      131
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       97,413
COMMITMENTS
  23,090   16,505    5,103   57,357   66,181   85,550   87,789   11,863    9,624

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,537)
    -509    1,877      591    2,408   -3,114    2,490     -646     -953    2,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     16.9      5.2     58.9     67.9     87.8     90.1     12.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      61       49       39       57       47      136      120
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       27,452
COMMITMENTS
   9,516    3,581    1,744   12,239   20,043   23,499   25,368    3,953    2,084

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,090)
     362      363       44      365      314      771      721      319      369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     13.0      6.4     44.6     73.0     85.6     92.4     14.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      44       20       17       21       14       75       42
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,362
COMMITMENTS
   9,154    3,218    1,700   11,874   19,729   22,728   24,647    3,634    1,715

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        658)
     490     -216      629     -446      -60      673      353      -15      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     12.2      6.4     45.0     74.8     86.2     93.5     13.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      48       20       17       21       14       80       41
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      136,319
COMMITMENTS
  25,015   25,968    3,126  100,304  103,271  128,445  132,365    7,874    3,954

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      4,855)
     987    2,126     -335    3,905    3,388    4,557    5,179      298     -324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     19.0      2.3     73.6     75.8     94.2     97.1      5.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      55       46       15       52       37      116       92
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      131,464
COMMITMENTS
  24,028   23,842    3,461   96,399   99,883  123,888  127,186    7,576    4,278

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      3,419)
     842    1,648      550    2,122    1,633    3,514    3,831      -95     -412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     18.1      2.6     73.3     76.0     94.2     96.7      5.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      52       40       18       50       38      113       93
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      361,372
COMMITMENTS
  69,678   85,835   15,182  220,235  222,645  305,095  323,662   56,277   37,710

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -1,655)
   3,948   -5,186    1,503   -6,917   10,660   -1,466    6,977     -189   -8,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     23.8      4.2     60.9     61.6     84.4     89.6     15.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      40       47       28       55       44      116       99
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      363,027
COMMITMENTS
  65,730   91,021   13,679  227,152  211,985  306,561  316,685   56,466   46,342

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      3,301)
   2,245   -6,029   -2,188      370   11,730      427    3,513    2,874     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     25.1      3.8     62.6     58.4     84.4     87.2     15.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      36       47       24       54       43      106       99
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      102,392
COMMITMENTS
  37,109   11,249   11,636   44,924   74,968   93,669   97,853    8,723    4,539

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      7,731)
   4,308      600    1,811      945    5,639    7,064    8,050      667     -319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     11.0     11.4     43.9     73.2     91.5     95.6      8.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     136       40       63       75       92      246      175
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       94,661
COMMITMENTS
  32,801   10,649    9,825   43,979   69,329   86,605   89,803    8,056    4,858

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -379)
    -703       43       38      529     -876     -136     -795     -243      416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     11.2     10.4     46.5     73.2     91.5     94.9      8.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     126       46       64       82       95      242      182
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       35,655
COMMITMENTS
  18,011    1,963    2,719   10,904   28,687   31,634   33,369    4,021    2,286

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      6,357)
     294     -393     -107    5,971    6,261    6,158    5,761      199      596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5      5.5      7.6     30.6     80.5     88.7     93.6     11.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      32        7        7       10        8       48       19
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,298
COMMITMENTS
  17,717    2,356    2,826    4,933   22,426   25,476   27,608    3,822    1,690

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,246)
     922     -189      481       89    1,195    1,492    1,487     -246     -241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.5      8.0      9.6     16.8     76.5     87.0     94.2     13.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      35       12       10       10        5       51       23
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      179,860
COMMITMENTS
  31,097   25,187   23,717   91,599  102,258  146,413  151,162   33,447   28,698

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      4,957)
   7,085   -1,181    4,620   -6,938       26    4,767    3,465      190    1,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     14.0     13.2     50.9     56.9     81.4     84.0     18.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      33       23       29       58       63      109       99
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      174,903
COMMITMENTS
  24,012   26,368   19,097   98,537  102,232  141,646  147,697   33,257   27,206

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -5,087)
   4,574    3,613   -3,127  -10,126   -7,213   -8,679   -6,727    3,592    1,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     15.1     10.9     56.3     58.5     81.0     84.4     19.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      24       21       23       59       60       96       92
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      459,896
COMMITMENTS
  31,758   64,715  143,427  209,469  217,639  384,654  425,781   75,242   34,115

