WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   273,782:    50,777     52,659     38,468    158,237    147,395    247,482    238,523:    26,300     35,260
Old  :   270,065:    50,423     51,436     38,454    155,367    146,229    244,244    236,120:    25,821     33,946
Other:     3,717:       367      1,236          1      2,870      1,166      3,238      2,403:       479      1,314
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     3,266:     1,061      1,685       -143      4,913      5,203      5,831      6,745:    -2,565     -3,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       19.2       14.1       57.8       53.8       90.4       87.1:       9.6       12.9
Old  :     100.0:      18.7       19.0       14.2       57.5       54.1       90.4       87.4:       9.6       12.6
Other:     100.0:       9.9       33.3        0.0       77.2       31.4       87.1       64.6:      12.9       35.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        78         93         65         46         61        166        180:
Old  :       246:        78         93         65         46         61        166        180:
Other:        46:         3         12          1          6         28         10         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       34.7       44.2       42.9       29.6       30.7       43.0       35.9
Old  :                 31.0       35.2       44.8       43.4       30.0       31.8       43.6       37.1
Other:                 77.7       36.0       86.8       46.3       76.2       35.3       81.7       44.3
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   270,517:    49,716     50,975     38,611    153,324    142,192    241,651    231,778:    28,866     38,739
Old  :   267,428:    49,370     50,008     38,549    150,995    141,292    238,914    229,849:    28,514     37,579
Other:     3,089:       387      1,008         21      2,329        900      2,737      1,929:       352      1,160
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -17,463:     5,930      1,477    -14,394     -6,887     -1,247    -15,351    -14,164:    -2,113     -3,299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       18.8       14.3       56.7       52.6       89.3       85.7:      10.7       14.3
Old  :     100.0:      18.5       18.7       14.4       56.5       52.8       89.3       85.9:      10.7       14.1
Other:     100.0:      12.5       32.6        0.7       75.4       29.1       88.6       62.4:      11.4       37.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        70         97         68         41         53        161        173:
Old  :       237:        72         95         68         41         52        161        172:
Other:        42:         3         11          2          5         24         10         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       34.1       44.4       41.9       30.2       30.1       43.4       35.6
Old  :                 31.5       34.5       44.9       42.4       30.5       31.1       43.9       36.8
Other:                 77.2       37.6       87.9       47.4       76.4       37.6       87.1       47.4
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   876,277:   108,046     73,368    187,394    433,644    399,632    729,083    660,394:   147,194    215,883
Old  :   383,952:    48,019     78,023     42,951    236,609    199,626    327,579    320,600:    56,373     63,352
Other:   492,325:   114,050     49,368     90,420    197,034    200,006    401,504    339,793:    90,820    152,531
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -4,391:    -6,491      9,717      7,955     -6,130    -15,077     -4,667      2,595:       276     -6,987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        8.4       21.4       49.5       45.6       83.2       75.4:      16.8       24.6
Old  :     100.0:      12.5       20.3       11.2       61.6       52.0       85.3       83.5:      14.7       16.5
Other:     100.0:      23.2       10.0       18.4       40.0       40.6       81.6       69.0:      18.4       31.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       534:       139        102        165        205        229        435        430:
Old  :       423:        77        103         94        145        171        281        312:
Other:       491:       148         82        113        167        211        360        364:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       16.6       26.0       21.7       17.8       13.5       25.2       17.2
Old  :                 32.6       25.9       45.2       32.6       32.5       25.0       45.1       31.7
Other:                 17.1       11.4       23.4       16.9       15.0        9.7       20.0       13.9
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   880,668:   114,537     63,650    179,439    439,774    414,709    733,750    657,798:   146,918    222,870
Old  :   406,069:    48,993     71,915     42,058    249,236    220,493    340,287    334,467:    65,782     71,602
Other:   474,599:   119,977     46,168     82,948    190,538    194,216    393,463    323,331:    81,136    151,268
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -75,601:    -4,683    -10,145    -35,683    -19,137    -23,639    -59,502    -69,466:   -16,099     -6,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        7.2       20.4       49.9       47.1       83.3       74.7:      16.7       25.3
Old  :     100.0:      12.1       17.7       10.4       61.4       54.3       83.8       82.4:      16.2       17.6
Other:     100.0:      25.3        9.7       17.5       40.1       40.9       82.9       68.1:      17.1       31.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       541:       147         93        161        223        237        453        435:
Old  :       443:        88         98        104        171        185        324        331:
Other:       486:       152         71        108        165        214        354        359:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       17.3       26.0       22.5       17.6       13.8       24.8       17.5
Old  :                 31.5       27.0       43.1       32.7       31.4       26.1       42.9       31.5
Other:                 17.5       11.0       23.9       16.8       15.1        9.3       20.4       13.7
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :     8,515:     2,957         73        699      2,259      6,352      5,916      7,124:     2,600      1,391
