WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   236,106:    35,915     76,299     35,631    129,149     94,558    200,696    206,488:    35,411     29,619
Old  :   192,566:    43,710     74,499     18,411    101,997     75,928    164,118    168,839:    28,448     23,728
Other:    43,540:     3,646     13,240      5,780     27,152     18,630     36,578     37,649:     6,962      5,891
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     9,815:      -281     10,735      1,871      5,707     -3,132      7,297      9,474:     2,518        341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       32.3       15.1       54.7       40.0       85.0       87.5:      15.0       12.5
Old  :     100.0:      22.7       38.7        9.6       53.0       39.4       85.2       87.7:      14.8       12.3
Other:     100.0:       8.4       30.4       13.3       62.4       42.8       84.0       86.5:      16.0       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:       104        112         84         61         70        205        235:
Old  :       301:       112        107         69         56         66        191        220:
Other:       121:        25         40         33         32         47         79         99:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       24.7       42.9       31.2       29.2       22.7       41.2       28.2
Old  :                 33.5       25.4       45.8       32.6       33.5       24.3       44.7       31.0
Other:                 49.2       33.2       58.8       42.6       46.6       28.7       50.5       37.3
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   226,291:    36,196     65,564     33,760    123,442     97,689    193,399    197,013:    32,893     29,278
Old  :   187,236:    42,432     63,385     19,005     97,842     80,495    159,279    162,884:    27,957     24,351
Other:    39,056:     3,478     11,892      5,042     25,600     17,195     34,120     34,129:     4,936      4,927
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     6,493:      -427    -10,928      4,343      2,952     11,410      6,868      4,825:      -375      1,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       29.0       14.9       54.6       43.2       85.5       87.1:      14.5       12.9
Old  :     100.0:      22.7       33.9       10.2       52.3       43.0       85.1       87.0:      14.9       13.0
Other:     100.0:       8.9       30.4       12.9       65.5       44.0       87.4       87.4:      12.6       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:       102        103         81         60         72        203        220:
Old  :       286:       105         98         65         57         67        192        200:
Other:       117:        24         37         33         26         48         70        100:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       26.2       41.8       32.8       27.8       24.1       39.8       29.6
Old  :                 31.0       27.4       43.7       34.4       31.0       26.3       42.0       32.9
Other:                 53.9       31.8       64.4       42.5       50.1       26.5       54.1       35.1
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   769,823:    75,796    199,390    101,444    473,847    304,392    651,087    605,226:   118,736    164,597
Old  :   672,147:    70,022    192,991     88,379    405,160    258,325    563,561    539,695:   108,587    132,453
Other:    97,675:    10,337     10,962      8,502     68,687     46,067     87,526     65,531:    10,149     32,144
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    22,737:     1,804     44,993     -1,728     20,977    -26,791     21,053     16,473:     1,685      6,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       25.9       13.2       61.6       39.5       84.6       78.6:      15.4       21.4
Old  :     100.0:      10.4       28.7       13.1       60.3       38.4       83.8       80.3:      16.2       19.7
Other:     100.0:      10.6       11.2        8.7       70.3       47.2       89.6       67.1:      10.4       32.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       743:       173        212        175        295        257        572        549:
Old  :       728:       169        213        161        286        242        551        524:
Other:       361:        61         65         45         99        185        177        278:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       13.4       24.1       18.1       14.9       10.5       23.9       14.4
Old  :                 15.8       13.4       25.2       18.4       15.8       10.7       24.8       15.1
Other:                 39.3       15.2       47.7       22.0       39.0       12.5       46.9       19.2
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   747,085:    73,993    154,398    103,172    452,870    331,183    630,034    588,752:   117,051    158,333
Old  :   654,587:    70,388    148,599     90,184    385,928    286,495    546,501    525,279:   108,086    129,309
Other:    92,498:     7,481      9,675      9,111     66,942     44,688     83,534     63,474:     8,965     29,025
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    20,569:     4,068    -25,011      8,095      3,427     30,796     15,591     13,880:     4,978      6,689
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       20.7       13.8       60.6       44.3       84.3       78.8:      15.7       21.2
Old  :     100.0:      10.8       22.7       13.8       59.0       43.8       83.5       80.2:      16.5       19.8
Other:     100.0:       8.1       10.5        9.9       72.4       48.3       90.3       68.6:       9.7       31.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       735:       170        189        166        305        274        577        539:
Old  :       721:       169        186        155        298        260        562        514:
Other:       364:        54         62         40         95        199        168        282:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.5       15.4       23.7       20.6       14.5       11.9       23.4       16.1
Old  :                 15.1       16.0       24.8       21.3       15.1       12.6       23.9       17.2
Other:                 41.0       14.4       49.5       21.3       40.6       11.0       48.2       17.8
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     8,881:     2,753        246        434      1,248      5,513      4,435      6,193:     4,446      2,688
Old  :     8,428:     2,722        268        346      1,188      5,403      4,256      6,017:     4,172      2,411
Other:       453:        66         13         53         60        110        179        176:       274        277
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,115:       951       -345          0       -338        666        613        321:       502        795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0        2.8        4.9       14.0       62.1       49.9       69.7:      50.1       30.3
Old  :     100.0:      32.3        3.2        4.1       14.1       64.1       50.5       71.4:      49.5       28.6
Other:     100.0:      14.6        2.8       11.8       13.2       24.3       39.6       38.9:      60.4       61.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        21          4          7          9         14         32         23:
Old  :        39:        21          4          7          9         14         32         23:
Other:        11:         4          2          5          2          4          8          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       42.8       30.2       55.1       16.5       37.5       23.4       45.4
Old  :                 22.1       44.0       31.1       56.8       17.4       38.5       24.7       47.1
Other:                 32.8       32.0       39.6       38.7       27.1       25.1       27.4       26.7
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     7,766:     1,802        591        434      1,586      4,848      3,822      5,873:     3,944      1,893
Old  :     7,489:     1,771        601        393      1,564      4,732      3,727      5,726:     3,761      1,763
Other:       277:        45          4         27         22        116         95        147:       183        130
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :        56:       555        -77        -29       -531        151         -6         45:        61         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        7.6        5.6       20.4       62.4       49.2       75.6:      50.8       24.4
Old  :     100.0:      23.6        8.0        5.2       20.9       63.2       49.8       76.5:      50.2       23.5
Other:     100.0:      16.3        1.3        9.9        7.9       41.8       34.1       53.0:      65.9       47.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        18          5          7         13         12         32         23:
Old  :        37:        17          6          7         13         12         32         23:
Other:        11:         3          2          3          2          6          6         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       47.1       29.4       59.6       15.1       42.3       22.9       52.7
Old  :                 20.3       47.4       30.2       60.3       15.6       42.5       23.6       53.3
Other:                 32.1       45.8       34.1       52.2       20.0       37.3       20.0       38.8
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   339,277:    28,848     78,952     74,918    179,319    121,520    283,085    275,391:    56,193     63,887
Old  :   315,707:    28,342     82,244     66,086    171,063    109,235    265,491    257,565:    50,216     58,142
Other:    23,570:     6,906      3,107      2,433      8,255     12,285     17,594     17,825:     5,977      5,745
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    26,906:       290     23,063      4,796     14,292     -4,594     19,378     23,265:     7,527      3,641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       23.3       22.1       52.9       35.8       83.4       81.2:      16.6       18.8
Old  :     100.0:       9.0       26.1       20.9       54.2       34.6       84.1       81.6:      15.9       18.4
Other:     100.0:      29.3       13.2       10.3       35.0       52.1       74.6       75.6:      25.4       24.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       453:       108        181        143        121        130        322        371:
Old  :       448:       109        183        124        120        121        305        355:
Other:       148:        42         35         20         29         56         81        101:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       20.5       38.6       27.3       19.3        9.5       26.9       13.6
Old  :                 28.7       20.0       40.0       27.2       20.0        8.6       28.2       13.3
Other:                 30.1       42.8       41.6       49.9       26.8       37.9       37.7       44.1
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   312,371:    28,557     55,889     70,122    165,027    126,115    263,706    252,126:    48,665     60,245
Old  :   289,739:    27,627     59,211     61,908    156,807    114,232    246,342    235,350:    43,397     54,388
Other:    22,632:     6,838      2,586      2,307      8,220     11,883     17,364     16,776:     5,269      5,857
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     3,659:    -2,786      2,074      4,157      3,480      1,256      4,851      7,487:    -1,191     -3,828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       17.9       22.4       52.8       40.4       84.4       80.7:      15.6       19.3
Old  :     100.0:       9.5       20.4       21.4       54.1       39.4       85.0       81.2:      15.0       18.8
Other:     100.0:      30.2       11.4       10.2       36.3       52.5       76.7       74.1:      23.3       25.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       428:       111        159        133        116        130        312        343:
Old  :       422:       108        161        119        113        120        296        327:
Other:       141:        40         32         19         28         54         82         91:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       20.1       39.7       27.0       19.2        8.1       26.6       12.0
Old  :                 29.9       19.6       41.4       26.4       19.9        7.0       28.0       11.2
Other:                 30.0       43.6       42.2       51.5       26.7       38.4       38.1       45.4
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   183,059:    14,812     52,969     29,513    113,940     76,312    158,265    158,794:    24,794     24,265
Old  :   165,906:    15,553     53,792     22,123    106,634     67,015    144,311    142,931:    21,595     22,975
Other:    17,153:     3,268      3,185      3,381      7,306      9,297     13,954     15,863:     3,199      1,290
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    13,639:    -1,343     10,326      3,155      9,661     -2,090     11,474     11,392:     2,165      2,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       28.9       16.1       62.2       41.7       86.5       86.7:      13.5       13.3
Old  :     100.0:       9.4       32.4       13.3       64.3       40.4       87.0       86.2:      13.0       13.8
Other:     100.0:      19.0       18.6       19.7       42.6       54.2       81.4       92.5:      18.6        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        29         56         36         53         46        108        124:
Old  :       159:        36         57         34         52         45        107        121:
Other:        45:         9         13         14         20         11         38         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       25.7       35.8       34.3       19.5       19.0       30.1       25.7
Old  :                 25.5       25.6       37.5       34.0       23.7       22.3       35.1       29.6
Other:                 34.5       51.9       50.4       70.2       24.8       46.1       37.5       55.0
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   169,421:    16,155     42,643     26,358    104,279     78,401    146,791    147,402:    22,629     22,018
Old  :   153,708:    16,751     42,934     20,021     97,340     69,689    134,112    132,645:    19,596     21,063
Other:    15,713:     2,641      2,947      3,099      6,939      8,712     12,679     14,758:     3,033        955
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     6,805:       579      3,758       -418      5,843      3,035      6,003      6,375:       801        430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       25.2       15.6       61.6       46.3       86.6       87.0:      13.4       13.0
Old  :     100.0:      10.9       27.9       13.0       63.3       45.3       87.3       86.3:      12.7       13.7
Other:     100.0:      16.8       18.8       19.7       44.2       55.4       80.7       93.9:      19.3        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        32         45         34         52         47        102        116:
Old  :       145:        35         48         29         51         46         99        111:
Other:        43:         8         14         12         19          9         36         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       29.5       35.1       37.8       20.4       23.3       29.9       30.3
Old  :                 26.6       29.2       37.4       37.5       24.6       26.1       34.8       33.8
Other:                 35.2       54.7       51.2       73.9       25.3       47.5       36.5       55.3
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   816,098:   181,462    120,595     84,246    423,812    466,132    689,519    670,973:   126,579    145,125
Old  :   816,098:   181,462    120,595     84,246    423,812    466,132    689,519    670,973:   126,579    145,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    44,155:     4,705     12,003      5,962     29,169     23,489     39,835     41,455:     4,319      2,700
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       14.8       10.3       51.9       57.1       84.5       82.2:      15.5       17.8
Old  :     100.0:      22.2       14.8       10.3       51.9       57.1       84.5       82.2:      15.5       17.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:        45         64         51         84        103        167        180:
Old  :       231:        45         64         51         84        103        167        180:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       15.5       30.3       25.5       16.2       14.2       22.9       21.2
Old  :                 21.7       15.5       30.3       25.5       16.2       14.2       22.9       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   771,943:   176,757    108,592     78,283    394,643    442,642    649,683    629,518:   122,260    142,425
Old  :   771,943:   176,757    108,592     78,283    394,643    442,642    649,683    629,518:   122,260    142,425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    44,707:     7,698      1,299      5,517     21,498     30,416     34,713     37,232:     9,994      7,475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       14.1       10.1       51.1       57.3       84.2       81.5:      15.8       18.5
Old  :     100.0:      22.9       14.1       10.1       51.1       57.3       84.2       81.5:      15.8       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        46         52         42         73         94        145        162:
Old  :       207:        46         52         42         73         94        145        162:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       16.9       30.6       27.2       15.6       15.0       22.2       22.5
Old  :                 22.0       16.9       30.6       27.2       15.6       15.0       22.2       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   178,531:     7,028     38,234     36,798    105,955     77,049    149,781    152,080:    28,750     26,451
Old  :   162,452:    10,580     37,073     28,468     96,848     71,277    135,896    136,818:    26,556     25,633
Other:    16,079:     1,282      5,994      3,495      9,107      5,772     13,885     15,262:     2,195        817
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    12,944:    -6,706     13,620      2,901     17,177     -5,425     13,372     11,097:      -427      1,848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       21.4       20.6       59.3       43.2       83.9       85.2:      16.1       14.8
Old  :     100.0:       6.5       22.8       17.5       59.6       43.9       83.7       84.2:      16.3       15.8
Other:     100.0:       8.0       37.3       21.7       56.6       35.9       86.4       94.9:      13.6        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        29         49         53         58         56        122        143:
Old  :       169:        38         47         51         57         54        121        139:
Other:        61:         7         22         16         28         13         50         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       21.9       39.4       29.3       24.2       11.5       30.4       17.4
Old  :                 27.7       21.4       38.7       29.1       25.4       12.3       32.1       18.9
Other:                 40.3       51.2       55.8       65.6       35.2       38.7       44.0       49.7
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   165,586:    13,734     24,613     33,897     88,778     82,474    136,409    140,983:    29,178     24,603
Old  :   151,368:    17,366     24,045     26,038     80,363     77,588    123,767    127,672:    27,600     23,696
Other:    14,219:     1,180      5,380      3,047      8,414      4,885     12,641     13,312:     1,578        907
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -2,491:     5,767     -7,215     -1,254    -10,467      7,565     -5,954       -904:     3,463     -1,587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       14.9       20.5       53.6       49.8       82.4       85.1:      17.6       14.9
Old  :     100.0:      11.5       15.9       17.2       53.1       51.3       81.8       84.3:      18.2       15.7
Other:     100.0:       8.3       37.8       21.4       59.2       34.4       88.9       93.6:      11.1        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        34         50         53         56         57        129        138:
Old  :       171:        46         47         50         55         57        128        135:
Other:        60:        10         20         14         27         12         49         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       24.7       35.0       33.1       22.6       16.2       28.1       23.6
Old  :                 24.6       24.2       33.6       32.6       23.0       18.2       28.8       26.3
Other:                 46.3       54.7       62.3       68.7       42.5       40.4       51.6       51.3
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     4,669:     1,631      1,434        361      1,209      1,398      3,201      3,193:     1,468      1,476
Old  :     4,651:     1,631      1,435        344      1,209      1,397      3,185      3,176:     1,467      1,475
