WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   261,211:    31,485     73,539     44,314    141,361    103,421    217,160    221,274:    44,051     39,937
Old  :   208,351:    38,092     72,358     23,031    110,912     79,789    172,035    175,178:    36,316     33,173
Other:    52,860:     4,946     12,734      9,730     30,449     23,632     45,125     46,096:     7,735      6,764
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    19,453:        73      2,164      6,509      7,093      2,707     13,674     11,380:     5,779      8,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       28.2       17.0       54.1       39.6       83.1       84.7:      16.9       15.3
Old  :     100.0:      18.3       34.7       11.1       53.2       38.3       82.6       84.1:      17.4       15.9
Other:     100.0:       9.4       24.1       18.4       57.6       44.7       85.4       87.2:      14.6       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        75         93         73         56         57        168        191:
Old  :       235:        78         90         60         52         55        157        179:
Other:       110:        23         39         37         28         40         78         90:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       24.8       42.3       31.4       29.5       23.2       41.1       28.7
Old  :                 33.7       25.5       45.5       32.3       33.5       24.3       43.9       31.1
Other:                 48.5       32.1       56.6       43.5       46.0       27.1       49.0       35.9
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :   241,758:    31,412     71,375     37,805    134,268    100,713    203,486    209,893:    38,272     31,865
Old  :   194,869:    38,476     69,432     19,699    106,055     80,977    164,230    170,108:    30,640     24,761
Other:    46,889:     4,251     13,258      6,792     28,214     19,736     39,256     39,785:     7,632      7,103
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     5,652:    -4,503     -4,924      2,174      5,119      6,156      2,790      3,406:     2,861      2,246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       29.5       15.6       55.5       41.7       84.2       86.8:      15.8       13.2
Old  :     100.0:      19.7       35.6       10.1       54.4       41.6       84.3       87.3:      15.7       12.7
Other:     100.0:       9.1       28.3       14.5       60.2       42.1       83.7       84.9:      16.3       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        79         93         75         58         58        176        194:
Old  :       243:        90         83         60         52         56        161        182:
Other:       110:        18         45         35         29         37         76         90:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       27.0       42.8       33.2       29.7       25.0       41.7       31.1
Old  :                 34.1       28.5       45.9       35.8       33.8       27.3       45.2       34.6
Other:                 49.6       29.1       57.0       38.8       46.7       24.2       49.4       32.7
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   787,176:    63,119    191,738    105,110    456,216    278,730    624,445    575,578:   162,731    211,598
Old  :   680,231:    58,385    185,735     90,200    383,936    234,875    532,521    510,810:   147,710    169,421
Other:   106,945:     8,748     10,017     10,895     72,280     43,856     91,923     64,768:    15,022     42,177
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     8,956:    -1,632      1,248     -6,472      5,005        264     -3,099     -4,960:    12,055     13,916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       24.4       13.4       58.0       35.4       79.3       73.1:      20.7       26.9
Old  :     100.0:       8.6       27.3       13.3       56.4       34.5       78.3       75.1:      21.7       24.9
Other:     100.0:       8.2        9.4       10.2       67.6       41.0       86.0       60.6:      14.0       39.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       509:       105        168        127        201        170        391        385:
Old  :       497:       105        163        119        196        159        380        364:
Other:       247:        47         44         40         77        125        137        196:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       12.4       24.6       17.2       15.0        9.3       24.1       13.0
Old  :                 15.4       12.8       25.6       17.6       15.4        9.9       24.6       14.0
Other:                 40.7       12.7       49.0       19.9       40.4       11.2       47.6       17.1
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :   778,220:    64,750    190,490    111,582    451,211    278,466    627,544    580,538:   150,676    197,682
Old  :   675,341:    59,634    185,055     96,283    382,755    235,808    538,673    517,146:   136,668    158,195
Other:   102,878:    10,399     10,717     10,016     68,456     42,659     88,871     63,392:    14,008     39,486
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     8,397:   -11,046     -8,900     10,138    -22,636    -25,926    -23,543    -24,687:    31,940     33,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       24.5       14.3       58.0       35.8       80.6       74.6:      19.4       25.4
Old  :     100.0:       8.8       27.4       14.3       56.7       34.9       79.8       76.6:      20.2       23.4
Other:     100.0:      10.1       10.4        9.7       66.5       41.5       86.4       61.6:      13.6       38.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       518:       119        160        132        198        169        398        387:
Old  :       505:       114        163        123        192        157        384        367:
Other:       245:        51         40         39         74        123        136        191:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       13.0       24.4       18.1       15.1       10.1       24.0       13.8
Old  :                 15.7       13.2       25.1       18.5       15.7       10.7       24.7       14.9
Other:                 39.7       13.9       48.1       21.2       39.3       11.6       46.8       18.4
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    10,050:     3,715        494        622      1,365      6,253      5,702      7,370:     4,348      2,680
Old  :     9,353:     3,702        542        473      1,270      6,032      5,444      7,047:     3,908      2,306
Other:       697:        90         30         72         95        221        257        323:       440        374
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       488:       449         74        141       -107        206        482        421:         6         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0        4.9        6.2       13.6       62.2       56.7       73.3:      43.3       26.7
Old  :     100.0:      39.6        5.8        5.1       13.6       64.5       58.2       75.3:      41.8       24.7
Other:     100.0:      12.9        4.2       10.3       13.6       31.7       36.9       46.3:      63.1       53.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        19          6          7         10         15         32         25:
Old  :        40:        18          7          7         10         15         32         25:
Other:        12:         3          3          5          2          5          8         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  :                 26.8       35.9       37.2       49.4       24.6       30.1       32.0       39.7
Old  :                 28.4       37.5       39.0       51.7       26.5       31.1       34.3       41.6
Other:                 30.6       33.3       36.9       44.2       26.3       29.6       26.3       35.7
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :     9,562:     3,267        420        481      1,471      6,048      5,219      6,949:     4,343      2,613
Old  :     8,957:     3,240        419        406      1,376      5,857      5,022      6,681:     3,935      2,277
Other:       605:        40         15         62         95        191        197        268:       407        337
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       681:       513        174         47        224        534        784        756:      -103        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        4.4        5.0       15.4       63.2       54.6       72.7:      45.4       27.3
Old  :     100.0:      36.2        4.7        4.5       15.4       65.4       56.1       74.6:      43.9       25.4
Other:     100.0:       6.7        2.5       10.3       15.7       31.6       32.7       44.3:      67.3       55.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        17          6          5         10         15         30         23:
Old  :        38:        17          6          5         10         15         30         23:
Other:        11:         2          3          4          2          5          7          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  :                 26.3       38.0       36.0       51.4       22.2       33.2       29.1       42.6
Old  :                 27.0       39.6       37.4       53.5       23.7       34.4       31.0       44.7
Other:                 28.7       31.3       32.7       42.9       22.0       28.6       22.0       33.7
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   361,817:    33,730     85,843     79,956    181,317    118,107    295,002    283,906:    66,815     77,911
Old  :   334,461:    33,050     89,812     69,429    172,566    105,446    275,045    264,687:    59,416     69,774
Other:    27,356:     8,070      3,421      3,137      8,751     12,661     19,957     19,219:     7,399      8,138
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    24,510:     6,926     10,562      3,096     13,940      7,825     23,962     21,482:       548      3,028
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       23.7       22.1       50.1       32.6       81.5       78.5:      18.5       21.5
Old  :     100.0:       9.9       26.9       20.8       51.6       31.5       82.2       79.1:      17.8       20.9
Other:     100.0:      29.5       12.5       11.5       32.0       46.3       73.0       70.3:      27.0       29.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:        96        138        130         92         91        269        287:
Old  :       347:        96        141        124         91         84        259        278:
Other:       127:        42         33         17         25         41         78         80:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       19.0       37.2       25.6       20.2        9.4       27.5       13.8
Old  :                 27.9       17.8       38.7       24.9       21.3        8.2       29.1       13.0
Other:                 29.0       42.4       40.6       48.6       25.1       35.4       35.2       40.8
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :   337,307:    26,804     75,281     76,860    167,377    110,283    271,040    262,424:    66,267     74,883
Old  :   312,553:    26,752     78,562     67,402    158,672     98,674    252,826    244,638:    59,727     67,915
Other:    24,754:     6,638      3,305      2,872      8,705     11,609     18,214     17,785:     6,539      6,968
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -1,970:    -2,044     -3,671      1,941    -11,942    -11,238    -12,044    -12,967:    10,074     10,997
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       22.3       22.8       49.6       32.7       80.4       77.8:      19.6       22.2
Old  :     100.0:       8.6       25.1       21.6       50.8       31.6       80.9       78.3:      19.1       21.7
Other:     100.0:      26.8       13.4       11.6       35.2       46.9       73.6       71.9:      26.4       28.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:        89        126        117         94         99        256        276:
Old  :       333:        91        126        108         93         92        245        266:
Other:       130:        36         34         19         26         47         76         86:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       19.0       37.3       25.8       19.3        9.5       26.9       13.5
Old  :                 28.5       17.8       38.7       25.0       20.1        8.2       28.4       12.8
Other:                 30.5       42.6       41.4       48.9       25.9       35.3       36.2       40.6
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   196,190:    16,005     57,575     31,538    123,458     79,914    171,001    169,027:    25,189     27,163
Old  :   174,676:    14,027     58,858     23,232    115,981     67,557    153,240    149,646:    21,435     25,029
Other:    21,514:     6,568      3,307      3,716      7,477     12,357     17,761     19,380:     3,753      2,134
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    15,707:      -752      6,839      1,736     13,299      3,692     14,284     12,267:     1,423      3,440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       29.3       16.1       62.9       40.7       87.2       86.2:      12.8       13.8
Old  :     100.0:       8.0       33.7       13.3       66.4       38.7       87.7       85.7:      12.3       14.3
Other:     100.0:      30.5       15.4       17.3       34.8       57.4       82.6       90.1:      17.4        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        25         60         39         55         47        108        130:
Old  :       161:        30         64         33         54         46        105        125:
Other:        46:        10         13         14         20         11         38         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       23.7       37.7       32.0       19.6       14.8       29.4       21.5
Old  :                 27.0       23.2       40.1       31.2       24.7       17.7       36.0       25.2
Other:                 35.3       52.7       54.5       69.0       29.9       47.1       43.6       54.3
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :   180,483:    16,756     50,736     29,802    110,159     76,222    156,717    156,760:    23,766     23,724
Old  :   161,903:    16,388     51,700     22,106    102,935     66,117    141,430    139,923:    20,474     21,981
Other:    18,580:     4,265      2,933      3,799      7,223     10,105     15,288     16,837:     3,292      1,743
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -2,576:     1,944     -2,234        289     -3,781        -90     -1,548     -2,035:    -1,028       -541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       28.1       16.5       61.0       42.2       86.8       86.9:      13.2       13.1
Old  :     100.0:      10.1       31.9       13.7       63.6       40.8       87.4       86.4:      12.6       13.6
Other:     100.0:      23.0       15.8       20.4       38.9       54.4       82.3       90.6:      17.7        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        31         52         36         54         47        107        124:
Old  :       159:        37         56         33         53         46        106        120:
Other:        44:         9         13         13         20         10         37         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  :                 24.5       26.0       36.9       34.2       20.3       19.2       30.0       25.5
Old  :                 26.2       26.2       38.7       34.1       24.5       22.8       36.2       29.9
Other:                 32.9       53.3       50.8       69.9       25.0       45.7       39.8       54.1
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   898,842:   143,709    169,123     97,513    477,259    439,514    718,481    706,150:   180,360    192,692
Old  :   898,842:   143,709    169,123     97,513    477,259    439,514    718,481    706,150:   180,360    192,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    52,631:   -31,381     17,906     13,919     51,864     25,938     34,402     57,762:    18,229     -5,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       18.8       10.8       53.1       48.9       79.9       78.6:      20.1       21.4
Old  :     100.0:      16.0       18.8       10.8       53.1       48.9       79.9       78.6:      20.1       21.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        40         45         50         70         83        141        149:
Old  :       185:        40         45         50         70         83        141        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       13.0       29.8       23.2       14.3       11.4       20.4       18.8
Old  :                 21.3       13.0       29.8       23.2       14.3       11.4       20.4       18.8
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 25, 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  :   846,211:   175,090    151,217     83,594    425,394    413,576    684,079    648,387:   162,132    197,824
Old  :   846,211:   175,090    151,217     83,594    425,394    413,576    684,079    648,387:   162,132    197,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    30,113:    -6,371     30,622       -651      1,583    -52,556     -5,440    -22,585:    35,553     52,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       17.9        9.9       50.3       48.9       80.8       76.6:      19.2       23.4
Old  :     100.0:      20.7       17.9        9.9       50.3       48.9       80.8       76.6:      19.2       23.4
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  :       172:        36         42         42         66         79        129        136:
Old  :       172:        36         42         42         66         79        129        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       14.2       30.1       24.4       14.9       13.0       21.7       19.8
Old  :                 20.9       14.2       30.1       24.4       14.9       13.0       21.7       19.8
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   183,409:    10,041     42,958     37,845    104,981     71,903    152,867    152,707:    30,542     30,703
Old  :   164,749:    13,839     40,591     28,632     94,418     66,141    136,888    135,364:    27,861     29,386
Other:    18,660:     1,488      7,653      3,928     10,563      5,762     15,979     17,343:     2,681      1,317
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     9,932:     1,396      3,509      1,140      6,995      2,555      9,531      7,204:       401      2,728
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       23.4       20.6       57.2       39.2       83.3       83.3:      16.7       16.7
Old  :     100.0:       8.4       24.6       17.4       57.3       40.1       83.1       82.2:      16.9       17.8
Other:     100.0:       8.0       41.0       21.0       56.6       30.9       85.6       92.9:      14.4        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        26         55         55         55         55        120        146:
Old  :       169:        37         51         52         54         54        119        142:
Other:        62:         7         23         17         29         13         51         38:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       17.0       38.2       24.5       21.6        7.9       28.3       13.0
Old  :                 25.6       16.5       37.5       24.3       22.3        9.5       29.8       15.7
Other:                 40.3       51.1       54.6       67.3       37.0       43.8       45.9       53.7
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :   173,477:     8,645     39,449     36,706     97,985     69,348    143,336    145,503:    30,141     27,975
Old  :   156,094:    11,912     37,457     28,237     87,870     63,826    128,019    129,520:    28,076     26,574
Other:    17,383:     1,528      6,787      3,674     10,115      5,521     15,318     15,982:     2,065      1,401
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -5,054:     1,617      1,215        -92     -7,970     -7,701     -6,444     -6,578:     1,391      1,524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       22.7       21.2       56.5       40.0       82.6       83.9:      17.4       16.1
Old  :     100.0:       7.6       24.0       18.1       56.3       40.9       82.0       83.0:      18.0       17.0
Other:     100.0:       8.8       39.0       21.1       58.2       31.8       88.1       91.9:      11.9        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        22         57         56         55         57        120        148:
Old  :       170:        34         53         54         54         55        119        144:
Other:        63:        12         19         20         27         12         52         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       19.3       36.7       26.4       21.8        9.2       28.3       15.1
Old  :                 25.4       18.7       35.8       26.2       22.3       10.3       29.5       16.5
Other:                 42.0       49.8       57.9       66.5       38.4       41.8       47.7       52.8