Old  :     8,515:     2,957         73        699      2,259      6,352      5,916      7,124:     2,600      1,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :       324:       177       -435         34         69        665        281        264:        43         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        0.9        8.2       26.5       74.6       69.5       83.7:      30.5       16.3
Old  :     100.0:      34.7        0.9        8.2       26.5       74.6       69.5       83.7:      30.5       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        13          4          6         10         17         25         25:
Old  :        36:        13          4          6         10         17         25         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  :                 33.2       37.5       47.4       60.2       27.4       35.6       39.7       53.4
Old  :                 33.2       37.5       47.4       60.2       27.4       35.6       39.7       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :     8,191:     2,780        508        665      2,189      5,687      5,635      6,860:     2,556      1,331
Old  :     8,191:     2,780        508        665      2,189      5,687      5,635      6,860:     2,556      1,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -902:       508         33       -352       -203        -96        -47       -415:      -855       -487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        6.2        8.1       26.7       69.4       68.8       83.8:      31.2       16.2
Old  :     100.0:      33.9        6.2        8.1       26.7       69.4       68.8       83.8:      31.2       16.2
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  :        37:        11          8          6         10         16         24         27:
Old  :        37:        11          8          6         10         16         24         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  :                 33.7       34.8       49.8       53.5       28.8       32.7       42.8       47.6
Old  :                 33.7       34.8       49.8       53.5       28.8       32.7       42.8       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   409,146:    73,518     23,681     84,536    160,819    209,065    318,873    317,282:    90,273     91,864
Old  :    84,764:    15,087      6,700     24,398     23,677     36,124     63,161     67,221:    21,602     17,542
Other:   324,383:    66,060     24,610     52,509    137,143    172,942    255,712    250,061:    68,671     74,322
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :   -11,519:    -6,498      4,301        456     -9,418    -10,745    -15,459     -5,988:     3,941     -5,531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        5.8       20.7       39.3       51.1       77.9       77.5:      22.1       22.5
Old  :     100.0:      17.8        7.9       28.8       27.9       42.6       74.5       79.3:      25.5       20.7
Other:     100.0:      20.4        7.6       16.2       42.3       53.3       78.8       77.1:      21.2       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:       135         78        140        112        139        321        301:
Old  :       258:        70         53         70         73         96        179        191:
Other:       360:       123         88        104         96        129        274        270:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       20.8       28.9       32.3       15.3       15.5       22.1       21.1
Old  :                 18.5       21.2       26.1       32.3        7.6       13.1       12.2       20.2
Other:                 21.0       22.8       32.3       33.2       19.0       16.9       27.4       22.5
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   420,665:    80,015     19,380     84,080    170,237    219,810    334,332    323,270:    86,333     97,395
Old  :   102,095:    23,102      6,175     25,070     31,712     50,040     79,884     81,286:    22,211     20,809
Other:   318,570:    71,656     27,947     44,268    138,525    169,769    254,449    241,984:    64,121     76,586
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -62,832:   -15,862     -6,032    -32,049        133    -12,930    -47,778    -51,010:   -15,054    -11,822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        4.6       20.0       40.5       52.3       79.5       76.8:      20.5       23.2
Old  :     100.0:      22.6        6.0       24.6       31.1       49.0       78.2       79.6:      21.8       20.4
Other:     100.0:      22.5        8.8       13.9       43.5       53.3       79.9       76.0:      20.1       24.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       377:       125         78        139        116        139        322        296:
Old  :       278:        90         48         80         76        105        203        203:
Other:       349:       110         91         94         94        129        256        265:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       21.5       28.0       31.8       15.0       15.6       21.3       20.5
Old  :                 17.2       20.3       25.2       31.2       10.3       15.3       16.0       21.5
Other:                 20.6       23.3       32.3       32.5       18.8       15.9       26.9       21.6
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    17,110:    12,495      3,195        139          0        916     12,634      4,250:     4,476     12,860
Old  :       846:       431        140         15          0          8        446        163:       400        683
Other:    16,264:    12,099      3,090         89          0        908     12,188      4,087:     4,076     12,177
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -1,706:    -1,822        916       -125          0        -10     -1,947        781:       241     -2,487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.0       18.7        0.8        0.0        5.4       73.8       24.8:      26.2       75.2
Old  :     100.0:      50.9       16.5        1.8        0.0        0.9       52.7       19.3:      47.3       80.7
Other:     100.0:      74.4       19.0        0.5        0.0        5.6       74.9       25.1:      25.1       74.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         9          9          6          0          3         11         16:
Old  :        13:         5          6          2          0          2          6          9:
Other:        21:         9          9          3          0          3         10         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.8       13.8       72.8       19.7       67.1       13.8       72.2       19.6
Old  :                 49.8       16.2       52.7       19.1       49.2       15.0       50.9       17.5