Other:        18:         2          1         15          0          1         17         17:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       121:         4         32         51        124         70        180        154:       -59        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       30.7        7.7       25.9       29.9       68.6       68.4:      31.4       31.6
Old  :     100.0:      35.1       30.9        7.4       26.0       30.0       68.5       68.3:      31.5       31.7
Other:     100.0:       9.5        6.0       85.0        0.0        5.7       94.5       96.7:       5.5        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        10         10          3         12          8         25         18:
Old  :        33:        10         10          3         12          8         25         18:
Other:         4:         2          1          3          0          1          3          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       38.4       45.9       52.1       29.0       37.6       39.6       48.1
Old  :                 32.1       38.6       45.8       52.0       29.1       37.7       39.7       48.3
Other:                 94.5       96.7       94.5       96.7        9.5       11.7        9.5       11.7
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     4,548:     1,627      1,402        310      1,085      1,328      3,021      3,040:     1,526      1,508
Old  :     4,537:     1,627      1,403        299      1,085      1,327      3,011      3,029:     1,526      1,508
Other:        10:         1          0          9          0          1         10         10:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -345:        86        -28        -50       -127       -306        -91       -383:      -253         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       30.8        6.8       23.9       29.2       66.4       66.8:      33.6       33.2
Old  :     100.0:      35.9       30.9        6.6       23.9       29.2       66.4       66.8:      33.6       33.2
Other:     100.0:      12.5        2.8       87.5        0.0        9.7      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        10         10          3         11          9         24         19:
Old  :        33:        10         10          3         11          9         24         19:
Other:         4:         1          2          3          0          1          3          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       39.1       46.5       51.3       30.3       38.3       42.3       48.5
Old  :                 33.3       39.1       46.5       51.3       30.3       38.4       42.4       48.6
Other:                100.0      100.0      100.0      100.0       12.5       12.5       12.5       12.5
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   296,278:    79,632     88,583      1,458    185,839    148,334    266,929    238,375:    29,348     57,902
Old  :   296,278:    79,632     88,583      1,458    185,839    148,334    266,929    238,375:    29,348     57,902
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    24,067:     6,453        932      1,084     12,531     17,710     20,068     19,726:     3,999      4,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       29.9        0.5       62.7       50.1       90.1       80.5:       9.9       19.5
Old  :     100.0:      26.9       29.9        0.5       62.7       50.1       90.1       80.5:       9.9       19.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        26         56          4         49         70         78        127:
Old  :       175:        26         56          4         49         70         78        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       17.6       44.8       25.9       29.8       17.4       43.7       24.9
Old  :                 30.2       17.6       44.8       25.9       29.8       17.4       43.7       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   272,211:    73,179     87,651        374    173,308    130,624    246,861    218,649:    25,350     53,562
Old  :   272,211:    73,179     87,651        374    173,308    130,624    246,861    218,649:    25,350     53,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    19,731:     5,376      3,308       -151     16,639     12,873     21,864     16,030:    -2,133      3,701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       32.2        0.1       63.7       48.0       90.7       80.3:       9.3       19.7
Old  :     100.0:      26.9       32.2        0.1       63.7       48.0       90.7       80.3:       9.3       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        22         57          2         48         67         71        125:
Old  :       167:        22         57          2         48         67         71        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       14.9       44.9       22.5       30.0       14.9       43.8       22.1
Old  :                 30.1       14.9       44.9       22.5       30.0       14.9       43.8       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 2,143,359:   402,315    344,968    282,674  1,272,592  1,160,932  1,957,581  1,788,574:   185,778    354,785
Old  : 2,143,359:   402,315    344,968    282,674  1,272,592  1,160,932  1,957,581  1,788,574:   185,778    354,785
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :   -22,636:     2,792    -32,284      9,326    -29,593      9,829    -17,475    -13,130:    -5,161     -9,506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       16.1       13.2       59.4       54.2       91.3       83.4:       8.7       16.6
Old  :     100.0:      18.8       16.1       13.2       59.4       54.2       91.3       83.4:       8.7       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       406:        76        110         99        149        200        275        360:
Old  :       406:        76        110         99        149        200        275        360:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       12.0       47.3       20.2       32.5        9.6       39.3       14.5
Old  :                 36.7       12.0       47.3       20.2       32.5        9.6       39.3       14.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 2,165,995:   399,523    377,252    273,349  1,302,185  1,151,103  1,975,056  1,801,704:   190,939    364,291
Old  : 2,165,995:   399,523    377,252    273,349  1,302,185  1,151,103  1,975,056  1,801,704:   190,939    364,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    25,941:     5,718     30,013      9,151     -8,372    -19,444      6,496     19,720:    19,445      6,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       17.4       12.6       60.1       53.1       91.2       83.2:       8.8       16.8
Old  :     100.0:      18.4       17.4       12.6       60.1       53.1       91.2       83.2:       8.8       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       406:        57        122         93        156        206        274        360:
Old  :       406:        57        122         93        156        206        274        360:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       12.1       47.5       19.3       33.1        9.5       40.0       15.1
Old  :                 36.7       12.1       47.5       19.3       33.1        9.5       40.0       15.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,403,075:   337,266    235,001    133,654    857,007    860,263  1,327,926  1,228,918:    75,149    174,158
Old  : 1,403,075:   337,266    235,001    133,654    857,007    860,263  1,327,926  1,228,918:    75,149    174,158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    11,575:     7,096    -14,239      2,233      7,889     29,837     17,219     17,832:    -5,643     -6,256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       16.7        9.5       61.1       61.3       94.6       87.6:       5.4       12.4
Old  :     100.0:      24.0       16.7        9.5       61.1       61.3       94.6       87.6:       5.4       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       319:        61         92         64        100        147        193        271:
Old  :       319:        61         92         64        100        147        193        271:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       16.2       38.4       25.4       17.9       15.3       31.1       22.7
Old  :                 23.4       16.2       38.4       25.4       17.9       15.3       31.1       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,391,500:   330,169    249,240    131,420    849,118    830,426  1,310,707  1,211,086:    80,793    180,414
Old  : 1,391,500:   330,169    249,240    131,420    849,118    830,426  1,310,707  1,211,086:    80,793    180,414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    65,217:    -2,911     -6,296     26,115     59,487     42,517     82,691     62,336:   -17,474      2,882
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       17.9        9.4       61.0       59.7       94.2       87.0:       5.8       13.0
Old  :     100.0:      23.7       17.9        9.4       61.0       59.7       94.2       87.0:       5.8       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:        59         92         64         96        143        188        266:
Old  :       311:        59         92         64         96        143        188        266:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       15.5       41.1       23.8       20.1       14.9       34.2       21.9
Old  :                 24.9       15.5       41.1       23.8       20.1       14.9       34.2       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   505,620:   125,790     41,926    159,282    201,130    288,556    486,202    489,765:    19,418     15,855
Old  :   505,620:   125,790     41,926    159,282    201,130    288,556    486,202    489,765:    19,418     15,855
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    27,677:    15,466      4,120     10,598      5,000     16,407     31,064     31,126:    -3,387     -3,449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        8.3       31.5       39.8       57.1       96.2       96.9:       3.8        3.1
Old  :     100.0:      24.9        8.3       31.5       39.8       57.1       96.2       96.9:       3.8        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        48         28         41         64         63        127        117:
Old  :       153:        48         28         41         64         63        127        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       31.5       48.2       46.0       18.6       24.2       27.4       33.6
Old  :                 32.9       31.5       48.2       46.0       18.6       24.2       27.4       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   477,943:   110,323     37,806    148,684    196,130    272,149    455,137    458,638:    22,805     19,304
Old  :   477,943:   110,323     37,806    148,684    196,130    272,149    455,137    458,638:    22,805     19,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    33,227:     1,062      5,808     19,159     16,129      4,378     36,350     29,345:    -3,123      3,882
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        7.9       31.1       41.0       56.9       95.2       96.0:       4.8        4.0
Old  :     100.0:      23.1        7.9       31.1       41.0       56.9       95.2       96.0:       4.8        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        48         27         40         62         66        125        118:
Old  :       156:        48         27         40         62         66        125        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       31.1       45.1       43.2       18.2       21.8       26.7       31.2
Old  :                 30.3       31.1       45.1       43.2       18.2       21.8       26.7       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    48,335:    14,939      8,772        829     25,848     32,651     41,615     42,252:     6,720      6,083
Old  :    48,335:    14,939      8,772        829     25,848     32,651     41,615     42,252:     6,720      6,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -1,090:    -2,296       -997         10        123       -295     -2,163     -1,281:     1,073        192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       18.1        1.7       53.5       67.6       86.1       87.4:      13.9       12.6
Old  :     100.0:      30.9       18.1        1.7       53.5       67.6       86.1       87.4:      13.9       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        35         17         12         29         14         71         36:
Old  :        87:        35         17         12         29         14         71         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       65.1       52.5       76.4       36.0       64.8       52.5       75.7
Old  :                 36.0       65.1       52.5       76.4       36.0       64.8       52.5       75.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    49,425:    17,235      9,769        819     25,725     32,946     43,778     43,533:     5,647      5,891
Old  :    49,425:    17,235      9,769        819     25,725     32,946     43,778     43,533:     5,647      5,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -2,009:    -2,478        534         22        522       -344     -1,934        212:       -75     -2,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       19.8        1.7       52.0       66.7       88.6       88.1:      11.4       11.9
Old  :     100.0:      34.9       19.8        1.7       52.0       66.7       88.6       88.1:      11.4       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        38         22         13         30         14         76         41:
Old  :        96:        38         22         13         30         14         76         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       64.1       53.2       75.5       36.9       63.9       53.2       74.3
Old  :                 36.9       64.1       53.2       75.5       36.9       63.9       53.2       74.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    66,893:     9,166     21,259      5,759     43,830     30,613     58,756     57,632:     8,138      9,261
Old  :    66,893:     9,166     21,259      5,759     43,830     30,613     58,756     57,632:     8,138      9,261
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     4,463:     1,515      3,318        733      3,440        434      5,688      4,485:    -1,225        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       31.8        8.6       65.5       45.8       87.8       86.2:      12.2       13.8
Old  :     100.0:      13.7       31.8        8.6       65.5       45.8       87.8       86.2:      12.2       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        29         37         21         24         20         65         66:
Old  :       101:        29         37         21         24         20         65         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       56.7       60.8       66.4       41.7       55.3       57.5       61.2
Old  :                 42.3       56.7       60.8       66.4       41.7       55.3       57.5       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    62,430:     7,651     17,941      5,027     40,390     30,179     53,068     53,147:     9,362      9,283
Old  :    62,430:     7,651     17,941      5,027     40,390     30,179     53,068     53,147:     9,362      9,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     9,857:     1,448      4,136      1,276      9,734      5,323     12,458     10,736:    -2,601       -879
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       28.7        8.1       64.7       48.3       85.0       85.1:      15.0       14.9
Old  :     100.0:      12.3       28.7        8.1       64.7       48.3       85.0       85.1:      15.0       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        35         27         22         22         20         64         62:
Old  :        97:        35         27         22         22         20         64         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       58.0       60.1       66.7       44.2       56.0       56.9       62.7
Old  :                 44.7       58.0       60.1       66.7       44.2       56.0       56.9       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    39,897:     1,892     10,337      1,014     36,780     27,239     39,686     38,590:       211      1,307
Old  :    39,897:     1,892     10,337      1,014     36,780     27,239     39,686     38,590:       211      1,307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     4,022:       196      3,942          8      3,937        153      4,141      4,103:      -119        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       25.9        2.5       92.2       68.3       99.5       96.7:       0.5        3.3
Old  :     100.0:       4.7       25.9        2.5       92.2       68.3       99.5       96.7:       0.5        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         4         22          3         17         16         24         38:
Old  :        55:         4         22          3         17         16         24         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       47.2       79.9       71.5       52.1       46.8       79.8       71.0
Old  :                 52.1       47.2       79.9       71.5       52.1       46.8       79.8       71.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    35,875:     1,696      6,395      1,006     32,843     27,086     35,545     34,487:       330      1,388
Old  :    35,875:     1,696      6,395      1,006     32,843     27,086     35,545     34,487:       330      1,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -380:       148        -69          0       -520       -331       -372       -400:        -8         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       17.8        2.8       91.5       75.5       99.1       96.1:       0.9        3.9
Old  :     100.0:       4.7       17.8        2.8       91.5       75.5       99.1       96.1:       0.9        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         4         21          2         17         15         23         36:
Old  :        53:         4         21          2         17         15         23         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.4       51.8       79.0       72.0       52.4       51.2       78.9       71.4
Old  :                 52.4       51.8       79.0       72.0       52.4       51.2       78.9       71.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    13,463:         0      1,747          0     13,451     11,252     13,451     12,999:        12        464
Old  :    13,463:         0      1,747          0     13,451     11,252     13,451     12,999:        12        464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       197:         0        193          0        197          0        197        193:         0          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       13.0        0.0       99.9       83.6       99.9       96.6:       0.1        3.4
Old  :     100.0:       0.0       13.0        0.0       99.9       83.6       99.9       96.6:       0.1        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          7          0          8         10          8         17:
Old  :        24:         0          7          0          8         10          8         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.0       73.7       99.9       84.9       84.0       70.9       97.1       82.1
Old  :                 84.0       73.7       99.9       84.9       84.0       70.9       97.1       82.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    13,266:         0      1,554          0     13,254     11,252     13,254     12,806:        12        460
Old  :    13,266:         0      1,554          0     13,254     11,252     13,254     12,806:        12        460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -333:      -500       -135          0        176       -190       -324       -325:        -9         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.7        0.0       99.9       84.8       99.9       96.5:       0.1        3.5
Old  :     100.0:       0.0       11.7        0.0       99.9       84.8       99.9       96.5:       0.1        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          7          0          8         10          8         17:
Old  :        24:         0          7          0          8         10          8         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.8       74.8       99.9       85.6       83.8       72.0       97.0       82.8
Old  :                 83.8       74.8       99.9       85.6       83.8       72.0       97.0       82.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    31,115:     2,639      2,201      4,909     20,086     19,134     27,633     26,244:     3,482      4,871
Old  :    31,115:     2,639      2,201      4,909     20,086     19,134     27,633     26,244:     3,482      4,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     2,230:       706        335        481        929      1,072      2,116      1,887:       114        343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        7.1       15.8       64.6       61.5       88.8       84.3:      11.2       15.7
Old  :     100.0:       8.5        7.1       15.8       64.6       61.5       88.8       84.3:      11.2       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        26          7         18         35         39         65         60:
Old  :        89:        26          7         18         35         39         65         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       28.3       55.2       43.3       42.5       27.5       48.0       40.3
Old  :                 43.4       28.3       55.2       43.3       42.5       27.5       48.0       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    28,885:     1,932      1,866      4,428     19,157     18,062     25,517     24,357:     3,368      4,529
Old  :    28,885:     1,932      1,866      4,428     19,157     18,062     25,517     24,357:     3,368      4,529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     2,659:       -16        314        487      1,565      1,850      2,036      2,652:       623          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        6.5       15.3       66.3       62.5       88.3       84.3:      11.7       15.7
Old  :     100.0:       6.7        6.5       15.3       66.3       62.5       88.3       84.3:      11.7       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        23          4         15         34         41         58         59:
Old  :        83:        23          4         15         34         41         58         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       27.7       57.4       42.6       43.7       27.0       49.6       39.6
Old  :                 44.8       27.7       57.4       42.6       43.7       27.0       49.6       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   109,831:    31,048      3,119     19,857     37,168     49,918     88,073     72,894:    21,757     36,936
Old  :   108,973:    31,201      3,119     19,697     36,836     49,764     87,734     72,580:    21,238     36,392
Other:       858:         7        160          0        332        154        339        314:       519        544
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :        86:       513       -188       -107     -1,563        385     -1,157         89:     1,242         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        2.8       18.1       33.8       45.4       80.2       66.4:      19.8       33.6
Old  :     100.0:      28.6        2.9       18.1       33.8       45.7       80.5       66.6:      19.5       33.4
Other:     100.0:       0.8       18.6        0.0       38.7       17.9       39.5       36.6:      60.5       63.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        66         22         51         31         34        136         91:
Old  :       155:        66         22         51         30         34        135         91:
Other:         9:         1          1          0          5          3          6          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       25.0       31.8       34.7       21.6       24.5       30.6       32.4
Old  :                 21.9       25.2       32.0       35.0       21.8       24.8       30.9       32.9
Other:                 38.1       36.6       39.5       36.6       36.0       34.5       37.4       34.5
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   109,745:    30,535      3,308     19,965     38,731     49,533     89,230     72,805:    20,515     36,940
Old  :   108,994:    30,688      3,308     19,805     38,456     49,385     88,948     72,497:    20,046     36,497
Other:       751:         7        160          0        275        148        282        308:       469        443
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -1,306:     2,392     -1,965     -1,468     -1,179      3,632       -256        199:    -1,051     -1,505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        3.0       18.2       35.3       45.1       81.3       66.3:      18.7       33.7
Old  :     100.0:      28.2        3.0       18.2       35.3       45.3       81.6       66.5:      18.4       33.5
Other:     100.0:       0.9       21.3        0.0       36.6       19.7       37.5       41.0:      62.5       59.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        67         21         50         31         36        131         92:
Old  :       153:        67         21         50         30         36        130         92:
Other:         9:         1          1          0          4          4          5          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       25.3       33.1       33.8       22.9       24.6       32.3       31.6
Old  :                 23.2       25.4       33.3       34.0       23.1       24.9       32.5       31.9
Other:                 36.6       40.5       37.5       41.0       34.2       38.6       35.2       38.6
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     2,092:       375        480        124        921        403      1,420      1,007:       672      1,085
Old  :     2,092:       375        480        124        921        403      1,420      1,007:       672      1,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :        27:      -137       -126        -17        136         34        -18       -109:        45        136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       22.9        5.9       44.0       19.3       67.9       48.1:      32.1       51.9
Old  :     100.0:      17.9       22.9        5.9       44.0       19.3       67.9       48.1:      32.1       51.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         4         13          6          7          3         17         16:
Old  :        25:         4         13          6          7          3         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       27.4       59.9       37.7       47.6       24.3       55.9       30.7
Old  :                 48.2       27.4       59.9       37.7       47.6       24.3       55.9       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     2,065:       512        606        141        785        369      1,438      1,116:       627        949
Old  :     2,065:       512        606        141        785        369      1,438      1,116:       627        949
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :         9:        73         60        -18        -89         18        -34         60:        43        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       29.3        6.8       38.0       17.9       69.6       54.0:      30.4       46.0
Old  :     100.0:      24.8       29.3        6.8       38.0       17.9       69.6       54.0:      30.4       46.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         7         16          6          7          3         20         19:
Old  :        31:         7         16          6          7          3         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       26.2       56.2       39.4       42.2       23.2       53.0       31.7
Old  :                 42.2       26.2       56.2       39.4       42.2       23.2       53.0       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   162,583:    45,402      7,979     33,327     64,131     79,339    142,861    120,645:    19,723     41,938
Old  :   162,583:    45,402      7,979     33,327     64,131     79,339    142,861    120,645:    19,723     41,938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :        47:     1,602        178      1,513     -2,845     -1,883        270       -192:      -223        239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        4.9       20.5       39.4       48.8       87.9       74.2:      12.1       25.8
Old  :     100.0:      27.9        4.9       20.5       39.4       48.8       87.9       74.2:      12.1       25.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        62         28         49         68        106        154        167:
Old  :       214:        62         28         49         68        106        154        167:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       11.3       36.1       20.6       18.1        8.7       30.4       14.7
Old  :                 21.2       11.3       36.1       20.6       18.1        8.7       30.4       14.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   162,536:    43,800      7,801     31,814     66,977     81,222    142,591    120,836:    19,946     41,700
Old  :   162,536:    43,800      7,801     31,814     66,977     81,222    142,591    120,836:    19,946     41,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     9,605:     6,157     -1,345      3,290     -2,991       -961      6,455        983:     3,150      8,622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        4.8       19.6       41.2       50.0       87.7       74.3:      12.3       25.7
Old  :     100.0:      26.9        4.8       19.6       41.2       50.0       87.7       74.3:      12.3       25.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        65         25         48         62        100        146        161:
Old  :       207:        65         25         48         62        100        146        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       12.4       37.1       21.5       18.8        9.0       31.2       16.1
Old  :                 21.8       12.4       37.1       21.5       18.8        9.0       31.2       16.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,822:     1,292        644        160        481      1,956      1,933      2,760:     1,889      1,062
Old  :     3,822:     1,292        644        160        481      1,956      1,933      2,760:     1,889      1,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -141:      -137         34        -43        -92        -11       -271        -19:       130       -121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       16.8        4.2       12.6       51.2       50.6       72.2:      49.4       27.8
Old  :     100.0:      33.8       16.8        4.2       12.6       51.2       50.6       72.2:      49.4       27.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        19          5          6         12         20         33         29:
Old  :        45:        19          5          6         12         20         33         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       44.7       29.2       55.4       19.6       44.7       28.6       55.4
Old  :                 20.1       44.7       29.2       55.4       19.6       44.7       28.6       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,962:     1,428        610        203        573      1,967      2,204      2,779:     1,759      1,183
Old  :     3,962:     1,428        610        203        573      1,967      2,204      2,779:     1,759      1,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       117:       212        -18        -33         66        163        245        112:      -128          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       15.4        5.1       14.5       49.6       55.6       70.1:      44.4       29.9
Old  :     100.0:      36.0       15.4        5.1       14.5       49.6       55.6       70.1:      44.4       29.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        20          4          5         13         18         34         26:
Old  :        45:        20          4          5         13         18         34         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       41.8       31.6       52.0       20.1       41.8       30.1       50.9
Old  :                 21.0       41.8       31.6       52.0       20.1       41.8       30.1       50.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    22,537:     6,121        542      4,782      7,146      5,139     18,049     10,463:     4,489     12,075
Old  :    22,537:     6,121        542      4,782      7,146      5,139     18,049     10,463:     4,489     12,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       961:       575       -188        507        -69        222      1,013        541:       -52        421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        2.4       21.2       31.7       22.8       80.1       46.4:      19.9       53.6
Old  :     100.0:      27.2        2.4       21.2       31.7       22.8       80.1       46.4:      19.9       53.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        36         14         27         43         49         94         79:
Old  :       118:        36         14         27         43         49         94         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       12.1       34.4       19.0       18.6        6.0       27.9        9.5
Old  :                 21.4       12.1       34.4       19.0       18.6        6.0       27.9        9.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    21,576:     5,546        731      4,274      7,215      4,917     17,036      9,922:     4,541     11,654
Old  :    21,576:     5,546        731      4,274      7,215      4,917     17,036      9,922:     4,541     11,654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     1,433:       900       -572        440        206        412      1,545        280:      -112      1,153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        3.4       19.8       33.4       22.8       79.0       46.0:      21.0       54.0
Old  :     100.0:      25.7        3.4       19.8       33.4       22.8       79.0       46.0:      21.0       54.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        37         12         25         41         42         88         71:
Old  :       107:        37         12         25         41         42         88         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       11.9       33.8       19.3       18.3        6.1       27.9        9.7
Old  :                 20.5       11.9       33.8       19.3       18.3        6.1       27.9        9.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    86,051:    20,166     14,760      1,860     31,825     51,953     53,852     68,573:    32,199     17,478
Old  :    86,051:    20,166     14,760      1,860     31,825     51,953     53,852     68,573:    32,199     17,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     7,998:       241      4,902        524      7,004      2,114      7,770      7,540:       228        458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       17.2        2.2       37.0       60.4       62.6       79.7:      37.4       20.3
Old  :     100.0:      23.4       17.2        2.2       37.0       60.4       62.6       79.7:      37.4       20.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        19         13          7         23         19         44         37:
Old  :        62:        19         13          7         23         19         44         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       41.9       28.8       55.6       16.1       41.9       27.5       55.3
Old  :                 17.3       41.9       28.8       55.6       16.1       41.9       27.5       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    78,053:    19,925      9,858      1,336     24,821     49,839     46,082     61,033:    31,970     17,020
Old  :    78,053:    19,925      9,858      1,336     24,821     49,839     46,082     61,033:    31,970     17,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -1,271:    -1,070     -2,025       -714      2,373        376        589     -2,364:    -1,860      1,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       12.6        1.7       31.8       63.9       59.0       78.2:      41.0       21.8
Old  :     100.0:      25.5       12.6        1.7       31.8       63.9       59.0       78.2:      41.0       21.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        19         11          5         21         18         41         33:
Old  :        58:        19         11          5         21         18         41         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       42.9       28.0       56.4       15.0       42.9       25.1       56.1
Old  :                 16.6       42.9       28.0       56.4       15.0       42.9       25.1       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    53,036:    11,178     12,317        268     27,306     27,276     38,752     39,861:    14,285     13,175
Old  :    53,036:    11,178     12,317        268     27,306     27,276     38,752     39,861:    14,285     13,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -1,364:      -761        494        155      1,493     -2,378        887     -1,729:    -2,251        365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       23.2        0.5       51.5       51.4       73.1       75.2:      26.9       24.8
Old  :     100.0:      21.1       23.2        0.5       51.5       51.4       73.1       75.2:      26.9       24.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        13          5          4         13          6         26         15:
Old  :        33:        13          5          4         13          6         26         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       54.7       51.9       69.5       36.4       54.6       51.9       69.4
Old  :                 36.4       54.7       51.9       69.5       36.4       54.6       51.9       69.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    54,400:    11,939     11,823        113     25,813     29,654     37,865     41,590:    16,535     12,810
Old  :    54,400:    11,939     11,823        113     25,813     29,654     37,865     41,590:    16,535     12,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     1,939:    -8,187      3,930        -82     13,547     -3,424      5,278        424:    -3,339      1,515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       21.7        0.2       47.5       54.5       69.6       76.5:      30.4       23.5
Old  :     100.0:      21.9       21.7        0.2       47.5       54.5       69.6       76.5:      30.4       23.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        12          5          3         11          7         23         15:
Old  :        32:        12          5          3         11          7         23         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       56.3       50.7       70.5       33.2       56.3       50.7       70.4
Old  :                 33.2       56.3       50.7       70.5       33.2       56.3       50.7       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    72,683:    47,902      5,279        522     14,466     61,835     62,889     67,635:     9,794      5,048
Old  :    72,683:    47,902      5,279        522     14,466     61,835     62,889     67,635:     9,794      5,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     3,256:     9,369     -1,277       -188     -2,921      7,350      6,260      5,885:    -3,004     -2,629
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.9        7.3        0.7       19.9       85.1       86.5       93.1:      13.5        6.9
Old  :     100.0:      65.9        7.3        0.7       19.9       85.1       86.5       93.1:      13.5        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        48          9          1         16         19         65         28:
Old  :        88:        48          9          1         16         19         65         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       56.7       51.7       75.5       36.3       55.8       51.7       74.6
Old  :                 36.3       56.7       51.7       75.5       36.3       55.8       51.7       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    69,427:    38,533      6,556        709     17,387     54,484     56,629     61,750:    12,798      7,677
Old  :    69,427:    38,533      6,556        709     17,387     54,484     56,629     61,750:    12,798      7,677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -5,698:    -4,248     -3,446         69     -4,138     -2,806     -8,316     -6,182:     2,618        484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.5        9.4        1.0       25.0       78.5       81.6       88.9:      18.4       11.1
Old  :     100.0:      55.5        9.4        1.0       25.0       78.5       81.6       88.9:      18.4       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        42         13          3         15         18         58         33:
Old  :        84:        42         13          3         15         18         58         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       58.2       48.9       74.0       34.2       57.3       48.9       73.1
Old  :                 34.2       58.2       48.9       74.0       34.2       57.3       48.9       73.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    66,910:    20,756      2,237        599     21,563     47,502     42,917     50,338:    23,993     16,573
Old  :    66,910:    20,756      2,237        599     21,563     47,502     42,917     50,338:    23,993     16,573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -1,588:    -1,984        873        336       -653     -4,164     -2,301     -2,955:       713      1,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0        3.3        0.9       32.2       71.0       64.1       75.2:      35.9       24.8
Old  :     100.0:      31.0        3.3        0.9       32.2       71.0       64.1       75.2:      35.9       24.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        20          5          4         11         12         33         19:
Old  :        43:        20          5          4         11         12         33         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       48.5       35.8       68.8       24.1       48.5       34.2       65.6
