WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   268,954:    37,958     29,246     59,434    145,061    142,885    242,452    231,565:    26,502     37,389
Old  :    83,501:    19,763     18,558     16,728     33,872     35,532     70,363     70,818:    13,138     12,683
Other:   185,454:    27,899     20,392     33,002    111,189    107,354    172,090    160,747:    13,364     24,706
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :   -12,914:    -5,525      5,632     -3,914      5,337     -8,145     -4,102     -6,428:    -8,813     -6,487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       10.9       22.1       53.9       53.1       90.1       86.1:       9.9       13.9
Old  :     100.0:      23.7       22.2       20.0       40.6       42.6       84.3       84.8:      15.7       15.2
Other:     100.0:      15.0       11.0       17.8       60.0       57.9       92.8       86.7:       7.2       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        70         74         75         50         56        162        171:
Old  :       165:        53         52         44         35         44        110        118:
Other:       183:        60         58         51         44         51        132        135:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       32.4       42.7       39.9       28.5       29.8       40.4       34.2
Old  :                 24.5       18.9       35.7       31.4       20.7       17.3       30.1       26.6
Other:                 34.5       39.8       47.6       46.7       34.1       36.2       46.6       41.4
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   281,869:    43,483     23,615     63,348    139,724    151,031    246,554    237,993:    35,314     43,876
Old  :   136,194:    23,288     27,079     18,886     75,195     70,847    117,369    116,812:    18,826     19,382
Other:   145,674:    31,724      8,064     32,934     64,528     80,184    129,186    121,181:    16,489     24,493
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -17,677:   -12,963     -3,959     -2,386     -6,202    -14,884    -21,551    -21,230:     3,874      3,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        8.4       22.5       49.6       53.6       87.5       84.4:      12.5       15.6
Old  :     100.0:      17.1       19.9       13.9       55.2       52.0       86.2       85.8:      13.8       14.2
Other:     100.0:      21.8        5.5       22.6       44.3       55.0       88.7       83.2:      11.3       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        84         55         75         51         59        168        165:
Old  :       177:        53         63         45         36         45        111        131:
Other:       171:        76         32         52         40         53        130        125:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       34.0       39.2       41.3       26.7       32.0       37.7       36.4
Old  :                 35.8       33.5       51.2       41.6       35.0       33.4       50.2       40.8
Other:                 28.0       37.4       38.8       45.7       26.0       32.6       33.2       37.1
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   817,318:    90,056    110,439    121,799    460,559    349,831    672,414    582,069:   144,904    235,249
Old  :   588,083:    70,798    116,551     77,475    332,217    250,799    480,490    444,825:   107,593    143,258
Other:   229,235:    33,681      8,312     29,901    128,342     99,031    191,924    137,244:    37,312     91,991
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -7,860:    -5,814     19,468     -2,656     -2,282    -19,097    -10,752     -2,286:     2,892     -5,574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       13.5       14.9       56.4       42.8       82.3       71.2:      17.7       28.8
Old  :     100.0:      12.0       19.8       13.2       56.5       42.6       81.7       75.6:      18.3       24.4
Other:     100.0:      14.7        3.6       13.0       56.0       43.2       83.7       59.9:      16.3       40.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       489:       109        126        127        216        202        399        391:
Old  :       473:        99        134        109        197        186        364        365:
Other:       325:        71         51         53        120        166        214        247:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       13.2       25.6       18.5       14.5        6.6       22.5       10.5
Old  :                 18.7       15.5       28.2       20.5       18.7       11.5       27.9       16.0
Other:                 30.9       10.5       38.6       16.5       24.5        6.3       30.8       10.9
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   825,178:    95,870     90,972    124,455    462,841    368,928    683,166    584,355:   142,012    240,823
Old  :   604,627:    78,103     97,157     84,374    335,923    274,126    498,400    455,657:   106,227    148,970
Other:   220,551:    30,657      6,706     27,190    126,919     94,802    184,766    128,697:    35,785     91,853
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    15,261:   -11,837     13,307     15,692     10,514    -22,196     14,368      6,803:       892      8,458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       11.0       15.1       56.1       44.7       82.8       70.8:      17.2       29.2
Old  :     100.0:      12.9       16.1       14.0       55.6       45.3       82.4       75.4:      17.6       24.6
Other:     100.0:      13.9        3.0       12.3       57.5       43.0       83.8       58.4:      16.2       41.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       482:       119        103        124        211        207        399        378:
Old  :       466:       109        111        107        190        192        362        354:
Other:       322:        71         45         52        117        168        209        244:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       14.7       26.2       19.9       14.1        6.9       22.5       10.8
Old  :                 18.0       17.5       29.6       22.7       17.7       12.7       27.2       17.3
Other:                 34.1        9.2       41.8       15.2       28.9        6.4       35.2       11.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :     9,690:     2,857          8        629      1,212      7,633      4,698      8,270:     4,991      1,419
Old  :     4,931:     1,934         69        191        336      4,158      2,462      4,419:     2,469        512
Other:     4,759:     1,008         24        352        876      3,475      2,237      3,852:     2,523        907
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       828:       230        -15         90        284        793        605        869:       223        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        0.1        6.5       12.5       78.8       48.5       85.4:      51.5       14.6
Old  :     100.0:      39.2        1.4        3.9        6.8       84.3       49.9       89.6:      50.1       10.4
Other:     100.0:      21.2        0.5        7.4       18.4       73.0       47.0       80.9:      53.0       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        14          2          5         10         16         26         21:
Old  :        31:        13          1          3          5         15         18         19:
Other:        28:         7          3          5          9         14         19         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       44.3       31.4       60.8       20.9       42.8       28.8       56.3
Old  :                 33.4       53.0       41.1       74.4       33.4       52.7       41.0       73.3
Other:                 27.9       42.5       36.8       62.4       27.0       40.9       31.7       60.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     8,862:     2,627         23        539        928      6,840      4,093      7,402:     4,768      1,460
Old  :     4,952:     1,733          8        188        394      4,088      2,316      4,284:     2,636        668
Other:     3,910:       902         24        341        535      2,753      1,778      3,118:     2,132        792
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       365:       219       -707         76          7      1,182        303        551:        62       -186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        0.3        6.1       10.5       77.2       46.2       83.5:      53.8       16.5
Old  :     100.0:      35.0        0.2        3.8        7.9       82.6       46.8       86.5:      53.2       13.5
Other:     100.0:      23.1        0.6        8.7       13.7       70.4       45.5       79.7:      54.5       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        12          3          4         10         16         25         20:
Old  :        30:        11          2          3          6         15         19         18:
Other:        27:         8          2          4          8         13         18         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       44.3       31.1       59.5       22.3       42.6       29.5       57.2
Old  :                 30.6       47.9       37.3       69.9       30.6       47.5       37.2       69.0
Other:                 27.9       45.0       37.8       62.1       27.5       43.9       31.5       57.6
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   389,977:    50,795     28,344     86,183    180,482    156,491    317,460    271,018:    72,517    118,959
Old  :   305,161:    40,125     33,184     63,475    149,538    127,875    253,138    224,534:    52,023     80,626
Other:    84,816:    19,028      3,519     14,349     30,944     28,616     64,322     46,484:    20,494     38,332
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -6,496:    -3,300      3,292     -2,108     -5,413     -8,855    -10,821     -7,671:     4,325      1,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        7.3       22.1       46.3       40.1       81.4       69.5:      18.6       30.5
Old  :     100.0:      13.1       10.9       20.8       49.0       41.9       83.0       73.6:      17.0       26.4
Other:     100.0:      22.4        4.1       16.9       36.5       33.7       75.8       54.8:      24.2       45.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:       122        101        139        105        109        298        286:
Old  :       343:       101        114        115         92        107        256        275:
Other:       198:        72         38         44         59         67        150        132:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       16.6       31.0       23.0       13.9        6.7       19.4       10.2
Old  :                 24.1       18.9       34.9       25.8       17.7        8.1       24.0       12.1
Other:                 20.0       14.0       30.1       21.1       13.7        8.3       20.8       13.2
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   396,473:    54,095     25,053     88,291    185,895    165,346    328,281    278,690:    68,192    117,784
Old  :   317,889:    46,699     28,056     68,525    152,377    140,238    267,601    236,820:    50,288     81,070
Other:    78,584:    15,055      4,656     12,106     33,519     25,108     60,680     41,870:    17,904     36,714
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -13,371:    -5,457        952      2,641     -7,891    -12,380    -10,707     -8,786:    -2,664     -4,585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        6.3       22.3       46.9       41.7       82.8       70.3:      17.2       29.7
Old  :     100.0:      14.7        8.8       21.6       47.9       44.1       84.2       74.5:      15.8       25.5
Other:     100.0:      19.2        5.9       15.4       42.7       32.0       77.2       53.3:      22.8       46.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       126        115        146        107        115        315        302:
Old  :       369:       116        120        126         94        114        279        293:
Other:       204:        65         49         44         58         71        149        139:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       16.1       31.2       22.8       13.6        6.6       19.9       10.6
Old  :                 22.7       17.6       34.6       25.7       17.0        7.8       23.7       11.9
Other:                 22.8       12.6       34.0       19.6       21.0        8.1       28.8       13.0
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    16,393:    12,380      2,910      1,131        234      1,087     13,745      5,128:     2,648     11,265
Old  :     8,313:     5,203      2,434        945        209        649      6,357      4,028:     1,956      4,285
Other:     8,080:     7,334        633         29         25        438      7,388      1,100:       692      6,980
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       -94:        70       -405        462         22        217        554        274:      -648       -368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.5       17.8        6.9        1.4        6.6       83.8       31.3:      16.2       68.7
Old  :     100.0:      62.6       29.3       11.4        2.5        7.8       76.5       48.5:      23.5       51.5
Other:     100.0:      90.8        7.8        0.4        0.3        5.4       91.4       13.6:       8.6       86.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        12          9          9          2          4         20         16:
Old  :        25:        12          9          7          2          3         18         15:
Other:        15:         8          4          4          1          3         10         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  :                 57.3       17.5       73.2       24.9       57.3       12.7       70.5       19.6
Old  :                 51.4       29.3       66.4       41.7       46.7       24.4       59.7       33.1
Other:                 81.3       12.9       91.1       13.6       81.1       12.5       90.8       12.9
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    16,487:    12,310      3,315        669        212        870     13,191      4,854:     3,296     11,633
Old  :     8,366:     5,192      2,681        494        202        495      5,888      3,670:     2,478      4,696
Other:     8,121:     7,277        793         16         10        375      7,303      1,184:       818      6,937
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -266:      -647       -317        253       -100          5       -494        -59:       228       -207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7       20.1        4.1        1.3        5.3       80.0       29.4:      20.0       70.6
Old  :     100.0:      62.1       32.0        5.9        2.4        5.9       70.4       43.9:      29.6       56.1
Other:     100.0:      89.6        9.8        0.2        0.1        4.6       89.9       14.6:      10.1       85.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        14          7          7          2          3         19         14:
Old  :        24:        13          8          7          2          2         19         13:
Other:        14:         7          5          3          1          2          9          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  :                 55.8       17.9       69.4       25.0       55.8       15.6       68.8       22.6
Old  :                 44.5       28.4       58.9       40.3       44.4       28.4       56.6       35.3
Other:                 80.3       14.0       89.9       14.6       80.2       13.9       89.6       14.3
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   164,226:    25,850     12,843     27,393     79,583    108,557    132,826    148,793:    31,400     15,433
Old  :   134,351:    24,802     13,938     19,643     64,968     87,416    109,413    120,997:    24,938     13,354
Other:    29,875:     3,178      1,034      5,620     14,616     21,142     23,413     27,796:     6,462      2,079
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -8,915:    -4,456        727     -1,894     -3,113     -9,206     -9,463    -10,372:       547      1,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        7.8       16.7       48.5       66.1       80.9       90.6:      19.1        9.4
Old  :     100.0:      18.5       10.4       14.6       48.4       65.1       81.4       90.1:      18.6        9.9
Other:     100.0:      10.6        3.5       18.8       48.9       70.8       78.4       93.0:      21.6        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        35         31         34         43         43        104         90:
Old  :       127:        36         33         32         41         43        100         89:
Other:        52:        13          7         16         23         20         43         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       35.9       31.4       47.2       18.7       29.7       27.2       38.7
Old  :                 20.5       33.0       32.7       45.4       19.5       29.2       28.1       38.0
Other:                 39.8       54.6       51.5       67.5       35.7       48.5       41.9       57.1
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   173,141:    30,306     12,116     29,286     82,696    117,763    142,288    159,165:    30,852     13,976
Old  :   143,081:    29,036     13,358     21,054     67,721     96,282    117,811    130,693:    25,270     12,387
Other:    30,060:     3,515      1,003      5,987     14,975     21,481     24,477     28,472:     5,583      1,589
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -7,238:    -2,340        429     -3,395     -1,730     -2,805     -7,466     -5,772:       228     -1,466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        7.0       16.9       47.8       68.0       82.2       91.9:      17.8        8.1
Old  :     100.0:      20.3        9.3       14.7       47.3       67.3       82.3       91.3:      17.7        8.7
Other:     100.0:      11.7        3.3       19.9       49.8       71.5       81.4       94.7:      18.6        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        41         33         39         46         46        116         98:
Old  :       140:        43         33         37         44         46        112         97:
Other:        55:        14          8         17         23         21         44         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       37.1       29.4       48.5       17.6       31.4       25.8       39.2
Old  :                 19.2       35.0       29.9       47.3       18.4       31.6       26.7       40.2
Other:                 42.7       55.7       54.4       68.8       37.5       49.2       44.4       57.8
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   912,980:    86,742    134,710    137,544    526,950    453,296    751,236    725,549:   161,744    187,430
Old  :   912,980:    86,742    134,710    137,544    526,950    453,296    751,236    725,549:   161,744    187,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :   -13,432:     2,920        965     -1,232    -24,157      6,607    -22,470      6,340:     9,038    -19,772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       14.8       15.1       57.7       49.7       82.3       79.5:      17.7       20.5
Old  :     100.0:       9.5       14.8       15.1       57.7       49.7       82.3       79.5:      17.7       20.5
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  :       181:        34         46         53         74         87        140        154:
Old  :       181:        34         46         53         74         87        140        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       13.9       33.5       24.7       17.0       11.3       23.5       18.1
Old  :                 24.8       13.9       33.5       24.7       17.0       11.3       23.5       18.1
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, April 5, 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  :   926,412:    83,822    133,744    138,776    551,107    446,689    773,705    719,209:   152,707    207,202
Old  :   926,412:    83,822    133,744    138,776    551,107    446,689    773,705    719,209:   152,707    207,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -29,762:   -18,254    -19,470    -10,498    -21,982    -13,359    -50,733    -43,326:    20,971     13,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       14.4       15.0       59.5       48.2       83.5       77.6:      16.5       22.4
Old  :     100.0:       9.0       14.4       15.0       59.5       48.2       83.5       77.6:      16.5       22.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        34         44         50         75         88        139        152:
Old  :       182:        34         44         50         75         88        139        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       14.5       34.8       25.0       18.7       12.2       24.9       19.3
Old  :                 26.3       14.5       34.8       25.0       18.7       12.2       24.9       19.3
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, April 12, 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  :   150,183:    21,978     11,620     28,333     66,853     86,620    117,164    126,573:    33,019     23,610
Old  :   117,323:    21,418     12,449     20,535     47,623     64,520     89,577     97,505:    27,747     19,819
Other:    32,860:     2,179        790      6,179     19,229     22,100     27,587     29,069:     5,272      3,791
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     1,743:    -2,383      1,410      2,411      1,118     -2,085      1,145      1,735:       598          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        7.7       18.9       44.5       57.7       78.0       84.3:      22.0       15.7