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     5,905:     1,766      1,954        795      1,821      1,300      4,382      4,049:     1,523      1,856
Old  :     5,876:     1,765      1,956        774      1,821      1,297      4,360      4,027:     1,516      1,849
Other:        29:         4          2         18          0          3         22         22:         7          7
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,087:       160        547        442        582       -184      1,184        805:       -98        282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       33.1       13.5       30.8       22.0       74.2       68.6:      25.8       31.4
Old  :     100.0:      30.0       33.3       13.2       31.0       22.1       74.2       68.5:      25.8       31.5
Other:     100.0:      13.1        5.2       61.5        0.0       10.3       74.5       77.0:      25.5       23.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        14         12          6         14          9         31         24:
Old  :        40:        13         13          6         14          9         31         24:
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  :                 30.2       30.4       44.0       47.2       24.2       26.5       33.3       35.7
Old  :                 30.4       30.5       44.1       47.1       24.3       26.6       33.4       35.8
Other:                 74.5       77.0       74.5       77.0       13.1       15.5       13.1       15.5
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :     4,818:     1,606      1,407        353      1,239      1,484      3,198      3,244:     1,621      1,574
Old  :     4,797:     1,606      1,409        333      1,239      1,481      3,179      3,224:     1,618      1,573
Other:        22:         3          1         16          0          3         19         20:         3          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       150:       -25        -27         -8         30         86         -3         51:       153         99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       29.2        7.3       25.7       30.8       66.4       67.3:      33.6       32.7
Old  :     100.0:      33.5       29.4        6.9       25.8       30.9       66.3       67.2:      33.7       32.8
Other:     100.0:      14.0        5.0       74.2        0.0       13.9       88.1       93.1:      11.9        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        12          9          3         12          9         27         18:
Old  :        34:        13          8          3         12          9         27         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  :                 31.2       37.4       41.6       53.1       24.2       35.9       33.8       45.8
Old  :                 31.3       37.3       41.4       53.0       24.3       36.0       34.0       46.0
Other:                 88.1       93.1       88.1       93.1       14.0       18.9       14.0       18.9
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   309,417:    87,641     80,408        349    167,129    131,755    255,119    212,512:    54,298     96,905
Old  :   309,417:    87,641     80,408        349    167,129    131,755    255,119    212,512:    54,298     96,905
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -3,266:     7,633        355       -674    -14,920     -5,048     -7,961     -5,367:     4,695      2,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       26.0        0.1       54.0       42.6       82.5       68.7:      17.5       31.3
Old  :     100.0:      28.3       26.0        0.1       54.0       42.6       82.5       68.7:      17.5       31.3
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  :       112:        13         35          1         41         42         55         77:
Old  :       112:        13         35          1         41         42         55         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  :                 31.2       17.1       43.6       25.1       31.2       17.0       43.3       24.0
Old  :                 31.2       17.1       43.6       25.1       31.2       17.0       43.3       24.0
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 25, 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  :   312,683:    80,008     80,054      1,023    182,049    136,803    263,080    217,880:    49,603     94,803
Old  :   312,683:    80,008     80,054      1,023    182,049    136,803    263,080    217,880:    49,603     94,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    16,405:       376     -8,530       -435     -3,790    -11,531     -3,849    -20,496:    20,255     36,901
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       25.6        0.3       58.2       43.8       84.1       69.7:      15.9       30.3
Old  :     100.0:      25.6       25.6        0.3       58.2       43.8       84.1       69.7:      15.9       30.3
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  :       108:        14         32          2         37         43         53         75:
Old  :       108:        14         32          2         37         43         53         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       16.6       45.8       24.7       31.7       16.6       44.7       24.2
Old  :                 32.1       16.6       45.8       24.7       31.7       16.6       44.7       24.2
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 2,273,671:   247,867    292,846    335,290  1,339,097  1,045,650  1,922,254  1,673,786:   351,416    599,885
Old  : 2,273,671:   247,867    292,846    335,290  1,339,097  1,045,650  1,922,254  1,673,786:   351,416    599,885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   213,027:   -33,195    -19,597    100,745     90,455     67,379    158,005    148,527:    55,022     64,501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       12.9       14.7       58.9       46.0       84.5       73.6:      15.5       26.4
Old  :     100.0:      10.9       12.9       14.7       58.9       46.0       84.5       73.6:      15.5       26.4
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  :       266:        47         65         67        104        140        189        234:
Old  :       266:        47         65         67        104        140        189        234:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       10.8       40.3       18.6       25.0        7.7       31.4       11.3
Old  :                 30.8       10.8       40.3       18.6       25.0        7.7       31.4       11.3
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 25, 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  : 2,060,643:   281,062    312,443    234,545  1,248,641    978,271  1,764,249  1,525,259:   296,394    535,384
Old  : 2,060,643:   281,062    312,443    234,545  1,248,641    978,271  1,764,249  1,525,259:   296,394    535,384
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :   -82,716:  -121,253    -32,526    -48,129    -23,950   -182,661   -193,332   -263,315:   110,616    180,599
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       15.2       11.4       60.6       47.5       85.6       74.0:      14.4       26.0
Old  :     100.0:      13.6       15.2       11.4       60.6       47.5       85.6       74.0:      14.4       26.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        45         67         66        106        135        191        228:
Old  :       263:        45         67         66        106        135        191        228:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       11.0       42.8       18.7       28.6        8.8       35.9       13.8
Old  :                 33.4       11.0       42.8       18.7       28.6        8.8       35.9       13.8
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,468,774:   269,223    214,370    133,014    911,618    798,393  1,313,855  1,145,778:   154,920    322,996
Old  : 1,468,774:   269,223    214,370    133,014    911,618    798,393  1,313,855  1,145,778:   154,920    322,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    84,934:   -13,495     23,143      9,522     81,516     40,750     77,543     73,415:     7,391     11,519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       14.6        9.1       62.1       54.4       89.5       78.0:      10.5       22.0
Old  :     100.0:      18.3       14.6        9.1       62.1       54.4       89.5       78.0:      10.5       22.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        29         57         46         78        104        137        177:
Old  :       200:        29         57         46         78        104        137        177:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       15.4       40.7       24.4       19.5       13.8       33.5       20.3
Old  :                 24.4       15.4       40.7       24.4       19.5       13.8       33.5       20.3
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 25, 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  : 1,383,840:   282,717    191,228    123,492    830,102    757,643  1,236,312  1,072,363:   147,529    311,477
Old  : 1,383,840:   282,717    191,228    123,492    830,102    757,643  1,236,312  1,072,363:   147,529    311,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :   -19,235:   -54,548    -43,773    -10,161    -26,905   -102,620    -91,614   -156,555:    72,379    137,320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       13.8        8.9       60.0       54.7       89.3       77.5:      10.7       22.5
Old  :     100.0:      20.4       13.8        8.9       60.0       54.7       89.3       77.5:      10.7       22.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        29         53         46         76         99        135        168:
Old  :       192:        29         53         46         76         99        135        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  :                 25.5       16.8       40.8       25.9       20.1       15.8       33.4       23.0
Old  :                 25.5       16.8       40.8       25.9       20.1       15.8       33.4       23.0
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   619,771:   182,810     52,158    142,124    223,424    376,114    548,358    570,396:    71,413     49,375
Old  :   619,771:   182,810     52,158    142,124    223,424    376,114    548,358    570,396:    71,413     49,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    35,525:    29,021     -3,697    -23,342     -9,369     40,634     -3,690     13,596:    39,215     21,929
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        8.4       22.9       36.0       60.7       88.5       92.0:      11.5        8.0
Old  :     100.0:      29.5        8.4       22.9       36.0       60.7       88.5       92.0:      11.5        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  :       125:        41         15         32         56         61        105        100:
Old  :       125:        41         15         32         56         61        105        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       33.6       50.2       46.1       23.5       30.4       32.4       38.2
Old  :                 34.0       33.6       50.2       46.1       23.5       30.4       32.4       38.2
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 25, 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  :   584,246:   153,789     55,855    165,466    232,793    335,480    552,048    556,800:    32,198     27,446
Old  :   584,246:   153,789     55,855    165,466    232,793    335,480    552,048    556,800:    32,198     27,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    78,626:    27,999     13,928      6,184     31,663     46,923     65,847     67,036:    12,780     11,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        9.6       28.3       39.8       57.4       94.5       95.3:       5.5        4.7
Old  :     100.0:      26.3        9.6       28.3       39.8       57.4       94.5       95.3:       5.5        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        36         20         31         56         57        102         99:
Old  :       122:        36         20         31         56         57        102         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  :                 33.9       33.6       52.7       48.1       21.4       28.0       30.6       37.0
Old  :                 33.9       33.6       52.7       48.1       21.4       28.0       30.6       37.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    48,951:    12,523      8,707        551     22,035     31,652     35,109     40,909:    13,842      8,042
Old  :    48,951:    12,523      8,707        551     22,035     31,652     35,109     40,909:    13,842      8,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -627:      -966     -1,279        -13       -903         94     -1,882     -1,198:     1,255        571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       17.8        1.1       45.0       64.7       71.7       83.6:      28.3       16.4
Old  :     100.0:      25.6       17.8        1.1       45.0       64.7       71.7       83.6:      28.3       16.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        23         11          5         23         10         51         21:
Old  :        62:        23         11          5         23         10         51         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       63.8       40.2       74.2       28.5       63.1       40.2       73.4
Old  :                 28.5       63.8       40.2       74.2       28.5       63.1       40.2       73.4
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 25, 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  :    49,578:    13,489      9,986        563     22,938     31,558     36,991     42,107:    12,588      7,471
Old  :    49,578:    13,489      9,986        563     22,938     31,558     36,991     42,107:    12,588      7,471
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,243:    -1,450      1,214       -265     -2,909     -1,093     -4,625       -145:     5,868      1,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       20.1        1.1       46.3       63.7       74.6       84.9:      25.4       15.1
Old  :     100.0:      27.2       20.1        1.1       46.3       63.7       74.6       84.9:      25.4       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  :        68:        26         14          6         22         11         53         26:
Old  :        68:        26         14          6         22         11         53         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  :                 30.6       63.1       44.0       73.0       30.6       62.4       44.0       72.2
Old  :                 30.6       63.1       44.0       73.0       30.6       62.4       44.0       72.2
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    83,643:    10,819     24,080      3,001     49,029     28,489     62,849     55,570:    20,794     28,073
Old  :    83,643:    10,819     24,080      3,001     49,029     28,489     62,849     55,570:    20,794     28,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    13,058:     2,074     -1,471      1,164        835      2,107      4,073      1,799:     8,985     11,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       28.8        3.6       58.6       34.1       75.1       66.4:      24.9       33.6
Old  :     100.0:      12.9       28.8        3.6       58.6       34.1       75.1       66.4:      24.9       33.6
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  :        69:        19         24         15         20         14         46         46:
Old  :        69:        19         24         15         20         14         46         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       40.1       53.3       48.0       34.6       39.9       50.8       46.7
Old  :                 37.0       40.1       53.3       48.0       34.6       39.9       50.8       46.7
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 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    70,585:     8,744     25,551      1,837     48,195     26,382     58,776     53,770:    11,809     16,814
Old  :    70,585:     8,744     25,551      1,837     48,195     26,382     58,776     53,770:    11,809     16,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     3,691:      -422      4,292     -3,923      4,365     -4,231         20     -3,862:     3,671      7,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       36.2        2.6       68.3       37.4       83.3       76.2:      16.7       23.8
Old  :     100.0:      12.4       36.2        2.6       68.3       37.4       83.3       76.2:      16.7       23.8
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  :        71:        22         21         12         21         15         45         46:
Old  :        71:        22         21         12         21         15         45         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       48.2       62.7       55.2       46.8       48.0       61.8       54.5
Old  :                 47.7       48.2       62.7       55.2       46.8       48.0       61.8       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    40,945:     8,106     10,265      1,014     31,506     28,219     40,626     39,498:       319      1,447
Old  :    40,945:     8,106     10,265      1,014     31,506     28,219     40,626     39,498:       319      1,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,820:       256         26          0      1,529      1,739      1,785      1,765:        35         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       25.1        2.5       76.9       68.9       99.2       96.5:       0.8        3.5
Old  :     100.0:      19.8       25.1        2.5       76.9       68.9       99.2       96.5:       0.8        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  :        55:         5         20          3         18         17         26         37:
Old  :        55:         5         20          3         18         17         26         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  :                 47.7       45.4       73.2       68.1       47.7       45.0       73.1       67.6
Old  :                 47.7       45.4       73.2       68.1       47.7       45.0       73.1       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :    39,125:     7,850     10,239      1,014     29,977     26,480     38,841     37,733:       284      1,392
Old  :    39,125:     7,850     10,239      1,014     29,977     26,480     38,841     37,733:       284      1,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -772:     5,958        -98          0     -6,803       -759       -845       -857:        73         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       26.2        2.6       76.6       67.7       99.3       96.4:       0.7        3.6
Old  :     100.0:      20.1       26.2        2.6       76.6       67.7       99.3       96.4:       0.7        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         6         21          3         17         15         26         36:
Old  :        55:         6         21          3         17         15         26         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  :                 52.3       47.8       76.6       72.4       52.3       47.4       76.5       71.9
Old  :                 52.3       47.8       76.6       72.4       52.3       47.4       76.5       71.9
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    14,134:     5,689      1,665          0      8,360     12,254     14,049     13,919:        85        215
Old  :    14,134:     5,689      1,665          0      8,360     12,254     14,049     13,919:        85        215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       -80:       -29         78          0       -120         87       -149        165:        69       -245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       11.8        0.0       59.1       86.7       99.4       98.5:       0.6        1.5
Old  :     100.0:      40.3       11.8        0.0       59.1       86.7       99.4       98.5:       0.6        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          6          0          6         11          8         17:
Old  :        24:         2          6          0          6         11          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  :                 87.9       74.8       99.4       87.1       87.9       72.1       96.7       84.4
Old  :                 87.9       74.8       99.4       87.1       87.9       72.1       96.7       84.4
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 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    14,214:     5,718      1,587          0      8,480     12,167     14,198     13,754:        16        460
Old  :    14,214:     5,718      1,587          0      8,480     12,167     14,198     13,754:        16        460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       751:     5,718       -160          0     -4,971        915        747        755:         4         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       11.2        0.0       59.7       85.6       99.9       96.8:       0.1        3.2
Old  :     100.0:      40.2       11.2        0.0       59.7       85.6       99.9       96.8:       0.1        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          6          0          7         10          9         16:
Old  :        24:         2          6          0          7         10          9         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  :                 84.4       75.5       99.5       87.0       84.4       72.8       97.2       84.3
Old  :                 84.4       75.5       99.5       87.0       84.4       72.8       97.2       84.3
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    33,584:     2,935      2,370      5,294     18,870     18,043     27,098     25,708:     6,486      7,877
Old  :    33,584:     2,935      2,370      5,294     18,870     18,043     27,098     25,708:     6,486      7,877
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       767:       560         41         80       -556        239         84        360:       683        407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        7.1       15.8       56.2       53.7       80.7       76.5:      19.3       23.5
Old  :     100.0:       8.7        7.1       15.8       56.2       53.7       80.7       76.5:      19.3       23.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        17          4         15         24         23         43         40:
Old  :        53:        17          4         15         24         23         43         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  :                 44.4       29.5       56.1       45.3       41.3       28.7       46.9       42.0
Old  :                 44.4       29.5       56.1       45.3       41.3       28.7       46.9       42.0
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 25, 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  :    32,817:     2,375      2,329      5,214     19,426     17,805     27,014     25,348:     5,803      7,470
Old  :    32,817:     2,375      2,329      5,214     19,426     17,805     27,014     25,348:     5,803      7,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,702:      -264        127        305       -660     -1,329       -619       -896:     2,321      2,599
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        7.1       15.9       59.2       54.3       82.3       77.2:      17.7       22.8
Old  :     100.0:       7.2        7.1       15.9       59.2       54.3       82.3       77.2:      17.7       22.8
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  :        57:        16          5         15         27         25         47         41:
Old  :        57:        16          5         15         27         25         47         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  :                 43.0       29.2       54.9       44.7       41.0       28.5       46.1       41.7
Old  :                 43.0       29.2       54.9       44.7       41.0       28.5       46.1       41.7
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   108,250:    24,945      5,022     23,284     39,392     44,643     87,621     72,949:    20,629     35,301
Old  :   107,107:    25,170      5,034     23,047     38,880     44,458     87,097     72,539:    20,010     34,568
Other:     1,143:        12        225          0        512        185        524        410:       619        733
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     2,073:    -1,235      1,798      2,288      1,342     -1,042      2,395      3,044:      -322       -971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        4.6       21.5       36.4       41.2       80.9       67.4:      19.1       32.6
Old  :     100.0:      23.5        4.7       21.5       36.3       41.5       81.3       67.7:      18.7       32.3
Other:     100.0:       1.0       19.7        0.0       44.8       16.2       45.8       35.9:      54.2       64.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        54         34         55         34         41        131        105:
Old  :       155:        54         34         55         33         41        130        105:
Other:        11:         2          1          0          4          5          6          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       20.4       33.1       30.1       22.7       19.7       31.9       27.5
Old  :                 23.0       20.6       33.4       30.4       22.9       20.2       32.2       28.1
Other:                 44.8       35.1       45.8       35.9       42.7       33.5       43.7       33.8
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :   106,177:    26,180      3,224     20,996     38,050     45,685     85,226     69,905:    20,951     36,272
Old  :   105,205:    26,379      3,231     20,790     37,608     45,521     84,777     69,542:    20,428     35,663
Other:       972:         7        199          0        442        164        449        363:       523        609
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -3,654:    -4,868        105      1,139        882     -4,233     -2,847     -2,990:      -807       -664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        3.0       19.8       35.8       43.0       80.3       65.8:      19.7       34.2
Old  :     100.0:      25.1        3.1       19.8       35.7       43.3       80.6       66.1:      19.4       33.9
Other:     100.0:       0.7       20.5        0.0       45.5       16.9       46.2       37.3:      53.8       62.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        56         26         45         32         36        125         88:
Old  :       146:        56         26         44         31         36        124         87:
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  :                 22.7       22.2       32.9       32.1       22.6       21.6       31.8       29.5
Old  :                 22.9       22.4       33.2       32.4       22.8       22.1       32.1       30.1
Other:                 45.5       36.9       46.2       37.3       43.6       35.5       44.3       35.5
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     2,390:       491        469        294        789        523      1,574      1,286:       816      1,104
Old  :     2,390:       491        469        294        789        523      1,574      1,286:       816      1,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       319:        52        -90        168        -55         85        165        163:       154        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       19.6       12.3       33.0       21.9       65.9       53.8:      34.1       46.2
Old  :     100.0:      20.6       19.6       12.3       33.0       21.9       65.9       53.8:      34.1       46.2
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:         6         10          5          7          4         17         16:
Old  :        25:         6         10          5          7          4         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  :                 39.0       28.1       55.3       42.4       38.6       23.9       46.6       32.1
Old  :                 39.0       28.1       55.3       42.4       38.6       23.9       46.6       32.1
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 25, 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  :     2,071:       439        559        126        844        438      1,409      1,123:       662        948
Old  :     2,071:       439        559        126        844        438      1,409      1,123:       662        948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       -21:        64         80          1        -77         35        -12        116:        -9       -137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       27.0        6.1       40.8       21.1       68.0       54.2:      32.0       45.8
Old  :     100.0:      21.2       27.0        6.1       40.8       21.1       68.0       54.2:      32.0       45.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5         13          6          7          3         18         16:
Old  :        26:         5         13          6          7          3         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  :                 46.7       29.5       57.1       43.1       46.7       25.6       56.1       36.4
Old  :                 46.7       29.5       57.1       43.1       46.7       25.6       56.1       36.4
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   166,327:    43,006      8,308     30,949     69,940     83,376    143,894    122,632:    22,433     43,694
Old  :   166,327:    43,006      8,308     30,949     69,940     83,376    143,894    122,632:    22,433     43,694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     4,843:     1,237         12     -2,758      3,943      4,901      2,422      2,156:     2,421      2,687
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        5.0       18.6       42.0       50.1       86.5       73.7:      13.5       26.3
Old  :     100.0:      25.9        5.0       18.6       42.0       50.1       86.5       73.7:      13.5       26.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       224:        61         30         56         82        109        172        178:
Old  :       224:        61         30         56         82        109        172        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       11.0       34.4       19.5       18.0        9.1       29.9       14.9
Old  :                 20.3       11.0       34.4       19.5       18.0        9.1       29.9       14.9
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 25, 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  :   161,484:    41,769      8,296     33,707     65,996     78,475    141,472    120,477:    20,012     41,007
Old  :   161,484:    41,769      8,296     33,707     65,996     78,475    141,472    120,477:    20,012     41,007
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -1,100:    -3,633        317        380      1,865       -864     -1,389       -168:       289       -931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        5.1       20.9       40.9       48.6       87.6       74.6:      12.4       25.4
Old  :     100.0:      25.9        5.1       20.9       40.9       48.6       87.6       74.6:      12.4       25.4
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  :       215:        58         32         47         78        107        160        169:
Old  :       215:        58         32         47         78        107        160        169:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       10.8       36.8       20.2       18.4        8.9       30.7       15.0
Old  :                 21.6       10.8       36.8       20.2       18.4        8.9       30.7       15.0
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     4,838:     1,744        222        344        549      2,819      2,637      3,385:     2,201      1,453
Old  :     4,838:     1,744        222        344        549      2,819      2,637      3,385:     2,201      1,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       548:       203         -8        109         45        309        358        410:       190        138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1        4.6        7.1       11.3       58.3       54.5       70.0:      45.5       30.0
Old  :     100.0:      36.1        4.6        7.1       11.3       58.3       54.5       70.0:      45.5       30.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        26          3          8         12         23         39         34:
Old  :        55:        26          3          8         12         23         39         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  :                 17.2       41.7       25.5       50.0       16.6       41.6       23.9       48.4
Old  :                 17.2       41.7       25.5       50.0       16.6       41.6       23.9       48.4
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 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     4,290:     1,541        230        235        504      2,510      2,280      2,975:     2,011      1,315
Old  :     4,290:     1,541        230        235        504      2,510      2,280      2,975:     2,011      1,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       469:       249       -414         75         23        554        347        215:       122        253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9        5.4        5.5       11.7       58.5       53.1       69.4:      46.9       30.6
Old  :     100.0:      35.9        5.4        5.5       11.7       58.5       53.1       69.4:      46.9       30.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        21          6          7         12         23         37         32:
Old  :        51:        21          6          7         12         23         37         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  :                 18.5       39.6       27.2       48.7       17.6       39.6       25.9       48.0
Old  :                 18.5       39.6       27.2       48.7       17.6       39.6       25.9       48.0
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    22,289:     6,453      1,230      4,384      7,254      4,963     18,092     10,577:     4,197     11,712
Old  :    22,289:     6,453      1,230      4,384      7,254      4,963     18,092     10,577:     4,197     11,712
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -1,611:       -99        268       -742       -574       -363     -1,415       -837:      -196       -774
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        5.5       19.7       32.5       22.3       81.2       47.5:      18.8       52.5
Old  :     100.0:      29.0        5.5       19.7       32.5       22.3       81.2       47.5:      18.8       52.5
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  :       106:        36         12         25         36         41         83         69:
Old  :       106:        36         12         25         36         41         83         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       12.9       36.5       19.7       19.6        7.8       30.5       12.0
Old  :                 23.3       12.9       36.5       19.7       19.6        7.8       30.5       12.0
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 25, 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  :    23,899:     6,552        962      5,126      7,828      5,325     19,506     11,413:     4,393     12,486
Old  :    23,899:     6,552        962      5,126      7,828      5,325     19,506     11,413:     4,393     12,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,362:       432        419        345        681        187      1,458        951:       -96        411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        4.0       21.5       32.8       22.3       81.6       47.8:      18.4       52.2
Old  :     100.0:      27.4        4.0       21.5       32.8       22.3       81.6       47.8:      18.4       52.2
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  :       121:        38         14         29         49         50        101         83:
Old  :       121:        38         14         29         49         50        101         83:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       12.9       34.9       19.9       17.6        5.5       27.6        9.4
Old  :                 21.4       12.9       34.9       19.9       17.6        5.5       27.6        9.4
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    85,394:    12,626     11,634      1,550     39,832     53,205     54,007     66,389:    31,387     19,005
Old  :    85,394:    12,626     11,634      1,550     39,832     53,205     54,007     66,389:    31,387     19,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -2,012:    -4,940     -3,609       -233      4,020      3,170     -1,153       -672:      -859     -1,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       13.6        1.8       46.6       62.3       63.2       77.7:      36.8       22.3
Old  :     100.0:      14.8       13.6        1.8       46.6       62.3       63.2       77.7:      36.8       22.3
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  :        58:        17          9          5         23         21         42         33:
Old  :        58:        17          9          5         23         21         42         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  :                 20.9       39.4       33.5       53.3       18.5       39.4       30.1       53.0
Old  :                 20.9       39.4       33.5       53.3       18.5       39.4       30.1       53.0
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 25, 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  :    87,407:    17,566     15,243      1,783     35,812     50,035     55,161     67,061:    32,246     20,346
Old  :    87,407:    17,566     15,243      1,783     35,812     50,035     55,161     67,061:    32,246     20,346
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,356:    -2,601        483        -77      3,987     -1,918      1,309     -1,512:        47      2,868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       17.4        2.0       41.0       57.2       63.1       76.7:      36.9       23.3
Old  :     100.0:      20.1       17.4        2.0       41.0       57.2       63.1       76.7:      36.9       23.3
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:        22         11          6         21         19         44         35:
Old  :        62:        22         11          6         21         19         44         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  :                 20.2       36.2       32.1       50.2       18.5       36.2       28.8       50.1
Old  :                 20.2       36.2       32.1       50.2       18.5       36.2       28.8       50.1
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    52,730:     6,402     13,802        534     34,468     23,345     41,403     37,681:    11,327     15,050
Old  :    52,730:     6,402     13,802        534     34,468     23,345     41,403     37,681:    11,327     15,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       227:    -1,707        578         75      4,660        453      3,027      1,105:    -2,800       -878
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       26.2        1.0       65.4       44.3       78.5       71.5:      21.5       28.5
Old  :     100.0:      12.1       26.2        1.0       65.4       44.3       78.5       71.5:      21.5       28.5
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  :        34:         7         11          3         13          6         21         19:
Old  :        34:         7         11          3         13          6         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       46.3       61.4       61.4       44.6       46.2       61.4       61.2
Old  :                 44.6       46.3       61.4       61.4       44.6       46.2       61.4       61.2
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 25, 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  :    52,503:     8,109     13,224        459     29,808     22,892     38,376     36,575:    14,127     15,928
Old  :    52,503:     8,109     13,224        459     29,808     22,892     38,376     36,575:    14,127     15,928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -533:    -3,069        907        191      2,502     -4,384       -376     -3,286:      -158      2,753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       25.2        0.9       56.8       43.6       73.1       69.7:      26.9       30.3
Old  :     100.0:      15.4       25.2        0.9       56.8       43.6       73.1       69.7:      26.9       30.3
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  :        34:        11          8          4         13          6         24         18:
Old  :        34:        11          8          4         13          6         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  :                 41.7       44.8       57.7       59.8       41.7       44.7       57.6       59.5
Old  :                 41.7       44.8       57.7       59.8       41.7       44.7       57.6       59.5
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    79,804:    53,672      6,774        703     16,028     68,434     70,403     75,912:     9,401      3,892
Old  :    79,804:    53,672      6,774        703     16,028     68,434     70,403     75,912:     9,401      3,892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    10,456:    10,704     -1,461       -119     -2,092     12,297      8,492     10,716:     1,964       -260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.3        8.5        0.9       20.1       85.8       88.2       95.1:      11.8        4.9
Old  :     100.0:      67.3        8.5        0.9       20.1       85.8       88.2       95.1:      11.8        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  :        88:        46         11          2         14         22         62         33:
Old  :        88:        46         11          2         14         22         62         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  :                 33.1       51.4       49.9       73.2       33.1       51.2       49.9       73.0
Old  :                 33.1       51.4       49.9       73.2       33.1       51.2       49.9       73.0