Old  :                 24.4       48.5       35.8       68.8       24.1       48.5       34.2       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    68,499:    22,740      1,364        263     22,216     51,666     45,219     53,293:    23,280     15,206
Old  :    68,499:    22,740      1,364        263     22,216     51,666     45,219     53,293:    23,280     15,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :   -10,535:    -1,152    -10,691     -1,233     -5,655         83     -8,041    -11,841:    -2,494      1,307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2        2.0        0.4       32.4       75.4       66.0       77.8:      34.0       22.2
Old  :     100.0:      33.2        2.0        0.4       32.4       75.4       66.0       77.8:      34.0       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        18          2          2         13         11         31         15:
Old  :        39:        18          2          2         13         11         31         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       53.1       41.6       72.8       28.3       53.1       39.6       69.6
Old  :                 28.3       53.1       41.6       72.8       28.3       53.1       39.6       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   195,746:    39,804     31,770      2,386    108,550    139,736    150,741    173,892:    45,005     21,854
Old  :   195,746:    39,804     31,770      2,386    108,550    139,736    150,741    173,892:    45,005     21,854
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     9,360:     4,881     20,345       -211     -3,961    -10,478        709      9,656:     8,651       -296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       16.2        1.2       55.5       71.4       77.0       88.8:      23.0       11.2
Old  :     100.0:      20.3       16.2        1.2       55.5       71.4       77.0       88.8:      23.0       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        27         14          4         22         21         52         36:
Old  :        70:        27         14          4         22         21         52         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       49.9       54.3       68.8       27.6       43.8       36.7       53.7
Old  :                 43.2       49.9       54.3       68.8       27.6       43.8       36.7       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   186,386:    34,923     11,426      2,597    112,511    150,214    150,031    164,236:    36,354     22,150
Old  :   186,386:    34,923     11,426      2,597    112,511    150,214    150,031    164,236:    36,354     22,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     4,550:       461        -47       -820      3,478      3,795      3,118      2,929:     1,431      1,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        6.1        1.4       60.4       80.6       80.5       88.1:      19.5       11.9
Old  :     100.0:      18.7        6.1        1.4       60.4       80.6       80.5       88.1:      19.5       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        31         13          6         20         21         54         37:
Old  :        71:        31         13          6         20         21         54         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       58.5       58.7       72.1       31.7       45.1       39.5       53.8
Old  :                 47.8       58.5       58.7       72.1       31.7       45.1       39.5       53.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   167,940:    28,839     14,759     21,882     50,868     73,986    101,589    110,626:    66,351     57,314
Old  :   167,940:    28,839     14,759     21,882     50,868     73,986    101,589    110,626:    66,351     57,314
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -7,313:    -4,480        623      4,136      6,077     -4,660      5,733         99:   -13,047     -7,412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        8.8       13.0       30.3       44.1       60.5       65.9:      39.5       34.1
Old  :     100.0:      17.2        8.8       13.0       30.3       44.1       60.5       65.9:      39.5       34.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        32         23         25         31         23         72         62:
Old  :        89:        32         23         25         31         23         72         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       26.1       23.8       40.7       13.9       24.2       20.2       32.6
Old  :                 15.0       26.1       23.8       40.7       13.9       24.2       20.2       32.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   175,253:    33,319     14,136     17,745     44,791     78,646     95,855    110,527:    79,397     64,726
Old  :   175,253:    33,319     14,136     17,745     44,791     78,646     95,855    110,527:    79,397     64,726
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :   -12,477:    -6,844    -15,886     -8,614     -1,604      3,136    -17,061    -21,363:     4,584      8,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        8.1       10.1       25.6       44.9       54.7       63.1:      45.3       36.9
Old  :     100.0:      19.0        8.1       10.1       25.6       44.9       54.7       63.1:      45.3       36.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        31         17         22         31         25         71         55:
Old  :        84:        31         17         22         31         25         71         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.3       25.7       20.2       39.5       11.3       23.5       17.7       33.9
Old  :                 12.3       25.7       20.2       39.5       11.3       23.5       17.7       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    50,467:    10,128        700        100     29,271     45,423     39,499     46,223:    10,968      4,244
Old  :    50,467:    10,128        700        100     29,271     45,423     39,499     46,223:    10,968      4,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     3,473:       -82          0          0     -4,566      3,556     -4,648      3,556:     8,121        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        1.4        0.2       58.0       90.0       78.3       91.6:      21.7        8.4
Old  :     100.0:      20.1        1.4        0.2       58.0       90.0       78.3       91.6:      21.7        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         3          1          1         17         26         20         28:
Old  :        35:         3          1          1         17         26         20         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       35.9       60.0       55.0       35.2       32.4       49.3       50.3
Old  :                 39.3       35.9       60.0       55.0       35.2       32.4       49.3       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    46,994:    10,210        700        100     33,837     41,867     44,147     42,667:     2,847      4,327
Old  :    46,994:    10,210        700        100     33,837     41,867     44,147     42,667:     2,847      4,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     2,989:       805        700       -475      1,678      2,113      2,008      2,338:       981        651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        1.5        0.2       72.0       89.1       93.9       90.8:       6.1        9.2
Old  :     100.0:      21.7        1.5        0.2       72.0       89.1       93.9       90.8:       6.1        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          1          1         19         28         22         30:
Old  :        38:         3          1          1         19         28         22         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       36.0       69.8       52.7       43.5       29.5       60.8       44.9
Old  :                 44.3       36.0       69.8       52.7       43.5       29.5       60.8       44.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :10,477,763:   579,218    952,544  2,894,573  6,505,982  5,819,968  9,979,773  9,667,085:   497,989    810,677
Old  :10,477,763:   579,218    952,544  2,894,573  6,505,982  5,819,968  9,979,773  9,667,085:   497,989    810,677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :   -97,224:    35,351    -20,721   -162,411     54,489     78,255    -72,571   -104,877:   -24,653      7,653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        9.1       27.6       62.1       55.5       95.2       92.3:       4.8        7.7
Old  :     100.0:       5.5        9.1       27.6       62.1       55.5       95.2       92.3:       4.8        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       420:        88        107        149        186        204        350        395:
Old  :       420:        88        107        149        186        204        350        395:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       11.7       36.8       21.7       18.3        8.5       27.4       13.1
Old  :                 22.8       11.7       36.8       21.7       18.3        8.5       27.4       13.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :10,574,987:   543,868    973,265  3,056,984  6,451,492  5,741,713 10,052,344  9,771,962:   522,642    803,024
Old  :10,574,987:   543,868    973,265  3,056,984  6,451,492  5,741,713 10,052,344  9,771,962:   522,642    803,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :   736,902:   -48,427    153,490    289,563    446,537    226,975    687,673    670,028:    49,229     66,874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        9.2       28.9       61.0       54.3       95.1       92.4:       4.9        7.6
Old  :     100.0:       5.1        9.2       28.9       61.0       54.3       95.1       92.4:       4.9        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       430:        71        117        149        193        216        357        405:
Old  :       430:        71        117        149        193        216        357        405:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       11.3       36.4       20.6       18.0        8.1       27.3       12.3
Old  :                 22.5       11.3       36.4       20.6       18.0        8.1       27.3       12.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   728,809:    69,976     56,986     36,938    470,446    524,777    577,359    618,701:   151,450    110,108
Old  :   728,809:    69,976     56,986     36,938    470,446    524,777    577,359    618,701:   151,450    110,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -8,878:     5,552     -1,871      1,527        388      1,651      7,467      1,306:   -16,345    -10,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        7.8        5.1       64.5       72.0       79.2       84.9:      20.8       15.1
Old  :     100.0:       9.6        7.8        5.1       64.5       72.0       79.2       84.9:      20.8       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        48         38         52         98         73        178        131:
Old  :       205:        48         38         52         98         73        178        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       29.8       27.8       43.0       18.3       29.7       26.9       42.9
Old  :                 19.0       29.8       27.8       43.0       18.3       29.7       26.9       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   737,687:    64,423     58,857     35,411    470,057    523,126    569,892    617,394:   167,795    120,293
Old  :   737,687:    64,423     58,857     35,411    470,057    523,126    569,892    617,394:   167,795    120,293
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    10,175:     1,516     -2,395      9,304      1,517      4,783     12,337     11,691:    -2,162     -1,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        8.0        4.8       63.7       70.9       77.3       83.7:      22.7       16.3
Old  :     100.0:       8.7        8.0        4.8       63.7       70.9       77.3       83.7:      22.7       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        47         39         51         98         71        174        132:
Old  :       204:        47         39         51         98         71        174        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       29.1       27.7       42.2       18.2       29.0       26.8       42.0
Old  :                 18.9       29.1       27.7       42.2       18.2       29.0       26.8       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  :   864,197:   189,158    126,819     15,244    362,962    643,988    567,363    786,051:   296,834     78,146
Old  :   864,197:   189,158    126,819     15,244    362,962    643,988    567,363    786,051:   296,834     78,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    23,106:   -19,839     11,053       -923     27,139      9,599      6,377     19,729:    16,728      3,376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       14.7        1.8       42.0       74.5       65.7       91.0:      34.3        9.0
Old  :     100.0:      21.9       14.7        1.8       42.0       74.5       65.7       91.0:      34.3        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:        94         83         33         73         73        186        170:
Old  :       287:        94         83         33         73         73        186        170:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       34.9       28.5       48.3       17.0       32.2       26.5       43.7
Old  :                 17.7       34.9       28.5       48.3       17.0       32.2       26.5       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  :   841,091:   208,997    115,767     16,166    335,823    634,389    560,986    766,322:   280,105     74,769
Old  :   841,091:   208,997    115,767     16,166    335,823    634,389    560,986    766,322:   280,105     74,769
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    21,307:     2,262     18,180     -1,898     22,490      3,086     22,854     19,368:    -1,547      1,939
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       13.8        1.9       39.9       75.4       66.7       91.1:      33.3        8.9
Old  :     100.0:      24.8       13.8        1.9       39.9       75.4       66.7       91.1:      33.3        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:       103         75         35         68         74        187        168:
Old  :       287:       103         75         35         68         74        187        168:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       37.1       29.0       50.7       18.1       33.8       27.1       45.4
Old  :                 18.6       37.1       29.0       50.7       18.1       33.8       27.1       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    12,957:     2,055          0          0      8,145     12,111     10,200     12,111:     2,757        846
Old  :    12,957:     2,055          0          0      8,145     12,111     10,200     12,111:     2,757        846
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -114:       128          0          0       -268         88       -140         88:        26       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        0.0        0.0       62.9       93.5       78.7       93.5:      21.3        6.5
Old  :     100.0:      15.9        0.0        0.0       62.9       93.5       78.7       93.5:      21.3        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         8          0          0         23         18         31         18:
Old  :        48:         8          0          0         23         18         31         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       44.5       44.4       72.4       26.2       44.5       44.4       72.4
Old  :                 26.2       44.5       44.4       72.4       26.2       44.5       44.4       72.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    13,071:     1,927          0          0      8,413     12,023     10,340     12,023:     2,731      1,048
Old  :    13,071:     1,927          0          0      8,413     12,023     10,340     12,023:     2,731      1,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -159:       125       -140          0          7        133        132         -7:      -291       -152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        0.0        0.0       64.4       92.0       79.1       92.0:      20.9        8.0
Old  :     100.0:      14.7        0.0        0.0       64.4       92.0       79.1       92.0:      20.9        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         7          0          0         25         18         32         18:
Old  :        48:         7          0          0         25         18         32         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       44.1       44.0       69.7       25.9       44.1       44.0       69.5
Old  :                 25.9       44.1       44.0       69.7       25.9       44.1       44.0       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    25,266:     1,742      4,353        342     20,581     17,650     22,665     22,345:     2,601      2,921
Old  :    25,266:     1,742      4,353        342     20,581     17,650     22,665     22,345:     2,601      2,921
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -514:       661        594        -20     -1,491       -463       -850        111:       336       -625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       17.2        1.4       81.5       69.9       89.7       88.4:      10.3       11.6
Old  :     100.0:       6.9       17.2        1.4       81.5       69.9       89.7       88.4:      10.3       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         4          7          2         24         22         29         30:
Old  :        51:         4          7          2         24         22         29         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       41.6       67.3       62.9       48.7       37.6       61.7       55.5
Old  :                 51.5       41.6       67.3       62.9       48.7       37.6       61.7       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    25,780:     1,081      3,759        362     22,072     18,113     23,515     22,234:     2,265      3,546
Old  :    25,780:     1,081      3,759        362     22,072     18,113     23,515     22,234:     2,265      3,546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     2,191:      -911       -366         73      3,118      2,535      2,280      2,242:       -89        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       14.6        1.4       85.6       70.3       91.2       86.2:       8.8       13.8
Old  :     100.0:       4.2       14.6        1.4       85.6       70.3       91.2       86.2:       8.8       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         3          6          2         23         20         28         26:
Old  :        47:         3          6          2         23         20         28         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       40.1       68.0       64.0       49.9       36.4       65.6       59.1
Old  :                 49.9       40.1       68.0       64.0       49.9       36.4       65.6       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    74,830:     8,240     14,644        382     33,759     51,123     42,381     66,148:    32,449      8,681
Old  :    74,830:     8,240     14,644        382     33,759     51,123     42,381     66,148:    32,449      8,681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     2,469:    -4,580        356        171      1,643      1,818     -2,765      2,346:     5,234        123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       19.6        0.5       45.1       68.3       56.6       88.4:      43.4       11.6
Old  :     100.0:      11.0       19.6        0.5       45.1       68.3       56.6       88.4:      43.4       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        27         38          5         53         38         83         78:
Old  :       140:        27         38          5         53         38         83         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       41.9       25.4       56.3       15.8       36.9       22.2       50.1
Old  :                 16.4       41.9       25.4       56.3       15.8       36.9       22.2       50.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    72,360:    12,820     14,287        210     32,116     49,305     45,146     63,802:    27,215      8,558
Old  :    72,360:    12,820     14,287        210     32,116     49,305     45,146     63,802:    27,215      8,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     8,535:    -1,213      3,700         10      4,770      4,638      3,567      8,348:     4,968        187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       19.7        0.3       44.4       68.1       62.4       88.2:      37.6       11.8
Old  :     100.0:      17.7       19.7        0.3       44.4       68.1       62.4       88.2:      37.6       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        34         38          4         52         37         88         77:
Old  :       145:        34         38          4         52         37         88         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       42.0       26.1       55.6       16.4       37.4       23.3       49.1