Old  :     100.0:      18.3       10.6       17.5       40.6       55.0       76.4       83.1:      23.6       16.9
Other:     100.0:       6.6        2.4       18.8       58.5       67.3       84.0       88.5:      16.0       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        36         31         45         57         57        125        117:
Old  :       150:        39         35         40         53         55        119        112:
Other:        76:        19         12         22         34         28         62         53:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       24.5       24.4       37.1       11.3       17.6       17.4       26.7
Old  :                 12.8       24.5       22.1       34.0       11.6       20.6       17.6       26.7
Other:                 34.1       48.7       44.0       59.9       29.6       47.6       38.1       55.3
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   148,440:    24,362     10,211     25,922     65,735     88,705    116,019    124,838:    32,421     23,602
Old  :   117,941:    23,970     10,866     19,289     47,334     67,219     90,593     97,374:    27,348     20,567
Other:    30,499:     1,861        814      5,164     18,401     21,487     25,426     27,464:     5,073      3,034
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -10,155:    -6,697     -1,821     -2,919       -690     -6,170    -10,306    -10,909:       152        755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        6.9       17.5       44.3       59.8       78.2       84.1:      21.8       15.9
Old  :     100.0:      20.3        9.2       16.4       40.1       57.0       76.8       82.6:      23.2       17.4
Other:     100.0:       6.1        2.7       16.9       60.3       70.5       83.4       90.1:      16.6        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        43         25         41         57         55        123        110:
Old  :       147:        45         27         37         54         52        117        105:
Other:        73:        15         13         21         34         28         60         51:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       26.3       24.8       39.1       10.0       18.6       15.5       28.1
Old  :                 12.4       26.6       21.8       37.0       10.3       21.6       16.0       27.6
Other:                 40.5       51.0       49.9       62.2       36.5       50.2       44.8       58.6
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     7,437:     3,397      1,268      1,134        863      3,972      5,394      6,374:     2,043      1,063
Old  :     6,827:     3,325      1,245        966        672      3,656      4,964      5,867:     1,863        960
Other:       610:       111         63        128        191        316        431        507:       179        103
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :        10:         2       -461       -177         96        985        -79        347:        89       -337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7       17.0       15.2       11.6       53.4       72.5       85.7:      27.5       14.3
Old  :     100.0:      48.7       18.2       14.2        9.8       53.6       72.7       85.9:      27.3       14.1
Other:     100.0:      18.3       10.3       21.0       31.3       51.8       70.6       83.1:      29.4       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        21          7         10          9         13         32         28:
Old  :        42:        21          7         10          7         13         30         28:
Other:        20:         7          3          6          4          8         13         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       37.2       49.2       56.5       33.2       34.1       42.2       52.0
Old  :                 35.5       37.0       50.9       57.8       35.5       34.4       45.3       53.8
Other:                 44.7       57.0       65.6       76.4       37.8       48.4       47.7       59.2
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     7,427:     3,395      1,729      1,311        767      2,987      5,473      6,027:     1,954      1,400
Old  :     7,081:     3,352      1,720      1,185        695      2,846      5,233      5,751:     1,849      1,330
Other:       345:        66         32        102         72        141        240        275:       105         70
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       744:       106         50        743        -98       -196        751        597:        -7        147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7       23.3       17.7       10.3       40.2       73.7       81.1:      26.3       18.9
Old  :     100.0:      47.3       24.3       16.7        9.8       40.2       73.9       81.2:      26.1       18.8
Other:     100.0:      19.1        9.2       29.6       20.8       40.8       69.5       79.7:      30.5       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        19         11         10          9         12         30         31:
Old  :        43:        19         11         10          8         12         29         31:
Other:        16:         7          2          5          3          5         12         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  :                 34.3       31.0       51.3       49.6       33.2       27.6       42.1       42.0
Old  :                 35.6       31.3       52.5       50.0       34.6       27.7       43.8       42.7
Other:                 49.5       64.4       64.2       77.9       28.4       42.7       38.7       49.5
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   297,034:    89,586     57,358          6    145,457    136,276    235,049    193,640:    61,985    103,394
Old  :   297,034:    89,586     57,358          6    145,457    136,276    235,049    193,640:    61,985    103,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :   -16,703:   -13,405     -7,120          0     -6,445     -5,702    -19,850    -12,822:     3,147     -3,881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       19.3        0.0       49.0       45.9       79.1       65.2:      20.9       34.8
Old  :     100.0:      30.2       19.3        0.0       49.0       45.9       79.1       65.2:      20.9       34.8
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  :        96:        19         23          1         34         41         54         64:
Old  :        96:        19         23          1         34         41         54         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  :                 31.7       19.5       43.2       28.4       31.7       16.9       42.9       25.7
Old  :                 31.7       19.5       43.2       28.4       31.7       16.9       42.9       25.7
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, April 5, 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  :   313,737:   102,991     64,478          6    151,902    141,978    254,899    206,462:    58,838    107,275
Old  :   313,737:   102,991     64,478          6    151,902    141,978    254,899    206,462:    58,838    107,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -17,902:   -11,451    -14,750       -139    -12,475     -3,708    -24,065    -18,597:     6,163        695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       20.6        0.0       48.4       45.3       81.2       65.8:      18.8       34.2
Old  :     100.0:      32.8       20.6        0.0       48.4       45.3       81.2       65.8:      18.8       34.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        19         25          1         38         42         58         67:
Old  :       101:        19         25          1         38         42         58         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       19.4       43.0       28.9       30.1       17.8       43.0       26.9
Old  :                 30.1       19.4       43.0       28.9       30.1       17.8       43.0       26.9
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, April 12, 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  : 2,771,906:   326,751    500,920    490,620  1,734,201  1,316,401  2,551,572  2,307,941:   220,334    463,965
Old  : 2,771,906:   326,751    500,920    490,620  1,734,201  1,316,401  2,551,572  2,307,941:   220,334    463,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    38,135:     3,806    -21,351     15,445     20,146    123,402     39,397    117,496:    -1,262    -79,361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       18.1       17.7       62.6       47.5       92.1       83.3:       7.9       16.7
Old  :     100.0:      11.8       18.1       17.7       62.6       47.5       92.1       83.3:       7.9       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        41         85         85        110        143        208        256:
Old  :       280:        41         85         85        110        143        208        256:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       11.6       50.0       19.7       30.7        9.0       39.4       14.2
Old  :                 35.7       11.6       50.0       19.7       30.7        9.0       39.4       14.2
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, April 5, 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  : 2,733,771:   322,944    522,271    475,175  1,714,055  1,192,998  2,512,175  2,190,445:   221,596    543,326
Old  : 2,733,771:   322,944    522,271    475,175  1,714,055  1,192,998  2,512,175  2,190,445:   221,596    543,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -75,089:   -91,826   -119,337     50,324    -51,327    -14,444    -92,829    -83,457:    17,739      8,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       19.1       17.4       62.7       43.6       91.9       80.1:       8.1       19.9
Old  :     100.0:      11.8       19.1       17.4       62.7       43.6       91.9       80.1:       8.1       19.9
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  :       263:        35         82         81        106        131        194        241:
Old  :       263:        35         82         81        106        131        194        241:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       10.9       50.6       18.3       32.0        9.0       41.8       14.6
Old  :                 36.3       10.9       50.6       18.3       32.0        9.0       41.8       14.6
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, April 12, 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  : 1,716,657:   153,742    328,238    228,267  1,172,226    810,334  1,554,234  1,366,839:   162,422    349,818
Old  : 1,716,657:   153,742    328,238    228,267  1,172,226    810,334  1,554,234  1,366,839:   162,422    349,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    25,358:    -3,106     -2,703    -11,717     36,483     30,105     21,660     15,684:     3,698      9,674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       19.1       13.3       68.3       47.2       90.5       79.6:       9.5       20.4
Old  :     100.0:       9.0       19.1       13.3       68.3       47.2       90.5       79.6:       9.5       20.4
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  :       198:        39         55         52         74         93        139        174:
Old  :       198:        39         55         52         74         93        139        174:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       18.1       46.3       26.9       25.1       11.7       33.7       18.6
Old  :                 34.5       18.1       46.3       26.9       25.1       11.7       33.7       18.6
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, April 5, 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  : 1,691,299:   156,848    330,942    239,984  1,135,743    780,229  1,532,575  1,351,155:   158,724    340,144
Old  : 1,691,299:   156,848    330,942    239,984  1,135,743    780,229  1,532,575  1,351,155:   158,724    340,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -26,118:   -45,934     19,508    -43,008     54,583     31,221    -34,359      7,722:     8,241    -33,840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       19.6       14.2       67.2       46.1       90.6       79.9:       9.4       20.1
Old  :     100.0:       9.3       19.6       14.2       67.2       46.1       90.6       79.9:       9.4       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  :       187:        30         58         48         68         87        127        164:
Old  :       187:        30         58         48         68         87        127        164:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       17.1       44.0       26.4       24.8       12.0       32.9       18.9
Old  :                 33.8       17.1       44.0       26.4       24.8       12.0       32.9       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   630,868:   181,573     34,788    182,194    233,417    383,686    597,184    600,668:    33,685     30,200
Old  :   630,868:   181,573     34,788    182,194    233,417    383,686    597,184    600,668:    33,685     30,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    45,390:    -1,446      1,060     21,871     27,927     25,824     48,353     48,755:    -2,963     -3,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        5.5       28.9       37.0       60.8       94.7       95.2:       5.3        4.8
Old  :     100.0:      28.8        5.5       28.9       37.0       60.8       94.7       95.2:       5.3        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        40         18         44         54         60        106        111:
Old  :       124:        40         18         44         54         60        106        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  :                 31.4       31.5       46.1       44.5       18.8       20.7       25.7       26.4
Old  :                 31.4       31.5       46.1       44.5       18.8       20.7       25.7       26.4
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, April 5, 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  :   585,478:   183,019     33,728    160,323    205,489    357,862    548,831    551,913:    36,647     33,565
Old  :   585,478:   183,019     33,728    160,323    205,489    357,862    548,831    551,913:    36,647     33,565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -99,772:   -16,786    -12,113    -28,157    -47,575    -54,083    -92,517    -94,352:    -7,255     -5,420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        5.8       27.4       35.1       61.1       93.7       94.3:       6.3        5.7
Old  :     100.0:      31.3        5.8       27.4       35.1       61.1       93.7       94.3:       6.3        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  :       118:        41         15         42         53         56        103        105:
Old  :       118:        41         15         42         53         56        103        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  :                 34.6       30.6       47.1       43.9       22.4       25.2       28.9       32.0
Old  :                 34.6       30.6       47.1       43.9       22.4       25.2       28.9       32.0
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, April 12, 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  :    40,527:     9,366     11,869      1,026     20,135     20,513     30,527     33,408:    10,000      7,119
Old  :    40,527:     9,366     11,869      1,026     20,135     20,513     30,527     33,408:    10,000      7,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       501:       -43        912        351       -500       -565       -192        699:       692       -198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       29.3        2.5       49.7       50.6       75.3       82.4:      24.7       17.6
Old  :     100.0:      23.1       29.3        2.5       49.7       50.6       75.3       82.4:      24.7       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  :        61:        17         17          8         19         12         42         31:
Old  :        61:        17         17          8         19         12         42         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  :                 34.7       56.3       48.4       65.3       34.7       56.2       48.4       65.1
Old  :                 34.7       56.3       48.4       65.3       34.7       56.2       48.4       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    40,026:     9,409     10,956        675     20,635     21,078     30,719     32,709:     9,307      7,317
Old  :    40,026:     9,409     10,956        675     20,635     21,078     30,719     32,709:     9,307      7,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       -35:      -368      4,626         58         78     -5,557       -231       -872:       196        837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       27.4        1.7       51.6       52.7       76.7       81.7:      23.3       18.3
Old  :     100.0:      23.5       27.4        1.7       51.6       52.7       76.7       81.7:      23.3       18.3
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  :        56:        16         13          6         21         11         43         24:
Old  :        56:        16         13          6         21         11         43         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  :                 35.1       59.2       48.9       69.1       35.1       59.2       48.9       69.0
Old  :                 35.1       59.2       48.9       69.1       35.1       59.2       48.9       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    52,760:    11,138     17,814      4,223     23,799     18,482     39,160     40,519:    13,600     12,241
Old  :    52,760:    11,138     17,814      4,223     23,799     18,482     39,160     40,519:    13,600     12,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     4,818:       542        325       -616      4,118      3,961      4,043      3,670:       775      1,148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       33.8        8.0       45.1       35.0       74.2       76.8:      25.8       23.2
Old  :     100.0:      21.1       33.8        8.0       45.1       35.0       74.2       76.8:      25.8       23.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        30         19         24         15         11         53         46:
Old  :        69:        30         19         24         15         11         53         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  :                 38.2       47.0       47.4       59.7       34.7       46.8       42.5       56.5
Old  :                 38.2       47.0       47.4       59.7       34.7       46.8       42.5       56.5
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, April 5, 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  :    47,942:    10,597     17,489      4,839     19,681     14,522     35,117     36,850:    12,825     11,093
Old  :    47,942:    10,597     17,489      4,839     19,681     14,522     35,117     36,850:    12,825     11,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    10,103:       812      7,477      1,064      7,116     -1,699      8,992      6,842:     1,111      3,261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       36.5       10.1       41.1       30.3       73.2       76.9:      26.8       23.1
Old  :     100.0:      22.1       36.5       10.1       41.1       30.3       73.2       76.9:      26.8       23.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        31         19         23         14         13         51         49:
Old  :        71:        31         19         23         14         13         51         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       38.2       46.5       53.2       30.4       36.3       38.8       47.5
Old  :                 36.5       38.2       46.5       53.2       30.4       36.3       38.8       47.5
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, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    33,892:     4,167      6,240      1,046     28,482     25,222     33,695     32,508:       197      1,384
Old  :    33,892:     4,167      6,240      1,046     28,482     25,222     33,695     32,508:       197      1,384
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :        92:       -52        163          0         56         62          4        225:        88       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       18.4        3.1       84.0       74.4       99.4       95.9:       0.6        4.1
Old  :     100.0:      12.3       18.4        3.1       84.0       74.4       99.4       95.9:       0.6        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         6         23          4         21         19         30         43:
Old  :        62:         6         23          4         21         19         30         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       45.3       68.2       64.9       41.1       43.4       68.1       63.0
Old  :                 41.1       45.3       68.2       64.9       41.1       43.4       68.1       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    33,800:     4,219      6,077      1,046     28,426     25,160     33,691     32,283:       109      1,517
Old  :    33,800:     4,219      6,077      1,046     28,426     25,160     33,691     32,283:       109      1,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -568:       -24       -786          0       -495        468       -519       -318:       -49       -250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       18.0        3.1       84.1       74.4       99.7       95.5:       0.3        4.5