Other:                 68.8       14.2       74.0       20.2       68.3       14.2       73.5       20.2
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    18,816:    14,317      2,279        264          0        926     14,581      3,469:     4,235     15,347
Old  :     2,127:     1,295        482         14          0         29      1,309        525:       818      1,602
Other:    16,689:    13,142      1,917        130          0        897     13,272      2,944:     3,417     13,745
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -949:      -452      1,138       -324          0         24       -776        838:      -173     -1,787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.1       12.1        1.4        0.0        4.9       77.5       18.4:      22.5       81.6
Old  :     100.0:      60.9       22.7        0.7        0.0        1.4       61.5       24.7:      38.5       75.3
Other:     100.0:      78.7       11.5        0.8        0.0        5.4       79.5       17.6:      20.5       82.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        11          8          6          0          3         13         15:
Old  :        15:         7          6          1          0          2          8          8:
Other:        22:        11          8          5          0          3         13         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5        8.8       74.4       14.2       67.0        8.6       73.6       14.1
Old  :                 57.7       23.6       61.5       24.7       57.7       22.9       60.9       24.0
Other:                 70.2        9.1       77.4       14.5       69.6        9.1       76.7       14.4
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   180,856:    38,467     11,032     31,114     81,642    126,677    151,223    168,823:    29,633     12,032
Old  :    65,969:    16,380      5,445     11,286     28,992     44,048     56,658     60,779:     9,310      5,190
Other:   114,887:    31,425     14,925     10,490     52,650     82,629     94,565    108,044:    20,322      6,843
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -3,909:      -580      1,333        967     -2,869     -4,346     -2,482     -2,047:    -1,428     -1,862
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        6.1       17.2       45.1       70.0       83.6       93.3:      16.4        6.7
Old  :     100.0:      24.8        8.3       17.1       43.9       66.8       85.9       92.1:      14.1        7.9
Other:     100.0:      27.4       13.0        9.1       45.8       71.9       82.3       94.0:      17.7        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        55         22         36         48         50        127         99:
Old  :       105:        34         20         26         32         43         78         79:
Other:       136:        49         33         25         36         40        101         84:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       37.2       29.5       48.9       16.8       27.6       24.4       37.8
Old  :                 29.8       24.1       40.4       40.8       20.0       19.7       29.8       32.3
Other:                 26.1       46.8       36.5       59.1       26.1       43.3       36.5       53.8
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   184,765:    39,047      9,699     30,148     84,511    131,024    153,705    170,871:    31,060     13,895
Old  :    68,914:    18,270      5,777     10,305     29,622     45,939     58,196     62,021:    10,718      6,893
Other:   115,851:    30,637     13,782      9,983     54,889     85,085     95,509    108,850:    20,342      7,002
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -10,105:    -2,471     -1,093     -3,493     -2,173     -4,401     -8,137     -8,987:    -1,968     -1,118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        5.2       16.3       45.7       70.9       83.2       92.5:      16.8        7.5
Old  :     100.0:      26.5        8.4       15.0       43.0       66.7       84.4       90.0:      15.6       10.0
Other:     100.0:      26.4       11.9        8.6       47.4       73.4       82.4       94.0:      17.6        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        59         17         37         51         49        129         97:
Old  :       104:        36         16         26         36         43         79         80:
Other:       130:        47         31         24         38         36        101         76:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       38.3       29.3       49.8       16.7       28.5       24.7       38.4
Old  :                 27.5       22.7       38.0       40.6       19.3       18.7       29.7       33.7
Other:                 26.6       48.0       37.4       60.5       26.6       45.0       37.3       55.2
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   826,294:   108,864     94,259    132,739    434,558    407,050    676,162    634,048:   150,132    192,246
Old  :   826,294:   108,864     94,259    132,739    434,558    407,050    676,162    634,048:   150,132    192,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :   -30,323:   -23,952      4,721      1,232    -10,084    -29,142    -32,803    -23,188:     2,480     -7,135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       11.4       16.1       52.6       49.3       81.8       76.7:      18.2       23.3
Old  :     100.0:      13.2       11.4       16.1       52.6       49.3       81.8       76.7:      18.2       23.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        28         41         36         70         82        122        135:
Old  :       165:        28         41         36         70         82        122        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       12.3       31.8       20.5       22.7       10.9       26.7       15.4
Old  :                 25.3       12.3       31.8       20.5       22.7       10.9       26.7       15.4
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, June 28, 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  :   856,617:   132,817     89,538    131,507    444,642    436,191    708,965    657,236:   147,652    199,381
Old  :   856,617:   132,817     89,538    131,507    444,642    436,191    708,965    657,236:   147,652    199,381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -35,727:    -3,843     -1,565    -22,666     -3,876     -8,604    -30,386    -32,835:    -5,341     -2,892
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       10.5       15.4       51.9       50.9       82.8       76.7:      17.2       23.3