Old  :                 17.0       42.0       26.1       55.6       16.4       37.4       23.3       49.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   343,640:   121,539     65,104      5,074    183,065    151,723    309,678    221,901:    33,962    121,739
Old  :   343,640:   121,539     65,104      5,074    183,065    151,723    309,678    221,901:    33,962    121,739
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    16,348:      -660     -1,004        125     20,222     11,781     19,688     10,903:    -3,339      5,446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       18.9        1.5       53.3       44.2       90.1       64.6:       9.9       35.4
Old  :     100.0:      35.4       18.9        1.5       53.3       44.2       90.1       64.6:       9.9       35.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        89         64         16         52         43        146        118:
Old  :       234:        89         64         16         52         43        146        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       23.3       50.3       33.0       29.8       21.0       46.1       28.6
Old  :                 34.0       23.3       50.3       33.0       29.8       21.0       46.1       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   327,292:   122,199     66,107      4,949    162,843    139,942    289,991    210,999:    37,301    116,294
Old  :   327,292:   122,199     66,107      4,949    162,843    139,942    289,991    210,999:    37,301    116,294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    19,463:    -4,845     -7,838     -2,986     22,739     -1,717     14,908    -12,541:     4,555     32,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       20.2        1.5       49.8       42.8       88.6       64.5:      11.4       35.5
Old  :     100.0:      37.3       20.2        1.5       49.8       42.8       88.6       64.5:      11.4       35.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        91         68         13         51         42        147        118:
Old  :       237:        91         68         13         51         42        147        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       22.9       49.1       33.0       31.6       19.8       44.8       26.8
Old  :                 35.6       22.9       49.1       33.0       31.6       19.8       44.8       26.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    66,429:    27,749        534        257     15,612     54,534     43,618     55,326:    22,811     11,104
Old  :    66,429:    27,749        534        257     15,612     54,534     43,618     55,326:    22,811     11,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     2,425:     1,255        -51         -4        727      1,385      1,979      1,331:       446      1,094
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8        0.8        0.4       23.5       82.1       65.7       83.3:      34.3       16.7
Old  :     100.0:      41.8        0.8        0.4       23.5       82.1       65.7       83.3:      34.3       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        17          2          1         10         14         28         16:
Old  :        37:        17          2          1         10         14         28         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       51.7       45.1       75.3       30.5       51.5       44.8       74.9
Old  :                 30.9       51.7       45.1       75.3       30.5       51.5       44.8       74.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    64,004:    26,494        585        261     14,885     53,149     41,640     53,995:    22,365     10,009
Old  :    64,004:    26,494        585        261     14,885     53,149     41,640     53,995:    22,365     10,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -4,311:    -5,772     -1,378       -213      3,729     -2,813     -2,256     -4,403:    -2,056         92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4        0.9        0.4       23.3       83.0       65.1       84.4:      34.9       15.6
Old  :     100.0:      41.4        0.9        0.4       23.3       83.0       65.1       84.4:      34.9       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        19          2          1         10         14         30         16:
Old  :        39:        19          2          1         10         14         30         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       50.2       41.9       74.0       27.0       50.1       41.6       73.3
Old  :                 27.4       50.2       41.9       74.0       27.0       50.1       41.6       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    22,623:     2,039      8,170        106     16,485     11,289     18,630     19,565:     3,993      3,058
Old  :    22,623:     2,039      8,170        106     16,485     11,289     18,630     19,565:     3,993      3,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       954:       -41        758         11        841        -11        811        758:       143        196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       36.1        0.5       72.9       49.9       82.3       86.5:      17.7       13.5
Old  :     100.0:       9.0       36.1        0.5       72.9       49.9       82.3       86.5:      17.7       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:         9         20          3         41         23         52         44:
Old  :        85:         9         20          3         41         23         52         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       40.1       37.5       51.0       23.7       36.5       36.4       47.3
Old  :                 23.9       40.1       37.5       51.0       23.7       36.5       36.4       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    21,669:     2,080      7,412         95     15,643     11,300     17,818     18,807:     3,851      2,862
Old  :    21,669:     2,080      7,412         95     15,643     11,300     17,818     18,807:     3,851      2,862
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     1,244:       267      1,761        -16      1,103        -45      1,354      1,700:      -110       -456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       34.2        0.4       72.2       52.1       82.2       86.8:      17.8       13.2
Old  :     100.0:       9.6       34.2        0.4       72.2       52.1       82.2       86.8:      17.8       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        10         18          3         40         22         51         42:
Old  :        84:        10         18          3         40         22         51         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       37.3       38.2       50.7       24.5       37.3       37.9       50.7
Old  :                 24.7       37.3       38.2       50.7       24.5       37.3       37.9       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   142,522:    22,737     17,494      1,153    103,256    108,502    127,146    127,149:    15,376     15,373
Old  :   142,522:    22,737     17,494      1,153    103,256    108,502    127,146    127,149:    15,376     15,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     7,515:     1,998         36        -31     -1,570      4,790        397      4,795:     7,118      2,720
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       12.3        0.8       72.4       76.1       89.2       89.2:      10.8       10.8
Old  :     100.0:      16.0       12.3        0.8       72.4       76.1       89.2       89.2:      10.8       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        21         31          5         38         37         62         70:
Old  :       112:        21         31          5         38         37         62         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       38.3       60.2       54.6       42.7       36.5       53.9       49.0
Old  :                 45.3       38.3       60.2       54.6       42.7       36.5       53.9       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   135,007:    20,739     17,458      1,184    104,826    103,712    126,749    122,354:     8,258     12,653
Old  :   135,007:    20,739     17,458      1,184    104,826    103,712    126,749    122,354:     8,258     12,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    26,479:     7,457      4,138       -177     23,521     18,526     30,801     22,487:    -4,322      3,992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       12.9        0.9       77.6       76.8       93.9       90.6:       6.1        9.4
Old  :     100.0:      15.4       12.9        0.9       77.6       76.8       93.9       90.6:       6.1        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        26         33          5         36         39         65         74:
Old  :       119:        26         33          5         36         39         65         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       40.5       61.7       55.0       42.9       40.5       58.2       53.7
Old  :                 46.2       40.5       61.7       55.0       42.9       40.5       58.2       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    33,528:    12,505      6,652        990     11,274     19,874     24,769     27,516:     8,759      6,012
Old  :    33,528:    12,505      6,652        990     11,274     19,874     24,769     27,516:     8,759      6,012
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,264:       372       -547          8      1,155        907      1,535        368:      -271        896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       19.8        3.0       33.6       59.3       73.9       82.1:      26.1       17.9
Old  :     100.0:      37.3       19.8        3.0       33.6       59.3       73.9       82.1:      26.1       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        40         19          4         26         25         69         47:
Old  :       108:        40         19          4         26         25         69         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       33.3       27.9       48.2       17.0       28.5       26.0       42.0
Old  :                 17.9       33.3       27.9       48.2       17.0       28.5       26.0       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    32,264:    12,133      7,199        982     10,119     18,967     23,234     27,148:     9,030      5,116
Old  :    32,264:    12,133      7,199        982     10,119     18,967     23,234     27,148:     9,030      5,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -862:       192     -1,680         -5       -255      1,451        -68       -234:      -794       -628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       22.3        3.0       31.4       58.8       72.0       84.1:      28.0       15.9
Old  :     100.0:      37.6       22.3        3.0       31.4       58.8       72.0       84.1:      28.0       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        39         17          4         26         24         68         44:
Old  :       102:        39         17          4         26         24         68         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       31.2       27.4       47.7       17.3       28.9       26.4       43.3
Old  :                 18.0       31.2       27.4       47.7       17.3       28.9       26.4       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :   126,468:       299      5,884      2,732     60,970     83,238     64,001     91,854:    62,467     34,614
Old  :   126,468:       299      5,884      2,732     60,970     83,238     64,001     91,854:    62,467     34,614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    10,661:        72       -502       -150      4,616      5,166      4,538      4,514:     6,123      6,147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        4.7        2.2       48.2       65.8       50.6       72.6:      49.4       27.4
Old  :     100.0:       0.2        4.7        2.2       48.2       65.8       50.6       72.6:      49.4       27.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         3         12          3         16         24         21         38:
Old  :        44:         3         12          3         16         24         21         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       55.0       47.8       61.9        6.3       20.2        7.3       24.7
Old  :                 43.1       55.0       47.8       61.9        6.3       20.2        7.3       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :   115,807:       227      6,386      2,882     56,354     78,072     59,463     87,340:    56,344     28,467
Old  :   115,807:       227      6,386      2,882     56,354     78,072     59,463     87,340:    56,344     28,467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     4,524:      -264        286          0     10,346       -988     10,082       -702:    -5,557      5,226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        5.5        2.5       48.7       67.4       51.3       75.4:      48.7       24.6
Old  :     100.0:       0.2        5.5        2.5       48.7       67.4       51.3       75.4:      48.7       24.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         3         14          4         15         24         21         40:
Old  :        46:         3         14          4         15         24         21         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       54.4       48.2       62.6        6.7       20.8        7.7       25.9
Old  :                 43.0       54.4       48.2       62.6        6.7       20.8        7.7       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :   123,268:    42,199      9,187     21,160     25,089     81,537     88,448    111,883:    34,821     11,385
Old  :   123,268:    42,199      9,187     21,160     25,089     81,537     88,448    111,883:    34,821     11,385
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     3,017:        97        565      1,554      1,795      1,156      3,446      3,274:      -429       -258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        7.5       17.2       20.4       66.1       71.8       90.8:      28.2        9.2
Old  :     100.0:      34.2        7.5       17.2       20.4       66.1       71.8       90.8:      28.2        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:       109         18         50         27         38        146         98:
Old  :       174:       109         18         50         27         38        146         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       29.6       24.9       43.0       13.3       25.0       18.8       37.0
Old  :                 17.4       29.6       24.9       43.0       13.3       25.0       18.8       37.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :   120,252:    42,102      8,622     19,606     23,294     80,381     85,001    108,609:    35,250     11,643
Old  :   120,252:    42,102      8,622     19,606     23,294     80,381     85,001    108,609:    35,250     11,643
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     4,343:      -639      4,251      3,150      1,197     -2,588      3,708      4,813:       635       -470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0        7.2       16.3       19.4       66.8       70.7       90.3:      29.3        9.7
Old  :     100.0:      35.0        7.2       16.3       19.4       66.8       70.7       90.3:      29.3        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:       103         22         48         26         36        147         92:
Old  :       172:       103         22         48         26         36        147         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       29.3       24.1       43.6       13.2       25.3       18.5       38.5
Old  :                 16.9       29.3       24.1       43.6       13.2       25.3       18.5       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :    85,442:    23,654      4,648     13,804     34,299     59,212     71,756     77,664:    13,685      7,778
Old  :    85,442:    23,654      4,648     13,804     34,299     59,212     71,756     77,664:    13,685      7,778
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -148:       231        656         46       -707     -1,657       -431       -955:       282        807
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        5.4       16.2       40.1       69.3       84.0       90.9:      16.0        9.1
Old  :     100.0:      27.7        5.4       16.2       40.1       69.3       84.0       90.9:      16.0        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        58         31         33         37         41        111         92:
Old  :       140:        58         31         33         37         41        111         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       45.8       35.8       59.1       20.7       42.8       31.7       52.2
Old  :                 24.0       45.8       35.8       59.1       20.7       42.8       31.7       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :    85,590:    23,423      3,992     13,758     35,006     60,869     72,187     78,619:    13,403      6,971
Old  :    85,590:    23,423      3,992     13,758     35,006     60,869     72,187     78,619:    13,403      6,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -5,489:    -2,754     -1,122       -789     -1,299     -2,560     -4,842     -4,471:      -647     -1,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        4.7       16.1       40.9       71.1       84.3       91.9:      15.7        8.1
Old  :     100.0:      27.4        4.7       16.1       40.9       71.1       84.3       91.9:      15.7        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        65         25         34         36         40        113         89:
Old  :       140:        65         25         34         36         40        113         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       45.7       36.2       59.1       21.2       42.9       31.6       52.8
Old  :                 24.8       45.7       36.2       59.1       21.2       42.9       31.6       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   394,503:   108,842     43,838     97,972    124,695    226,773    331,509    368,584:    62,993     25,919
Old  :   394,503:   108,842     43,838     97,972    124,695    226,773    331,509    368,584:    62,993     25,919
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -1,663:    -1,615      4,549        -57     -2,369     -8,344     -4,041     -3,851:     2,378      2,188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       11.1       24.8       31.6       57.5       84.0       93.4:      16.0        6.6
Old  :     100.0:      27.6       11.1       24.8       31.6       57.5       84.0       93.4:      16.0        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:       133         49         75         41         39        205        139:
Old  :       239:       133         49         75         41         39        205        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       27.2       32.3       44.2       13.6       21.2       18.1       31.1
Old  :                 21.8       27.2       32.3       44.2       13.6       21.2       18.1       31.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   396,165:   110,457     39,289     98,029    127,065    235,117    335,551    372,435:    60,615     23,731
Old  :   396,165:   110,457     39,289     98,029    127,065    235,117    335,551    372,435:    60,615     23,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :   -26,796:   -31,419      7,706      2,433      5,421    -32,419    -23,564    -22,280:    -3,231     -4,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        9.9       24.7       32.1       59.3       84.7       94.0:      15.3        6.0
Old  :     100.0:      27.9        9.9       24.7       32.1       59.3       84.7       94.0:      15.3        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:       135         46         75         40         40        204        138:
Old  :       238:       135         46         75         40         40        204        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       28.4       31.5       45.9       12.9       21.9       17.4       32.9
Old  :                 21.2       28.4       31.5       45.9       12.9       21.9       17.4       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    10,406:     4,724      1,269        248      3,413      8,367      8,385      9,884:     2,021        522
Old  :    10,406:     4,724      1,269        248      3,413      8,367      8,385      9,884:     2,021        522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       482:       -89       -145          3      1,138      1,258      1,052      1,116:      -570       -634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4       12.2        2.4       32.8       80.4       80.6       95.0:      19.4        5.0
Old  :     100.0:      45.4       12.2        2.4       32.8       80.4       80.6       95.0:      19.4        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        15          5          3          4          6         21         13:
Old  :        27:        15          5          3          4          6         21         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       86.8       70.0       92.4       41.5       63.5       48.6       65.7