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 25, 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  :    69,348:    42,968      8,235        823     18,120     56,138     61,911     65,196:     7,437      4,152
Old  :    69,348:    42,968      8,235        823     18,120     56,138     61,911     65,196:     7,437      4,152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -3,336:    -4,934      2,957        301      3,654     -5,697       -978     -2,439:    -2,357       -897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.0       11.9        1.2       26.1       81.0       89.3       94.0:      10.7        6.0
Old  :     100.0:      62.0       11.9        1.2       26.1       81.0       89.3       94.0:      10.7        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  :        83:        40         13          3         17         17         60         30:
Old  :        83:        40         13          3         17         17         60         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       52.7       53.4       73.7       35.2       52.5       53.4       73.5
Old  :                 35.2       52.7       53.4       73.7       35.2       52.5       53.4       73.5
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    68,670:    19,366      2,533      2,001     24,406     49,927     45,772     54,461:    22,897     14,209
Old  :    68,670:    19,366      2,533      2,001     24,406     49,927     45,772     54,461:    22,897     14,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     2,363:       750        -36      1,448        941      4,399      3,139      5,811:      -776     -3,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2        3.7        2.9       35.5       72.7       66.7       79.3:      33.3       20.7
Old  :     100.0:      28.2        3.7        2.9       35.5       72.7       66.7       79.3:      33.3       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        18          7          7         12         12         33         23:
Old  :        44:        18          7          7         12         12         33         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       50.1       37.3       69.5       23.8       49.5       35.0       65.5
Old  :                 24.9       50.1       37.3       69.5       23.8       49.5       35.0       65.5
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 25, 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  :    66,306:    18,616      2,570        553     23,465     45,528     42,634     48,650:    23,673     17,656
Old  :    66,306:    18,616      2,570        553     23,465     45,528     42,634     48,650:    23,673     17,656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -604:    -2,140        333        -46      1,902     -1,974       -284     -1,687:      -320      1,084
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        3.9        0.8       35.4       68.7       64.3       73.4:      35.7       26.6
Old  :     100.0:      28.1        3.9        0.8       35.4       68.7       64.3       73.4:      35.7       26.6
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  :        41:        15          6          4         13         12         31         19:
Old  :        41:        15          6          4         13         12         31         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  :                 25.6       45.5       37.5       65.6       24.7       43.6       36.1       62.4
Old  :                 25.6       45.5       37.5       65.6       24.7       43.6       36.1       62.4
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   194,618:    30,254     30,678      2,995    121,844    144,370    155,093    178,044:    39,525     16,574
Old  :   194,618:    30,254     30,678      2,995    121,844    144,370    155,093    178,044:    39,525     16,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     7,798:    -3,673     -2,157      1,015     10,921     13,363      8,263     12,221:      -465     -4,423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       15.8        1.5       62.6       74.2       79.7       91.5:      20.3        8.5
Old  :     100.0:      15.5       15.8        1.5       62.6       74.2       79.7       91.5:      20.3        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        27         12          5         22         25         52         39:
Old  :        71:        27         12          5         22         25         52         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       48.5       58.9       68.2       31.3       42.2       39.9       52.7
Old  :                 47.8       48.5       58.9       68.2       31.3       42.2       39.9       52.7
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 25, 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  :   186,821:    33,928     32,835      1,980    110,922    131,007    146,830    165,823:    39,990     20,998
Old  :   186,821:    33,928     32,835      1,980    110,922    131,007    146,830    165,823:    39,990     20,998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -8,925:    -5,877      1,065       -406      2,372     -8,728     -3,910     -8,069:    -5,015       -857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       17.6        1.1       59.4       70.1       78.6       88.8:      21.4       11.2
Old  :     100.0:      18.2       17.6        1.1       59.4       70.1       78.6       88.8:      21.4       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  :        72:        29         13          5         22         21         53         37:
Old  :        72:        29         13          5         22         21         53         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  :                 47.0       49.8       57.4       68.2       30.4       42.9       38.4       51.9
Old  :                 47.0       49.8       57.4       68.2       30.4       42.9       38.4       51.9
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   171,037:    25,490     23,035     17,929     73,820     81,237    117,239    122,200:    53,798     48,837
Old  :   171,037:    25,490     23,035     17,929     73,820     81,237    117,239    122,200:    53,798     48,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       732:      -557      2,622     -4,131     10,819      6,685      6,131      5,177:    -5,399     -4,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       13.5       10.5       43.2       47.5       68.5       71.4:      31.5       28.6
Old  :     100.0:      14.9       13.5       10.5       43.2       47.5       68.5       71.4:      31.5       28.6
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  :        98:        32         27         28         33         27         78         69:
Old  :        98:        32         27         28         33         27         78         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       23.5       31.6       39.1       17.9       21.3       24.4       31.7
Old  :                 22.0       23.5       31.6       39.1       17.9       21.3       24.4       31.7
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 25, 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  :   170,306:    26,048     20,413     22,060     63,001     74,551    111,108    117,024:    59,197     53,282
Old  :   170,306:    26,048     20,413     22,060     63,001     74,551    111,108    117,024:    59,197     53,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     2,366:    -2,791      5,654        178     12,133        566      9,520      6,398:    -7,154     -4,032
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       12.0       13.0       37.0       43.8       65.2       68.7:      34.8       31.3
Old  :     100.0:      15.3       12.0       13.0       37.0       43.8       65.2       68.7:      34.8       31.3
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  :        98:        31         29         27         34         24         77         68:
Old  :        98:        31         29         27         34         24         77         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       25.1       29.5       39.0       19.0       21.9       25.9       30.9
Old  :                 20.2       25.1       29.5       39.0       19.0       21.9       25.9       30.9
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    42,638:    11,396          0        189     28,449     36,663     40,034     36,852:     2,604      5,786
Old  :    42,638:    11,396          0        189     28,449     36,663     40,034     36,852:     2,604      5,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     8,092:     3,135          0         89      5,596      8,052      8,820      8,141:      -728        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        0.0        0.4       66.7       86.0       93.9       86.4:       6.1       13.6
Old  :     100.0:      26.7        0.0        0.4       66.7       86.0       93.9       86.4:       6.1       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         5          0          2         14         23         19         25:
Old  :        31:         5          0          2         14         23         19         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  :                 54.9       33.7       74.2       54.1       49.2       33.7       66.9       53.5
Old  :                 54.9       33.7       74.2       54.1       49.2       33.7       66.9       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :    34,546:     8,261          0        100     22,853     28,611     31,214     28,711:     3,332      5,835
Old  :    34,546:     8,261          0        100     22,853     28,611     31,214     28,711:     3,332      5,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :   -15,921:    -1,867       -700          0     -6,418    -16,812     -8,285    -17,512:    -7,636      1,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        0.0        0.3       66.2       82.8       90.4       83.1:       9.6       16.9
Old  :     100.0:      23.9        0.0        0.3       66.2       82.8       90.4       83.1:       9.6       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          0          1         11         20         14         21:
Old  :        25:         3          0          1         11         20         14         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       39.1       77.5       59.4       48.4       39.1       70.2       57.4
Old  :                 52.9       39.1       77.5       59.4       48.4       39.1       70.2       57.4
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :11,326,769:   639,056    740,593  3,111,674  6,650,021  5,953,418 10,400,751  9,805,685:   926,018  1,521,084
Old  :11,326,769:   639,056    740,593  3,111,674  6,650,021  5,953,418 10,400,751  9,805,685:   926,018  1,521,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   512,384:    -3,844     31,186    204,100    279,013    205,708    479,269    440,994:    33,116     71,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        6.5       27.5       58.7       52.6       91.8       86.6:       8.2       13.4
Old  :     100.0:       5.6        6.5       27.5       58.7       52.6       91.8       86.6:       8.2       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        57         58         88        126        133        224        239:
Old  :       252:        57         58         88        126        133        224        239:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       12.6       34.1       22.4       17.2        8.3       25.5       12.9
Old  :                 21.5       12.6       34.1       22.4       17.2        8.3       25.5       12.9
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 25, 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  :10,814,385:   642,900    709,407  2,907,574  6,371,008  5,747,710  9,921,482  9,364,692:   892,902  1,449,693
Old  :10,814,385:   642,900    709,407  2,907,574  6,371,008  5,747,710  9,921,482  9,364,692:   892,902  1,449,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :   336,622:    63,681   -243,136     13,001   -134,974    -72,259    -58,291   -302,394:   394,913    639,016
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        6.6       26.9       58.9       53.1       91.7       86.6:       8.3       13.4
Old  :     100.0:       5.9        6.6       26.9       58.9       53.1       91.7       86.6:       8.3       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  :       250:        55         57         88        127        136        225        239:
Old  :       250:        55         57         88        127        136        225        239:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       12.4       35.5       22.7       18.1        8.7       26.8       13.2
Old  :                 22.4       12.4       35.5       22.7       18.1        8.7       26.8       13.2
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   711,327:    62,167     82,322     25,645    470,144    498,858    557,956    606,825:   153,371    104,502
Old  :   711,327:    62,167     82,322     25,645    470,144    498,858    557,956    606,825:   153,371    104,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   -11,238:   -10,444      4,957     -4,616      2,312     -7,863    -12,748     -7,522:     1,510     -3,716
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       11.6        3.6       66.1       70.1       78.4       85.3:      21.6       14.7
Old  :     100.0:       8.7       11.6        3.6       66.1       70.1       78.4       85.3:      21.6       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        44         41         48         97         69        174        125:
Old  :       199:        44         41         48         97         69        174        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  :                 19.2       30.4       27.4       44.0       18.3       30.3       26.3       43.8
Old  :                 19.2       30.4       27.4       44.0       18.3       30.3       26.3       43.8
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 25, 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  :   722,565:    72,611     77,364     30,261    467,832    506,722    570,703    614,347:   151,861    108,217
Old  :   722,565:    72,611     77,364     30,261    467,832    506,722    570,703    614,347:   151,861    108,217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -6,244:     2,635     20,379     -6,677     -2,614    -18,055     -6,656     -4,354:       411     -1,891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       10.7        4.2       64.7       70.1       79.0       85.0:      21.0       15.0
Old  :     100.0:      10.0       10.7        4.2       64.7       70.1       79.0       85.0:      21.0       15.0
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  :       198:        49         33         46         97         71        173        123:
Old  :       198:        49         33         46         97         71        173        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  :                 19.1       30.0       27.9       43.5       18.3       30.0       26.9       43.3
Old  :                 19.1       30.0       27.9       43.5       18.3       30.0       26.9       43.3
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  :   830,361:   159,177    163,384     12,311    379,963    548,654    551,451    724,349:   278,910    106,013
Old  :   830,361:   159,177    163,384     12,311    379,963    548,654    551,451    724,349:   278,910    106,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   -34,704:   -12,864     48,165     -1,658     22,416    -88,179      7,894    -41,672:   -42,598      6,968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       19.7        1.5       45.8       66.1       66.4       87.2:      33.6       12.8
Old  :     100.0:      19.2       19.7        1.5       45.8       66.1       66.4       87.2:      33.6       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        31         44         21         52         51         99        100:
Old  :       150:        31         44         21         52         51         99        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       33.8       31.0       44.9       17.8       30.6       28.9       40.4
Old  :                 19.2       33.8       31.0       44.9       17.8       30.6       28.9       40.4
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 25, 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  :   865,065:   172,041    115,219     13,969    357,547    636,833    543,558    766,021:   321,508     99,045
Old  :   865,065:   172,041    115,219     13,969    357,547    636,833    543,558    766,021:   321,508     99,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       868:   -17,117    -11,601     -1,275     -5,414     -7,155    -23,806    -20,031:    24,674     20,899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       13.3        1.6       41.3       73.6       62.8       88.6:      37.2       11.4
Old  :     100.0:      19.9       13.3        1.6       41.3       73.6       62.8       88.6:      37.2       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        35         37         19         51         55        100         97:
Old  :       151:        35         37         19         51         55        100         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       33.6       28.1       47.2       16.4       31.9       24.8       43.2
Old  :                 18.4       33.6       28.1       47.2       16.4       31.9       24.8       43.2
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    13,084:     1,399          0          0      5,783     11,710      7,182     11,710:     5,902      1,374
Old  :    13,084:     1,399          0          0      5,783     11,710      7,182     11,710:     5,902      1,374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :        63:         9          0          0       -627         81       -618         81:       681        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        0.0        0.0       44.2       89.5       54.9       89.5:      45.1       10.5
Old  :     100.0:      10.7        0.0        0.0       44.2       89.5       54.9       89.5:      45.1       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          0          0         13         13         15         13:
Old  :        27:         2          0          0         13         13         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       44.3       41.2       72.7       26.5       44.1       41.2       72.2
Old  :                 26.5       44.3       41.2       72.7       26.5       44.1       41.2       72.2
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 25, 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  :    13,021:     1,390          0          0      6,410     11,629      7,800     11,629:     5,221      1,392
Old  :    13,021:     1,390          0          0      6,410     11,629      7,800     11,629:     5,221      1,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :        64:      -665          0          0     -1,735       -482     -2,400       -482:     2,464        546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        0.0        0.0       49.2       89.3       59.9       89.3:      40.1       10.7
Old  :     100.0:      10.7        0.0        0.0       49.2       89.3       59.9       89.3:      40.1       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          0          0         13         13         15         13:
Old  :        28:         2          0          0         13         13         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       44.2       43.3       72.5       26.3       44.2       43.3       72.5
Old  :                 26.3       44.2       43.3       72.5       26.3       44.2       43.3       72.5
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    28,975:     2,171      5,360        204     23,238     17,843     25,613     23,407:     3,362      5,568
Old  :    28,975:     2,171      5,360        204     23,238     17,843     25,613     23,407:     3,362      5,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     2,215:     1,546        118        104        249      1,725      1,899      1,947:       316        268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       18.5        0.7       80.2       61.6       88.4       80.8:      11.6       19.2
Old  :     100.0:       7.5       18.5        0.7       80.2       61.6       88.4       80.8:      11.6       19.2
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          5          1         19         18         22         24:
Old  :        38:         3          5          1         19         18         22         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       38.8       67.6       56.6       47.7       34.1       63.0       48.8
Old  :                 47.7       38.8       67.6       56.6       47.7       34.1       63.0       48.8
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 25, 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  :    26,760:       625      5,242        100     22,989     16,118     23,714     21,460:     3,046      5,300