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:    -16,940)
  -6,731  -19,108   -4,176  -10,145    7,809  -21,052  -15,475    4,112   -1,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     14.1     31.2     45.5     47.3     83.6     92.6     16.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      43       57       62       85       71      166      157
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      476,836
COMMITMENTS
  38,489   83,823  147,603  219,614  209,830  405,706  441,256   71,130   35,580

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -9,363)
   3,635    3,946   -2,143   -5,605  -11,144   -4,113   -9,341   -5,250      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     17.6     31.0     46.1     44.0     85.1     92.5     14.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      45       63       61       87       75      165      172
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,632
COMMITMENTS
  11,717    2,717      496   19,084   21,906   31,297   25,119    3,335    9,513

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -1,353)
   3,704     -401     -904   -3,119      398     -319     -907   -1,034     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      7.8      1.4     55.1     63.3     90.4     72.5      9.6     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       15       13       17       15
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       35,985
COMMITMENTS
   8,013    3,118    1,400   22,203   21,508   31,616   26,026    4,369    9,959

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,717)
   1,988        0     -391      -62    1,618    1,535    1,227      182      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      8.7      3.9     61.7     59.8     87.9     72.3     12.1     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       15       14       18       16
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      124,381
COMMITMENTS
   5,840   15,692   18,466   89,255   84,148  113,561  118,306   10,820    6,075

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,331)
  -2,414    3,946    4,094     -355   -3,137    1,325    4,903        6   -3,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     12.6     14.8     71.8     67.7     91.3     95.1      8.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       20       24       23       27
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,050
COMMITMENTS
   8,254   11,746   14,372   89,610   87,285  112,236  113,403   10,814    9,647

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     10,812)
    -302   -2,942   13,104   -3,444     -930    9,358    9,232    1,454    1,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      9.5     11.7     72.8     70.9     91.2     92.2      8.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       18       23       21       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,423
COMMITMENTS
   9,466    6,838      848   36,279   33,230   46,593   40,916    3,830    9,507

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -6,009)
    -976   -2,104        0   -4,504   -2,664   -5,480   -4,768     -529   -1,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     13.6      1.7     71.9     65.9     92.4     81.1      7.6     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       12       11       15       14
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,432
COMMITMENTS
  10,442    8,942      848   40,783   35,894   52,073   45,684    4,359   10,748

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,034)
     726     -368        0      122      124      848     -244      186    1,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     15.8      1.5     72.3     63.6     92.3     81.0      7.7     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        2       12       11       15       14
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,693
COMMITMENTS
   2,132    6,585    3,451   44,363   42,779   49,946   52,815    4,747    1,878

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -2,590)
    -578      272      240   -3,024   -3,712   -3,362   -3,200      772      610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     12.0      6.3     81.1     78.2     91.3     96.6      8.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       16       15       18       18
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,283
COMMITMENTS
   2,710    6,313    3,211   47,387   46,491   53,308   56,015    3,975    1,268

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      2,203)
     560      800     -186    3,473    3,049    3,847    3,663   -1,644   -1,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     11.0      5.6     82.7     81.2     93.1     97.8      6.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       17       15       19       18
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,980
COMMITMENTS
  10,430   13,286    2,766   40,874   35,964   54,070   52,016    3,910    5,964

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -4,774)
   2,502   -4,013     -223   -6,667   -1,912   -4,388   -6,148     -386    1,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     22.9      4.8     70.5     62.0     93.3     89.7      6.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        3       19       19       23       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,754
COMMITMENTS
   7,928   17,299    2,989   47,541   37,876   58,458   58,164    4,296    4,590

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        848)
   1,710       16     -970     -558    1,904      182      950      666     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     27.6      4.8     75.8     60.4     93.2     92.7      6.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        4       23       21       27       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,217
COMMITMENTS
      24        0    1,488   37,645   36,471   39,157   37,959    1,060    2,258

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      2,033)
  -1,624     -240      930    2,707    1,849    2,013    2,539       20     -506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      3.7     93.6     90.7     97.4     94.4      2.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       18       17       19       18
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,184
COMMITMENTS
   1,648      240      558   34,938   34,622   37,144   35,420    1,040    2,764