Old  :     100.0:      15.5       10.5       15.4       51.9       50.9       82.8       76.7:      17.2       23.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        34         38         38         70         84        125        139:
Old  :       172:        34         38         38         70         84        125        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       13.3       33.0       21.8       23.9       11.3       28.6       17.4
Old  :                 26.1       13.3       33.0       21.8       23.9       11.3       28.6       17.4
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, July 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  :   144,417:    28,204      2,117     24,296     56,514    100,199    109,014    126,612:    35,403     17,805
Old  :    55,029:    10,494      1,191     10,078     19,630     34,434     40,202     45,704:    14,827      9,325
Other:    89,388:    22,449      5,666      9,478     36,885     65,764     68,812     80,908:    20,576      8,480
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :   -19,424:    -7,946       -344     -4,703     -4,741     -9,475    -17,390    -14,523:    -2,034     -4,902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        1.5       16.8       39.1       69.4       75.5       87.7:      24.5       12.3
Old  :     100.0:      19.1        2.2       18.3       35.7       62.6       73.1       83.1:      26.9       16.9
Other:     100.0:      25.1        6.3       10.6       41.3       73.6       77.0       90.5:      23.0        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        44         17         34         55         52        121         93:
Old  :        96:        29          6         27         43         47         81         76:
Other:       122:        37         26         24         44         40         99         74:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       34.1       22.4       49.8        9.9       31.8       16.9       41.7
Old  :                 12.4       27.3       20.5       38.3        8.4       26.0       15.4       35.1
Other:                 18.5       41.2       28.2       59.1       12.4       36.1       21.1       48.4
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   163,842:    36,150      2,461     28,999     61,255    109,674    126,404    141,135:    37,437     22,707
Old  :    65,003:    13,618      2,439     11,996     22,462     37,724     48,076     52,159:    16,927     12,844
Other:    98,839:    29,146      6,636     10,389     38,793     71,950     78,328     88,975:    20,510      9,864
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -19,445:   -16,272     -4,511       -297        241    -15,864    -16,328    -20,673:    -3,117      1,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        1.5       17.7       37.4       66.9       77.2       86.1:      22.8       13.9
Old  :     100.0:      20.9        3.8       18.5       34.6       58.0       74.0       80.2:      26.0       19.8
Other:     100.0:      29.5        6.7       10.5       39.2       72.8       79.2       90.0:      20.8       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        50         12         45         57         54        131        104:
Old  :       110:        31         15         35         47         49         94         90:
Other:       122:        44         23         30         40         39         99         78:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       33.9       21.5       48.1       10.0       28.8       16.3       38.0
Old  :                 11.8       22.9       20.1       34.8        9.6       18.8       15.0       28.4
Other:                 17.6       42.9       27.5       59.0       11.9       36.1       20.8       46.5
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :     6,953:     3,478      1,507        878      1,259      2,701      5,615      5,085:     1,338      1,868
Old  :     6,953:     3,478      1,507        878      1,259      2,701      5,615      5,085:     1,338      1,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :      -718:      -321        -12         49       -441       -659       -713       -621:        -6        -97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.0       21.7       12.6       18.1       38.8       80.8       73.1:      19.2       26.9
Old  :     100.0:      50.0       21.7       12.6       18.1       38.8       80.8       73.1:      19.2       26.9
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:        22          9          9         11         13         33         31:
Old  :        48:        22          9          9         11         13         33         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       35.1       51.6       51.5       30.6       32.7       43.9       45.1
Old  :                 34.7       35.1       51.6       51.5       30.6       32.7       43.9       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :     7,671:     3,799      1,519        828      1,700      3,359      6,327      5,706:     1,344      1,965
Old  :     1,081:       330         88          0        467        766        797        854:       284        227
Other:     6,590:     3,563      1,525        734      1,233      2,593      5,530      4,852:     1,060      1,738
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -934:       -83        326       -623       -322       -615     -1,028       -912:        94        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.5       19.8       10.8       22.2       43.8       82.5       74.4:      17.5       25.6
Old  :     100.0:      30.5        8.1        0.0       43.2       70.9       73.7       79.0:      26.3       21.0
Other:     100.0:      54.1       23.1       11.1       18.7       39.4       83.9       73.6:      16.1       26.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        16         14          8          8         12         28         30:
Old  :        18:        10          2          0          1          5         11          7:
Other:        45:        14         16          8          8         11         28         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       32.0       60.2       49.0       37.8       29.0       49.7       38.4
Old  :                 63.9       71.1       71.9       79.0       63.9       71.1       71.9       79.0
Other:                 41.7       32.7       61.9       49.1       41.6       29.4       55.1       41.7
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   353,566:    97,211     95,846        241    210,256    153,765    307,708    249,852:    45,858    103,714
Old  :   353,566:    97,211     95,846        241    210,256    153,765    307,708    249,852:    45,858    103,714