Old  :     100.0:      12.5       18.0        3.1       84.1       74.4       99.7       95.5:       0.3        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  :        60:         5         22          4         20         19         28         42:
Old  :        60:         5         22          4         20         19         28         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       45.3       71.0       64.4       43.8       44.7       70.9       63.9
Old  :                 43.8       45.3       71.0       64.4       43.8       44.7       70.9       63.9
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, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    13,354:         0      2,026          0     13,353     11,228     13,353     13,254:         1        100
Old  :    13,354:         0      2,026          0     13,353     11,228     13,353     13,254:         1        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       767:         0         34          0        767      1,046        767      1,080:         0       -313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       15.2        0.0      100.0       84.1      100.0       99.3:       0.0        0.7
Old  :     100.0:       0.0       15.2        0.0      100.0       84.1      100.0       99.3:       0.0        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  :        24:         0          9          0          5         10          5         19:
Old  :        24:         0          9          0          5         10          5         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  :                 99.3       72.3      100.0       83.6       99.3       72.3      100.0       83.6
Old  :                 99.3       72.3      100.0       83.6       99.3       72.3      100.0       83.6
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, April 5, 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  :    12,587:         0      1,992          0     12,586     10,182     12,586     12,174:         1        413
Old  :    12,587:         0      1,992          0     12,586     10,182     12,586     12,174:         1        413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -396:         0       -212          0       -252       -484       -252       -696:      -144        300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       15.8        0.0      100.0       80.9      100.0       96.7:       0.0        3.3
Old  :     100.0:       0.0       15.8        0.0      100.0       80.9      100.0       96.7:       0.0        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          9          0          5          8          5         17:
Old  :        22:         0          9          0          5          8          5         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  :                 98.9       73.9      100.0       84.9       98.9       73.9      100.0       84.9
Old  :                 98.9       73.9      100.0       84.9       98.9       73.9      100.0       84.9
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, April 12, 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  :    27,461:     1,463      2,093      4,554     14,776     14,087     20,793     20,734:     6,668      6,727
Old  :    27,461:     1,463      2,093      4,554     14,776     14,087     20,793     20,734:     6,668      6,727
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       685:      -271         -3         60        491        433        281        490:       404        195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        7.6       16.6       53.8       51.3       75.7       75.5:      24.3       24.5
Old  :     100.0:       5.3        7.6       16.6       53.8       51.3       75.7       75.5:      24.3       24.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        12          2         11         24         17         36         30:
Old  :        42:        12          2         11         24         17         36         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  :                 40.3       29.8       55.0       50.4       36.8       28.3       43.7       42.0
Old  :                 40.3       29.8       55.0       50.4       36.8       28.3       43.7       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, April 5, 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  :    26,776:     1,734      2,096      4,494     14,285     13,654     20,513     20,243:     6,264      6,533
Old  :    26,776:     1,734      2,096      4,494     14,285     13,654     20,513     20,243:     6,264      6,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -4,973:       213       -373     -1,049     -3,686     -3,048     -4,522     -4,471:      -451       -503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        7.8       16.8       53.3       51.0       76.6       75.6:      23.4       24.4
Old  :     100.0:       6.5        7.8       16.8       53.3       51.0       76.6       75.6:      23.4       24.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        12          5         15         23         17         39         33:
Old  :        44:        12          5         15         23         17         39         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  :                 40.7       29.3       55.9       49.8       37.1       28.1       44.3       41.8
Old  :                 40.7       29.3       55.9       49.8       37.1       28.1       44.3       41.8
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, April 12, 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  :    98,593:    15,699      5,367     21,490     43,724     40,074     80,912     66,931:    17,680     31,662
Old  :    93,628:    15,921      5,443     20,175     41,161     38,370     77,257     63,988:    16,371     29,641
Other:     4,965:       977      1,123        116      2,563      1,704      3,656      2,943:     1,309      2,022
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -1,159:      -988        425      1,915       -994     -1,920        -67        420:    -1,092     -1,580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        5.4       21.8       44.3       40.6       82.1       67.9:      17.9       32.1
Old  :     100.0:      17.0        5.8       21.5       44.0       41.0       82.5       68.3:      17.5       31.7
Other:     100.0:      19.7       22.6        2.3       51.6       34.3       73.6       59.3:      26.4       40.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        36         35         50         30         35        103         98:
Old  :       132:        39         34         50         30         35        103         98:
Other:        30:         7          8          6          4         12         15         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       18.7       38.3       30.1       26.0       18.3       35.8       26.4
Old  :                 27.5       18.7       39.2       30.6       27.4       18.3       37.5       27.8
Other:                 65.0       40.8       72.0       51.3       63.5       40.8       68.9       51.3
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    99,752:    16,687      4,942     19,575     44,718     41,993     80,979     66,510:    18,773     33,242
Old  :    95,154:    16,934      5,131     18,590     42,296     40,301     77,820     64,022:    17,334     31,132
Other:     4,598:       650        709         87      2,422      1,692      3,159      2,488:     1,439      2,110
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     4,537:    -1,023        352      3,332        248        228      2,557      3,913:     1,980        624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        5.0       19.6       44.8       42.1       81.2       66.7:      18.8       33.3
Old  :     100.0:      17.8        5.4       19.5       44.5       42.4       81.8       67.3:      18.2       32.7
Other:     100.0:      14.1       15.4        1.9       52.7       36.8       68.7       54.1:      31.3       45.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        45         33         52         29         35        107        100:
Old  :       138:        45         35         52         29         35        107        100:
Other:        31:        12          3          4          4         13         16         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  :                 25.9       19.6       37.1       30.1       25.8       18.1       35.6       26.0
Old  :                 27.2       19.5       37.3       30.6       27.1       18.0       37.2       27.8
Other:                 59.2       34.9       66.6       46.3       57.6       34.9       63.5       46.3
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :     2,438:       193        530        120      1,567        754      1,880      1,404:       558      1,034
Old  :     2,420:       193        528        120      1,554        749      1,867      1,397:       553      1,023
Other:        18:         0          2          0         13          5         13          7:         5         11
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :        72:        29        -66         25          4         89         58         48:        14         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       21.7        4.9       64.3       30.9       77.1       57.6:      22.9       42.4
Old  :     100.0:       8.0       21.8        5.0       64.2       31.0       77.2       57.7:      22.8       42.3
Other:     100.0:       0.0       11.1        0.0       72.2       27.8       72.2       38.9:      27.8       61.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5          8          4         10          4         19         13:
Old  :        26:         5          8          4          9          4         18         13:
Other:         4:         0          2          0          2          1          2          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       37.9       63.7       50.5       44.5       32.7       53.7       40.0
Old  :                 53.4       38.1       63.7       50.7       44.4       32.9       53.6       40.0
Other:                 72.2       38.9       72.2       38.9       66.7       33.3       66.7       33.3
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :     2,366:       164        596         95      1,563        665      1,822      1,356:       544      1,010
Old  :     2,353:       164        593         95      1,550        661      1,809      1,349:       544      1,004
Other:        13:         0          3          0         13          4         13          7:         0          6
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -177:        62         -9         11       -155         54        -82         56:       -94       -233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       25.2        4.0       66.1       28.1       77.0       57.3:      23.0       42.7
Old  :     100.0:       7.0       25.2        4.0       65.9       28.1       76.9       57.3:      23.1       42.7
Other:     100.0:       0.0       23.1        0.0      100.0       30.8      100.0       53.8:       0.0       46.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         5         11          4         10          3         19         14:
Old  :        27:         5         11          4         10          3         19         14:
Other:         4:         0          2          0          2          1          2          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       35.6       65.0       47.8       45.4       31.2       55.8       38.8
Old  :                 53.5       35.8       64.8       47.7       45.2       31.3       55.6       38.8
Other:                100.0       53.8      100.0       53.8       92.3       46.2       92.3       46.2
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   150,635:    43,299      9,463     17,177     71,080     82,888    131,556    109,529:    19,078     41,106
Old  :   150,635:    43,299      9,463     17,177     71,080     82,888    131,556    109,529:    19,078     41,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -7,739:    -2,697        969     -1,733     -2,168     -3,668     -6,599     -4,431:    -1,140     -3,308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        6.3       11.4       47.2       55.0       87.3       72.7:      12.7       27.3
Old  :     100.0:      28.7        6.3       11.4       47.2       55.0       87.3       72.7:      12.7       27.3
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  :       210:        57         28         43         79        105        164        157:
Old  :       210:        57         28         43         79        105        164        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       16.2       35.4       25.5       20.9       15.7       33.6       24.1
Old  :                 20.9       16.2       35.4       25.5       20.9       15.7       33.6       24.1
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, April 5, 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  :   158,373:    45,996      8,494     18,910     73,248     86,556    138,155    113,960:    20,218     44,413
Old  :   158,373:    45,996      8,494     18,910     73,248     86,556    138,155    113,960:    20,218     44,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -12,780:      -654        238     -6,751     -3,170     -4,071    -10,574    -10,584:    -2,205     -2,196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        5.4       11.9       46.3       54.7       87.2       72.0:      12.8       28.0
Old  :     100.0:      29.0        5.4       11.9       46.3       54.7       87.2       72.0:      12.8       28.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        61         28         43         86        116        171        171:
Old  :       225:        61         28         43         86        116        171        171:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       14.6       33.8       23.0       19.9       13.9       32.1       21.0
Old  :                 20.1       14.6       33.8       23.0       19.9       13.9       32.1       21.0
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, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     5,246:     1,465        305        436      1,256      2,993      3,157      3,735:     2,089      1,511
Old  :     5,246:     1,465        305        436      1,256      2,993      3,157      3,735:     2,089      1,511
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :      -533:      -341        -29        -41         -6       -508       -388       -578:      -145         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        5.8        8.3       23.9       57.1       60.2       71.2:      39.8       28.8
Old  :     100.0:      27.9        5.8        8.3       23.9       57.1       60.2       71.2:      39.8       28.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        18          6          9         15         17         35         30:
Old  :        45:        18          6          9         15         17         35         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  :                 18.9       43.6       30.4       53.6       18.8       43.6       28.0       51.9
Old  :                 18.9       43.6       30.4       53.6       18.8       43.6       28.0       51.9
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, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     5,779:     1,806        334        477      1,262      3,502      3,545      4,313:     2,234      1,466
Old  :     5,779:     1,806        334        477      1,262      3,502      3,545      4,313:     2,234      1,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       176:      -197         47         40        181        -52         25         35:       151        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2        5.8        8.3       21.8       60.6       61.3       74.6:      38.7       25.4
Old  :     100.0:      31.2        5.8        8.3       21.8       60.6       61.3       74.6:      38.7       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  :        53:        19         10          9         14         20         39         33:
Old  :        53:        19         10          9         14         20         39         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  :                 17.4       44.1       28.0       53.9       17.3       44.1       26.3       52.3
Old  :                 17.4       44.1       28.0       53.9       17.3       44.1       26.3       52.3
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, April 12, 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  :    31,901:    10,480      1,082      8,028      8,169      7,687     26,677     16,796:     5,224     15,104
Old  :    31,901:    10,480      1,082      8,028      8,169      7,687     26,677     16,796:     5,224     15,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       -66:        41        178       -272        271        239         40        145:      -106       -211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        3.4       25.2       25.6       24.1       83.6       52.7:      16.4       47.3
Old  :     100.0:      32.9        3.4       25.2       25.6       24.1       83.6       52.7:      16.4       47.3
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  :       142:        51         16         26         45         52        109         84:
Old  :       142:        51         16         26         45         52        109         84:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       16.5       34.5       23.4       14.4        5.5       22.5        9.5
Old  :                 21.4       16.5       34.5       23.4       14.4        5.5       22.5        9.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    31,967:    10,440        904      8,299      7,898      7,448     26,637     16,651:     5,330     15,315
Old  :    31,967:    10,440        904      8,299      7,898      7,448     26,637     16,651:     5,330     15,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     1,991:       601         79        312        682        105      1,595        496:       396      1,495
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        2.8       26.0       24.7       23.3       83.3       52.1:      16.7       47.9
Old  :     100.0:      32.7        2.8       26.0       24.7       23.3       83.3       52.1:      16.7       47.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        52         13         24         44         48        107         78:
Old  :       137:        52         13         24         44         48        107         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       17.3       34.6       24.0       14.4        5.5       22.1        9.6
Old  :                 21.7       17.3       34.6       24.0       14.4        5.5       22.1        9.6
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, April 12, 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  :    75,245:    15,919     23,327      1,900     25,935     32,175     43,753     57,401:    31,491     17,844
Old  :    75,245:    15,919     23,327      1,900     25,935     32,175     43,753     57,401:    31,491     17,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :   -10,851:   -19,837     13,313        209     11,278    -24,932     -8,350    -11,410:    -2,501        559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       31.0        2.5       34.5       42.8       58.1       76.3:      41.9       23.7
Old  :     100.0:      21.2       31.0        2.5       34.5       42.8       58.1       76.3:      41.9       23.7
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  :        66:        17         16          7         21         21         42         40:
Old  :        66:        17         16          7         21         21         42         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  :                 20.0       27.2       29.7       44.0       20.0       27.2       29.7       43.6
Old  :                 20.0       27.2       29.7       44.0       20.0       27.2       29.7       43.6
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, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    86,096:    35,756     10,013      1,691     14,656     57,107     52,104     68,811:    33,992     17,285
Old  :    86,096:    35,756     10,013      1,691     14,656     57,107     52,104     68,811:    33,992     17,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -1,108:       214      1,169        111     -1,260       -708       -935        573:      -172     -1,681
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5       11.6        2.0       17.0       66.3       60.5       79.9:      39.5       20.1
Old  :     100.0:      41.5       11.6        2.0       17.0       66.3       60.5       79.9:      39.5       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  :        68:        25         10          6         17         24         46         36:
Old  :        68:        25         10          6         17         24         46         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  :                 19.5       28.0       31.2       47.5       19.5       28.0       31.2       47.5
Old  :                 19.5       28.0       31.2       47.5       19.5       28.0       31.2       47.5
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, April 12, 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  :    46,244:     1,677     24,441          1     34,608      5,605     36,286     30,047:     9,958     16,197
Old  :    46,244:     1,677     24,441          1     34,608      5,605     36,286     30,047:     9,958     16,197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -2,052:         0      3,985          0     -2,422     -6,871     -2,422     -2,886:       371        834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       52.9        0.0       74.8       12.1       78.5       65.0:      21.5       35.0