Old  :    26,760:       625      5,242        100     22,989     16,118     23,714     21,460:     3,046      5,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,494:    -1,117        889       -242      2,408     -1,532      1,049       -885:       445      2,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       19.6        0.4       85.9       60.2       88.6       80.2:      11.4       19.8
Old  :     100.0:       2.3       19.6        0.4       85.9       60.2       88.6       80.2:      11.4       19.8
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  :        35:         1          6          1         19         16         21         22:
Old  :        35:         1          6          1         19         16         21         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  :                 52.0       42.0       71.3       60.6       50.1       37.4       64.8       51.9
Old  :                 52.0       42.0       71.3       60.6       50.1       37.4       64.8       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    75,578:     7,251     15,700        660     32,105     49,591     40,016     65,951:    35,563      9,628
Old  :    75,578:     7,251     15,700        660     32,105     49,591     40,016     65,951:    35,563      9,628
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -1,174:       343        409        313        -27        195        629        917:    -1,803     -2,091
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       20.8        0.9       42.5       65.6       52.9       87.3:      47.1       12.7
Old  :     100.0:       9.6       20.8        0.9       42.5       65.6       52.9       87.3:      47.1       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  :        87:        15         21          7         36         29         54         54:
Old  :        87:        15         21          7         36         29         54         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       43.1       26.3       59.3       17.3       41.2       25.6       56.0
Old  :                 17.4       43.1       26.3       59.3       17.3       41.2       25.6       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :    76,753:     6,908     15,291        347     32,132     49,395     39,387     65,034:    37,366     11,719
Old  :    76,753:     6,908     15,291        347     32,132     49,395     39,387     65,034:    37,366     11,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,923:    -1,332        647        -35     -1,627     -1,727     -2,994     -1,115:     4,917      3,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       19.9        0.5       41.9       64.4       51.3       84.7:      48.7       15.3
Old  :     100.0:       9.0       19.9        0.5       41.9       64.4       51.3       84.7:      48.7       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        15         22          5         36         27         54         51:
Old  :        87:        15         22          5         36         27         54         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       41.5       24.9       57.4       15.9       36.2       22.7       51.4
Old  :                 16.3       41.5       24.9       57.4       15.9       36.2       22.7       51.4
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   370,245:    83,222    100,634      2,311    255,524    129,405    341,057    232,350:    29,188    137,895
Old  :   370,245:    83,222    100,634      2,311    255,524    129,405    341,057    232,350:    29,188    137,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    16,681:   -33,889     22,070     -1,090     62,371    -11,557     27,391      9,423:   -10,710      7,258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       27.2        0.6       69.0       35.0       92.1       62.8:       7.9       37.2
Old  :     100.0:      22.5       27.2        0.6       69.0       35.0       92.1       62.8:       7.9       37.2
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  :       183:        56         60         11         46         36        104        105:
Old  :       183:        56         60         11         46         36        104        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       22.8       61.5       32.7       38.9       18.5       55.8       24.5
Old  :                 44.6       22.8       61.5       32.7       38.9       18.5       55.8       24.5
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 25, 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  :   353,563:   117,111     78,564      3,401    193,153    140,961    313,666    222,927:    39,898    130,637
Old  :   353,563:   117,111     78,564      3,401    193,153    140,961    313,666    222,927:    39,898    130,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     9,923:    -4,428     13,461     -1,673     10,088    -10,762      3,987      1,026:     5,936      8,897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       22.2        1.0       54.6       39.9       88.7       63.1:      11.3       36.9
Old  :     100.0:      33.1       22.2        1.0       54.6       39.9       88.7       63.1:      11.3       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  :       204:        79         56         15         46         38        130        104:
Old  :       204:        79         56         15         46         38        130        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       24.4       49.1       37.1       26.2       20.9       42.2       28.8
Old  :                 32.6       24.4       49.1       37.1       26.2       20.9       42.2       28.8
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    82,535:    37,447      2,577      2,403     16,806     67,678     56,656     72,658:    25,879      9,877
Old  :    82,535:    37,447      2,577      2,403     16,806     67,678     56,656     72,658:    25,879      9,877
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     9,174:     5,542      1,503      2,194       -425      7,784      7,311     11,480:     1,863     -2,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4        3.1        2.9       20.4       82.0       68.6       88.0:      31.4       12.0
Old  :     100.0:      45.4        3.1        2.9       20.4       82.0       68.6       88.0:      31.4       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        17          5          4         13         19         32         26:
Old  :        46:        17          5          4         13         19         32         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  :                 31.8       46.8       44.3       67.6       31.8       46.6       43.6       67.3
Old  :                 31.8       46.8       44.3       67.6       31.8       46.6       43.6       67.3
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 25, 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  :    73,361:    31,905      1,074        210     17,230     59,894     49,345     61,178:    24,016     12,183
Old  :    73,361:    31,905      1,074        210     17,230     59,894     49,345     61,178:    24,016     12,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     6,931:     4,156        540        -47      1,618      5,360      5,726      5,852:     1,205      1,079
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5        1.5        0.3       23.5       81.6       67.3       83.4:      32.7       16.6
Old  :     100.0:      43.5        1.5        0.3       23.5       81.6       67.3       83.4:      32.7       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  :        40:        16          3          1         12         16         29         19:
Old  :        40:        16          3          1         12         16         29         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  :                 31.2       51.5       44.9       74.1       30.9       51.4       44.6       73.4
Old  :                 31.2       51.5       44.9       74.1       30.9       51.4       44.6       73.4
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    24,183:     1,004      8,824          0     16,653     10,851     17,657     19,675:     6,527      4,508
Old  :    24,183:     1,004      8,824          0     16,653     10,851     17,657     19,675:     6,527      4,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       403:       -34        267          0        746        402        712        669:      -308       -265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       36.5        0.0       68.9       44.9       73.0       81.4:      27.0       18.6
Old  :     100.0:       4.2       36.5        0.0       68.9       44.9       73.0       81.4:      27.0       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         3         12          0         26         18         29         30:
Old  :        53:         3         12          0         26         18         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  :                 28.9       43.7       41.8       54.3       21.2       39.1       34.0       48.7
Old  :                 28.9       43.7       41.8       54.3       21.2       39.1       34.0       48.7
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 25, 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  :    23,780:     1,038      8,557          0     15,907     10,449     16,945     19,007:     6,835      4,773
Old  :    23,780:     1,038      8,557          0     15,907     10,449     16,945     19,007:     6,835      4,773
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,157:    -1,001        387       -106       -577       -840     -1,684       -559:     2,841      1,716
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       36.0        0.0       66.9       43.9       71.3       79.9:      28.7       20.1
Old  :     100.0:       4.4       36.0        0.0       66.9       43.9       71.3       79.9:      28.7       20.1
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  :        52:         3         12          0         26         18         29         30:
Old  :        52:         3         12          0         26         18         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  :                 28.0       43.3       41.2       53.6       21.9       38.6       33.7       47.9
Old  :                 28.0       43.3       41.2       53.6       21.9       38.6       33.7       47.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   160,705:    31,382     22,772      1,114    114,067    119,407    146,563    143,293:    14,142     17,412
Old  :   160,705:    31,382     22,772      1,114    114,067    119,407    146,563    143,293:    14,142     17,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,145:     1,001       -558         61     -1,568        568       -506         71:     1,651      1,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       14.2        0.7       71.0       74.3       91.2       89.2:       8.8       10.8
Old  :     100.0:      19.5       14.2        0.7       71.0       74.3       91.2       89.2:       8.8       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  :        91:        15         23          5         28         39         47         63:
Old  :        91:        15         23          5         28         39         47         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       39.0       68.1       53.8       52.0       38.1       63.2       52.7
Old  :                 54.9       39.0       68.1       53.8       52.0       38.1       63.2       52.7
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 25, 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  :   159,560:    30,381     23,330      1,053    115,635    118,839    147,069    143,222:    12,491     16,338
Old  :   159,560:    30,381     23,330      1,053    115,635    118,839    147,069    143,222:    12,491     16,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    17,038:     7,644      5,836       -100     12,379     10,337     19,923     16,073:    -2,885        965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       14.6        0.7       72.5       74.5       92.2       89.8:       7.8       10.2
Old  :     100.0:      19.0       14.6        0.7       72.5       74.5       92.2       89.8:       7.8       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        13         26          4         29         37         45         64:
Old  :        92:        13         26          4         29         37         45         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       35.7       70.4       51.4       54.5       35.3       65.2       49.5
Old  :                 57.6       35.7       70.4       51.4       54.5       35.3       65.2       49.5
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    35,404:     9,078      7,214      1,012     12,344     20,957     22,434     29,183:    12,970      6,221
Old  :    35,404:     9,078      7,214      1,012     12,344     20,957     22,434     29,183:    12,970      6,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,218:       530      1,424        -20      1,049       -287      1,559      1,117:      -341        101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       20.4        2.9       34.9       59.2       63.4       82.4:      36.6       17.6
Old  :     100.0:      25.6       20.4        2.9       34.9       59.2       63.4       82.4:      36.6       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        17         16          4         16         18         36         37:
Old  :        66:        17         16          4         16         18         36         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  :                 18.5       31.3       30.6       45.6       17.0       28.1       26.2       40.4
Old  :                 18.5       31.3       30.6       45.6       17.0       28.1       26.2       40.4
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 25, 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  :    34,186:     8,548      5,790      1,032     11,295     21,244     20,875     28,066:    13,311      6,120
Old  :    34,186:     8,548      5,790      1,032     11,295     21,244     20,875     28,066:    13,311      6,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       658:    -3,957       -862         42         21      1,370     -3,894        550:     4,552        108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       16.9        3.0       33.0       62.1       61.1       82.1:      38.9       17.9
Old  :     100.0:      25.0       16.9        3.0       33.0       62.1       61.1       82.1:      38.9       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  :        66:        17         14          4         18         21         38         38:
Old  :        66:        17         14          4         18         21         38         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  :                 17.5       33.5       27.9       48.0       14.8       28.2       23.6       40.6
Old  :                 17.5       33.5       27.9       48.0       14.8       28.2       23.6       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :   121,298:       594      6,331      2,838     61,198     75,832     64,630     85,001:    56,668     36,297
Old  :   121,298:       594      6,331      2,838     61,198     75,832     64,630     85,001:    56,668     36,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -974:       243       -220        106      3,698     -1,809      4,047     -1,923:    -5,021        949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        5.2        2.3       50.5       62.5       53.3       70.1:      46.7       29.9
Old  :     100.0:       0.5        5.2        2.3       50.5       62.5       53.3       70.1:      46.7       29.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         3         14          4         18         23         23         40:
Old  :        44:         3         14          4         18         23         23         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  :                 42.6       53.0       48.8       60.1        7.4       18.9        9.2       22.5
Old  :                 42.6       53.0       48.8       60.1        7.4       18.9        9.2       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :   122,272:       351      6,551      2,732     57,500     77,641     60,583     86,924:    61,689     35,348
Old  :   122,272:       351      6,551      2,732     57,500     77,641     60,583     86,924:    61,689     35,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -4,196:        52        667          0     -3,470     -5,597     -3,418     -4,930:      -778        734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        5.4        2.2       47.0       63.5       49.5       71.1:      50.5       28.9
Old  :     100.0:       0.3        5.4        2.2       47.0       63.5       49.5       71.1:      50.5       28.9
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  :        44:         3         15          3         16         22         21         39:
Old  :        44:         3         15          3         16         22         21         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       54.1       47.1       61.2        5.8       20.2        6.6       23.9
Old  :                 42.3       54.1       47.1       61.2        5.8       20.2        6.6       23.9
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :   118,115:    41,093     10,358     20,588     22,448     75,903     84,129    106,849:    33,986     11,266
Old  :   118,115:    41,093     10,358     20,588     22,448     75,903     84,129    106,849:    33,986     11,266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -3,868:       258        162       -756     -1,124     -2,733     -1,622     -3,327:    -2,247       -541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        8.8       17.4       19.0       64.3       71.2       90.5:      28.8        9.5
Old  :     100.0:      34.8        8.8       17.4       19.0       64.3       71.2       90.5:      28.8        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:       105         24         51         26         35        145         99:
Old  :       172:       105         24         51         26         35        145         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  :                 16.2       28.2       23.6       42.1       13.9       26.7       19.7       38.6
Old  :                 16.2       28.2       23.6       42.1       13.9       26.7       19.7       38.6
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 25, 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  :   121,984:    40,835     10,196     21,344     23,572     78,636     85,751    110,176:    36,233     11,807
Old  :   121,984:    40,835     10,196     21,344     23,572     78,636     85,751    110,176:    36,233     11,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -1,285:    -1,364      1,009        185     -1,518     -2,900     -2,697     -1,707:     1,412        422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        8.4       17.5       19.3       64.5       70.3       90.3:      29.7        9.7
Old  :     100.0:      33.5        8.4       17.5       19.3       64.5       70.3       90.3:      29.7        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  :       171:        98         26         49         26         41        140        102:
Old  :       171:        98         26         49         26         41        140        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       27.6       23.8       41.6       13.5       25.9       19.3       38.0
Old  :                 15.7       27.6       23.8       41.6       13.5       25.9       19.3       38.0
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :    92,806:    27,166      8,133     16,093     34,964     59,432     78,223     83,658:    14,583      9,148
Old  :    92,806:    27,166      8,133     16,093     34,964     59,432     78,223     83,658:    14,583      9,148
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       928:      -505      2,090       -103      1,492     -2,021        883        -34:        45        963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        8.8       17.3       37.7       64.0       84.3       90.1:      15.7        9.9
Old  :     100.0:      29.3        8.8       17.3       37.7       64.0       84.3       90.1:      15.7        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        57         38         39         37         37        117         97:
Old  :       148:        57         38         39         37         37        117         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       43.9       36.7       58.5       21.5       38.2       32.0       50.6
Old  :                 24.6       43.9       36.7       58.5       21.5       38.2       32.0       50.6
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 25, 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  :    91,878:    27,671      6,043     16,197     33,472     61,453     77,340     83,693:    14,538      8,185