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :   -12,454:     2,296      7,076       -197     -4,241    -17,518     -2,142    -10,639:   -10,312     -1,815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       27.1        0.1       59.5       43.5       87.0       70.7:      13.0       29.3
Old  :     100.0:      27.5       27.1        0.1       59.5       43.5       87.0       70.7:      13.0       29.3
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  :        97:        16         22          2         44         39         62         61:
Old  :        97:        16         22          2         44         39         62         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       24.7       47.2       34.8       30.9       22.9       47.0       32.7
Old  :                 30.9       24.7       47.2       34.8       30.9       22.9       47.0       32.7
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, June 28, 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  :   366,020:    94,915     88,770        438    214,497    171,283    309,850    260,491:    56,170    105,529
Old  :   366,020:    94,915     88,770        438    214,497    171,283    309,850    260,491:    56,170    105,529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     1,682:     2,030      6,591        196     -5,886        273     -3,660      7,060:     5,342     -5,378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       24.3        0.1       58.6       46.8       84.7       71.2:      15.3       28.8
Old  :     100.0:      25.9       24.3        0.1       58.6       46.8       84.7       71.2:      15.3       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  :        96:        14         19          3         47         41         64         60:
Old  :        96:        14         19          3         47         41         64         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       25.9       43.5       35.3       29.0       24.6       43.1       33.7
Old  :                 29.0       25.9       43.5       35.3       29.0       24.6       43.1       33.7
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, July 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  : 2,469,183:   446,270    347,681    402,067  1,363,903  1,289,121  2,212,239  2,038,868:   256,944    430,314
Old  : 2,469,183:   446,270    347,681    402,067  1,363,903  1,289,121  2,212,239  2,038,868:   256,944    430,314
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :  -102,069:    52,508     -7,681    -48,067   -125,962    -53,867   -121,521   -109,616:    19,452      7,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       14.1       16.3       55.2       52.2       89.6       82.6:      10.4       17.4
Old  :     100.0:      18.1       14.1       16.3       55.2       52.2       89.6       82.6:      10.4       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  :       274:        54         73         66        104        134        190        241:
Old  :       274:        54         73         66        104        134        190        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  :                 28.2       15.0       40.4       24.1       23.8       11.6       32.8       18.2
Old  :                 28.2       15.0       40.4       24.1       23.8       11.6       32.8       18.2
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, June 28, 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  : 2,571,252:   393,762    355,362    450,134  1,489,865  1,342,989  2,333,760  2,148,484:   237,492    422,768
Old  : 2,571,252:   393,762    355,362    450,134  1,489,865  1,342,989  2,333,760  2,148,484:   237,492    422,768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -64,648:    -5,800    -39,403    -26,176    -32,595       -540    -64,571    -66,120:       -77      1,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       13.8       17.5       57.9       52.2       90.8       83.6:       9.2       16.4
Old  :     100.0:      15.3       13.8       17.5       57.9       52.2       90.8       83.6:       9.2       16.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        61         69         71        105        138        195        249:
Old  :       280:        61         69         71        105        138        195        249:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       15.1       41.7       26.4       22.6       11.6       29.6       18.1
Old  :                 28.3       15.1       41.7       26.4       22.6       11.6       29.6       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  : 1,417,228:   178,128    183,741    167,463    907,396    772,834  1,252,987  1,124,038:   164,241    293,190
Old  : 1,417,228:   178,128    183,741    167,463    907,396    772,834  1,252,987  1,124,038:   164,241    293,190
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    66,151:    -9,481      5,619     22,435     71,505     29,618     84,459     57,673:   -18,309      8,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       13.0       11.8       64.0       54.5       88.4       79.3:      11.6       20.7
Old  :     100.0:      12.6       13.0       11.8       64.0       54.5       88.4       79.3:      11.6       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        35         44         43         71         88        130        151:
Old  :       180:        35         44         43         71         88        130        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       19.9       36.4       29.2       22.1       19.3       32.1       26.1
Old  :                 24.6       19.9       36.4       29.2       22.1       19.3       32.1       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  : 1,351,077:   187,608    178,121    145,027    835,891    743,216  1,168,527  1,066,365:   182,550    284,712
Old  : 1,351,077:   187,608    178,121    145,027    835,891    743,216  1,168,527  1,066,365:   182,550    284,712
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -53,041:   -12,003    -29,217    -35,184    -14,789     -5,904    -61,976    -70,305:     8,935     17,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       13.2       10.7       61.9       55.0       86.5       78.9:      13.5       21.1
Old  :     100.0:      13.9       13.2       10.7       61.9       55.0       86.5       78.9:      13.5       21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        33         44         43         69         84        126        147:
Old  :       174:        33         44         43         69         84        126        147:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       20.7       35.0       30.1       21.7       20.1       31.5       27.3