Old  :     100.0:       3.6       52.9        0.0       74.8       12.1       78.5       65.0:      21.5       35.0
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  :        36:         3         15          1         14          6         18         21:
Old  :        36:         3         15          1         14          6         18         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  :                 47.0       32.8       65.9       46.4       46.1       32.8       62.9       46.4
Old  :                 47.0       32.8       65.9       46.4       46.1       32.8       62.9       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    48,296:     1,677     20,456          1     37,030     12,476     38,708     32,933:     9,587     15,363
Old  :    48,296:     1,677     20,456          1     37,030     12,476     38,708     32,933:     9,587     15,363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     5,142:      -491      4,246          0      6,047        793      5,556      5,039:      -413        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       42.4        0.0       76.7       25.8       80.1       68.2:      19.9       31.8
Old  :     100.0:       3.5       42.4        0.0       76.7       25.8       80.1       68.2:      19.9       31.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         3         13          1         16          5         20         18:
Old  :        35:         3         13          1         16          5         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       39.4       64.0       53.2       42.9       39.4       61.2       52.9
Old  :                 42.9       39.4       64.0       53.2       42.9       39.4       61.2       52.9
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, April 12, 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  :    78,273:    51,681      4,008         57     17,351     70,679     69,089     74,744:     9,184      3,529
Old  :    78,273:    51,681      4,008         57     17,351     70,679     69,089     74,744:     9,184      3,529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    17,602:    19,034     -6,961         50     -2,266     25,292     16,818     18,381:       785       -779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.0        5.1        0.1       22.2       90.3       88.3       95.5:      11.7        4.5
Old  :     100.0:      66.0        5.1        0.1       22.2       90.3       88.3       95.5:      11.7        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  :        92:        49         12          2         17         19         67         32:
Old  :        92:        49         12          2         17         19         67         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  :                 29.8       54.8       48.0       79.3       29.8       54.6       48.0       79.1
Old  :                 29.8       54.8       48.0       79.3       29.8       54.6       48.0       79.1
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, April 5, 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  :    60,671:    32,647     10,969          7     19,617     45,386     52,271     56,363:     8,400      4,308
Old  :    60,671:    32,647     10,969          7     19,617     45,386     52,271     56,363:     8,400      4,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       -60:        80      2,088       -427     -1,027     -2,092     -1,373       -431:     1,313        370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.8       18.1        0.0       32.3       74.8       86.2       92.9:      13.8        7.1
Old  :     100.0:      53.8       18.1        0.0       32.3       74.8       86.2       92.9:      13.8        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        41         17          1         15         21         57         38:
Old  :        88:        41         17          1         15         21         57         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  :                 26.7       51.4       45.1       76.7       26.7       51.2       45.1       76.5
Old  :                 26.7       51.4       45.1       76.7       26.7       51.2       45.1       76.5
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, April 12, 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  :    85,333:    25,743      6,255      1,532     38,292     64,686     65,566     72,473:    19,767     12,860
Old  :    85,333:    25,743      6,255      1,532     38,292     64,686     65,566     72,473:    19,767     12,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    13,730:     4,469        201       -151      9,492     13,010     13,810     13,060:       -80        670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        7.3        1.8       44.9       75.8       76.8       84.9:      23.2       15.1
Old  :     100.0:      30.2        7.3        1.8       44.9       75.8       76.8       84.9:      23.2       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  :        57:        19         10          4         19         16         40         28:
Old  :        57:        19         10          4         19         16         40         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       53.8       45.6       69.0       30.7       52.8       44.8       67.7
Old  :                 31.4       53.8       45.6       69.0       30.7       52.8       44.8       67.7
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, April 5, 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  :    71,603:    21,274      6,054      1,682     28,800     51,676     51,756     59,413:    19,847     12,191
Old  :    71,603:    21,274      6,054      1,682     28,800     51,676     51,756     59,413:    19,847     12,191
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     2,335:     2,706       -706        490      1,040      3,480      4,236      3,264:    -1,901       -929
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        8.5        2.3       40.2       72.2       72.3       83.0:      27.7       17.0
Old  :     100.0:      29.7        8.5        2.3       40.2       72.2       72.3       83.0:      27.7       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  :        57:        19         10          7         19         18         40         33:
Old  :        57:        19         10          7         19         18         40         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  :                 22.8       54.9       38.7       65.2       21.9       53.4       37.7       63.1
Old  :                 22.8       54.9       38.7       65.2       21.9       53.4       37.7       63.1
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, April 12, 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  :   159,689:    10,382     55,132      5,229    116,469     66,976    132,080    127,337:    27,610     32,353
Old  :   159,689:    10,382     55,132      5,229    116,469     66,976    132,080    127,337:    27,610     32,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     5,541:       276      8,346      1,338      3,616     -6,287      5,229      3,397:       311      2,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       34.5        3.3       72.9       41.9       82.7       79.7:      17.3       20.3
Old  :     100.0:       6.5       34.5        3.3       72.9       41.9       82.7       79.7:      17.3       20.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        15         32         10         31         26         52         62:
Old  :        88:        15         32         10         31         26         52         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       30.5       58.3       41.6       35.7       22.3       45.7       31.4
Old  :                 44.5       30.5       58.3       41.6       35.7       22.3       45.7       31.4
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, April 5, 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  :   154,149:    10,106     46,786      3,891    112,853     73,262    126,851    123,940:    27,298     30,209
Old  :   154,149:    10,106     46,786      3,891    112,853     73,262    126,851    123,940:    27,298     30,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    14,457:    -1,112      5,192        774     15,719      5,439     15,380     11,404:      -923      3,053
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       30.4        2.5       73.2       47.5       82.3       80.4:      17.7       19.6
Old  :     100.0:       6.6       30.4        2.5       73.2       47.5       82.3       80.4:      17.7       19.6
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  :        91:        19         31         12         30         26         54         64:
Old  :        91:        19         31         12         30         26         54         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  :                 44.8       34.1       59.3       44.9       36.4       25.5       46.0       33.9
Old  :                 44.8       34.1       59.3       44.9       36.4       25.5       46.0       33.9
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, April 12, 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  :   156,677:    25,881     23,632     13,851     65,199     74,623    104,931    112,105:    51,746     44,572
Old  :   156,677:    25,881     23,632     13,851     65,199     74,623    104,931    112,105:    51,746     44,572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -4,412:      -105      1,109     -2,593      3,578      4,977        880      3,493:    -5,291     -7,904
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       15.1        8.8       41.6       47.6       67.0       71.6:      33.0       28.4
Old  :     100.0:      16.5       15.1        8.8       41.6       47.6       67.0       71.6:      33.0       28.4
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  :        93:        24         30         22         33         26         71         64:
Old  :        93:        24         30         22         33         26         71         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  :                 24.5       25.2       32.6       38.7       22.0       23.3       29.8       34.1
Old  :                 24.5       25.2       32.6       38.7       22.0       23.3       29.8       34.1
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, April 5, 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  :   161,089:    25,985     22,523     16,444     61,622     69,646    104,051    108,613:    57,038     52,476
Old  :   161,089:    25,985     22,523     16,444     61,622     69,646    104,051    108,613:    57,038     52,476
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    11,806:    -3,919      7,927      1,367     14,923     -2,686     12,372      6,608:      -566      5,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       14.0       10.2       38.3       43.2       64.6       67.4:      35.4       32.6
Old  :     100.0:      16.1       14.0       10.2       38.3       43.2       64.6       67.4:      35.4       32.6
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  :       104:        33         31         32         33         27         81         75:
Old  :       104:        33         31         32         33         27         81         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  :                 22.9       22.9       31.1       36.9       21.2       20.4       27.9       30.7
Old  :                 22.9       22.9       31.1       36.9       21.2       20.4       27.9       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (CONTRACTS OF NZ$ 100,000)                               :
     :          :                                                                            :
All  :     9,820:     6,057        705          0      2,167      8,453      8,224      9,158:     1,596        662
Old  :     9,820:     6,057        705          0      2,167      8,453      8,224      9,158:     1,596        662
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -206:       -40          0          0       -136       -242       -176       -242:       -30         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.7        7.2        0.0       22.1       86.1       83.7       93.3:      16.3        6.7
Old  :     100.0:      61.7        7.2        0.0       22.1       86.1       83.7       93.3:      16.3        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          2          0          7          8         12         10:
Old  :        20:         5          2          0          7          8         12         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.2       77.5       79.9       90.9       67.2       77.5       79.9       90.8
Old  :                 67.2       77.5       79.9       90.9       67.2       77.5       79.9       90.8
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, April 12, 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  :    94,768:    35,114      2,277          0     54,957     83,813     90,071     86,090:     4,697      8,678
Old  :    94,768:    35,114      2,277          0     54,957     83,813     90,071     86,090:     4,697      8,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    11,508:     4,909         39          0      6,687     11,254     11,596     11,293:       -88        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        2.4        0.0       58.0       88.4       95.0       90.8:       5.0        9.2
Old  :     100.0:      37.1        2.4        0.0       58.0       88.4       95.0       90.8:       5.0        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          1          0         16         18         19         19:
Old  :        28:         3          1          0         16         18         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  :                 64.4       53.8       86.7       72.3       62.3       51.4       81.9       67.0
Old  :                 64.4       53.8       86.7       72.3       62.3       51.4       81.9       67.0
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, April 5, 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  :    83,260:    30,205      2,238          0     48,270     72,559     78,475     74,797:     4,785      8,463
Old  :    83,260:    30,205      2,238          0     48,270     72,559     78,475     74,797:     4,785      8,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     4,102:       273        716          0      3,994      2,596      4,267      3,312:      -165        790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        2.7        0.0       58.0       87.1       94.3       89.8:       5.7       10.2
Old  :     100.0:      36.3        2.7        0.0       58.0       87.1       94.3       89.8:       5.7       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  :        28:         3          1          0         16         18         19         19:
Old  :        28:         3          1          0         16         18         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  :                 64.5       48.3       87.2       69.8       61.7       44.4       81.8       64.9
Old  :                 64.5       48.3       87.2       69.8       61.7       44.4       81.8       64.9
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, April 12, 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  :13,457,814:   631,987  1,040,289  4,075,086  7,697,375  6,641,197 12,404,448 11,756,573: 1,053,366  1,701,241
Old  :13,457,814:   631,987  1,040,289  4,075,086  7,697,375  6,641,197 12,404,448 11,756,573: 1,053,366  1,701,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :   -65,218:   -67,334   -106,042   -118,968     81,695    139,396   -104,607    -85,614:    39,388     20,395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        7.7       30.3       57.2       49.3       92.2       87.4:       7.8       12.6
Old  :     100.0:       4.7        7.7       30.3       57.2       49.3       92.2       87.4:       7.8       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        49         82        108        123        135        241        264:
Old  :       276:        49         82        108        123        135        241        264:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       15.1       35.0       24.7       17.3        8.1       22.9       11.8
Old  :                 20.4       15.1       35.0       24.7       17.3        8.1       22.9       11.8
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, April 5, 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  :13,523,032:   699,320  1,146,331  4,194,054  7,615,680  6,501,801 12,509,055 11,842,186: 1,013,977  1,680,846
Old  :13,523,032:   699,320  1,146,331  4,194,054  7,615,680  6,501,801 12,509,055 11,842,186: 1,013,977  1,680,846
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -3,365:   -34,313    123,487   -146,431    165,267     13,731    -15,477     -9,213:    12,112      5,847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        8.5       31.0       56.3       48.1       92.5       87.6:       7.5       12.4
Old  :     100.0:       5.2        8.5       31.0       56.3       48.1       92.5       87.6:       7.5       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        60         74        106        123        137        240        265:
Old  :       278:        60         74        106        123        137        240        265:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       15.2       34.6       24.6       16.8        7.9       22.7       11.6
Old  :                 19.9       15.2       34.6       24.6       16.8        7.9       22.7       11.6
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, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   728,652:    62,090     77,851     36,995    488,804    497,121    587,889    611,967:   140,763    116,684
Old  :   728,652:    62,090     77,851     36,995    488,804    497,121    587,889    611,967:   140,763    116,684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -3,101:     3,386     -2,943       -394     -2,574     -2,479        419     -5,816:    -3,520      2,715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       10.7        5.1       67.1       68.2       80.7       84.0:      19.3       16.0
Old  :     100.0:       8.5       10.7        5.1       67.1       68.2       80.7       84.0:      19.3       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        50         45         61         99         68        183        140:
Old  :       213:        50         45         61         99         68        183        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       30.7       27.1       44.0       18.5       30.4       26.0       43.7
Old  :                 19.2       30.7       27.1       44.0       18.5       30.4       26.0       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   731,753:    58,704     80,794     37,389    491,378    499,601    587,470    617,783:   144,282    113,969
Old  :   731,753:    58,704     80,794     37,389    491,378    499,601    587,470    617,783:   144,282    113,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -6,281:     1,163     -1,403       -596      1,385     -2,712      1,952     -4,712:    -8,233     -1,570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       11.0        5.1       67.2       68.3       80.3       84.4:      19.7       15.6
Old  :     100.0:       8.0       11.0        5.1       67.2       68.3       80.3       84.4:      19.7       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        43         46         54        101         67        177        134:
Old  :       208:        43         46         54        101         67        177        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       30.3       27.0       43.6       18.4       30.0       25.8       43.3
Old  :                 19.1       30.3       27.0       43.6       18.4       30.0       25.8       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, April 12, 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  :   904,455:   170,598    191,568     17,699    382,604    609,155    570,900    818,422:   333,555     86,033
Old  :   904,455:   170,598    191,568     17,699    382,604    609,155    570,900    818,422:   333,555     86,033
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     3,495:    35,538      3,289    -10,236    -21,938     29,401      3,363     22,454:       132    -18,959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       21.2        2.0       42.3       67.4       63.1       90.5:      36.9        9.5
Old  :     100.0:      18.9       21.2        2.0       42.3       67.4       63.1       90.5:      36.9        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  :       180:        45         53         23         55         51        115        112:
Old  :       180:        45         53         23         55         51        115        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       35.5       27.7       47.3       15.9       31.0       23.0       41.1
Old  :                 18.8       35.5       27.7       47.3       15.9       31.0       23.0       41.1
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, April 5, 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  :   900,960:   135,060    188,279     27,935    404,542    579,754    567,537    795,968:   333,423    104,992
Old  :   900,960:   135,060    188,279     27,935    404,542    579,754    567,537    795,968:   333,423    104,992
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    14,188:   -11,683     21,341      5,619     14,930     -3,185      8,866     23,775:     5,322     -9,587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       20.9        3.1       44.9       64.3       63.0       88.3:      37.0       11.7