Old  :                 58.4       86.8       70.0       92.4       41.5       63.5       48.6       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :     9,924:     4,813      1,414        245      2,275      7,109      7,333      8,768:     2,591      1,156
Old  :     9,924:     4,813      1,414        245      2,275      7,109      7,333      8,768:     2,591      1,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       545:       224        -10          1       -331         10       -106          1:       651        544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.5       14.2        2.5       22.9       71.6       73.9       88.4:      26.1       11.6
Old  :     100.0:      48.5       14.2        2.5       22.9       71.6       73.9       88.4:      26.1       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        14          5          3          5          7         22         13:
Old  :        27:        14          5          3          5          7         22         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.2       78.6       61.7       86.5       46.3       69.8       54.0       72.0
Old  :                 52.2       78.6       61.7       86.5       46.3       69.8       54.0       72.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    75,162:    11,112     18,338      7,920     42,014     32,962     61,047     59,220:    14,115     15,942
Old  :    57,735:    11,245     18,051      3,646     32,522     23,771     47,413     45,468:    10,321     12,267
Other:    17,428:     1,677      2,097      2,465      9,492      9,192     13,634     13,753:     3,794      3,675
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     2,182:     1,437        586      1,312     -1,931     -1,111        818        787:     1,364      1,395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       24.4       10.5       55.9       43.9       81.2       78.8:      18.8       21.2
Old  :     100.0:      19.5       31.3        6.3       56.3       41.2       82.1       78.8:      17.9       21.2
Other:     100.0:       9.6       12.0       14.1       54.5       52.7       78.2       78.9:      21.8       21.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        32         34         24         65         58        108        108:
Old  :       148:        34         31         16         63         51        102         93:
Other:        76:         7         17         13         26         40         44         60:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       21.5       33.3       33.0       18.0       15.5       26.1       25.4
Old  :                 25.9       22.4       37.3       35.4       24.6       21.5       34.7       34.4
Other:                 33.0       39.5       50.7       52.2       32.6       34.2       42.9       40.7
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    72,981:     9,675     17,752      6,608     43,946     34,073     60,229     58,434:    12,752     14,547
Old  :    57,320:     9,526     17,509      3,084     35,130     25,256     47,739     45,848:     9,581     11,472
Other:    15,660:     1,454      1,548      2,220      8,816      8,818     12,490     12,586:     3,171      3,075
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -5,357:    -1,491     -9,428        -60     -4,427      3,589     -5,979     -5,900:       622        543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       24.3        9.1       60.2       46.7       82.5       80.1:      17.5       19.9
Old  :     100.0:      16.6       30.5        5.4       61.3       44.1       83.3       80.0:      16.7       20.0
Other:     100.0:       9.3        9.9       14.2       56.3       56.3       79.8       80.4:      20.2       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        27         38         21         66         56        103        106:
Old  :       146:        29         34         13         63         49         96         92:
Other:        72:         8         14         13         23         37         39         57:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       23.1       35.3       35.3       19.0       17.6       28.0       27.4
Old  :                 27.8       25.1       38.6       38.7       26.5       23.8       36.9       36.2
Other:                 34.5       37.6       50.4       51.4       33.8       30.4       42.8       37.4
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    38,302:       266     10,581      2,234     26,872     17,418     29,373     30,233:     8,929      8,069
Old  :    34,449:       991     10,581      1,301     24,147     15,400     26,439     27,281:     8,010      7,168
Other:     3,853:        21        746        188      2,725      2,018      2,934      2,952:       919        902
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,270:       162       -100        146        403        387        711        433:       559        837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7       27.6        5.8       70.2       45.5       76.7       78.9:      23.3       21.1
Old  :     100.0:       2.9       30.7        3.8       70.1       44.7       76.7       79.2:      23.3       20.8
Other:     100.0:       0.6       19.4        4.9       70.7       52.4       76.1       76.6:      23.9       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:         6         22         10         35         27         46         55:
Old  :        69:         7         22          8         34         25         45         51:
Other:        30:         4          4          6         13         15         19         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       26.3       50.3       41.6       27.6       19.2       34.4       28.3
Old  :                 39.4       28.3       51.1       44.0       27.2       21.2       35.2       31.3
Other:                 52.2       45.2       67.6       65.6       45.3       43.1       56.3       55.6
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    37,032:       104     10,681      2,088     26,469     17,031     28,662     29,800:     8,371      7,232
Old  :    34,467:       838     10,698      1,255     24,759     15,894     26,851     27,847:     7,616      6,620
Other:     2,566:        19        735         81      1,711      1,137      1,811      1,953:       755        612
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       132:      -358        -42       -657        961        531        -54       -169:       186        300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3       28.8        5.6       71.5       46.0       77.4       80.5:      22.6       19.5
Old  :     100.0:       2.4       31.0        3.6       71.8       46.1       77.9       80.8:      22.1       19.2
Other:     100.0:       0.7       28.6        3.2       66.7       44.3       70.6       76.1:      29.4       23.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:         6         22          9         35         24         44         52:
Old  :        67:         6         22          7         34         22         43         48:
Other:        29:         4          4          6         10         14         16         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.7       31.8       53.5       46.9       24.4       19.8       31.8       28.8
Old  :                 43.3       33.3       54.9       49.4       24.3       21.3       33.0       31.0
Other:                 48.9       53.1       64.7       68.3       38.3       50.0       51.7       56.9
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :   131,996:    29,130     14,548     32,633     54,498     77,710    116,262    124,891:    15,734      7,105
Old  :   121,292:    28,906     14,259     29,996     47,696     70,278    106,598    114,533:    14,694      6,759
Other:    10,704:       738        802      2,124      6,802      7,431      9,664     10,358:     1,041        347
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     3,261:       930     -1,718        328      1,525      4,743      2,784      3,354:       477        -93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       11.0       24.7       41.3       58.9       88.1       94.6:      11.9        5.4
Old  :     100.0:      23.8       11.8       24.7       39.3       57.9       87.9       94.4:      12.1        5.6
Other:     100.0:       6.9        7.5       19.8       63.5       69.4       90.3       96.8:       9.7        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:       163         72         96         88         84        291        220:
Old  :       352:       165         70         93         85         84        287        217:
Other:        97:        19         25         35         39         27         80         69:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       28.2       24.7       38.0       15.4       25.1       22.7       32.2
Old  :                 16.8       28.3       25.7       37.9       16.8       25.6       24.7       32.9
Other:                 31.8       41.1       44.6       52.0       25.2       38.8       34.5       48.3
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :   128,736:    28,200     16,266     32,305     52,973     72,967    113,478    121,537:    15,257      7,198
Old  :   118,060:    27,971     16,426     29,557     46,404     65,242    103,932    111,225:    14,127      6,835
Other:    10,676:       924        535      2,053      6,569      7,725      9,546     10,312:     1,130        364
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    15,854:    12,225    -13,629      7,134     -5,953     21,386     13,405     14,891:     2,449        963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       12.6       25.1       41.1       56.7       88.1       94.4:      11.9        5.6
Old  :     100.0:      23.7       13.9       25.0       39.3       55.3       88.0       94.2:      12.0        5.8
Other:     100.0:       8.7        5.0       19.2       61.5       72.4       89.4       96.6:      10.6        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       358:       151         86        102         90         86        291        232:
Old  :       355:       153         84        100         88         84        288        228:
Other:        97:        19         25         32         38         29         77         69:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       27.3       23.3       36.6       14.0       23.3       21.3       29.9
Old  :                 15.3       27.1       24.2       36.4       15.3       23.1       23.2       30.1
Other:                 31.8       43.3       44.8       54.5       25.1       42.7       35.1       51.9
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    63,352:     8,663      2,223     21,531     27,395     38,245     57,588     61,999:     5,764      1,353
Old  :    63,268:     8,687      2,187     21,505     27,331     38,225     57,523     61,917:     5,745      1,352
Other:        84:         1         61          1         64         20         66         83:        18          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,458:    -1,406       -734      1,512      1,490      1,036      1,597      1,815:      -139       -357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        3.5       34.0       43.2       60.4       90.9       97.9:       9.1        2.1
Old  :     100.0:      13.7        3.5       34.0       43.2       60.4       90.9       97.9:       9.1        2.1
Other:     100.0:       1.2       73.3        1.3       75.7       24.1       78.2       98.7:      21.8        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        56         25         38         38         25        113         72:
Old  :       126:        56         26         38         38         25        113         72:
Other:        13:         1          9          2          2          2          5         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       47.4       53.1       63.6       12.0       22.9       15.6       29.6
Old  :                 40.1       47.4       53.2       63.7       12.0       23.0       15.6       29.6
Other:                 78.0       57.5       78.2       91.8       76.6       56.5       76.6       90.5
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    61,894:    10,068      2,956     20,019     25,904     37,209     55,992     60,184:     5,902      1,710
Old  :    61,811:    10,093      2,919     19,994     25,839     37,189     55,926     60,102:     5,886      1,709
Other:        83:         0         61          1         65         20         66         83:        17          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -1,516:    -1,769        236        141        675     -1,437       -953     -1,059:      -563       -456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        4.8       32.3       41.9       60.1       90.5       97.2:       9.5        2.8
Old  :     100.0:      16.3        4.7       32.3       41.8       60.2       90.5       97.2:       9.5        2.8
Other:     100.0:       0.0       74.2        1.3       78.6       24.4       79.9       99.9:      20.1        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        53         24         34         37         25        105         70:
Old  :       120:        53         24         34         37         25        105         70:
Other:        12:         0          9          2          2          2          4         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       46.6       53.7       63.4       14.3       22.9       17.9       30.6
Old  :                 40.6       46.6       53.7       63.5       14.3       23.0       17.9       30.6
Other:                 79.9       58.0       79.9       93.0       78.4       56.9       78.4       91.7
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   129,012:    15,042     12,304     10,067     95,518    104,245    120,627    126,617:     8,385      2,395
Old  :    86,950:    14,773     11,892      9,010     55,498     63,848     79,282     84,751:     7,668      2,199
Other:    42,062:       974      1,118        351     40,019     40,397     41,345     41,866:       717        196
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       455:     1,405        318      1,477     -3,317     -1,592       -435        203:       890        252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        9.5        7.8       74.0       80.8       93.5       98.1:       6.5        1.9
Old  :     100.0:      17.0       13.7       10.4       63.8       73.4       91.2       97.5:       8.8        2.5
Other:     100.0:       2.3        2.7        0.8       95.1       96.0       98.3       99.5:       1.7        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        50         36         39         48         37        117         97:
Old  :       141:        56         34         39         46         37        115         97:
Other:        41:         3         10          5         20         19         26         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       42.0       52.6       58.6       20.5       24.2       26.8       30.9
Old  :                 30.5       34.5       44.4       50.8       27.2       27.8       37.9       41.4
Other:                 69.5       72.8       84.3       86.5       54.8       62.0       65.5       71.7
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   128,556:    13,637     11,987      8,590     98,835    105,837    121,061    126,414:     7,495      2,143
Old  :    88,170:    13,343     11,377      7,721     60,232     67,231     81,296     86,329:     6,874      1,841
Other:    40,386:       813      1,129        349     38,603     38,606     39,765     40,084:       621        302
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -822:    -1,355      5,839        925       -970     -6,990     -1,401       -227:       579       -595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        9.3        6.7       76.9       82.3       94.2       98.3:       5.8        1.7
Old  :     100.0:      15.1       12.9        8.8       68.3       76.3       92.2       97.9:       7.8        2.1
Other:     100.0:       2.0        2.8        0.9       95.6       95.6       98.5       99.3:       1.5        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        45         33         37         47         38        111         95:
Old  :       135:        50         33         37         44         38        108         95:
Other:        41:         4          9          5         21         16         27         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       43.2       53.4       60.0       19.7       25.4       26.2       32.1
Old  :                 32.8       36.1       46.1       53.3       29.7       28.3       39.9       43.0
Other:                 65.0       75.2       82.4       87.0       50.0       63.6       63.9       70.9
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   514,552:   100,216     23,797    114,754    223,237    335,692    438,207    474,243:    76,345     40,309
Old  :   514,552:   100,216     23,797    114,754    223,237    335,692    438,207    474,243:    76,345     40,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -1,555:    -1,268     -3,604     -2,544       -644      4,943     -4,456     -1,205:     2,900       -351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        4.6       22.3       43.4       65.2       85.2       92.2:      14.8        7.8
Old  :     100.0:      19.5        4.6       22.3       43.4       65.2       85.2       92.2:      14.8        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        69         25         59         64         55        158        117:
Old  :       169:        69         25         59         64         55        158        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       30.8       24.2       46.4        9.9       24.7       16.7       33.5
Old  :                 14.8       30.8       24.2       46.4        9.9       24.7       16.7       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   516,107:   101,484     27,401    117,298    223,881    330,749    442,663    475,448:    73,445     40,660
Old  :   516,107:   101,484     27,401    117,298    223,881    330,749    442,663    475,448:    73,445     40,660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :   -41,570:   -28,890      2,935     -8,073      1,736    -41,256    -35,227    -46,394:    -6,343      4,825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        5.3       22.7       43.4       64.1       85.8       92.1:      14.2        7.9
Old  :     100.0:      19.7        5.3       22.7       43.4       64.1       85.8       92.1:      14.2        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        65         37         59         65         57        163        123:
Old  :       179:        65         37         59         65         57        163        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       30.4       24.2       45.7       10.5       24.3       17.4       32.9
Old  :                 14.8       30.4       24.2       45.7       10.5       24.3       17.4       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   141,195:    42,526      9,451     39,688     46,728     85,959    128,943    135,098:    12,252      6,097
Old  :   138,247:    42,594     10,584     37,840     45,922     84,035    126,356    132,459:    11,891      5,788
Other:     2,947:     1,202        137        578        807      1,924      2,587      2,639:       360        308
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,414:     2,249      1,223        464     -1,614       -592      1,099      1,094:       315        320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1        6.7       28.1       33.1       60.9       91.3       95.7:       8.7        4.3
Old  :     100.0:      30.8        7.7       27.4       33.2       60.8       91.4       95.8:       8.6        4.2
Other:     100.0:      40.8        4.6       19.6       27.4       65.3       87.8       89.5:      12.2       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       378:       170         66        115        102        119        318        266:
Old  :       378:       171         69        115        102        119        318        266:
Other:        74:        11         11         18         25         38         46         57:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0       20.8       21.4       32.0       10.4       15.2       17.3       24.6
Old  :                 13.2       21.0       21.7       32.5       10.6       15.6       17.7       25.0
Other:                 42.6       33.8       58.5       47.0       36.4       33.1       48.2       41.2
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   139,781:    40,277      8,228     39,225     48,343     86,552    127,844    134,004:    11,936      5,777
Old  :   136,956:    40,318      9,446     37,416     47,619     84,681    125,353    131,543:    11,603      5,413
Other:     2,825:     1,273         96        494        724      1,871      2,491      2,461:       333        364
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :   -11,574:    -7,768        363     -3,515       -283     -8,108    -11,566    -11,260:        -8       -314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        5.9       28.1       34.6       61.9       91.5       95.9:       8.5        4.1