Old  :                 23.8       20.7       35.0       30.1       21.7       20.1       31.5       27.3
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, July 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  :   530,203:    91,886     72,815    160,336    218,797    262,651    471,019    495,802:    59,184     34,401
Old  :   530,203:    91,886     72,815    160,336    218,797    262,651    471,019    495,802:    59,184     34,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :  -111,071:   -23,743      1,677    -45,081    -37,749    -64,398   -106,574   -107,802:    -4,497     -3,269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       13.7       30.2       41.3       49.5       88.8       93.5:      11.2        6.5
Old  :     100.0:      17.3       13.7       30.2       41.3       49.5       88.8       93.5:      11.2        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        31         24         38         54         51        103         95:
Old  :       118:        31         24         38         54         51        103         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  :                 25.2       27.9       38.2       41.7       12.8       14.5       19.2       23.0
Old  :                 25.2       27.9       38.2       41.7       12.8       14.5       19.2       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   641,274:   115,629     71,138    205,417    256,546    327,048    577,593    603,603:    63,681     37,670
Old  :   641,274:   115,629     71,138    205,417    256,546    327,048    577,593    603,603:    63,681     37,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    36,774:    14,402      9,411      8,118      6,970     16,072     29,490     33,601:     7,284      3,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       11.1       32.0       40.0       51.0       90.1       94.1:       9.9        5.9
Old  :     100.0:      18.0       11.1       32.0       40.0       51.0       90.1       94.1:       9.9        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        37         25         44         53         50        111         98:
Old  :       123:        37         25         44         53         50        111         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       32.5       41.4       45.1       11.9       15.8       16.3       22.8
Old  :                 30.1       32.5       41.4       45.1       11.9       15.8       16.3       22.8
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, July 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  :    29,395:     5,928      5,117        447     15,852     16,088     22,227     21,653:     7,168      7,743
Old  :    29,395:     5,928      5,117        447     15,852     16,088     22,227     21,653:     7,168      7,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :       453:       552      1,434         37        243       -234        832      1,237:      -379       -784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       17.4        1.5       53.9       54.7       75.6       73.7:      24.4       26.3
Old  :     100.0:      20.2       17.4        1.5       53.9       54.7       75.6       73.7:      24.4       26.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        11         11          7         19         12         35         25:
Old  :        50:        11         11          7         19         12         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  :                 33.3       43.5       48.3       59.5       33.3       42.9       48.3       58.9
Old  :                 33.3       43.5       48.3       59.5       33.3       42.9       48.3       58.9
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, June 28, 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  :    28,943:     5,376      3,683        410     15,609     16,323     21,395     20,416:     7,548      8,527
Old  :    28,943:     5,376      3,683        410     15,609     16,323     21,395     20,416:     7,548      8,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -269:    -1,041        727        -76        461     -1,179       -655       -528:       387        259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       12.7        1.4       53.9       56.4       73.9       70.5:      26.1       29.5
Old  :     100.0:      18.6       12.7        1.4       53.9       56.4       73.9       70.5:      26.1       29.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         8         13          6         18         12         30         27:
Old  :        49:         8         13          6         18         12         30         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  :                 33.8       42.2       49.3       54.4       33.8       41.9       49.3       54.1
Old  :                 33.8       42.2       49.3       54.4       33.8       41.9       49.3       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    49,892:    12,542     24,838      2,775     23,286     11,176     38,603     38,789:    11,289     11,103
Old  :    49,892:    12,542     24,838      2,775     23,286     11,176     38,603     38,789:    11,289     11,103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     8,919:     1,434      5,171       -218      7,909      3,126      9,125      8,079:      -206        840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       49.8        5.6       46.7       22.4       77.4       77.7:      22.6       22.3
Old  :     100.0:      25.1       49.8        5.6       46.7       22.4       77.4       77.7:      22.6       22.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        30         21         17         13         15         48         48:
Old  :        74:        30         21         17         13         15         48         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       40.2       47.0       49.5       33.9       39.6       45.1       47.6
Old  :                 35.3       40.2       47.0       49.5       33.9       39.6       45.1       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    40,973:    11,108     19,667      2,993     15,377      8,050     29,478     30,710:    11,495     10,262
Old  :    40,973:    11,108     19,667      2,993     15,377      8,050     29,478     30,710:    11,495     10,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       738:    -2,242        -59      1,292      3,358      1,418      2,408      2,651:    -1,670     -1,913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       48.0        7.3       37.5       19.6       71.9       75.0:      28.1       25.0