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -395)
  -1,280      240       62      823     -577     -395     -275        0     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.6      1.5     91.5     90.7     97.3     92.8      2.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       18       18       19       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,538
COMMITMENTS
       0    6,107    3,440   51,836   48,233   55,276   57,780    8,262    5,758

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -1,067)
       0      211      436    1,173    1,497    1,609    2,144   -2,676   -3,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.6      5.4     81.6     75.9     87.0     90.9     13.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       21       18       23       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,605
COMMITMENTS
       0    5,896    3,004   50,663   46,736   53,667   55,636   10,938    8,969

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      2,001)
       0      611       94    3,811    1,264    3,905    1,969   -1,904       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.1      4.6     78.4     72.3     83.1     86.1     16.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       19       19       21       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,796
COMMITMENTS
  33,708   23,212    1,360   28,546   41,731   63,614   66,303    7,182    4,493

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -5,646)
  -1,468     -902      628   -6,346   -6,019   -7,186   -6,293    1,540      647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.6     32.8      1.9     40.3     58.9     89.9     93.7     10.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       16       17       18       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,442
COMMITMENTS
  35,176   24,114      732   34,892   47,750   70,800   72,596    5,642    3,846

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        686)
    -120   -1,340     -600    2,202    2,374    1,482      434     -796      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0     31.5      1.0     45.6     62.5     92.6     95.0      7.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       19       19       21       21
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,490
COMMITMENTS
   4,080    2,310        0   36,762   39,214   40,842   41,524    1,648      966

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      5.4      0.0     86.5     92.3     96.1     97.7      3.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        0       11       17       14       19
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       28,456
COMMITMENTS
   2,280    2,400        0   23,526   24,746   25,806   27,146    2,650    1,310

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      8.4      0.0     82.7     87.0     90.7     95.4      9.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       11       16       13       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,011,954
COMMITMENTS
 236,435   54,025  180,228  577,612  765,954  994,275  1000207   17,679   11,747

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     55,602)
  15,277   -7,770   23,376   18,501   41,260   57,154   56,866   -1,552   -1,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      5.3     17.8     57.1     75.7     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      23       11       29       85       78      119      109
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      956,352
COMMITMENTS
 221,158   61,795  156,852  559,111  724,694  937,121  943,341   19,231   13,011

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -50,858)
  11,259   -8,321  -22,290  -41,150  -22,323  -52,181  -52,934    1,323    2,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      6.5     16.4     58.5     75.8     98.0     98.6      2.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      22        9       28       82       75      115      104
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      143,175
COMMITMENTS
  29,150   50,798   31,526   81,445   59,053  142,121  141,377    1,054    1,798

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      6,588)
   6,284    4,688   -1,863    2,176    3,561    6,597    6,386       -9      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     35.5     22.0     56.9     41.2     99.3     98.7      0.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13        6       17       29       27       47       45
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      136,587
COMMITMENTS
  22,866   46,110   33,389   79,269   55,492  135,524  134,991    1,063    1,596

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -17,815)
  -3,470  -11,565   -2,896  -11,246   -4,046  -17,612  -18,507     -203      692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     33.8     24.4     58.0     40.6     99.2     98.8      0.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12        8       17       29       27       48       45
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       58,403
COMMITMENTS
  14,356    4,243   11,566   32,173   42,292   58,095   58,101      308      302

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,136)
  -2,000    1,200      200    3,040     -204    1,240    1,196     -104      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      7.3     19.8     55.1     72.4     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        5        7       36       32       45       40
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       57,267
COMMITMENTS
  16,356    3,043   11,366   29,133   42,496   56,855   56,905      412      362

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -3,022)
     478    1,943   -2,855     -715   -2,052   -3,092   -2,964       70      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      5.3     19.8     50.9     74.2     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        5        6       33       30       40       37
 
 
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        2,410
COMMITMENTS
   1,060    1,440        0    1,330      870    2,390    2,310       20      100

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     59.8      0.0     55.2     36.1     99.2     95.9      0.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        5        0        9        8       12       13
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       22,103
COMMITMENTS
   4,261      847    1,486   16,356   19,085   22,103   21,418        0      685

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:       -719)
     105     -932      386   -1,210     -305     -719     -851        0      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3      3.8      6.7     74.0     86.3    100.0     96.9      0.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       19       19       23       22
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       22,822
COMMITMENTS
   4,156    1,779    1,100   17,566   19,390   22,822   22,269        0      553