Old  :     100.0:      29.4        6.9       27.3       34.8       61.8       91.5       96.0:       8.5        4.0
Other:     100.0:      45.1        3.4       17.5       25.6       66.2       88.2       87.1:      11.8       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       381:       171         64        119        106        122        320        275:
Old  :       381:       170         71        119        105        122        319        275:
Other:        74:        13         11         17         23         37         45         56:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       20.8       22.6       32.5       11.0       15.1       18.4       23.9
Old  :                 14.2       21.0       22.9       32.7       11.2       15.4       18.8       24.2
Other:                 45.0       34.5       61.7       47.7       39.9       34.5       52.2       43.2
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    19,419:     3,888     10,232      3,404      9,319      3,467     16,611     17,103:     2,808      2,316
Old  :    19,419:     3,888     10,232      3,404      9,319      3,467     16,611     17,103:     2,808      2,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -725:      -636        179        -95       -198       -563       -929       -479:       204       -246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       52.7       17.5       48.0       17.9       85.5       88.1:      14.5       11.9
Old  :     100.0:      20.0       52.7       17.5       48.0       17.9       85.5       88.1:      14.5       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         3         31         10          6         10         17         44:
Old  :        47:         3         31         10          6         10         17         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.2       36.9       82.4       55.9       61.3       31.8       63.4       47.4
Old  :                 76.2       36.9       82.4       55.9       61.3       31.8       63.4       47.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    20,144:     4,524     10,053      3,499      9,518      4,030     17,540     17,582:     2,604      2,562
Old  :    20,144:     4,524     10,053      3,499      9,518      4,030     17,540     17,582:     2,604      2,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -4,386:      -795     -4,447       -231     -3,356      1,633     -4,382     -3,046:        -4     -1,341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       49.9       17.4       47.2       20.0       87.1       87.3:      12.9       12.7
Old  :     100.0:      22.5       49.9       17.4       47.2       20.0       87.1       87.3:      12.9       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         7         30         11          8          9         22         44:
Old  :        51:         7         30         11          8          9         22         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.7       37.5       79.5       58.9       55.4       33.3       61.4       49.4
Old  :                 67.7       37.5       79.5       58.9       55.4       33.3       61.4       49.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   200,284:    12,250     24,546     38,621    119,911    107,299    170,782    170,465:    29,502     29,819
Old  :   200,284:    12,250     24,546     38,621    119,911    107,299    170,782    170,465:    29,502     29,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     6,535:     1,936         38      1,265      2,456      2,289      5,657      3,592:       878      2,943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       12.3       19.3       59.9       53.6       85.3       85.1:      14.7       14.9
Old  :     100.0:       6.1       12.3       19.3       59.9       53.6       85.3       85.1:      14.7       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        27         31         39         59         71        110        118:
Old  :       134:        27         31         39         59         71        110        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       16.4       38.3       26.0       20.4        8.7       26.8       14.6
Old  :                 27.0       16.4       38.3       26.0       20.4        8.7       26.8       14.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   193,749:    10,314     24,508     37,357    117,455    105,009    165,125    166,874:    28,624     26,875
Old  :   193,749:    10,314     24,508     37,357    117,455    105,009    165,125    166,874:    28,624     26,875
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     4,754:    -1,266       -168      3,158      2,475      2,209      4,367      5,199:       388       -445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       12.6       19.3       60.6       54.2       85.2       86.1:      14.8       13.9
Old  :     100.0:       5.3       12.6       19.3       60.6       54.2       85.2       86.1:      14.8       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        19         32         36         66         71        110        116:
Old  :       131:        19         32         36         66         71        110        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       16.8       37.9       26.1       20.3        8.8       27.0       14.8
Old  :                 26.6       16.8       37.9       26.1       20.3        8.8       27.0       14.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   705,184:    27,468     67,649    271,498    343,666    334,256    642,632    673,404:    62,552     31,781
Old  :   705,184:    27,468     67,649    271,498    343,666    334,256    642,632    673,404:    62,552     31,781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    10,385:     2,053         76      4,545      6,495      7,985     13,093     12,606:    -2,708     -2,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        9.6       38.5       48.7       47.4       91.1       95.5:       8.9        4.5
Old  :     100.0:       3.9        9.6       38.5       48.7       47.4       91.1       95.5:       8.9        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:        49         68         89        106         95        204        209:
Old  :       231:        49         68         89        106         95        204        209:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       21.1       30.0       33.5        4.1        6.0        6.0        9.5
Old  :                 18.6       21.1       30.0       33.5        4.1        6.0        6.0        9.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   694,799:    25,415     67,573    266,953    337,171    326,271    629,540    660,797:    65,260     34,002
Old  :   694,799:    25,415     67,573    266,953    337,171    326,271    629,540    660,797:    65,260     34,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    13,104:    -2,850      5,910      6,993      7,089        481     11,232     13,385:     1,872       -281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        9.7       38.4       48.5       47.0       90.6       95.1:       9.4        4.9
Old  :     100.0:       3.7        9.7       38.4       48.5       47.0       90.6       95.1:       9.4        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        49         61         80        101         91        190        198:
Old  :       218:        49         61         80        101         91        190        198:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       21.9       30.8       34.4        4.0        6.4        5.9       10.0
Old  :                 19.2       21.9       30.8       34.4        4.0        6.4        5.9       10.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    69,270:     3,015      4,708      2,121     59,695     61,223     64,831     68,052:     4,439      1,218
Old  :    69,270:     3,015      4,708      2,121     59,695     61,223     64,831     68,052:     4,439      1,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,063:         0     -1,712          0        711      3,631        711      1,919:       352       -856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        6.8        3.1       86.2       88.4       93.6       98.2:       6.4        1.8
Old  :     100.0:       4.4        6.8        3.1       86.2       88.4       93.6       98.2:       6.4        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         1          1          1         30         25         31         27:
Old  :        36:         1          1          1         30         25         31         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       58.0       64.2       72.3       42.0       53.7       52.1       62.3
Old  :                 43.7       58.0       64.2       72.3       42.0       53.7       52.1       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    68,207:     3,015      6,420      2,121     58,984     57,592     64,120     66,133:     4,087      2,074
Old  :    68,207:     3,015      6,420      2,121     58,984     57,592     64,120     66,133:     4,087      2,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -267:         0          0          0        217     -1,123        217     -1,123:      -484        856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        9.4        3.1       86.5       84.4       94.0       97.0:       6.0        3.0
Old  :     100.0:       4.4        9.4        3.1       86.5       84.4       94.0       97.0:       6.0        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         1          1          1         29         23         30         25:
Old  :        34:         1          1          1         29         23         30         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       57.5       65.3       72.0       42.7       53.0       52.9       61.2
Old  :                 44.5       57.5       65.3       72.0       42.7       53.0       52.9       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    45,053:     5,266      2,464        428     37,120     36,980     42,814     39,872:     2,239      5,181
Old  :    45,053:     5,266      2,464        428     37,120     36,980     42,814     39,872:     2,239      5,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       302:         0          0          0        302        302        302        302:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        5.5        0.9       82.4       82.1       95.0       88.5:       5.0       11.5
Old  :     100.0:      11.7        5.5        0.9       82.4       82.1       95.0       88.5:       5.0       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          1         15         13         17         15:
Old  :        22:         1          2          1         15         13         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       62.5       82.4       77.9       45.8       61.2       73.4       73.1
Old  :                 51.3       62.5       82.4       77.9       45.8       61.2       73.4       73.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    44,751:     5,266      2,464        428     36,818     36,678     42,512     39,570:     2,239      5,181
Old  :    44,751:     5,266      2,464        428     36,818     36,678     42,512     39,570:     2,239      5,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       124:         0          0          0        124        552        124        552:         0       -428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        5.5        1.0       82.3       82.0       95.0       88.4:       5.0       11.6
Old  :     100.0:      11.8        5.5        1.0       82.3       82.0       95.0       88.4:       5.0       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          1         15         13         17         15:
Old  :        22:         1          2          1         15         13         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       62.9       82.0       78.4       45.8       61.7       73.6       73.6
Old  :                 51.6       62.9       82.0       78.4       45.8       61.7       73.6       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    34,607:     3,781      3,635      1,661     25,753     27,884     31,195     33,180:     3,412      1,427
Old  :    34,607:     3,781      3,635      1,661     25,753     27,884     31,195     33,180:     3,412      1,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     3,002:       517      1,336        617      2,050      1,162      3,184      3,115:      -182       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       10.5        4.8       74.4       80.6       90.1       95.9:       9.9        4.1
Old  :     100.0:      10.9       10.5        4.8       74.4       80.6       90.1       95.9:       9.9        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          2          3         21         18         24         22:
Old  :        26:         2          2          3         21         18         24         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       38.8       65.2       61.0       36.3       31.0       52.9       49.2
Old  :                 42.1       38.8       65.2       61.0       36.3       31.0       52.9       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    31,605:     3,264      2,299      1,044     23,703     26,722     28,011     30,065:     3,594      1,540
Old  :    31,605:     3,264      2,299      1,044     23,703     26,722     28,011     30,065:     3,594      1,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     1,558:     1,625        278        -60       -754      1,324        811      1,542:       747         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        7.3        3.3       75.0       84.5       88.6       95.1:      11.4        4.9
Old  :     100.0:      10.3        7.3        3.3       75.0       84.5       88.6       95.1:      11.4        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          2          2         19         16         22         19:
Old  :        25:         2          2          2         19         16         22         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.5       40.9       65.2       63.8       37.1       33.3       53.6       54.1
Old  :                 41.5       40.9       65.2       63.8       37.1       33.3       53.6       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    59,079:     4,788        489      1,678     50,186     49,541     56,652     51,708:     2,427      7,371
Old  :    59,079:     4,788        489      1,678     50,186     49,541     56,652     51,708:     2,427      7,371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,733:       -58        205        360      1,878      1,503      2,180      2,068:      -447       -335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        0.8        2.8       84.9       83.9       95.9       87.5:       4.1       12.5
Old  :     100.0:       8.1        0.8        2.8       84.9       83.9       95.9       87.5:       4.1       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          1          2         23         17         25         19:
Old  :        27:         1          1          2         23         17         25         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       60.5       70.7       72.4       40.9       49.6       57.8       59.2
Old  :                 46.5       60.5       70.7       72.4       40.9       49.6       57.8       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    57,346:     4,846        284      1,318     48,308     48,038     54,472     49,640:     2,874      7,706
Old  :    57,346:     4,846        284      1,318     48,308     48,038     54,472     49,640:     2,874      7,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     7,244:     3,110          0        452      3,745      5,025      7,307      5,477:       -63      1,767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        0.5        2.3       84.2       83.8       95.0       86.6:       5.0       13.4
Old  :     100.0:       8.5        0.5        2.3       84.2       83.8       95.0       86.6:       5.0       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          1          2         22         18         24         20:
Old  :        26:         1          1          2         22         18         24         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       59.3       70.3       71.4       38.1       47.4       55.3       57.3
Old  :                 44.6       59.3       70.3       71.4       38.1       47.4       55.3       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    26,739:     1,872        394      1,156     17,023     20,361     20,051     21,911:     6,688      4,828
Old  :    26,739:     1,872        394      1,156     17,023     20,361     20,051     21,911:     6,688      4,828
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,623:       285       -174        -43      1,734      1,502      1,976      1,285:      -353        338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        1.5        4.3       63.7       76.1       75.0       81.9:      25.0       18.1
Old  :     100.0:       7.0        1.5        4.3       63.7       76.1       75.0       81.9:      25.0       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          2         13         14         15         16:
Old  :        21:         1          1          2         13         14         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       40.7       65.1       63.0       44.2       37.3       52.4       56.2
Old  :                 47.7       40.7       65.1       63.0       44.2       37.3       52.4       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    25,116:     1,587        568      1,199     15,289     18,859     18,075     20,626:     7,041      4,490
Old  :    25,116:     1,587        568      1,199     15,289     18,859     18,075     20,626:     7,041      4,490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        2.3        4.8       60.9       75.1       72.0       82.1:      28.0       17.9
Old  :     100.0:       6.3        2.3        4.8       60.9       75.1       72.0       82.1:      28.0       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          1          2         12         13         14         15:
Old  :        20:         1          1          2         12         13         14         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       43.4       62.8       67.1       42.9       39.7       53.4       59.8
Old  :                 46.7       43.4       62.8       67.1       42.9       39.7       53.4       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   906,796:   216,464     67,311    144,467    529,802    688,496    890,733    900,274:    16,063      6,522
Old  :   906,796:   216,464     67,311    144,467    529,802    688,496    890,733    900,274:    16,063      6,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    22,987:    16,569      6,223      1,832      4,747     14,729     23,148     22,784:      -161        203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        7.4       15.9       58.4       75.9       98.2       99.3:       1.8        0.7
Old  :     100.0:      23.9        7.4       15.9       58.4       75.9       98.2       99.3:       1.8        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        15         14         26         78         72        108         99:
Old  :       114:        15         14         26         78         72        108         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       23.2       45.0       36.8       27.5       19.3       33.4       28.7
Old  :                 32.9       23.2       45.0       36.8       27.5       19.3       33.4       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   883,809:   199,895     61,088    142,635    525,055    673,767    867,585    877,490:    16,224      6,319
Old  :   883,809:   199,895     61,088    142,635    525,055    673,767    867,585    877,490:    16,224      6,319
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    31,692:    13,723      1,828     14,711        309     13,844     28,743     30,383:     2,949      1,309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        6.9       16.1       59.4       76.2       98.2       99.3:       1.8        0.7
Old  :     100.0:      22.6        6.9       16.1       59.4       76.2       98.2       99.3:       1.8        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        15         12         25         73         69        101         95:
Old  :       108:        15         12         25         73         69        101         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       23.6       45.0       36.8       26.4       19.2       32.5       28.5
Old  :                 33.0       23.6       45.0       36.8       26.4       19.2       32.5       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    88,728:    24,714     22,990     20,337     39,782     43,421     84,833     86,748:     3,895      1,980
Old  :    88,728:    24,714     22,990     20,337     39,782     43,421     84,833     86,748:     3,895      1,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    10,119:    12,213      5,083     -2,123       -257      6,425      9,833      9,385:       286        734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       25.9       22.9       44.8       48.9       95.6       97.8:       4.4        2.2