Old  :    91,878:    27,671      6,043     16,197     33,472     61,453     77,340     83,693:    14,538      8,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     6,436:     4,017      1,395      2,393       -827      2,241      5,583      6,029:       853        407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1        6.6       17.6       36.4       66.9       84.2       91.1:      15.8        8.9
Old  :     100.0:      30.1        6.6       17.6       36.4       66.9       84.2       91.1:      15.8        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  :       148:        61         36         37         36         38        117         96:
Old  :       148:        61         36         37         36         38        117         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       46.7       35.3       60.2       20.3       42.3       31.1       52.4
Old  :                 23.2       46.7       35.3       60.2       20.3       42.3       31.1       52.4
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   345,407:   103,558     48,495     73,688    114,196    201,314    291,442    323,496:    53,965     21,911
Old  :   345,407:   103,558     48,495     73,688    114,196    201,314    291,442    323,496:    53,965     21,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   -45,289:    -4,687      6,061    -22,586     -2,961    -16,558    -30,234    -33,083:   -15,055    -12,206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       14.0       21.3       33.1       58.3       84.4       93.7:      15.6        6.3
Old  :     100.0:      30.0       14.0       21.3       33.1       58.3       84.4       93.7:      15.6        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:       117         48         50         35         39        170        121:
Old  :       214:       117         48         50         35         39        170        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       27.7       34.3       45.9       16.0       23.2       21.6       34.4
Old  :                 24.0       27.7       34.3       45.9       16.0       23.2       21.6       34.4
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 25, 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  :   390,696:   108,245     42,434     96,274    117,157    217,872    321,676    356,579:    69,020     34,118
Old  :   390,696:   108,245     42,434     96,274    117,157    217,872    321,676    356,579:    69,020     34,118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -3,806:      -596     -1,405     -1,699     -7,538     -8,901     -9,833    -12,005:     6,027      8,199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       10.9       24.6       30.0       55.8       82.3       91.3:      17.7        8.7
Old  :     100.0:      27.7       10.9       24.6       30.0       55.8       82.3       91.3:      17.7        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:       128         48         79         36         37        199        141:
Old  :       233:       128         48         79         36         37        199        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       26.6       33.2       43.6       14.3       20.8       18.8       30.9
Old  :                 22.8       26.6       33.2       43.6       14.3       20.8       18.8       30.9
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :     9,356:     4,613        629        301      2,259      7,634      7,173      8,564:     2,183        792
Old  :     9,356:     4,613        629        301      2,259      7,634      7,173      8,564:     2,183        792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       322:        -4         -3         11       -111         40       -104         48:       426        274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.3        6.7        3.2       24.1       81.6       76.7       91.5:      23.3        8.5
Old  :     100.0:      49.3        6.7        3.2       24.1       81.6       76.7       91.5:      23.3        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        13          3          4          6          6         23         11:
Old  :        25:        13          3          4          6          6         23         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       86.1       64.9       90.8       45.1       72.3       54.0       72.8
Old  :                 53.6       86.1       64.9       90.8       45.1       72.3       54.0       72.8
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 25, 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  :     9,034:     4,617        632        290      2,370      7,594      7,277      8,516:     1,757        518
Old  :     9,034:     4,617        632        290      2,370      7,594      7,277      8,516:     1,757        518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -1,372:      -107       -637         42     -1,043       -773     -1,108     -1,368:      -264         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.1        7.0        3.2       26.2       84.1       80.6       94.3:      19.4        5.7
Old  :     100.0:      51.1        7.0        3.2       26.2       84.1       80.6       94.3:      19.4        5.7
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  :        24:        13          4          4          5          6         22         11:
Old  :        24:        13          4          4          5          6         22         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       88.7       69.4       93.4       47.0       73.2       56.2       73.7
Old  :                 57.6       88.7       69.4       93.4       47.0       73.2       56.2       73.7
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    80,765:     8,112     26,067      8,084     47,770     27,693     63,966     61,843:    16,798     18,921
Old  :    58,842:     7,997     24,351      3,307     36,320     17,064     47,624     44,722:    11,218     14,120
Other:    21,922:     1,911      3,511      2,981     11,450     10,629     16,342     17,121:     5,580      4,801
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     8,142:      -371      7,535        835      6,964     -1,391      7,427      6,978:       715      1,164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       32.3       10.0       59.1       34.3       79.2       76.6:      20.8       23.4
Old  :     100.0:      13.6       41.4        5.6       61.7       29.0       80.9       76.0:      19.1       24.0
Other:     100.0:       8.7       16.0       13.6       52.2       48.5       74.5       78.1:      25.5       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        21         37         23         48         38         78         91:
Old  :       114:        24         34         17         45         37         74         83:
Other:        64:         8         18         12         26         24         41         47:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       19.1       36.2       30.4       16.5       13.5       24.5       22.1
Old  :                 30.9       18.5       41.6       31.1       26.6       18.5       36.5       30.5
Other:                 31.4       39.2       48.5       53.3       30.4       37.5       40.1       43.8
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :    72,622:     8,483     18,532      7,249     40,807     29,084     56,539     54,865:    16,083     17,757
Old  :    54,465:     8,184     17,877      2,600     32,345     20,216     43,129     40,693:    11,336     13,772
Other:    18,157:     1,822      2,178      3,126      8,461      8,868     13,410     14,172:     4,747      3,985
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -2,540:    -2,629        194       -671     -1,208     -3,878     -4,508     -4,355:     1,968      1,815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       25.5       10.0       56.2       40.0       77.9       75.5:      22.1       24.5
Old  :     100.0:      15.0       32.8        4.8       59.4       37.1       79.2       74.7:      20.8       25.3
Other:     100.0:      10.0       12.0       17.2       46.6       48.8       73.9       78.1:      26.1       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        22         31         22         49         43         81         88:
Old  :       111:        27         25         14         45         40         75         76:
Other:        60:         6         18         13         20         25         35         48:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       21.3       35.5       32.5       18.6       16.0       27.3       25.0
Old  :                 29.3       22.3       40.6       35.3       26.2       21.5       37.0       33.7
Other:                 31.5       38.4       47.5       52.7       31.1       34.8       38.0       40.6
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    42,019:       881      9,236      2,806     26,122     19,630     29,809     31,673:    12,210     10,346
Old  :    36,880:     2,086      9,239      1,405     22,617     16,982     26,107     27,626:    10,773      9,254
Other:     5,139:         8      1,210        189      3,506      2,648      3,702      4,047:     1,437      1,092
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -771:       249       -269        512     -1,889     -1,869     -1,127     -1,625:       356        854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       22.0        6.7       62.2       46.7       70.9       75.4:      29.1       24.6
Old  :     100.0:       5.7       25.1        3.8       61.3       46.0       70.8       74.9:      29.2       25.1
Other:     100.0:       0.2       23.5        3.7       68.2       51.5       72.0       78.7:      28.0       21.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         6         17          8         27         22         36         44:
Old  :        53:         6         17          8         27         21         36         43:
Other:        24:         1          6          4         10         13         14         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       26.0       48.4       41.5       23.9       17.8       32.5       28.1
Old  :                 36.8       26.2       48.2       43.2       22.3       20.2       32.3       28.9
Other:                 48.4       50.1       67.7       68.7       46.1       47.7       55.8       60.3
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :    42,790:       631      9,505      2,294     28,011     21,499     30,936     33,298:    11,854      9,492
Old  :    37,984:     1,523      9,447      1,327     24,829     18,841     27,678     29,615:    10,306      8,369
Other:     4,807:         8        958         68      3,182      2,658      3,258      3,684:     1,549      1,123
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     4,488:       365     -1,076         60      1,138      4,081      1,563      3,066:     2,925      1,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       22.2        5.4       65.5       50.2       72.3       77.8:      27.7       22.2
Old  :     100.0:       4.0       24.9        3.5       65.4       49.6       72.9       78.0:      27.1       22.0
Other:     100.0:       0.2       19.9        1.4       66.2       55.3       67.8       76.6:      32.2       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         5         17          7         27         24         35         45:
Old  :        53:         6         16          5         27         23         35         42:
Other:        24:         1          5          3         10         14         13         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       26.7       50.6       42.7       25.2       18.5       32.0       27.2
Old  :                 37.1       26.4       50.6       44.2       23.9       20.7       31.8       28.7
Other:                 47.3       48.5       65.7       69.0       44.0       45.9       52.5       59.5
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :   130,660:    18,798     18,334     32,997     59,076     66,470    110,872    117,801:    19,788     12,859
Old  :   117,339:    19,259     18,138     29,525     50,952     58,048     99,736    105,711:    17,603     11,627
Other:    13,321:       542      1,200      2,469      8,124      8,421     11,136     12,090:     2,186      1,232
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -7,179:   -12,145      9,617     -1,084      7,171    -17,626     -6,058     -9,094:    -1,121      1,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       14.0       25.3       45.2       50.9       84.9       90.2:      15.1        9.8
Old  :     100.0:      16.4       15.5       25.2       43.4       49.5       85.0       90.1:      15.0        9.9
Other:     100.0:       4.1        9.0       18.5       61.0       63.2       83.6       90.8:      16.4        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        85         66         73         68         61        187        169:
Old  :       231:        87         62         71         67         61        184        167:
Other:        86:        17         24         32         35         30         71         68:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       25.3       26.6       34.4       16.1       19.8       23.0       25.3
Old  :                 17.9       25.9       28.3       35.0       17.9       20.9       25.1       26.7
Other:                 31.7       30.5       45.3       45.7       24.8       23.2       30.7       33.2
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :   137,839:    30,943      8,718     34,081     51,905     84,096    116,929    126,895:    20,909     10,944
Old  :   126,841:    30,640      8,703     31,333     45,636     76,342    107,609    116,379:    19,232     10,462
Other:    10,998:       914        625      2,137      6,269      7,754      9,320     10,516:     1,678        482
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     5,842:     1,813     -5,831      1,448     -2,593      6,386        667      2,004:     5,175      3,838
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        6.3       24.7       37.7       61.0       84.8       92.1:      15.2        7.9
Old  :     100.0:      24.2        6.9       24.7       36.0       60.2       84.8       91.8:      15.2        8.2
Other:     100.0:       8.3        5.7       19.4       57.0       70.5       84.7       95.6:      15.3        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:       120         42         83         68         65        216        169:
Old  :       251:       124         41         80         67         65        215        166:
Other:        84:        18         25         30         31         29         67         66:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       29.6       24.1       40.1       14.8       26.8       22.4       34.7
Old  :                 16.1       29.8       25.8       40.3       16.1       27.5       24.4       35.6
Other:                 30.9       40.2       43.6       52.0       24.2       37.8       33.4       47.2
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    62,826:     7,599      1,947     21,730     28,024     37,567     57,353     61,244:     5,474      1,583
Old  :    62,743:     7,648      1,936     21,678     27,961     37,547     57,288     61,162:     5,455      1,582
Other:        83:         1         61          1         63         20         65         82:        18          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -226:       -20       -135       -833        555        829       -298       -139:        72        -86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        3.1       34.6       44.6       59.8       91.3       97.5:       8.7        2.5
Old  :     100.0:      12.2        3.1       34.6       44.6       59.8       91.3       97.5:       8.7        2.5
Other:     100.0:       1.2       73.1        1.3       75.5       24.3       78.0       98.7:      22.0        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        59         17         34         35         26        107         67:
Old  :       120:        60         17         34         35         26        107         67:
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  :                 39.2       46.6       52.6       62.4       10.7       21.7       14.7       28.3
Old  :                 39.2       46.6       52.6       62.5       10.7       21.7       14.7       28.4
Other:                 77.8       57.5       78.0       91.8       76.4       56.5       76.4       90.4
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :    63,052:     7,619      2,082     22,563     27,469     36,738     57,651     61,383:     5,401      1,669
Old  :    62,969:     7,624      2,027     22,556     27,405     36,718     57,585     61,301:     5,384      1,668
Other:        83:         1         61          1         64         20         66         82:        17          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -300:    -1,044       -141      1,032         74     -1,507         63       -616:      -362        316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        3.3       35.8       43.6       58.3       91.4       97.4:       8.6        2.6
Old  :     100.0:      12.1        3.2       35.8       43.5       58.3       91.4       97.4:       8.6        2.6
Other:     100.0:       1.2       73.2        1.3       77.0       24.2       79.5       98.7:      20.5        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        47         27         33         36         25        105         66:
Old  :       118:        47         28         33         36         25        105         66:
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  :                 39.8       46.1       53.4       62.9       11.3       21.4       15.2       28.7
Old  :                 39.8       46.1       53.5       63.0       11.3       21.5       15.2       28.8
Other:                 79.2       57.5       79.5       91.8       78.0       56.5       78.0       90.6
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   128,073:    19,428     10,818     10,518     89,370    103,973    119,316    125,309:     8,756      2,764
Old  :    84,397:    18,422     10,942      9,038     48,786     61,567     76,246     81,547:     8,151      2,850
Other:    43,676:     1,752        621        735     40,584     42,406     43,070     43,762:       605        -86
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -728:     3,700     -2,369       -591     -4,328      1,616     -1,218     -1,343:       490        615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        8.4        8.2       69.8       81.2       93.2       97.8:       6.8        2.2
Old  :     100.0:      21.8       13.0       10.7       57.8       72.9       90.3       96.6:       9.7        3.4
Other:     100.0:       4.0        1.4        1.7       92.9       97.1       98.6      100.2:       1.4       -0.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        47         35         40         48         38        116         95:
Old  :       136:        47         37         39         47         38        114         94:
Other:        45:        10          5          8         22         22         34         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       39.7       49.6       58.9       19.8       24.5       28.1       32.4
Old  :                 28.1       32.6       41.5       49.0       24.1       27.1       34.9       40.1
Other:                 67.7       72.4       81.6       87.5       53.6       62.2       62.5       72.6
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :   128,801:    15,728     13,187     11,108     93,699    102,356    120,535    126,651:     8,266      2,150
Old  :    86,038:    15,587     13,010      9,566     53,450     61,349     78,603     83,926:     7,435      2,112
Other:    42,764:     1,049      1,084        634     40,249     41,008     41,932     42,726:       832         38
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -210:       686        882      1,041     -1,819     -1,889        -92         35:      -118       -245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       10.2        8.6       72.7       79.5       93.6       98.3:       6.4        1.7
Old  :     100.0:      18.1       15.1       11.1       62.1       71.3       91.4       97.5:       8.6        2.5
Other:     100.0:       2.5        2.5        1.5       94.1       95.9       98.1       99.9:       1.9        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        53         36         40         48         39        117        104:
Old  :       146:        58         36         39         47         39        116        103:
Other:        44:         4         11          8         20         21         29         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  :                 35.2       40.7       51.9       58.1       20.2       24.6       28.6       31.4
Old  :                 29.5       33.5       44.3       49.9       25.6       27.6       37.4       40.7
Other:                 69.5       71.8       83.8       86.3       55.1       61.4       64.4       71.1
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   584,088:   124,656     13,073    117,524    238,374    403,540    480,554    534,137:   103,534     49,951