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        298)
     390      898     -388      340     -212      342      298      -44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2      7.8      4.8     77.0     85.0    100.0     97.6      0.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       19       18       23       21
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,783
COMMITMENTS
     174    4,800      772    7,793    3,211    8,739    8,783       44        0

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:       -372)
     -42     -252      -84     -246      -36     -372     -372        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     54.7      8.8     88.7     36.6     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        2       14       11       17       14
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,155
COMMITMENTS
     216    5,052      856    8,039    3,247    9,111    9,155       44        0

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        176)
      44     -250        0       88      426      132      176       44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     55.2      9.4     87.8     35.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        2       13       11       16       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,040
COMMITMENTS
   3,240    2,260    2,000    4,330    4,910    9,570    9,170      470      870

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:       -130)
     100     -620      -20     -490      -40     -410     -680      280      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     22.5     19.9     43.1     48.9     95.3     91.3      4.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        5       13       17       18       22
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,170
COMMITMENTS
   3,140    2,880    2,020    4,820    4,950    9,980    9,850      190      320

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        520)
    -280      -20      200      600      340      520      520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     28.3     19.9     47.4     48.7     98.1     96.9      1.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        5       15       17       20       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,610
COMMITMENTS
   3,150      600    1,130    7,970   10,260   12,250   11,990      360      620

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      2,360)
   1,480      300     -620    1,700    3,200    2,560    2,880     -200     -520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      4.8      9.0     63.2     81.4     97.1     95.1      2.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       19       16       22       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,250
COMMITMENTS
   1,670      300    1,750    6,270    7,060    9,690    9,110      560    1,140

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:         60)
      20     -140      -60      -20      -20      -60     -220      120      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      2.9     17.1     61.2     68.9     94.5     88.9      5.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        3       16       12       19       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      783,546
COMMITMENTS
  92,147   90,772  133,195  496,939  485,653  722,281  709,620   61,265   73,926

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        192)
   8,158  -10,618      -48  -15,297   12,517   -7,187    1,851    7,379   -1,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     11.6     17.0     63.4     62.0     92.2     90.6      7.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      58       91       99       83       93      213      224
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      783,354
COMMITMENTS
  83,989  101,390  133,243  512,236  473,136  729,468  707,769   53,886   75,585

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     20,391)
   3,422    6,504   11,723    4,381   -5,890   19,526   12,337      865    8,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     12.9     17.0     65.4     60.4     93.1     90.4      6.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      51       96       94       81       92      198      224
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,063
COMMITMENTS
   8,078    4,663      365    1,906    7,147   10,349   12,175    2,714      888

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:       -149)
      30      223       26     -377     -151     -321       98      172     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.8     35.7      2.8     14.6     54.7     79.2     93.2     20.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      58       21        5       15       23       76       48
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,212
COMMITMENTS
   8,048    4,440      339    2,283    7,298   10,670   12,077    2,542    1,135

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -467)
     -46      818     -250       91   -1,339     -205     -771     -262      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.9     33.6      2.6     17.3     55.2     80.8     91.4     19.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      58       21        7       18       24       79       50
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,806
COMMITMENTS
   5,913      790      133    1,031    6,700    7,077    7,623    1,729    1,183

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        860)
   1,388     -269     -198     -416    1,177      774      710       86      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.1      9.0      1.5     11.7     76.1     80.4     86.6     19.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      23        6        3        4       17       27       26
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,946
COMMITMENTS
   4,525    1,059      331    1,447    5,523    6,303    6,913    1,643    1,033

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        228)
     -68      -83      216      107      -51      255       82      -27      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.9     13.3      4.2     18.2     69.5     79.3     87.0     20.7     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      20        9        5        6       15       30       27
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      141,590
COMMITMENTS
  29,347    9,171   11,385   87,268  109,061  128,000  129,617   13,590   11,973

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     10,783)
   4,222     -161    3,189      947    6,339    8,358    9,367    2,425    1,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7      6.5      8.0     61.6     77.0     90.4     91.5      9.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      47       24       33       62       74      126      118
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      130,807
COMMITMENTS
  25,125    9,332    8,196   86,321  102,722  119,642  120,250   11,165   10,557

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -13,253)
     175     -801   -3,312   -8,642   -7,746  -11,779  -11,859   -1,474   -1,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2      7.1      6.3     66.0     78.5     91.5     91.9      8.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      39       19       26       59       78      107      115


Updated June 17, 2005