Old  :     100.0:      15.0       20.9        3.1       44.9       64.3       63.0       88.3:      37.0       11.7
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  :       166:        35         53         27         49         51         99        116:
Old  :       166:        35         53         27         49         51         99        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  :                 20.3       34.9       30.2       46.4       17.0       30.3       25.3       40.2
Old  :                 20.3       34.9       30.2       46.4       17.0       30.3       25.3       40.2
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, April 12, 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  :    11,789:       725      1,273          0      6,040      9,021      6,765     10,294:     5,024      1,495
Old  :    11,789:       725      1,273          0      6,040      9,021      6,765     10,294:     5,024      1,495
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :        28:         0       -300          0       -378        187       -378       -113:       406        141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       10.8        0.0       51.2       76.5       57.4       87.3:      42.6       12.7
Old  :     100.0:       6.1       10.8        0.0       51.2       76.5       57.4       87.3:      42.6       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  :        27:         1          3          0         12         12         13         15:
Old  :        27:         1          3          0         12         12         13         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  :                 29.6       40.2       45.7       65.8       28.2       40.2       44.2       65.8
Old  :                 29.6       40.2       45.7       65.8       28.2       40.2       44.2       65.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    11,761:       725      1,573          0      6,418      8,834      7,143     10,407:     4,618      1,354
Old  :    11,761:       725      1,573          0      6,418      8,834      7,143     10,407:     4,618      1,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :        11:         0       -442          0       -201        147       -201       -295:       212        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       13.4        0.0       54.6       75.1       60.7       88.5:      39.3       11.5
Old  :     100.0:       6.2       13.4        0.0       54.6       75.1       60.7       88.5:      39.3       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          4          0         13         12         14         16:
Old  :        29:         1          4          0         13         12         14         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       40.3       46.5       64.4       28.5       40.3       45.0       64.4
Old  :                 30.0       40.3       46.5       64.4       28.5       40.3       45.0       64.4
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, April 12, 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  :    24,244:     5,799      1,179        118     13,299     16,272     19,216     17,569:     5,028      6,675
Old  :    24,244:     5,799      1,179        118     13,299     16,272     19,216     17,569:     5,028      6,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     1,130:    -1,971       -365         32      2,858        679        919        346:       211        784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        4.9        0.5       54.9       67.1       79.3       72.5:      20.7       27.5
Old  :     100.0:      23.9        4.9        0.5       54.9       67.1       79.3       72.5:      20.7       27.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         7          3          2         15         17         23         21:
Old  :        37:         7          3          2         15         17         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       42.4       54.7       57.2       38.3       39.3       54.4       54.1
Old  :                 38.6       42.4       54.7       57.2       38.3       39.3       54.4       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    23,114:     7,770      1,544         86     10,441     15,593     18,297     17,223:     4,817      5,891
Old  :    23,114:     7,770      1,544         86     10,441     15,593     18,297     17,223:     4,817      5,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -2,227:    -1,789         -7         61        234     -1,954     -1,494     -1,900:      -733       -327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        6.7        0.4       45.2       67.5       79.2       74.5:      20.8       25.5
Old  :     100.0:      33.6        6.7        0.4       45.2       67.5       79.2       74.5:      20.8       25.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         9          3          1         13         18         23         21:
Old  :        38:         9          3          1         13         18         23         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  :                 39.8       37.9       57.4       54.1       39.5       34.7       55.9       50.5
Old  :                 39.8       37.9       57.4       54.1       39.5       34.7       55.9       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    52,638:     4,215     16,758        109     36,267     26,622     40,591     43,489:    12,047      9,149
Old  :    52,638:     4,215     16,758        109     36,267     26,622     40,591     43,489:    12,047      9,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -1,215:      -324      1,191          2       -112       -647       -434        546:      -781     -1,761
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       31.8        0.2       68.9       50.6       77.1       82.6:      22.9       17.4
Old  :     100.0:       8.0       31.8        0.2       68.9       50.6       77.1       82.6:      22.9       17.4
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  :        92:        12         24          3         39         32         54         56:
Old  :        92:        12         24          3         39         32         54         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       27.8       47.1       43.2       33.1       25.0       43.3       40.3
Old  :                 34.5       27.8       47.1       43.2       33.1       25.0       43.3       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    53,852:     4,539     15,567        107     36,379     27,269     41,025     42,942:    12,828     10,910
Old  :    53,852:     4,539     15,567        107     36,379     27,269     41,025     42,942:    12,828     10,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -2,136:       553     -1,747        -10        246       -598        789     -2,355:    -2,925        219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       28.9        0.2       67.6       50.6       76.2       79.7:      23.8       20.3
Old  :     100.0:       8.4       28.9        0.2       67.6       50.6       76.2       79.7:      23.8       20.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        13         24          3         38         30         54         54:
Old  :        91:        13         24          3         38         30         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  :                 33.6       28.5       46.9       42.7       32.2       24.7       42.1       38.5
Old  :                 33.6       28.5       46.9       42.7       32.2       24.7       42.1       38.5
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, April 12, 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  :   282,579:    78,181    118,341      2,373    167,844    125,178    248,398    245,892:    34,181     36,687
Old  :   282,579:    78,181    118,341      2,373    167,844    125,178    248,398    245,892:    34,181     36,687
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    18,341:    20,929      8,905     -1,488     -4,402      5,778     15,039     13,196:     3,302      5,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       41.9        0.8       59.4       44.3       87.9       87.0:      12.1       13.0
Old  :     100.0:      27.7       41.9        0.8       59.4       44.3       87.9       87.0:      12.1       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        41         66         11         45         34         93        104:
Old  :       173:        41         66         11         45         34         93        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  :                 43.5       28.1       55.9       42.2       40.4       23.0       50.5       33.8
Old  :                 43.5       28.1       55.9       42.2       40.4       23.0       50.5       33.8
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, April 5, 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  :   264,238:    57,252    109,437      3,860    172,246    119,399    233,359    232,696:    30,879     31,541
Old  :   264,238:    57,252    109,437      3,860    172,246    119,399    233,359    232,696:    30,879     31,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -17,096:   -17,409     -6,884        176      1,131      4,302    -16,102     -2,406:      -995    -14,690
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       41.4        1.5       65.2       45.2       88.3       88.1:      11.7       11.9
Old  :     100.0:      21.7       41.4        1.5       65.2       45.2       88.3       88.1:      11.7       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        40         60         11         44         38         90        104:
Old  :       169:        40         60         11         44         38         90        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  :                 48.0       28.2       57.9       43.2       44.4       23.0       52.9       33.1
Old  :                 48.0       28.2       57.9       43.2       44.4       23.0       52.9       33.1
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, April 12, 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  :    91,868:    26,556      4,085      7,840     37,815     70,227     72,211     82,152:    19,658      9,717
Old  :    91,868:    26,556      4,085      7,840     37,815     70,227     72,211     82,152:    19,658      9,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     5,029:     2,125       -454      1,534      2,180      5,083      5,839      6,164:      -811     -1,135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        4.4        8.5       41.2       76.4       78.6       89.4:      21.4       10.6
Old  :     100.0:      28.9        4.4        8.5       41.2       76.4       78.6       89.4:      21.4       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        17          4          6         20         17         38         26:
Old  :        48:        17          4          6         20         17         38         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  :                 40.9       60.4       51.7       74.0       36.3       59.6       46.6       69.7
Old  :                 40.9       60.4       51.7       74.0       36.3       59.6       46.6       69.7
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, April 5, 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  :    86,840:    24,431      4,538      6,306     35,635     65,144     66,371     75,988:    20,468     10,852
Old  :    86,840:    24,431      4,538      6,306     35,635     65,144     66,371     75,988:    20,468     10,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -2,492:    -4,481        944        510      3,988     -5,853         18     -4,398:    -2,509      1,907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        5.2        7.3       41.0       75.0       76.4       87.5:      23.6       12.5
Old  :     100.0:      28.1        5.2        7.3       41.0       75.0       76.4       87.5:      23.6       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        16          4          6         20         16         37         25:
Old  :        46:        16          4          6         20         16         37         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  :                 39.0       58.3       51.8       71.6       35.3       57.6       47.1       69.2
Old  :                 39.0       58.3       51.8       71.6       35.3       57.6       47.1       69.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    31,151:     1,192     10,850          0     25,487     14,983     26,679     25,833:     4,472      5,318
Old  :    31,151:     1,192     10,850          0     25,487     14,983     26,679     25,833:     4,472      5,318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       -58:         0        335          0       -161        491       -161        826:       103       -884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       34.8        0.0       81.8       48.1       85.6       82.9:      14.4       17.1
Old  :     100.0:       3.8       34.8        0.0       81.8       48.1       85.6       82.9:      14.4       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         3         13          0         25         26         28         39:
Old  :        58:         3         13          0         25         26         28         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  :                 55.3       35.0       65.8       46.8       54.1       34.7       64.6       46.4
Old  :                 55.3       35.0       65.8       46.8       54.1       34.7       64.6       46.4
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, April 5, 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  :    31,209:     1,192     10,515          0     25,648     14,492     26,840     25,007:     4,369      6,202
Old  :    31,209:     1,192     10,515          0     25,648     14,492     26,840     25,007:     4,369      6,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       921:         2        269          0      1,310        393      1,312        662:      -392        259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       33.7        0.0       82.2       46.4       86.0       80.1:      14.0       19.9
Old  :     100.0:       3.8       33.7        0.0       82.2       46.4       86.0       80.1:      14.0       19.9
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  :        57:         3         12          0         25         26         28         38:
Old  :        57:         3         12          0         25         26         28         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  :                 56.9       35.1       67.4       46.9       55.9       34.8       66.4       46.5
Old  :                 56.9       35.1       67.4       46.9       55.9       34.8       66.4       46.5
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, April 12, 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  :   177,165:    43,395     30,256      1,692    121,788    133,102    166,876    165,051:    10,290     12,115
Old  :   177,165:    43,395     30,256      1,692    121,788    133,102    166,876    165,051:    10,290     12,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     5,278:     6,831     -2,032        405      1,641      7,439      8,877      5,812:    -3,599       -533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       17.1        1.0       68.7       75.1       94.2       93.2:       5.8        6.8
Old  :     100.0:      24.5       17.1        1.0       68.7       75.1       94.2       93.2:       5.8        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  :       105:        18         34          9         29         41         51         80:
Old  :       105:        18         34          9         29         41         51         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       37.6       66.6       52.0       46.3       36.4       63.4       50.5
Old  :                 48.3       37.6       66.6       52.0       46.3       36.4       63.4       50.5
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, April 5, 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  :   171,887:    36,564     32,289      1,287    120,147    125,663    157,998    159,239:    13,888     12,648
Old  :   171,887:    36,564     32,289      1,287    120,147    125,663    157,998    159,239:    13,888     12,648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     8,408:     3,283        457       -184      8,994      8,416     12,092      8,689:    -3,684       -281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       18.8        0.7       69.9       73.1       91.9       92.6:       8.1        7.4
Old  :     100.0:      21.3       18.8        0.7       69.9       73.1       91.9       92.6:       8.1        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        18         37          9         31         41         53         83:
Old  :       110:        18         37          9         31         41         53         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  :                 45.9       37.7       65.3       51.1       44.2       36.6       62.5       49.8
Old  :                 45.9       37.7       65.3       51.1       44.2       36.6       62.5       49.8
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, April 12, 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  :    36,402:    11,428     10,287        277     14,609     18,673     26,314     29,237:    10,088      7,165
Old  :    36,402:    11,428     10,287        277     14,609     18,673     26,314     29,237:    10,088      7,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :      -261:       -50        -82       -102      1,424      1,705      1,272      1,521:    -1,533     -1,782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       28.3        0.8       40.1       51.3       72.3       80.3:      27.7       19.7
Old  :     100.0:      31.4       28.3        0.8       40.1       51.3       72.3       80.3:      27.7       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        22         16          3         17         22         41         40:
Old  :        74:        22         16          3         17         22         41         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  :                 24.8       27.8       36.7       43.8       24.8       27.5       36.6       42.2
Old  :                 24.8       27.8       36.7       43.8       24.8       27.5       36.6       42.2
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, April 5, 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  :    36,663:    11,478     10,369        379     13,185     16,968     25,042     27,716:    11,621      8,947
Old  :    36,663:    11,478     10,369        379     13,185     16,968     25,042     27,716:    11,621      8,947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -1,137:      -662     -1,162         28        105        246       -529       -888:      -608       -249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       28.3        1.0       36.0       46.3       68.3       75.6:      31.7       24.4
Old  :     100.0:      31.3       28.3        1.0       36.0       46.3       68.3       75.6:      31.7       24.4
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  :        71:        22         14          4         17         21         42         37:
Old  :        71:        22         14          4         17         21         42         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  :                 24.2       29.0       34.8       43.6       24.1       29.0       34.3       42.4
Old  :                 24.2       29.0       34.8       43.6       24.1       29.0       34.3       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    69,626:     3,495      5,362        944     53,348     22,834     57,787     29,140:    11,839     40,486
Old  :    69,626:     3,495      5,362        944     53,348     22,834     57,787     29,140:    11,839     40,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       919:      -167         24        442      2,838       -933      3,113       -467:    -2,194      1,386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        7.7        1.4       76.6       32.8       83.0       41.9:      17.0       58.1
Old  :     100.0:       5.0        7.7        1.4       76.6       32.8       83.0       41.9:      17.0       58.1
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  :        50:         4         15          3         18         26         23         44:
Old  :        50:         4         15          3         18         26         23         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.6       16.7       74.1       24.6       58.9       10.0       63.6       15.2
Old  :                 65.6       16.7       74.1       24.6       58.9       10.0       63.6       15.2
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, April 5, 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  :    68,707:     3,662      5,338        502     50,510     23,767     54,674     29,607:    14,033     39,100
Old  :    68,707:     3,662      5,338        502     50,510     23,767     54,674     29,607:    14,033     39,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     1,521:       416     -2,390        252      1,387     -1,803      2,055     -3,941:      -534      5,462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        7.8        0.7       73.5       34.6       79.6       43.1:      20.4       56.9
Old  :     100.0:       5.3        7.8        0.7       73.5       34.6       79.6       43.1:      20.4       56.9
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  :        48:         3         14          3         18         26         23         42:
Old  :        48:         3         14          3         18         26         23         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       16.7       71.6       26.0       56.6       11.6       61.3       17.5
Old  :                 63.3       16.7       71.6       26.0       56.6       11.6       61.3       17.5
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, April 12, 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  :   124,214:    41,263      3,710     20,516     25,761     86,581     87,540    110,807:    36,674     13,406
Old  :   124,214:    41,263      3,710     20,516     25,761     86,581     87,540    110,807:    36,674     13,406
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     4,765:     1,299       -954      1,295        361      2,232      2,955      2,572:     1,810      2,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2        3.0       16.5       20.7       69.7       70.5       89.2:      29.5       10.8
Old  :     100.0:      33.2        3.0       16.5       20.7       69.7       70.5       89.2:      29.5       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  :       159:        96         21         46         24         33        137         85:
Old  :       159:        96         21         46         24         33        137         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       30.1       25.3       46.3       12.9       26.5       18.8       40.5
Old  :                 16.6       30.1       25.3       46.3       12.9       26.5       18.8       40.5
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, April 5, 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  :   119,448:    39,964      4,664     19,221     25,400     84,350     84,585    108,235:    34,863     11,213
Old  :   119,448:    39,964      4,664     19,221     25,400     84,350     84,585    108,235:    34,863     11,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     2,852:     1,588        -33       -853      3,196      3,524      3,930      2,638:    -1,078        214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        3.9       16.1       21.3       70.6       70.8       90.6:      29.2        9.4
Old  :     100.0:      33.5        3.9       16.1       21.3       70.6       70.8       90.6:      29.2        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  :       166:        93         27         49         28         33        145         90:
Old  :       166:        93         27         49         28         33        145         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       29.0       25.4       46.4       13.5       26.4       18.9       41.0
Old  :                 17.6       29.0       25.4       46.4       13.5       26.4       18.9       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   136,694:    45,973     16,440     29,185     42,154     75,484    117,312    121,109:    19,382     15,585
Old  :   136,694:    45,973     16,440     29,185     42,154     75,484    117,312    121,109:    19,382     15,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    12,442:     2,984      2,158      1,129      6,123      7,374     10,235     10,661:     2,207      1,781
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       12.0       21.4       30.8       55.2       85.8       88.6:      14.2       11.4
Old  :     100.0:      33.6       12.0       21.4       30.8       55.2       85.8       88.6:      14.2       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  :       207:        74         65         55         45         46        156        141:
Old  :       207:        74         65         55         45         46        156        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  :                 19.9       27.9       31.2       44.4       15.5       23.6       23.9       35.9
Old  :                 19.9       27.9       31.2       44.4       15.5       23.6       23.9       35.9
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, April 5, 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  :   124,252:    42,989     14,282     28,056     36,032     68,110    107,077    110,448:    17,175     13,804
Old  :   124,252:    42,989     14,282     28,056     36,032     68,110    107,077    110,448:    17,175     13,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     6,304:     2,347        275      1,511      1,427      4,069      5,285      5,856:     1,019        448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       11.5       22.6       29.0       54.8       86.2       88.9:      13.8       11.1
Old  :     100.0:      34.6       11.5       22.6       29.0       54.8       86.2       88.9:      13.8       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        73         59         53         43         41        151        129:
Old  :       196:        73         59         53         43         41        151        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       27.7       31.5       44.4       17.5       25.1       26.5       37.9
Old  :                 20.1       27.7       31.5       44.4       17.5       25.1       26.5       37.9
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, April 12, 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  :   348,710:   150,278     25,570     58,095     87,927    244,152    296,300    327,817:    52,410     20,893
Old  :   348,710:   150,278     25,570     58,095     87,927    244,152    296,300    327,817:    52,410     20,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     7,293:     7,119        427        607     -1,578      5,329      6,147      6,363:     1,146        931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1        7.3       16.7       25.2       70.0       85.0       94.0:      15.0        6.0
Old  :     100.0:      43.1        7.3       16.7       25.2       70.0       85.0       94.0:      15.0        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  :       236:       136         46         52         40         42        193        125:
Old  :       236:       136         46         52         40         42        193        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  :                 24.7       33.8       35.8       51.1       21.9       28.5       27.7       42.7
Old  :                 24.7       33.8       35.8       51.1       21.9       28.5       27.7       42.7
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, April 5, 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  :   341,416:   143,159     25,143     57,488     89,506    238,823    290,153    321,454:    51,263     19,962
Old  :   341,416:   143,159     25,143     57,488     89,506    238,823    290,153    321,454:    51,263     19,962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -8,362:     3,946        698     -2,485     -3,626     -4,053     -2,166     -5,841:    -6,196     -2,521
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9        7.4       16.8       26.2       70.0       85.0       94.2:      15.0        5.8
Old  :     100.0:      41.9        7.4       16.8       26.2       70.0       85.0       94.2:      15.0        5.8
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  :       226:       127         44         54         42         41        188        123:
Old  :       226:       127         44         54         42         41        188        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  :                 24.7       34.2       35.6       52.1       21.7       29.6       28.3       43.7
Old  :                 24.7       34.2       35.6       52.1       21.7       29.6       28.3       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    11,459:     7,701      1,380        435        275      8,736      8,411     10,551:     3,048        908
Old  :    11,459:     7,701      1,380        435        275      8,736      8,411     10,551:     3,048        908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       828:       -52        430       -150          0       -258       -202         22:     1,030        806
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.2       12.0        3.8        2.4       76.2       73.4       92.1:      26.6        7.9
Old  :     100.0:      67.2       12.0        3.8        2.4       76.2       73.4       92.1:      26.6        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  :        38:        23          4          6          3          5         30         14:
Old  :        38:        23          4          6          3          5         30         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  :                 45.8       82.0       60.8       90.5       45.8       82.0       60.0       88.0
Old  :                 45.8       82.0       60.8       90.5       45.8       82.0       60.0       88.0
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, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    10,631:     7,753        950        585        275      8,994      8,613     10,529:     2,018        102
Old  :    10,631:     7,753        950        585        275      8,994      8,613     10,529:     2,018        102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       334:       365         45        -32        -24      1,177        309      1,190:        25       -856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.9        8.9        5.5        2.6       84.6       81.0       99.0:      19.0        1.0
Old  :     100.0:      72.9        8.9        5.5        2.6       84.6       81.0       99.0:      19.0        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        24          4          8          3          5         33         16:
Old  :        41:        24          4          8          3          5         33         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       86.5       64.9       96.5       47.6       86.5       63.8       93.5
Old  :                 47.6       86.5       64.9       96.5       47.6       86.5       63.8       93.5
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, April 12, 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  :    81,943:     9,703      9,357     11,405     46,853     39,037     67,961     59,798:    13,982     22,145
Old  :    28,623:     2,121      4,382      4,682     17,811     12,692     24,614     21,756:     4,009      6,868
Other:    53,320:     8,329      5,722      5,976     29,042     26,345     43,347     38,043:     9,972     15,277
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     1,178:    -2,171      2,861        -81      4,176       -322      1,924      2,457:      -746     -1,279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       11.4       13.9       57.2       47.6       82.9       73.0:      17.1       27.0
Old  :     100.0:       7.4       15.3       16.4       62.2       44.3       86.0       76.0:      14.0       24.0
Other:     100.0:      15.6       10.7       11.2       54.5       49.4       81.3       71.3:      18.7       28.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        18         23         18         46         47         74         79:
Old  :        73:         9         14          9         29         32         43         50:
Other:        92:        21         16         15         39         40         65         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  :                 30.4       28.9       41.1       37.7       21.6       17.1       29.0       22.2
Old  :                 46.3       33.3       59.0       46.1       31.6       21.4       40.6       27.4
Other:                 27.2       31.3       37.8       40.7       25.2       29.0       35.7       36.3
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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:    11,874      6,496     11,485     42,678     39,359     66,037     57,341:    14,728     23,424
Old  :    34,576:     4,967      3,293      4,468     19,318     17,259     28,752     25,020:     5,824      9,556
Other:    46,189:     8,321      4,616      5,605     23,360     22,100     37,286     32,321:     8,904     13,868
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -380:    -6,057      1,225      2,977      1,599     -5,920     -1,481     -1,718:     1,101      1,338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        8.0       14.2       52.8       48.7       81.8       71.0:      18.2       29.0
Old  :     100.0:      14.4        9.5       12.9       55.9       49.9       83.2       72.4:      16.8       27.6
Other:     100.0:      18.0       10.0       12.1       50.6       47.8       80.7       70.0:      19.3       30.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        23         22         19         44         49         77         81:
Old  :        82:        17         12         10         26         39         45         59:
Other:        92:        23         16         15         35         40         63         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  :                 27.0       27.5       38.0       36.4       22.5       19.5       30.1       22.9
Old  :                 39.8       28.6       55.3       40.0       34.9       19.5       45.8       25.8
Other:                 25.8       30.2       37.4       37.8       22.5       27.4       33.1       32.3
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    32,431:     1,096      4,240      1,865     20,499     15,283     23,459     21,388:     8,972     11,044
Old  :    22,319:     1,650      4,256      1,050     13,129     10,171     15,828     15,477:     6,491      6,843
Other:    10,112:       134        672        127      7,370      5,112      7,631      5,911:     2,481      4,201
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       497:       -11        871        235       -154       -541         70        564:       427        -67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       13.1        5.7       63.2       47.1       72.3       65.9:      27.7       34.1
Old  :     100.0:       7.4       19.1        4.7       58.8       45.6       70.9       69.3:      29.1       30.7
Other:     100.0:       1.3        6.7        1.3       72.9       50.5       75.5       58.5:      24.5       41.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         4         12          7         24         17         34         30:
Old  :        42:         7          9          6         21         17         30         30:
Other:        27:         2          5          5         13         13         19         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       30.2       49.9       43.7       27.1       19.3       39.1       29.1
Old  :                 36.4       32.6       49.1       48.3       29.3       28.6       40.6       40.8
Other:                 44.8       34.2       67.2       49.4       39.8       28.6       57.5       40.4
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    31,934:     1,107      3,370      1,630     20,652     15,824     23,389     20,824:     8,545     11,111
Old  :    22,260:     1,740      3,236        902     13,567     10,798     16,209     14,935:     6,051      7,324
Other:     9,674:         0        767         95      7,086      5,026      7,181      5,888:     2,494      3,786
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -3,387:      -675      1,895        102     -1,017     -3,357     -1,590     -1,360:    -1,797     -2,028
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       10.6        5.1       64.7       49.6       73.2       65.2:      26.8       34.8
Old  :     100.0:       7.8       14.5        4.1       60.9       48.5       72.8       67.1:      27.2       32.9
Other:     100.0:       0.0        7.9        1.0       73.2       52.0       74.2       60.9:      25.8       39.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         5          9          6         22         17         31         28:
Old  :        39:         7          7          6         20         16         29         27:
Other:        26:         0          6          5         12         14         17         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  :                 33.9       31.8       51.0       44.4       26.5       20.8       38.3       29.0
Old  :                 37.8       34.7       52.4       48.3       26.2       28.8       39.0       39.7
Other:                 43.8       33.6       67.6       48.7       39.5       30.7       58.3       42.2
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   180,683:    44,692      4,480     43,989     70,296    121,525    158,976    169,994:    21,706     10,689
Old  :   145,103:    43,078      6,728     30,334     53,721    100,263    127,132    137,324:    17,971      7,779
Other:    35,579:     4,624        762     10,645     16,575     21,262     31,844     32,670:     3,735      2,909
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     4,586:       985       -108     -1,467      5,683      6,743      5,201      5,168:      -615       -582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        2.5       24.3       38.9       67.3       88.0       94.1:      12.0        5.9
Old  :     100.0:      29.7        4.6       20.9       37.0       69.1       87.6       94.6:      12.4        5.4
Other:     100.0:      13.0        2.1       29.9       46.6       59.8       89.5       91.8:      10.5        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        98         44         58         73         76        206        146:
Old  :       229:        94         46         51         58         73        183        139:
Other:       123:        35         19         37         48         51        100         92:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       36.0       26.0       47.4       13.2       27.9       20.4       37.5
Old  :                 18.7       41.2       29.0       51.3       16.4       35.5       25.5       44.1
Other:                 23.5       24.0       36.1       38.0       18.0       20.6       24.0       28.5
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   176,096:    43,707      4,588     45,456     64,613    114,782    153,776    164,826:    22,321     11,271
Old  :   141,610:    42,256      7,156     31,760     48,736     94,151    122,752    133,066:    18,858      8,544
Other:    34,486:     4,496        477     10,651     15,877     20,632     31,023     31,760:     3,463      2,727
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -3,369:    -1,291       -190     -1,662        720       -795     -2,233     -2,647:    -1,136       -723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        2.6       25.8       36.7       65.2       87.3       93.6:      12.7        6.4
Old  :     100.0:      29.8        5.1       22.4       34.4       66.5       86.7       94.0:      13.3        6.0
Other:     100.0:      13.0        1.4       30.9       46.0       59.8       90.0       92.1:      10.0        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:       101         38         62         74         75        208        151:
Old  :       230:        96         43         54         61         72        186        144:
Other:       124:        34         22         38         48         50        103         91:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       33.9       24.1       45.3       13.4       28.4       20.7       38.2
Old  :                 16.6       38.5       26.0       48.2       16.6       35.9       25.9       44.5
Other:                 24.4       24.4       38.6       38.7       20.2       20.7       26.4       28.8
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    44,939:    14,545      3,750      7,993     16,398     30,634     38,936     42,378:     6,003      2,562
Old  :    44,591:    14,580      3,776      7,784     16,310     30,504     38,675     42,063:     5,916      2,527
Other:       349:       114        125         59         88        131        261        314:        88         35
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -2,167:    -3,869       -639       -662      3,587     -1,080       -944     -2,381:    -1,223        214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        8.3       17.8       36.5       68.2       86.6       94.3:      13.4        5.7
Old  :     100.0:      32.7        8.5       17.5       36.6       68.4       86.7       94.3:      13.3        5.7
Other:     100.0:      32.8       35.7       16.9       25.2       37.5       74.9       90.1:      25.1        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        71         22         30         26         20        113         59:
Old  :       130:        71         22         30         26         20        113         59:
Other:        21:         5          9          9          5          5         14         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       44.8       32.5       64.5       16.0       35.3       24.5       54.0
Old  :                 22.4       45.1       32.7       64.7       16.1       35.5       24.7       54.2
Other:                 54.4       46.6       67.2       70.3       46.3       45.0       51.5       60.5
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    47,107:    18,413      4,389      8,655     12,812     31,715     39,880     44,759:     7,227      2,348
Old  :    46,763:    18,466      4,481      8,419     12,757     31,546     39,642     44,446:     7,122      2,317
Other:       343:       128         89         55         55        169        238        313:       105         30
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     2,254:     1,573         95        555       -168      1,627      1,960      2,277:       293        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1        9.3       18.4       27.2       67.3       84.7       95.0:      15.3        5.0
Old  :     100.0:      39.5        9.6       18.0       27.3       67.5       84.8       95.0:      15.2        5.0