Old  :   584,088:   124,656     13,073    117,524    238,374    403,540    480,554    534,137:   103,534     49,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    48,109:    26,807    -10,380      2,796     10,861     57,220     40,464     49,636:     7,645     -1,526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        2.2       20.1       40.8       69.1       82.3       91.4:      17.7        8.6
Old  :     100.0:      21.3        2.2       20.1       40.8       69.1       82.3       91.4:      17.7        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        74         29         53         60         55        160        111:
Old  :       171:        74         29         53         60         55        160        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       31.1       24.0       46.6        9.5       24.8       16.1       34.2
Old  :                 15.0       31.1       24.0       46.6        9.5       24.8       16.1       34.2
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 25, 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  :   535,978:    97,849     23,454    114,727    227,513    346,320    440,089    484,501:    95,889     51,477
Old  :   535,978:    97,849     23,454    114,727    227,513    346,320    440,089    484,501:    95,889     51,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    21,426:    -2,367       -343        -26      4,276     10,628      1,882     10,258:    19,544     11,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        4.4       21.4       42.4       64.6       82.1       90.4:      17.9        9.6
Old  :     100.0:      18.3        4.4       21.4       42.4       64.6       82.1       90.4:      17.9        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        58         28         53         57         49        144        104:
Old  :       152:        58         28         53         57         49        144        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       31.1       24.3       46.2        9.5       24.3       16.0       33.0
Old  :                 15.3       31.1       24.3       46.2        9.5       24.3       16.0       33.0
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   145,260:    42,891     10,377     39,796     48,646     87,405    131,333    137,578:    13,927      7,682
Old  :   141,647:    42,808     11,544     37,772     47,537     84,986    128,117    134,302:    13,529      7,345
Other:     3,613:     1,446        197        660      1,109      2,419      3,216      3,277:       398        337
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       581:      -357        375       -552        648       -610       -262       -787:       842      1,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        7.1       27.4       33.5       60.2       90.4       94.7:       9.6        5.3
Old  :     100.0:      30.2        8.1       26.7       33.6       60.0       90.4       94.8:       9.6        5.2
Other:     100.0:      40.0        5.5       18.3       30.7       66.9       89.0       90.7:      11.0        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       386:       173         69        122        101        119        318        278:
Old  :       385:       173         73        121        100        119        317        276:
Other:        86:        19         10         17         29         43         53         65:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.7       20.0       20.7       31.1       10.8       15.6       17.6       24.3
Old  :                 12.8       20.3       21.0       31.7       11.1       16.0       18.0       24.8
Other:                 35.1       28.6       51.2       42.1       29.4       27.6       41.1       38.3
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :   144,680:    43,249     10,002     40,348     47,998     88,016    131,595    138,366:    13,085      6,314
Old  :   141,526:    43,281     11,123     38,461     47,086     85,948    128,829    135,532:    12,697      5,993
Other:     3,154:     1,280        192        574        911      2,068      2,766      2,833:       388        321
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     3,485:       722        551        660      1,269      2,056      2,652      3,268:       833        217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        6.9       27.9       33.2       60.8       91.0       95.6:       9.0        4.4
Old  :     100.0:      30.6        7.9       27.2       33.3       60.7       91.0       95.8:       9.0        4.2
Other:     100.0:      40.6        6.1       18.2       28.9       65.6       87.7       89.8:      12.3       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       386:       173         68        124        102        121        321        279:
Old  :       385:       169         74        124        101        121        320        278:
Other:        81:        14         11         17         29         41         52         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  :                 12.5       20.6       20.6       32.0       10.2       15.6       17.2       24.9
Old  :                 12.7       20.9       20.9       32.5       10.4       16.0       17.5       25.3
Other:                 40.0       31.1       54.0       43.1       35.5       31.0       46.4       39.6
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    21,640:     5,482      9,794      3,707      9,035      6,098     18,223     19,599:     3,416      2,040
Old  :    21,640:     5,482      9,794      3,707      9,035      6,098     18,223     19,599:     3,416      2,040
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       422:       916       -249         87       -386        587        617        426:      -195         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       45.3       17.1       41.8       28.2       84.2       90.6:      15.8        9.4
Old  :     100.0:      25.3       45.3       17.1       41.8       28.2       84.2       90.6:      15.8        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        17         25         12          9          9         34         39:
Old  :        57:        17         25         12          9          9         34         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.2       33.7       72.6       57.0       48.0       29.4       52.6       46.8
Old  :                 62.2       33.7       72.6       57.0       48.0       29.4       52.6       46.8
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 25, 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  :    21,218:     4,566     10,043      3,620      9,421      5,511     17,607     19,174:     3,611      2,044
Old  :    21,218:     4,566     10,043      3,620      9,421      5,511     17,607     19,174:     3,611      2,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,799:       678       -189        215        102      2,044        995      2,071:       803       -272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       47.3       17.1       44.4       26.0       83.0       90.4:      17.0        9.6
Old  :     100.0:      21.5       47.3       17.1       44.4       26.0       83.0       90.4:      17.0        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        13         28         11          8          8         29         40:
Old  :        54:        13         28         11          8          8         29         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  :                 64.2       34.3       73.4       56.3       51.0       29.8       55.4       48.6
Old  :                 64.2       34.3       73.4       56.3       51.0       29.8       55.4       48.6
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   188,694:    19,642     24,171     29,591    111,325    109,354    160,558    163,116:    28,136     25,578
Old  :   188,694:    19,642     24,171     29,591    111,325    109,354    160,558    163,116:    28,136     25,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   -25,576:     1,730      1,538    -12,498    -13,692    -10,407    -24,460    -21,368:    -1,116     -4,208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       12.8       15.7       59.0       58.0       85.1       86.4:      14.9       13.6
Old  :     100.0:      10.4       12.8       15.7       59.0       58.0       85.1       86.4:      14.9       13.6
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  :       131:        25         31         36         56         69        109        111:
Old  :       131:        25         31         36         56         69        109        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       19.8       40.8       30.6       20.8       12.1       28.1       17.7
Old  :                 28.6       19.8       40.8       30.6       20.8       12.1       28.1       17.7
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 25, 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  :   214,270:    17,912     22,633     42,089    125,017    119,762    185,018    184,484:    29,252     29,787
Old  :   214,270:    17,912     22,633     42,089    125,017    119,762    185,018    184,484:    29,252     29,787
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    13,986:     5,662     -1,913      3,468      5,106     12,463     14,236     14,018:      -250        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       10.6       19.6       58.3       55.9       86.3       86.1:      13.7       13.9
Old  :     100.0:       8.4       10.6       19.6       58.3       55.9       86.3       86.1:      13.7       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  :       133:        27         27         38         62         74        114        116:
Old  :       133:        27         27         38         62         74        114        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  :                 27.0       18.0       38.2       27.4       19.6       10.3       25.6       15.5
Old  :                 27.0       18.0       38.2       27.4       19.6       10.3       25.6       15.5
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   641,111:    26,319     52,897    244,896    298,181    305,768    569,396    603,561:    71,715     37,550
Old  :   641,111:    26,319     52,897    244,896    298,181    305,768    569,396    603,561:    71,715     37,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   -50,091:        24     -7,003    -23,386    -28,366    -21,089    -51,727    -51,478:     1,637      1,387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        8.3       38.2       46.5       47.7       88.8       94.1:      11.2        5.9
Old  :     100.0:       4.1        8.3       38.2       46.5       47.7       88.8       94.1:      11.2        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        47         51         75         90         82        172        176:
Old  :       193:        47         51         75         90         82        172        176:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       21.4       30.3       34.4        5.0        7.2        7.3       11.3
Old  :                 18.4       21.4       30.3       34.4        5.0        7.2        7.3       11.3
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 25, 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  :   691,202:    26,295     59,900    268,282    326,547    326,857    621,124    655,039:    70,078     36,163
Old  :   691,202:    26,295     59,900    268,282    326,547    326,857    621,124    655,039:    70,078     36,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :   -13,983:    -1,174     -7,749     -3,216    -17,119     -7,400    -21,509    -18,365:     7,526      4,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        8.7       38.8       47.2       47.3       89.9       94.8:      10.1        5.2
Old  :     100.0:       3.8        8.7       38.8       47.2       47.3       89.9       94.8:      10.1        5.2
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  :       213:        51         57         85         99         88        190        195:
Old  :       213:        51         57         85         99         88        190        195:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       21.1       29.7       33.6        4.4        6.7        6.5       10.5
Old  :                 18.0       21.1       29.7       33.6        4.4        6.7        6.5       10.5
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    63,927:     4,479      4,088      1,705     50,798     55,266     56,982     61,059:     6,945      2,868
Old  :    63,927:     4,479      4,088      1,705     50,798     55,266     56,982     61,059:     6,945      2,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -6,187:     1,036          0     -1,036     -7,809     -5,669     -7,809     -6,705:     1,622        518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        6.4        2.7       79.5       86.5       89.1       95.5:      10.9        4.5
Old  :     100.0:       7.0        6.4        2.7       79.5       86.5       89.1       95.5:      10.9        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  :        32:         1          1          2         26         23         28         25:
Old  :        32:         1          1          2         26         23         28         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  :                 48.4       58.0       66.7       74.6       46.6       52.5       53.7       63.6
Old  :                 48.4       58.0       66.7       74.6       46.6       52.5       53.7       63.6
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 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    70,114:     3,443      4,088      2,741     58,607     60,935     64,791     67,764:     5,323      2,350
Old  :    70,114:     3,443      4,088      2,741     58,607     60,935     64,791     67,764:     5,323      2,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       844:       428       -620        620     -1,088       -288        -40       -288:       884      1,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        5.8        3.9       83.6       86.9       92.4       96.6:       7.6        3.4
Old  :     100.0:       4.9        5.8        3.9       83.6       86.9       92.4       96.6:       7.6        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         1          1          2         28         23         30         25:
Old  :        33:         1          1          2         28         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  :                 43.8       57.1       63.4       71.8       41.5       51.9       51.8       60.2
Old  :                 43.8       57.1       63.4       71.8       41.5       51.9       51.8       60.2
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    44,981:     1,906      2,464      1,604     37,994     35,676     41,504     39,744:     3,477      5,237
Old  :    44,981:     1,906      2,464      1,604     37,994     35,676     41,504     39,744:     3,477      5,237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :        28:         0          0          0        -84        168        -84        168:       112       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        5.5        3.6       84.5       79.3       92.3       88.4:       7.7       11.6
Old  :     100.0:       4.2        5.5        3.6       84.5       79.3       92.3       88.4:       7.7       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  :        23:         1          2          2         15         15         17         18:
Old  :        23:         1          2          2         15         15         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  :                 49.3       57.5       79.0       74.0       42.3       54.6       66.6       66.2
Old  :                 49.3       57.5       79.0       74.0       42.3       54.6       66.6       66.2
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 25, 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  :    44,953:     1,906      2,464      1,604     38,078     35,508     41,588     39,576:     3,365      5,377
Old  :    44,953:     1,906      2,464      1,604     38,078     35,508     41,588     39,576:     3,365      5,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -100:    -3,360          0      1,176        958     -1,472     -1,226       -296:     1,126        196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        5.5        3.6       84.7       79.0       92.5       88.0:       7.5       12.0
Old  :     100.0:       4.2        5.5        3.6       84.7       79.0       92.5       88.0:       7.5       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          2         15         14         17         17:
Old  :        22:         1          2          2         15         14         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       57.5       77.1       74.0       42.4       53.4       64.4       65.1
Old  :                 49.4       57.5       77.1       74.0       42.4       53.4       64.4       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    36,623:     2,319      4,237      2,066     27,718     27,237     32,103     33,540:     4,520      3,083
Old  :    36,623:     2,319      4,237      2,066     27,718     27,237     32,103     33,540:     4,520      3,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -531:      -244      1,034         44        -13     -2,292       -213     -1,214:      -318        683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       11.6        5.6       75.7       74.4       87.7       91.6:      12.3        8.4
Old  :     100.0:       6.3       11.6        5.6       75.7       74.4       87.7       91.6:      12.3        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  :        23:         2          2          3         18         16         21         20:
Old  :        23:         2          2          3         18         16         21         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  :                 51.7       41.7       68.8       62.6       43.1       40.1       50.7       50.0
Old  :                 51.7       41.7       68.8       62.6       43.1       40.1       50.7       50.0
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 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    37,154:     2,563      3,203      2,022     27,731     29,529     32,316     34,754:     4,838      2,400
Old  :    37,154:     2,563      3,203      2,022     27,731     29,529     32,316     34,754:     4,838      2,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     2,547:    -1,218       -432        361      1,978      1,645      1,121      1,574:     1,426        973
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        8.6        5.4       74.6       79.5       87.0       93.5:      13.0        6.5
Old  :     100.0:       6.9        8.6        5.4       74.6       79.5       87.0       93.5:      13.0        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  :        25:         2          2          3         21         17         24         21:
Old  :        25:         2          2          3         21         17         24         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       36.8       62.9       58.3       39.5       29.1       49.9       46.3
Old  :                 45.3       36.8       62.9       58.3       39.5       29.1       49.9       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    58,655:     6,828        321      1,588     45,167     47,422     53,583     49,331:     5,072      9,324
Old  :    58,655:     6,828        321      1,588     45,167     47,422     53,583     49,331:     5,072      9,324
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -1,772:     1,508       -224       -224     -4,444       -394     -3,160       -842:     1,388       -930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        0.5        2.7       77.0       80.8       91.4       84.1:       8.6       15.9
Old  :     100.0:      11.6        0.5        2.7       77.0       80.8       91.4       84.1:       8.6       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          2         19         17         21         19:
Old  :        24:         1          1          2         19         17         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       62.1       72.8       72.1       41.6       50.3       56.7       56.3
Old  :                 48.1       62.1       72.8       72.1       41.6       50.3       56.7       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :    60,427:     5,320        545      1,812     49,611     47,816     56,743     50,173:     3,684     10,254
Old  :    60,427:     5,320        545      1,812     49,611     47,816     56,743     50,173:     3,684     10,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,348:       532         56        134       -575     -1,725         91     -1,535:     1,257      2,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        0.9        3.0       82.1       79.1       93.9       83.0:       6.1       17.0
Old  :     100.0:       8.8        0.9        3.0       82.1       79.1       93.9       83.0:       6.1       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          1          2         21         17         23         19:
Old  :        25:         1          1          2         21         17         23         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  :                 47.1       58.9       70.7       70.5       41.0       49.4       56.9       56.7
Old  :                 47.1       58.9       70.7       70.5       41.0       49.4       56.9       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :    29,571:     3,108      2,124          0     25,569     22,755     28,677     24,879:       894      4,692
Old  :    29,571:     3,108      2,124          0     25,569     22,755     28,677     24,879:       894      4,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        7.2        0.0       86.5       77.0       97.0       84.1:       3.0       15.9
Old  :     100.0:      10.5        7.2        0.0       86.5       77.0       97.0       84.1:       3.0       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  :        24:         2          1          0         13         11         15         12:
Old  :        24:         2          1          0         13         11         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.9       55.6       88.9       78.9       64.4       55.6       84.0       77.7
Old  :                 67.9       55.6       88.9       78.9       64.4       55.6       84.0       77.7
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   913,002:   238,184     64,614    155,182    502,630    685,978    895,996    905,774:    17,006      7,228
Old  :   913,002:   238,184     64,614    155,182    502,630    685,978    895,996    905,774:    17,006      7,228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   -18,508:     9,061      6,049      1,505    -32,236    -27,389    -21,670    -19,835:     3,162      1,327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        7.1       17.0       55.1       75.1       98.1       99.2:       1.9        0.8
Old  :     100.0:      26.1        7.1       17.0       55.1       75.1       98.1       99.2:       1.9        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        17         12         24         75         71        105         97:
Old  :       113:        17         12         24         75         71        105         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       22.7       44.9       36.9       25.2       18.6       31.6       28.2
Old  :                 31.7       22.7       44.9       36.9       25.2       18.6       31.6       28.2
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 25, 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  :   931,510:   229,123     58,565    153,677    534,866    713,367    917,666    925,609:    13,844      5,901
Old  :   931,510:   229,123     58,565    153,677    534,866    713,367    917,666    925,609:    13,844      5,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    24,714:    12,659     -8,746      9,210      5,064     24,871     26,933     25,335:    -2,219       -621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        6.3       16.5       57.4       76.6       98.5       99.4:       1.5        0.6
Old  :     100.0:      24.6        6.3       16.5       57.4       76.6       98.5       99.4:       1.5        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        20         11         28         87         76        120        106:
Old  :       127:        20         11         28         87         76        120        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       23.0       43.7       36.6       25.4       18.1       31.1       27.9
Old  :                 31.3       23.0       43.7       36.6       25.4       18.1       31.1       27.9
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    99,972:    19,201     28,537     27,055     49,641     42,326     95,897     97,918:     4,075      2,054
Old  :    99,972:    19,201     28,537     27,055     49,641     42,326     95,897     97,918:     4,075      2,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -6,406:   -19,247     -6,485      6,678      7,673     -7,287     -4,896     -7,094:    -1,510        688
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       28.5       27.1       49.7       42.3       95.9       97.9:       4.1        2.1
Old  :     100.0:      19.2       28.5       27.1       49.7       42.3       95.9       97.9:       4.1        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         8          6          9         21         20         33         31:
Old  :        38:         8          6          9         21         20         33         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       50.4       67.8       68.2       27.7       31.3       39.6       44.7
Old  :                 45.3       50.4       67.8       68.2       27.7       31.3       39.6       44.7
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 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   106,378:    38,448     35,022     20,377     41,968     49,613    100,793    105,012:     5,585      1,366
Old  :   106,378:    38,448     35,022     20,377     41,968     49,613    100,793    105,012:     5,585      1,366
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    17,650:    13,734     12,032         40      2,186      6,192     15,960     18,264:     1,690       -614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       32.9       19.2       39.5       46.6       94.7       98.7:       5.3        1.3
Old  :     100.0:      36.1       32.9       19.2       39.5       46.6       94.7       98.7:       5.3        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        10          5         12         24         25         38         38:
Old  :        42:        10          5         12         24         25         38         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  :                 56.1       51.0       69.6       72.5       35.3       40.6       44.2       54.4
Old  :                 56.1       51.0       69.6       72.5       35.3       40.6       44.2       54.4
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    36,566:     4,125      4,826      5,940     25,834     25,534     35,899     36,299:       668        267
Old  :    36,566:     4,125      4,826      5,940     25,834     25,534     35,899     36,299:       668        267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -1,263:      -624      1,292        -67     -1,099     -2,575     -1,791     -1,350:       529         88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       13.2       16.2       70.6       69.8       98.2       99.3:       1.8        0.7
Old  :     100.0:      11.3       13.2       16.2       70.6       69.8       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  :        34:         3          5          6         21         25         27         33:
Old  :        34:         3          5          6         21         25         27         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  :                 49.9       65.1       71.7       77.6       43.9       57.1       56.3       63.0
Old  :                 49.9       65.1       71.7       77.6       43.9       57.1       56.3       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :    37,829:     4,750      3,534      6,007     26,933     28,108     37,690     37,650:       139        179
Old  :    37,829:     4,750      3,534      6,007     26,933     28,108     37,690     37,650:       139        179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     2,357:      -782      1,550        500      2,650        318      2,368      2,368:       -11        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        9.3       15.9       71.2       74.3       99.6       99.5:       0.4        0.5
Old  :     100.0:      12.6        9.3       15.9       71.2       74.3       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         24         26         30         33:
Old  :        35:         3          4          6         24         26         30         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  :                 49.1       67.3       72.0       79.7       42.7       58.7       55.2       63.9
Old  :                 49.1       67.3       72.0       79.7       42.7       58.7       55.2       63.9
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    20,757:     2,195      4,558        917     17,645     15,240     20,757     20,715:         0         42
Old  :    20,757:     2,195      4,558        917     17,645     15,240     20,757     20,715:         0         42
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :        46:        92          0          0        -46          4         46          4:         0         42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       22.0        4.4       85.0       73.4      100.0       99.8:       0.0        0.2
Old  :     100.0:      10.6       22.0        4.4       85.0       73.4      100.0       99.8:       0.0        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  :        26:         3          2          2         17         15         20         19:
Old  :        26:         3          2          2         17         15         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  :                 76.5       60.8       88.7       80.4       73.7       58.3       80.5       74.5
Old  :                 76.5       60.8       88.7       80.4       73.7       58.3       80.5       74.5
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 25, 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  :    20,711:     2,103      4,558        917     17,691     15,236     20,711     20,711:         0          0
Old  :    20,711:     2,103      4,558        917     17,691     15,236     20,711     20,711:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       672:       -20        200         56        636        416        672        672:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       22.0        4.4       85.4       73.6      100.0      100.0:       0.0        0.0
Old  :     100.0:      10.2       22.0        4.4       85.4       73.6      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:         3          2          2         16         15         19         19:
Old  :        25:         3          2          2         16         15         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.7       60.9       88.9       80.8       73.9       58.5       80.5       74.9
Old  :                 76.7       60.9       88.9       80.8       73.9       58.5       80.5       74.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     7,622:       302      2,514      1,346      5,974      3,594      7,622      7,454:         0        168
Old  :     7,622:       302      2,514      1,346      5,974      3,594      7,622      7,454:         0        168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :        86:         0       -172        172        -86        -82         86        -82:         0        168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       33.0       17.7       78.4       47.2      100.0       97.8:       0.0        2.2
Old  :     100.0:       4.0       33.0       17.7       78.4       47.2      100.0       97.8:       0.0        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  :        21:         1          3          3         11         11         14         15:
Old  :        21:         1          3          3         11         11         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  :                 65.7       58.8       90.7       85.5       58.4       48.7       70.1       65.5
Old  :                 65.7       58.8       90.7       85.5       58.4       48.7       70.1       65.5
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 25, 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 18, 2005                     :
     :         0:         0          0          0          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
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  : 1,151,937:   104,162     44,843    276,672    716,598    759,727  1,097,432  1,081,242:    54,504     70,694
Old  : 1,151,937:   104,162     44,843    276,672    716,598    759,727  1,097,432  1,081,242:    54,504     70,694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    41,694:     2,727      4,816     15,734     27,295     24,230     45,756     44,781:    -4,062     -3,087
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        3.9       24.0       62.2       66.0       95.3       93.9:       4.7        6.1
Old  :     100.0:       9.0        3.9       24.0       62.2       66.0       95.3       93.9:       4.7        6.1
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  :       245:        65         75         95         84         89        206        209:
Old  :       245:        65         75         95         84         89        206        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  :                 20.3       23.2       32.0       34.4        9.1       10.2       13.5       14.1
Old  :                 20.3       23.2       32.0       34.4        9.1       10.2       13.5       14.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  : 1,110,243:   101,435     40,027    260,938    689,303    735,497  1,051,677  1,036,461:    58,566     73,781
Old  : 1,110,243:   101,435     40,027    260,938    689,303    735,497  1,051,677  1,036,461:    58,566     73,781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    17,712:    11,925     -4,845     17,409     -9,821     12,832     19,513     25,396:    -1,801     -7,684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        3.6       23.5       62.1       66.2       94.7       93.4:       5.3        6.6
Old  :     100.0:       9.1        3.6       23.5       62.1       66.2       94.7       93.4:       5.3        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  :       229:        69         62         86         80         86        195        194:
Old  :       229:        69         62         86         80         86        195        194:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       23.3       31.9       34.9        9.2       10.6       13.8       14.5
Old  :                 20.3       23.3       31.9       34.9        9.2       10.6       13.8       14.5
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,444:     7,548      2,077        650      2,574      9,654     10,772     12,381:     2,672      1,063
Old  :    13,444:     7,548      2,077        650      2,574      9,654     10,772     12,381:     2,672      1,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       497:       -57         65        477         52        -20        472        522:        25        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.1       15.4        4.8       19.1       71.8       80.1       92.1:      19.9        7.9
Old  :     100.0:      56.1       15.4        4.8       19.1       71.8       80.1       92.1:      19.9        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  :       119:        64         17          8         10         23         82         46:
Old  :       119:        64         17          8         10         23         82         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       39.8       35.7       57.5       22.9       39.8       35.7       57.5
Old  :                 22.9       39.8       35.7       57.5       22.9       39.8       35.7       57.5
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 25, 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  :    12,947:     7,605      2,012        173      2,522      9,674     10,300     11,859:     2,647      1,088
Old  :    12,947:     7,605      2,012        173      2,522      9,674     10,300     11,859:     2,647      1,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       162:        62        -70        173         62        100        297        203:      -135        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.7       15.5        1.3       19.5       74.7       79.6       91.6:      20.4        8.4
Old  :     100.0:      58.7       15.5        1.3       19.5       74.7       79.6       91.6:      20.4        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        65         15          3         10         23         78         41:
Old  :       116:        65         15          3         10         23         78         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  :                 23.5       41.5       36.8       59.8       23.5       41.5       36.8       59.8
Old  :                 23.5       41.5       36.8       59.8       23.5       41.5       36.8       59.8
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     7,949:     4,185        272          0      2,126      6,706      6,311      6,978:     1,638        971
Old  :     7,949:     4,185        272          0      2,126      6,706      6,311      6,978:     1,638        971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       614:       855        -25          0       -273        429        582        404:        32        210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.6        3.4        0.0       26.7       84.4       79.4       87.8:      20.6       12.2
Old  :     100.0:      52.6        3.4        0.0       26.7       84.4       79.4       87.8:      20.6       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        23          4          0          7         16         30         20:
Old  :        50:        23          4          0          7         16         30         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       56.7       53.5       72.1       39.3       56.7       53.5       72.1
Old  :                 39.3       56.7       53.5       72.1       39.3       56.7       53.5       72.1
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 25, 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  :     7,335:     3,330        297          0      2,399      6,277      5,729      6,574:     1,606        761
Old  :     7,335:     3,330        297          0      2,399      6,277      5,729      6,574:     1,606        761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       721:       693         68          0        -79        629        614        697:       107         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4        4.0        0.0       32.7       85.6       78.1       89.6:      21.9       10.4
Old  :     100.0:      45.4        4.0        0.0       32.7       85.6       78.1       89.6:      21.9       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        21          4          0          9         15         30         19:
Old  :        48:        21          4          0          9         15         30         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  :                 37.1       56.5       50.4       73.5       37.1       56.5       50.4       73.1
Old  :                 37.1       56.5       50.4       73.5       37.1       56.5       50.4       73.1
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   189,650:    26,675      6,554     29,868    116,250    140,315    172,793    176,737:    16,857     12,913
Old  :   189,650:    26,675      6,554     29,868    116,250    140,315    172,793    176,737:    16,857     12,913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   -10,273:     1,190        563     -3,391     -7,680     -5,732     -9,881     -8,560:      -393     -1,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        3.5       15.7       61.3       74.0       91.1       93.2:       8.9        6.8
Old  :     100.0:      14.1        3.5       15.7       61.3       74.0       91.1       93.2:       8.9        6.8
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  :       163:        49         18         40         69         82        133        130:
Old  :       163:        49         18         40         69         82        133        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       17.0       37.8       27.8       21.9       12.7       29.7       20.9
Old  :                 26.3       17.0       37.8       27.8       21.9       12.7       29.7       20.9
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 25, 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  :   199,923:    25,485      5,990     33,259    123,930    146,048    182,674    185,297:    17,250     14,627
Old  :   199,923:    25,485      5,990     33,259    123,930    146,048    182,674    185,297:    17,250     14,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     3,886:     4,718     -2,812      4,020     -4,896      4,602      3,842      5,810:        44     -1,924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        3.0       16.6       62.0       73.1       91.4       92.7:       8.6        7.3
Old  :     100.0:      12.7        3.0       16.6       62.0       73.1       91.4       92.7:       8.6        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        44         21         41         79         86        140        136:
Old  :       165:        44         21         41         79         86        140        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       17.3       38.0       27.8       22.9       12.2       29.8       20.0
Old  :                 27.6       17.3       38.0       27.8       22.9       12.2       29.8       20.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 11, 2005