Old  :     100.0:      27.9       25.9       22.9       44.8       48.9       95.6       97.8:       4.4        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         8          5         10         22         23         34         34:
Old  :        39:         8          5         10         22         23         34         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       47.1       68.6       70.7       27.6       34.1       39.3       47.3
Old  :                 53.8       47.1       68.6       70.7       27.6       34.1       39.3       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    78,609:    12,501     17,907     22,460     40,039     36,996     75,000     77,363:     3,609      1,246
Old  :    78,609:    12,501     17,907     22,460     40,039     36,996     75,000     77,363:     3,609      1,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    11,188:     4,983      3,310        865      5,769      7,235     11,617     11,410:      -429       -222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       22.8       28.6       50.9       47.1       95.4       98.4:       4.6        1.6
Old  :     100.0:      15.9       22.8       28.6       50.9       47.1       95.4       98.4:       4.6        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         7          7         12         22         22         35         35:
Old  :        38:         7          7         12         22         22         35         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       46.7       64.3       68.6       23.3       23.6       32.7       37.7
Old  :                 48.9       46.7       64.3       68.6       23.3       23.6       32.7       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    35,471:     5,532      1,984      5,507     24,283     27,790     35,321     35,281:       150        190
Old  :    35,471:     5,532      1,984      5,507     24,283     27,790     35,321     35,281:       150        190
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       389:       281        483       -185        302        589        398        888:        -9       -499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        5.6       15.5       68.5       78.3       99.6       99.5:       0.4        0.5
Old  :     100.0:      15.6        5.6       15.5       68.5       78.3       99.6       99.5:       0.4        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         3          4          6         25         26         31         33:
Old  :        35:         3          4          6         25         26         31         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.4       68.2       75.0       79.8       46.9       59.1       58.9       64.9
Old  :                 52.4       68.2       75.0       79.8       46.9       59.1       58.9       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    35,083:     5,251      1,501      5,692     23,981     27,201     34,924     34,394:       159        689
Old  :    35,083:     5,251      1,501      5,692     23,981     27,201     34,924     34,394:       159        689
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     1,356:       251      1,323        -33      1,260        198      1,477      1,487:      -121       -131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        4.3       16.2       68.4       77.5       99.5       98.0:       0.5        2.0
Old  :     100.0:      15.0        4.3       16.2       68.4       77.5       99.5       98.0:       0.5        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          3          6         25         26         31         32:
Old  :        34:         3          3          6         25         26         31         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       68.5       74.7       80.1       45.9       58.8       58.1       63.8
Old  :                 50.7       68.5       74.7       80.1       45.9       58.8       58.1       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    20,039:     2,123      4,358        861     17,055     14,820     20,039     20,039:         0          0
Old  :    20,039:     2,123      4,358        861     17,055     14,820     20,039     20,039:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       432:       396        348          0         80        128        476        476:       -44        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       21.7        4.3       85.1       74.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      10.6       21.7        4.3       85.1       74.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          3          2         16         14         19         18:
Old  :        25:         2          3          2         16         14         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.5       61.9       88.3       81.8       73.9       59.4       80.2       75.7
Old  :                 76.5       61.9       88.3       81.8       73.9       59.4       80.2       75.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    19,607:     1,727      4,010        861     16,975     14,692     19,563     19,563:        44         44
Old  :    19,607:     1,727      4,010        861     16,975     14,692     19,563     19,563:        44         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       193:        46        204         21         82        -76        149        149:        44         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       20.5        4.4       86.6       74.9       99.8       99.8:       0.2        0.2
Old  :     100.0:       8.8       20.5        4.4       86.6       74.9       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          3          2         16         12         19         16:
Old  :        25:         2          3          2         16         12         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.9       61.9       89.0       81.2       74.2       59.3       80.9       75.0
Old  :                 76.9       61.9       89.0       81.2       74.2       59.3       80.9       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     7,536:       302      2,686      1,174      6,060      3,676      7,536      7,536:         0          0
Old  :     7,536:       302      2,686      1,174      6,060      3,676      7,536      7,536:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :         0:      -242       -242        242          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       35.6       15.6       80.4       48.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.0       35.6       15.6       80.4       48.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          3          3         11         10         14         14:
Old  :        21:         1          3          3         11         10         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5       61.5       90.6       88.7       60.2       52.0       72.6       70.7
Old  :                 67.5       61.5       90.6       88.7       60.2       52.0       72.6       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     7,536:       544      2,928        932      6,060      3,676      7,536      7,536:         0          0
Old  :     7,536:       544      2,928        932      6,060      3,676      7,536      7,536:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       676:      -298        378        298        676        252        676        928:         0       -252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       38.9       12.4       80.4       48.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       7.2       38.9       12.4       80.4       48.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          2          3         10         10         13         14:
Old  :        20:         2          2          3         10         10         13         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       66.1       91.1       89.9       60.7       56.5       74.7       75.3
Old  :                 68.1       66.1       91.1       89.9       60.7       56.5       74.7       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  : 1,092,531:    89,510     44,871    243,529    699,124    722,665  1,032,163  1,011,066:    60,367     81,465
Old  : 1,092,531:    89,510     44,871    243,529    699,124    722,665  1,032,163  1,011,066:    60,367     81,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :   -39,260:    10,352      1,158    -35,576    -14,554     -8,150    -39,778    -42,568:       518      3,308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        4.1       22.3       64.0       66.1       94.5       92.5:       5.5        7.5
Old  :     100.0:       8.2        4.1       22.3       64.0       66.1       94.5       92.5:       5.5        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        60         68         85         77         85        190        192:
Old  :       225:        60         68         85         77         85        190        192:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       23.3       32.7       33.9        9.6       10.4       14.6       13.8
Old  :                 21.2       23.3       32.7       33.9        9.6       10.4       14.6       13.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  : 1,131,791:    79,159     43,714    279,105    713,679    730,816  1,071,942  1,053,634:    59,849     78,157
Old  : 1,131,791:    79,159     43,714    279,105    713,679    730,816  1,071,942  1,053,634:    59,849     78,157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    19,514:     2,910      5,523     13,710      8,386      7,219     25,006     26,451:    -5,492     -6,937
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        3.9       24.7       63.1       64.6       94.7       93.1:       5.3        6.9
Old  :     100.0:       7.0        3.9       24.7       63.1       64.6       94.7       93.1:       5.3        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        61         78         94         83         87        204        207:
Old  :       241:        61         78         94         83         87        204        207:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       23.4       31.9       33.4        9.5        9.9       14.1       12.7
Old  :                 20.7       23.4       31.9       33.4        9.5        9.9       14.1       12.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    12,785:     7,543      2,082          0      2,460      9,574     10,003     11,656:     2,782      1,129
Old  :    12,785:     7,543      2,082          0      2,460      9,574     10,003     11,656:     2,782      1,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :        49:       126       -417        -91         -2        426         33        -82:        16        131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.0       16.3        0.0       19.2       74.9       78.2       91.2:      21.8        8.8
Old  :     100.0:      59.0       16.3        0.0       19.2       74.9       78.2       91.2:      21.8        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        66         15          0          9         23         75         38:
Old  :       113:        66         15          0          9         23         75         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       42.3       37.7       60.5       24.2       42.3       37.7       60.5
Old  :                 24.2       42.3       37.7       60.5       24.2       42.3       37.7       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    12,736:     7,417      2,499         91      2,462      9,148      9,970     11,738:     2,766        998
Old  :    12,736:     7,417      2,499         91      2,462      9,148      9,970     11,738:     2,766        998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       138:       162       -158         57       -136        382         83        281:        55       -143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.2       19.6        0.7       19.3       71.8       78.3       92.2:      21.7        7.8
Old  :     100.0:      58.2       19.6        0.7       19.3       71.8       78.3       92.2:      21.7        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        65         17          3          9         24         77         43:
Old  :       117:        65         17          3          9         24         77         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       42.4       37.6       57.9       24.2       42.4       37.6       57.9
Old  :                 24.2       42.4       37.6       57.9       24.2       42.4       37.6       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     6,614:     2,637        229          0      2,478      5,648      5,115      5,877:     1,499        737
Old  :     6,614:     2,637        229          0      2,478      5,648      5,115      5,877:     1,499        737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       169:       238       -320          0       -124        453        114        133:        55         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9        3.5        0.0       37.5       85.4       77.3       88.9:      22.7       11.1
Old  :     100.0:      39.9        3.5        0.0       37.5       85.4       77.3       88.9:      22.7       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        15          3          0          9         15         24         18:
Old  :        41:        15          3          0          9         15         24         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       62.2       52.6       76.5       38.0       62.2       52.6       76.5
Old  :                 38.0       62.2       52.6       76.5       38.0       62.2       52.6       76.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     6,446:     2,399        549          0      2,602      5,195      5,001      5,744:     1,445        702
Old  :     6,446:     2,399        549          0      2,602      5,195      5,001      5,744:     1,445        702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       241:       106        382        -80        198         12        224        314:        17        -73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        8.5        0.0       40.4       80.6       77.6       89.1:      22.4       10.9
Old  :     100.0:      37.2        8.5        0.0       40.4       80.6       77.6       89.1:      22.4       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        15          5          0         12         13         27         18:
Old  :        42:        15          5          0         12         13         27         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       62.1       51.7       76.7       37.9       62.0       51.7       76.6
Old  :                 37.9       62.1       51.7       76.7       37.9       62.0       51.7       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   196,038:    20,767      8,802     29,239    128,826    141,445    178,831    179,487:    17,206     16,551
Old  :   196,038:    20,767      8,802     29,239    128,826    141,445    178,831    179,487:    17,206     16,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    12,754:     2,932     -1,047        369      7,026     12,020     10,328     11,342:     2,426      1,412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        4.5       14.9       65.7       72.2       91.2       91.6:       8.8        8.4
Old  :     100.0:      10.6        4.5       14.9       65.7       72.2       91.2       91.6:       8.8        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        40         23         39         80         83        135        133:
Old  :       160:        40         23         39         80         83        135        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       17.7       40.5       28.4       24.5       12.6       30.8       20.3
Old  :                 29.1       17.7       40.5       28.4       24.5       12.6       30.8       20.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   183,283:    17,834      9,849     28,870    121,799    129,426    168,503    168,145:    14,780     15,139
Old  :   183,283:    17,834      9,849     28,870    121,799    129,426    168,503    168,145:    14,780     15,139
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     2,480:     1,320     -3,496      2,221     -3,440      4,037        101      2,763:     2,379       -283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        5.4       15.8       66.5       70.6       91.9       91.7:       8.1        8.3
Old  :     100.0:       9.7        5.4       15.8       66.5       70.6       91.9       91.7:       8.1        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        35         28         41         75         77        130        129:
Old  :       154:        35         28         41         75         77        130        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       18.2       41.8       29.5       25.8       12.4       32.4       19.8
Old  :                 30.3       18.2       41.8       29.5       25.8       12.4       32.4       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :    18,879:         0      3,251      4,578     14,046     10,975     18,624     18,804:       255         75
Old  :    18,879:         0      3,251      4,578     14,046     10,975     18,624     18,804:       255         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :        89:         0       -234        -12         56        260         44         14:        45         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       17.2       24.2       74.4       58.1       98.6       99.6:       1.4        0.4
Old  :     100.0:       0.0       17.2       24.2       74.4       58.1       98.6       99.6:       1.4        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          5          2         15         13         17         18:
Old  :        25:         0          5          2         15         13         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.1       76.6       88.3       88.2       45.0       48.2       56.2       56.8
Old  :                 66.1       76.6       88.3       88.2       45.0       48.2       56.2       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :    18,790:         0      3,485      4,590     13,990     10,715     18,580     18,790:       210          0
Old  :    18,790:         0      3,485      4,590     13,990     10,715     18,580     18,790:       210          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       675:         0       -320        270        375        725        645        675:        30          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.5       24.4       74.5       57.0       98.9      100.0:       1.1        0.0
Old  :     100.0:       0.0       18.5       24.4       74.5       57.0       98.9      100.0:       1.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          5          2         14         13         16         18:
Old  :        25:         0          5          2         14         13         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.6       77.5       89.8       89.1       46.8       48.9       56.9       57.7
Old  :                 67.6       77.5       89.8       89.1       46.8       48.9       56.9       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     8,587:       450      2,106        402      7,660      5,929      8,512      8,437:        75        150
Old  :     8,587:       450      2,106        402      7,660      5,929      8,512      8,437:        75        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -165:         0         75          0       -240       -390       -240       -315:        75        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       24.5        4.7       89.2       69.0       99.1       98.3:       0.9        1.7
Old  :     100.0:       5.2       24.5        4.7       89.2       69.0       99.1       98.3:       0.9        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          2         16         14         18         16:
Old  :        21:         1          1          2         16         14         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       75.5       79.1       87.9       40.8       50.4       52.2       53.4
Old  :                 56.4       75.5       79.1       87.9       40.8       50.4       52.2       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     8,752:       450      2,031        402      7,900      6,319      8,752      8,752:         0          0
Old  :     8,752:       450      2,031        402      7,900      6,319      8,752      8,752:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :        75:         0        -75          0         75        150         75         75:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       23.2        4.6       90.3       72.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       5.1       23.2        4.6       90.3       72.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          2         15         14         17         16:
Old  :        21:         1          1          2         15         14         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       74.0       81.2       89.7       44.3       49.0       51.2       52.4
Old  :                 59.8       74.0       81.2       89.7       44.3       49.0       51.2       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 28, 2005