Other:     100.0:      37.3       25.9       16.1       16.0       49.2       69.4       91.2:      30.6        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        75         24         35         26         21        124         63:
Old  :       138:        74         25         35         26         21        124         63:
Other:        21:         8          6          9          3          5         12         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       42.6       28.8       62.7       15.5       36.2       25.3       56.3
Old  :                 17.8       42.7       29.0       62.9       15.7       36.4       25.5       56.5
Other:                 48.7       56.5       63.2       74.3       42.9       56.5       50.7       72.0
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   139,545:    29,863      4,360      9,083     86,169    118,637    125,115    132,081:    14,430      7,464
Old  :    78,471:    25,809      3,778      6,572     33,781     61,902     66,163     72,253:    12,308      6,218
Other:    61,074:     5,055      1,584      1,509     52,388     56,735     58,952     59,828:     2,122      1,246
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -6,065:    -2,446        340     -6,297      1,193       -223     -7,551     -6,180:     1,486        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        3.1        6.5       61.7       85.0       89.7       94.7:      10.3        5.3
Old  :     100.0:      32.9        4.8        8.4       43.0       78.9       84.3       92.1:      15.7        7.9
Other:     100.0:       8.3        2.6        2.5       85.8       92.9       96.5       98.0:       3.5        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        68         18         30         50         43        128         83:
Old  :       142:        67         17         28         46         41        122         78:
Other:        70:        18         13         13         27         31         53         49:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       38.8       41.4       60.0       16.6       28.5       25.4       37.5
Old  :                 16.0       35.4       27.8       52.1       15.5       28.5       24.1       43.1
Other:                 55.2       57.7       71.2       77.2       38.6       45.5       50.5       55.7
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   145,610:    32,309      4,020     15,381     84,976    118,861    132,666    138,261:    12,944      7,349
Old  :    88,196:    28,818      3,342     13,060     34,801     65,391     76,679     81,794:    11,517      6,402
Other:    57,415:     4,403      1,590      1,408     50,175     53,469     55,987     56,468:     1,428        947
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -3,961:    -3,583        242     -1,361      1,827     -3,145     -3,117     -4,264:      -844        303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        2.8       10.6       58.4       81.6       91.1       95.0:       8.9        5.0
Old  :     100.0:      32.7        3.8       14.8       39.5       74.1       86.9       92.7:      13.1        7.3
Other:     100.0:       7.7        2.8        2.5       87.4       93.1       97.5       98.4:       2.5        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        62         26         51         52         44        149        100:
Old  :       157:        68         20         51         49         42        144         97:
Other:        67:        16         13         14         27         29         53         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       37.5       39.6       57.0       17.1       25.7       24.8       35.4
Old  :                 17.6       32.7       29.2       49.5       15.7       25.8       24.0       40.7
Other:                 56.6       59.9       73.0       77.6       40.0       47.1       54.0       57.5
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   452,253:    71,361     63,223     66,408    236,558    257,249    374,327    386,879:    77,926     65,374
Old  :   452,253:    71,361     63,223     66,408    236,558    257,249    374,327    386,879:    77,926     65,374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :   -37,206:    -5,717     12,799    -22,288     -4,950    -30,431    -32,954    -39,921:    -4,252      2,715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       14.0       14.7       52.3       56.9       82.8       85.5:      17.2       14.5
Old  :     100.0:      15.8       14.0       14.7       52.3       56.9       82.8       85.5:      17.2       14.5
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  :       147:        41         39         35         62         47        119        106:
Old  :       147:        41         39         35         62         47        119        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  :                 15.2       27.5       26.9       42.4       13.2       22.5       23.1       31.7
Old  :                 15.2       27.5       26.9       42.4       13.2       22.5       23.1       31.7
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, April 5, 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  :   489,459:    77,078     50,424     88,695    241,508    287,680    407,281    426,800:    82,178     62,659
Old  :   489,459:    77,078     50,424     88,695    241,508    287,680    407,281    426,800:    82,178     62,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    14,722:    -5,757     15,898      6,137     10,765    -11,860     11,144     10,174:     3,578      4,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       10.3       18.1       49.3       58.8       83.2       87.2:      16.8       12.8
Old  :     100.0:      15.7       10.3       18.1       49.3       58.8       83.2       87.2:      16.8       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        58         36         49         63         52        136        122:
Old  :       164:        58         36         49         63         52        136        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       28.3       26.0       42.0       12.1       23.3       20.6       31.7
Old  :                 15.5       28.3       26.0       42.0       12.1       23.3       20.6       31.7
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, April 12, 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  :   137,422:    36,544      7,213     35,813     53,949     87,734    126,305    130,759:    11,117      6,663
Old  :   121,937:    36,210      9,818     28,514     46,906     78,131    111,630    116,463:    10,307      5,474
Other:    15,485:     3,660        721      3,972      7,042      9,603     14,675     14,296:       810      1,189
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :   -21,075:    -8,800     -1,057    -10,397      1,607     -6,672    -17,590    -18,126:    -3,485     -2,949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        5.2       26.1       39.3       63.8       91.9       95.2:       8.1        4.8
Old  :     100.0:      29.7        8.1       23.4       38.5       64.1       91.5       95.5:       8.5        4.5
Other:     100.0:      23.6        4.7       25.7       45.5       62.0       94.8       92.3:       5.2        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:       160         46        108         98        103        299        225:
Old  :       333:       155         53        101         95        103        290        221:
Other:       140:        35         19         36         54         69        101        112:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       22.2       26.1       34.4       13.2       15.8       20.7       25.4
Old  :                 15.6       23.6       26.5       35.8       14.8       17.3       23.4       26.9
Other:                 33.0       26.9       50.1       38.3       24.7       17.1       30.5       26.1
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   158,497:    45,344      8,270     46,210     52,341     94,406    143,895    148,885:    14,602      9,612
Old  :   144,552:    45,315     10,952     39,314     46,024     85,646    130,654    135,912:    13,898      8,639
Other:    13,946:     3,488        777      3,436      6,317      8,760     13,241     12,973:       705        973
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     1,177:       456         46      1,592     -1,241     -1,024        807        613:       371        564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        5.2       29.2       33.0       59.6       90.8       93.9:       9.2        6.1
Old  :     100.0:      31.3        7.6       27.2       31.8       59.2       90.4       94.0:       9.6        6.0
Other:     100.0:      25.0        5.6       24.6       45.3       62.8       94.9       93.0:       5.1        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       181         62        133        102        115        336        277:
Old  :       391:       175         72        129         99        114        330        272:
Other:       139:        33         21         33         52         65         99        107:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       19.5       22.4       31.0       11.3       14.8       18.6       24.4
Old  :                 12.7       20.4       21.8       31.6       12.4       16.0       20.4       25.6
Other:                 34.4       25.7       51.6       38.4       24.0       17.8       30.7       26.5
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    18,759:     7,192      5,078      2,666      5,564      8,565     15,422     16,309:     3,337      2,449
Old  :    18,759:     7,192      5,078      2,666      5,564      8,565     15,422     16,309:     3,337      2,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :      -119:     1,318       -262        -63       -403        770        852        445:      -971       -564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       27.1       14.2       29.7       45.7       82.2       86.9:      17.8       13.1
Old  :     100.0:      38.3       27.1       14.2       29.7       45.7       82.2       86.9:      17.8       13.1
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  :        49:        19         16          9          9          6         35         25:
Old  :        49:        19         16          9          9          6         35         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.9       64.6       65.0       75.4       44.3       54.2       54.9       62.7
Old  :                 50.9       64.6       65.0       75.4       44.3       54.2       54.9       62.7
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, April 5, 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  :    18,878:     5,874      5,340      2,730      5,966      7,795     14,570     15,865:     4,308      3,013
Old  :    18,878:     5,874      5,340      2,730      5,966      7,795     14,570     15,865:     4,308      3,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -253:       716     -2,669          6     -1,728      2,662     -1,006         -1:       753       -252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       28.3       14.5       31.6       41.3       77.2       84.0:      22.8       16.0
Old  :     100.0:      31.1       28.3       14.5       31.6       41.3       77.2       84.0:      22.8       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        19         18          9          6          5         32         26:
Old  :        47:        19         18          9          6          5         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  :                 50.6       61.9       65.4       72.5       44.0       51.4       54.0       60.2
Old  :                 50.6       61.9       65.4       72.5       44.0       51.4       54.0       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   202,224:    29,126     29,082     34,766    106,222    111,402    170,114    175,250:    32,110     26,974
Old  :   202,224:    29,126     29,082     34,766    106,222    111,402    170,114    175,250:    32,110     26,974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :   -11,461:   -11,586     -4,032      1,784        513     -6,839     -9,289     -9,087:    -2,172     -2,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       14.4       17.2       52.5       55.1       84.1       86.7:      15.9       13.3
Old  :     100.0:      14.4       14.4       17.2       52.5       55.1       84.1       86.7:      15.9       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        29         29         29         59         57        109         95:
Old  :       123:        29         29         29         59         57        109         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       29.2       30.7       39.6       13.1       18.3       20.3       25.9
Old  :                 18.6       29.2       30.7       39.6       13.1       18.3       20.3       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   213,685:    40,712     33,114     32,982    105,709    118,241    179,403    184,338:    34,281     29,347
Old  :   213,685:    40,712     33,114     32,982    105,709    118,241    179,403    184,338:    34,281     29,347
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     5,994:     3,961      2,173         47       -244      2,127      3,764      4,347:     2,230      1,647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       15.5       15.4       49.5       55.3       84.0       86.3:      16.0       13.7
Old  :     100.0:      19.1       15.5       15.4       49.5       55.3       84.0       86.3:      16.0       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        42         24         25         56         56        111         92:
Old  :       128:        42         24         25         56         56        111         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       30.0       30.7       40.1       12.5       20.3       20.3       26.4
Old  :                 18.2       30.0       30.7       40.1       12.5       20.3       20.3       26.4
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, April 12, 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  :   746,165:    46,464     49,717    304,661    326,065    358,620    677,190    712,999:    68,975     33,167
Old  :   746,165:    46,464     49,717    304,661    326,065    358,620    677,190    712,999:    68,975     33,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :      -726:   -16,178     -8,796      9,301     15,112       -491      8,236         13:    -8,961       -739
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        6.7       40.8       43.7       48.1       90.8       95.6:       9.2        4.4
Old  :     100.0:       6.2        6.7       40.8       43.7       48.1       90.8       95.6:       9.2        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        54         52         85         86         79        186        176:
Old  :       200:        54         52         85         86         79        186        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  :                 19.6       22.0       31.4       34.8        5.1        7.0        7.5       11.4
Old  :                 19.6       22.0       31.4       34.8        5.1        7.0        7.5       11.4
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, April 5, 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  :   746,891:    62,642     58,514    295,360    310,953    359,111    668,955    712,985:    77,936     33,906
Old  :   746,891:    62,642     58,514    295,360    310,953    359,111    668,955    712,985:    77,936     33,906
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    33,036:     3,050      4,627     13,187     17,870     18,369     34,106     36,183:    -1,070     -3,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        7.8       39.5       41.6       48.1       89.6       95.5:      10.4        4.5
Old  :     100.0:       8.4        7.8       39.5       41.6       48.1       89.6       95.5:      10.4        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  :       198:        56         47         82         85         76        187        167:
Old  :       198:        56         47         82         85         76        187        167:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       22.4       29.7       35.1        4.6        8.0        7.2       12.9
Old  :                 18.5       22.4       29.7       35.1        4.6        8.0        7.2       12.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    95,736:    10,446      3,738          0     77,082     87,862     87,528     91,600:     8,208      4,136
Old  :    95,736:    10,446      3,738          0     77,082     87,862     87,528     91,600:     8,208      4,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     1,623:         0       -310          0      2,111      1,747      2,111      1,437:      -488        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        3.9        0.0       80.5       91.8       91.4       95.7:       8.6        4.3
Old  :     100.0:      10.9        3.9        0.0       80.5       91.8       91.4       95.7:       8.6        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         1          1          0         18         26         19         27:
Old  :        32:         1          1          0         18         26         19         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.7       39.0       79.1       58.8       63.2       37.5       72.5       54.9
Old  :                 63.7       39.0       79.1       58.8       63.2       37.5       72.5       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    94,113:    10,446      4,048          0     74,971     86,115     85,417     90,163:     8,696      3,950
Old  :    94,113:    10,446      4,048          0     74,971     86,115     85,417     90,163:     8,696      3,950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     1,831:      -988        180       -180      3,084      2,166      1,916      2,166:       -85       -335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        4.3        0.0       79.7       91.5       90.8       95.8:       9.2        4.2
Old  :     100.0:      11.1        4.3        0.0       79.7       91.5       90.8       95.8:       9.2        4.2
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  :        31:         1          1          0         18         25         19         26:
Old  :        31:         1          1          0         18         25         19         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  :                 64.0       37.8       77.8       57.4       64.0       36.4       73.1       54.5
Old  :                 64.0       37.8       77.8       57.4       64.0       36.4       73.1       54.5
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, April 12, 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  :    51,239:     2,190      4,048      4,048     42,835     34,323     49,073     42,419:     2,166      8,820
Old  :    51,239:     2,190      4,048      4,048     42,835     34,323     49,073     42,419:     2,166      8,820
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -2,770:     2,190     -1,292        122     -5,089     -3,289     -2,777     -4,459:         7      1,689
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        7.9        7.9       83.6       67.0       95.8       82.8:       4.2       17.2
Old  :     100.0:       4.3        7.9        7.9       83.6       67.0       95.8       82.8:       4.2       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          2          1         11         12         13         15:
Old  :        20:         2          2          1         11         12         13         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       52.1       83.3       72.2       45.7       49.9       67.6       62.8
Old  :                 51.6       52.1       83.3       72.2       45.7       49.9       67.6       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    49,299:     6,539      2,374      2,902     35,208     37,126     44,649     42,402:     4,650      6,897
Old  :    49,299:     6,539      2,374      2,902     35,208     37,126     44,649     42,402:     4,650      6,897
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     2,198:       796      1,530       -273      1,987        273      2,510      1,530:      -312        668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        4.8        5.9       71.4       75.3       90.6       86.0:       9.4       14.0
Old  :     100.0:      13.3        4.8        5.9       71.4       75.3       90.6       86.0:       9.4       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          3         18         15         21         18:
Old  :        22:         2          1          3         18         15         21         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  :                 57.7       42.5       73.7       67.1       55.1       39.6       66.8       57.5
Old  :                 57.7       42.5       73.7       67.1       55.1       39.6       66.8       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    47,101:     5,743        844      3,175     33,221     36,853     42,139     40,872:     4,962      6,229
Old  :    47,101:     5,743        844      3,175     33,221     36,853     42,139     40,872:     4,962      6,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -3,138:       560       -224         94     -4,948     -4,862     -4,294     -4,992:     1,156      1,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        1.8        6.7       70.5       78.2       89.5       86.8:      10.5       13.2
Old  :     100.0:      12.2        1.8        6.7       70.5       78.2       89.5       86.8:      10.5       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          3         17         15         20         18:
Old  :        22:         2          1          3         17         15         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       44.2       74.3       67.2       56.3       41.5       65.1       58.3
Old  :                 59.3       44.2       74.3       67.2       56.3       41.5       65.1       58.3
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, April 12, 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  :    61,298:         0      3,096      4,761     47,271     44,264     52,032     52,121:     9,266      9,177
Old  :    61,298:         0      3,096      4,761     47,271     44,264     52,032     52,121:     9,266      9,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     1,167:         0       -431        491      1,806      1,410      2,297      1,470:    -1,130       -303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.1        7.8       77.1       72.2       84.9       85.0:      15.1       15.0
Old  :     100.0:       0.0        5.1        7.8       77.1       72.2       84.9       85.0:      15.1       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  :        25:         0          2          2         20         18         22         20:
Old  :        25:         0          2          2         20         18         22         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  :                 35.0       60.0       59.5       71.6       27.8       44.0       40.7       51.0
Old  :                 35.0       60.0       59.5       71.6       27.8       44.0       40.7       51.0
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, April 5, 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  :    60,131:         0      3,527      4,270     45,465     42,854     49,735     50,651:    10,396      9,480
Old  :    60,131:         0      3,527      4,270     45,465     42,854     49,735     50,651:    10,396      9,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -6,293:      -148      1,986       -725     -7,193     -7,654     -8,066     -6,393:     1,773        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.9        7.1       75.6       71.3       82.7       84.2:      17.3       15.8
Old  :     100.0:       0.0        5.9        7.1       75.6       71.3       82.7       84.2:      17.3       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          2          2         18         15         20         17:
Old  :        22:         0          2          2         18         15         20         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  :                 35.4       62.3       60.0       74.7       28.1       45.1       40.6       49.6
Old  :                 35.4       62.3       60.0       74.7       28.1       45.1       40.6       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   955,703:   278,148     64,881    143,522    509,993    735,151    931,663    943,554:    24,040     12,149
Old  :   955,703:   278,148     64,881    143,522    509,993    735,151    931,663    943,554:    24,040     12,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    20,054:     5,196     -2,909      6,180      8,175     17,479     19,551     20,750:       503       -696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        6.8       15.0       53.4       76.9       97.5       98.7:       2.5        1.3
Old  :     100.0:      29.1        6.8       15.0       53.4       76.9       97.5       98.7:       2.5        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  :       114:        19          9         25         78         75        106        102:
Old  :       114:        19          9         25         78         75        106        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       22.8       46.3       38.4       27.8       20.0       35.6       31.0
Old  :                 33.6       22.8       46.3       38.4       27.8       20.0       35.6       31.0
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, April 5, 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  :   935,649:   272,952     67,790    137,342    501,818    717,672    912,112    922,804:    23,537     12,845
Old  :   935,649:   272,952     67,790    137,342    501,818    717,672    912,112    922,804:    23,537     12,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -46,292:     3,900        525    -17,466    -30,430    -25,020    -43,996    -41,961:    -2,296     -4,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        7.2       14.7       53.6       76.7       97.5       98.6:       2.5        1.4
Old  :     100.0:      29.2        7.2       14.7       53.6       76.7       97.5       98.6:       2.5        1.4
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  :       112:        19          9         25         75         74        103        101:
Old  :       112:        19          9         25         75         74        103        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       22.9       47.0       38.5       28.8       19.9       36.2       31.4
Old  :                 34.5       22.9       47.0       38.5       28.8       19.9       36.2       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   140,941:    30,575     49,630     30,616     75,556     57,471    136,747    137,717:     4,194      3,224
Old  :   140,941:    30,575     49,630     30,616     75,556     57,471    136,747    137,717:     4,194      3,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -1,906:    -3,587      6,746     -2,098      4,965     -5,787       -720     -1,139:    -1,186       -767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       35.2       21.7       53.6       40.8       97.0       97.7:       3.0        2.3
Old  :     100.0:      21.7       35.2       21.7       53.6       40.8       97.0       97.7:       3.0        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        11          8         12         24         24         42         37:
Old  :        45:        11          8         12         24         24         42         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  :                 30.8       51.8       49.5       71.9       19.5       34.9       29.3       43.1
Old  :                 30.8       51.8       49.5       71.9       19.5       34.9       29.3       43.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   142,847:    34,162     42,884     32,714     70,591     63,258    137,467    138,856:     5,380      3,991
Old  :   142,847:    34,162     42,884     32,714     70,591     63,258    137,467    138,856:     5,380      3,991
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     5,476:     4,707      1,065     -2,641      3,556      6,611      5,622      5,035:      -146        441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       30.0       22.9       49.4       44.3       96.2       97.2:       3.8        2.8
Old  :     100.0:      23.9       30.0       22.9       49.4       44.3       96.2       97.2:       3.8        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        11          7         12         22         22         39         35:
Old  :        42:        11          7         12         22         22         39         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  :                 34.0       49.4       53.4       71.3       20.4       29.0       28.8       37.9
Old  :                 34.0       49.4       53.4       71.3       20.4       29.0       28.8       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    48,291:     9,784      2,985     11,191     27,033     33,935     48,007     48,111:       284        180
Old  :    48,291:     9,784      2,985     11,191     27,033     33,935     48,007     48,111:       284        180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       139:     1,588        107       -521       -675        944        392        531:      -253       -392
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        6.2       23.2       56.0       70.3       99.4       99.6:       0.6        0.4
Old  :     100.0:      20.3        6.2       23.2       56.0       70.3       99.4       99.6:       0.6        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3          5          8         32         29         40         37:
Old  :        40:         3          5          8         32         29         40         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       47.1       71.9       67.6       32.7       39.2       42.1       46.5
Old  :                 50.5       47.1       71.9       67.6       32.7       39.2       42.1       46.5
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, April 5, 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  :    48,153:     8,196      2,878     11,711     27,708     32,991     47,615     47,581:       537        572
Old  :    48,153:     8,196      2,878     11,711     27,708     32,991     47,615     47,581:       537        572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :        40:     1,740        -93       -172     -1,750       -117       -181       -382:       221        422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        6.0       24.3       57.5       68.5       98.9       98.8:       1.1        1.2
Old  :     100.0:      17.0        6.0       24.3       57.5       68.5       98.9       98.8:       1.1        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3          5          7         28         27         35         35:
Old  :        40:         3          5          7         28         27         35         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       49.4       73.9       69.2       32.7       41.4       44.4       48.2
Old  :                 49.9       49.4       73.9       69.2       32.7       41.4       44.4       48.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    20,796:     2,765        369      1,517     16,276     18,672     20,558     20,558:       238        238
Old  :    20,796:     2,765        369      1,517     16,276     18,672     20,558     20,558:       238        238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     2,801:      -858         43        388      3,271      2,370      2,801      2,801:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        1.8        7.3       78.3       89.8       98.9       98.9:       1.1        1.1
Old  :     100.0:      13.3        1.8        7.3       78.3       89.8       98.9       98.9:       1.1        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          1          4         17         17         21         21:
Old  :        25:         3          1          4         17         17         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.4       54.1       84.1       73.4       65.4       50.3       70.6       63.6
Old  :                 70.4       54.1       84.1       73.4       65.4       50.3       70.6       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    17,995:     3,623        326      1,129     13,005     16,302     17,757     17,757:       238        238
Old  :    17,995:     3,623        326      1,129     13,005     16,302     17,757     17,757:       238        238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -1,057:       423       -184       -327     -1,153       -546     -1,057     -1,057:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        1.8        6.3       72.3       90.6       98.7       98.7:       1.3        1.3
Old  :     100.0:      20.1        1.8        6.3       72.3       90.6       98.7       98.7:       1.3        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  :        25:         3          1          4         16         17         20         21:
Old  :        25:         3          1          4         16         17         20         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  :                 66.8       51.5       82.4       73.0       63.2       47.6       69.1       64.1
Old  :                 66.8       51.5       82.4       73.0       63.2       47.6       69.1       64.1
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, April 12, 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  : 1,342,618:   164,237     64,652    363,217    736,054    830,251  1,263,508  1,258,120:    79,110     84,498
Old  : 1,342,618:   164,237     64,652    363,217    736,054    830,251  1,263,508  1,258,120:    79,110     84,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     7,880:   -15,081     10,118     22,992      3,340    -14,296     11,250     18,814:    -3,370    -10,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        4.8       27.1       54.8       61.8       94.1       93.7:       5.9        6.3
Old  :     100.0:      12.2        4.8       27.1       54.8       61.8       94.1       93.7:       5.9        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        91         96        125         90         91        245        258:
Old  :       296:        91         96        125         90         91        245        258:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       21.2       27.1       31.7        7.4        9.5       12.0       13.6
Old  :                 18.0       21.2       27.1       31.7        7.4        9.5       12.0       13.6
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, April 5, 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  : 1,334,738:   179,318     54,534    340,226    732,714    844,547  1,252,258  1,239,306:    82,480     95,432
Old  : 1,334,738:   179,318     54,534    340,226    732,714    844,547  1,252,258  1,239,306:    82,480     95,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    48,223:     9,495     -3,287     16,309     12,713     34,587     38,517     47,608:     9,706        615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        4.1       25.5       54.9       63.3       93.8       92.9:       6.2        7.1
Old  :     100.0:      13.4        4.1       25.5       54.9       63.3       93.8       92.9:       6.2        7.1
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  :       283:        91         90        124         79         85        239        242:
Old  :       283:        91         90        124         79         85        239        242:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       20.6       27.0       32.3        7.3        9.7       11.7       13.6
Old  :                 17.6       20.6       27.0       32.3        7.3        9.7       11.7       13.6
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, April 12, 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  :    12,940:     8,991      1,978         79      1,073     10,436     10,143     12,493:     2,797        447
Old  :    12,940:     8,991      1,978         79      1,073     10,436     10,143     12,493:     2,797        447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :        17:       167        161          4        -32         40        139        205:      -122       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.5       15.3        0.6        8.3       80.6       78.4       96.5:      21.6        3.5
Old  :     100.0:      69.5       15.3        0.6        8.3       80.6       78.4       96.5:      21.6        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  :       112:        68         11          2          9         23         79         35:
Old  :       112:        68         11          2          9         23         79         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  :                 24.2       42.6       35.2       61.6       24.2       42.6       35.2       61.6
Old  :                 24.2       42.6       35.2       61.6       24.2       42.6       35.2       61.6
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, April 5, 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  :    12,923:     8,824      1,817         75      1,105     10,396     10,004     12,288:     2,919        635
Old  :    12,923:     8,824      1,817         75      1,105     10,396     10,004     12,288:     2,919        635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       460:       348         64          0         42        353        390        417:        70         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.3       14.1        0.6        8.6       80.4       77.4       95.1:      22.6        4.9
Old  :     100.0:      68.3       14.1        0.6        8.6       80.4       77.4       95.1:      22.6        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  :       109:        66         10          2         10         22         78         33:
Old  :       109:        66         10          2         10         22         78         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  :                 24.0       42.7       34.1       61.1       24.0       42.7       34.1       61.1
Old  :                 24.0       42.7       34.1       61.1       24.0       42.7       34.1       61.1
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, April 12, 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  :     7,617:     4,634        700         86        926      6,097      5,646      6,883:     1,971        734
Old  :     7,617:     4,634        700         86        926      6,097      5,646      6,883:     1,971        734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       -36:       156        150          0        -70       -135         86         15:      -122        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.8        9.2        1.1       12.2       80.0       74.1       90.4:      25.9        9.6
Old  :     100.0:      60.8        9.2        1.1       12.2       80.0       74.1       90.4:      25.9        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  :        46:        23          4          2          8         15         32         20:
Old  :        46:        23          4          2          8         15         32         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       53.4       46.8       71.9       33.3       53.1       46.6       71.6
Old  :                 33.3       53.4       46.8       71.9       33.3       53.1       46.6       71.6
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, April 5, 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  :     7,653:     4,478        550         86        996      6,232      5,560      6,868:     2,093        785
Old  :     7,653:     4,478        550         86        996      6,232      5,560      6,868:     2,093        785
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -308:       -80         43         20       -213       -424       -273       -361:       -35         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.5        7.2        1.1       13.0       81.4       72.7       89.7:      27.3       10.3
Old  :     100.0:      58.5        7.2        1.1       13.0       81.4       72.7       89.7:      27.3       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        22          3          2          7         16         30         20:
Old  :        45:        22          3          2          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  :                 32.4       56.5       45.3       74.3       32.4       56.3       44.8       74.2
Old  :                 32.4       56.5       45.3       74.3       32.4       56.3       44.8       74.2
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, April 12, 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  :   218,414:    38,437      6,656     44,844    109,416    149,163    192,696    200,663:    25,717     17,751
Old  :   218,414:    38,437      6,656     44,844    109,416    149,163    192,696    200,663:    25,717     17,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -7,942:   -11,002       -263     -1,316      6,734     -4,824     -5,584     -6,403:    -2,358     -1,539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        3.0       20.5       50.1       68.3       88.2       91.9:      11.8        8.1
Old  :     100.0:      17.6        3.0       20.5       50.1       68.3       88.2       91.9:      11.8        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        58         22         44         66         84        139        136:
Old  :       171:        58         22         44         66         84        139        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  :                 21.3       18.4       31.9       29.4       16.8       12.1       25.0       18.5
Old  :                 21.3       18.4       31.9       29.4       16.8       12.1       25.0       18.5
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, April 5, 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  :   226,356:    49,439      6,919     46,160    102,682    153,987    198,280    207,066:    28,076     19,290
Old  :   226,356:    49,439      6,919     46,160    102,682    153,987    198,280    207,066:    28,076     19,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     8,965:     2,553       -873      4,875     -3,267      1,404      4,161      5,406:     4,804      3,560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        3.1       20.4       45.4       68.0       87.6       91.5:      12.4        8.5
Old  :     100.0:      21.8        3.1       20.4       45.4       68.0       87.6       91.5:      12.4        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  :       184:        63         25         48         67         88        147        146:
Old  :       184:        63         25         48         67         88        147        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       17.2       30.8       28.6       15.2       11.1       24.0       18.6
Old  :                 20.4       17.2       30.8       28.6       15.2       11.1       24.0       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 22, 2005