Old  :     100.0:      27.1       48.0        7.3       37.5       19.6       71.9       75.0:      28.1       25.0
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  :        61:        27         17         16         10         11         42         39:
Old  :        61:        27         17         16         10         11         42         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  :                 28.7       41.8       41.7       51.3       26.9       41.0       39.2       49.0
Old  :                 28.7       41.8       41.7       51.3       26.9       41.0       39.2       49.0
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, July 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  :    37,619:     3,956      5,708      1,028     32,194     30,025     37,178     36,761:       441        858
Old  :    37,619:     3,956      5,708      1,028     32,194     30,025     37,178     36,761:       441        858
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :       465:       188        279          0        513        475        701        754:      -236       -289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       15.2        2.7       85.6       79.8       98.8       97.7:       1.2        2.3
Old  :     100.0:      10.5       15.2        2.7       85.6       79.8       98.8       97.7:       1.2        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  :        61:         7         18          4         18         23         28         42:
Old  :        61:         7         18          4         18         23         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  :                 52.8       47.4       71.7       72.4       51.1       46.5       67.5       65.0
Old  :                 52.8       47.4       71.7       72.4       51.1       46.5       67.5       65.0
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, June 28, 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  :    37,154:     3,768      5,429      1,028     31,681     29,550     36,477     36,007:       677      1,147
Old  :    37,154:     3,768      5,429      1,028     31,681     29,550     36,477     36,007:       677      1,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       943:       700       -578          1        242      1,529        943        952:         0         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       14.6        2.8       85.3       79.5       98.2       96.9:       1.8        3.1
Old  :     100.0:      10.1       14.6        2.8       85.3       79.5       98.2       96.9:       1.8        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         7         17          4         19         22         29         40:
Old  :        60:         7         17          4         19         22         29         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       45.7       71.2       71.9       50.4       44.5       67.2       64.2
Old  :                 52.1       45.7       71.2       71.9       50.4       44.5       67.2       64.2
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, July 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  :    22,895:     1,005      1,573      2,383     14,970     11,400     18,358     15,355:     4,537      7,540
Old  :    22,895:     1,005      1,573      2,383     14,970     11,400     18,358     15,355:     4,537      7,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -3,755:       -92       -340       -950     -2,081     -1,782     -3,123     -3,072:      -632       -683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        6.9       10.4       65.4       49.8       80.2       67.1:      19.8       32.9
Old  :     100.0:       4.4        6.9       10.4       65.4       49.8       80.2       67.1:      19.8       32.9
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:         9          3         10         24         17         35         28:
Old  :        38:         9          3         10         24         17         35         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  :                 43.4       26.3       55.8       44.7       43.4       22.8       53.1       37.3
Old  :                 43.4       26.3       55.8       44.7       43.4       22.8       53.1       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    26,650:     1,098      1,913      3,333     17,051     13,182     21,481     18,428:     5,169      8,223
Old  :    26,650:     1,098      1,913      3,333     17,051     13,182     21,481     18,428:     5,169      8,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       659:      -578        146        -36        935        256        321        366:       338        294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        7.2       12.5       64.0       49.5       80.6       69.1:      19.4       30.9
Old  :     100.0:       4.1        7.2       12.5       64.0       49.5       80.6       69.1:      19.4       30.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        11          4         13         27         18         41         32:
Old  :        44:        11          4         13         27         18         41         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  :                 42.9       26.3       56.2       44.6       42.9       23.3       52.2       37.3
Old  :                 42.9       26.3       56.2       44.6       42.9       23.3       52.2       37.3
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, July 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  :   101,431:    11,620     25,646     24,403     49,590     22,371     85,614     72,420:    15,817     29,010
Old  :    83,701:    10,895     26,844     17,487     42,822     17,120     71,205     61,452:    12,496     22,249
Other:    17,730:     5,268      3,345      2,373      6,768      5,250     14,409     10,968:     3,321      6,762
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     4,296:     1,683       -882      2,641       -574        861      3,751      2,619:       546      1,677
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       25.3       24.1       48.9       22.1       84.4       71.4:      15.6       28.6
Old  :     100.0:      13.0       32.1       20.9       51.2       20.5       85.1       73.4:      14.9       26.6
Other:     100.0:      29.7       18.9       13.4       38.2       29.6       81.3       61.9:      18.7       38.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        32         66         49         26         28         96        114:
Old  :       145:        31         68         44         23         28         89        112:
Other:        53:        18         13         13         12         18         36         38:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       15.3       43.6       23.8       28.7       13.2       42.6       19.6
Old  :                 34.8       14.1       49.9       23.2       34.8       12.5       48.1       20.6
Other:                 44.2       29.6       64.7       39.1       42.9       21.7       58.8       30.1
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    97,134:     9,937     26,529     21,762     50,164     21,510     81,863     69,801:    15,271     27,333
Old  :    79,805:     8,636     26,082     15,493     43,440     16,892     67,569     58,467:    12,236     21,338
Other:    17,329:     5,650      4,796      1,919      6,725      4,618     14,294     11,334:     3,035      5,995
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     3,988:      -556      1,156      3,798        595        149      3,837      5,103:       150     -1,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       27.3       22.4       51.6       22.1       84.3       71.9:      15.7       28.1
Old  :     100.0:      10.8       32.7       19.4       54.4       21.2       84.7       73.3:      15.3       26.7
Other:     100.0:      32.6       27.7       11.1       38.8       26.7       82.5       65.4:      17.5       34.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        28         67         50         29         28         96        116:
Old  :       143:        29         66         46         27         28         89        114:
Other:        55:        19         16         15         10         17         36         41:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       14.9       44.5       22.9       30.2       12.8       44.2       19.3
Old  :                 36.8       12.8       50.7       21.7       36.8       11.4       50.0       19.3
Other:                 45.7       31.7       63.9       42.1       44.5       26.2       60.6       35.8
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :     3,062:       537        896        341        782        638      1,660      1,875:     1,402      1,187
Old  :     2,864:       549        921        283        696        604      1,528      1,808:     1,336      1,056
Other:       199:        35         22         11         86         34        132         67:        66        131
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :      -472:        52       -244         29       -293       -148       -211       -362:      -261       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       29.3       11.1       25.5       20.8       54.2       61.2:      45.8       38.8
Old  :     100.0:      19.2       32.2        9.9       24.3       21.1       53.4       63.1:      46.6       36.9
Other:     100.0:      17.7       11.1        5.5       43.3       17.1       66.5       33.8:      33.5       66.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        11         18         13          7          3         28         24:
Old  :        37:        11         18         10          7          2         27         21:
Other:        15:         5          5          1          3          2          8          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       34.8       36.0       44.9       23.4       33.6       30.6       40.1
Old  :                 25.7       36.2       35.4       46.9       21.9       34.9       30.1       41.9
Other:                 53.9       30.2       66.5       33.8       51.9       25.7       61.0       28.3
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :     3,534:       485      1,140        312      1,075        786      1,872      2,237:     1,663      1,297
Old  :     3,371:       496      1,160        276        991        768      1,763      2,204:     1,608      1,167
Other:       163:        24         15          0         84         18        108         33:        55        130
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -316:       -56       -209       -148        -59         27       -263       -331:       -53         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       32.2        8.8       30.4       22.2       53.0       63.3:      47.0       36.7
Old  :     100.0:      14.7       34.4        8.2       29.4       22.8       52.3       65.4:      47.7       34.6
Other:     100.0:      14.9        9.2        0.0       51.4       11.0       66.3       20.2:      33.7       79.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         8         20         11          8          7         26         28:
Old  :        39:         8         20          9          7          6         24         26:
Other:        13:         6          1          0          4          3         10          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       34.0       39.1       44.3       27.3       33.0       34.5       39.6
Old  :                 29.3       35.6       38.4       46.4       26.0       34.9       34.0       41.7
Other:                 57.5       20.2       65.5       20.2       57.5       19.6       65.5       19.6
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   136,667:    29,500     31,444     17,148     73,186     59,782    119,834    108,374:    16,834     28,293
Old  :   136,667:    29,500     31,444     17,148     73,186     59,782    119,834    108,374:    16,834     28,293
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :      -922:       981      1,658        493     -3,074     -1,361     -1,600        790:       678     -1,712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       23.0       12.5       53.6       43.7       87.7       79.3:      12.3       20.7
Old  :     100.0:      21.6       23.0       12.5       53.6       43.7       87.7       79.3:      12.3       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        49         60         49         64         91        135        186:
Old  :       223:        49         60         49         64         91        135        186:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       11.9       43.4       21.2       26.7       11.7       42.9       20.0
Old  :                 26.8       11.9       43.4       21.2       26.7       11.7       42.9       20.0
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, June 28, 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  :   137,589:    28,519     29,786     16,654     76,260     61,144    121,433    107,584:    16,155     30,004
Old  :   137,589:    28,519     29,786     16,654     76,260     61,144    121,433    107,584:    16,155     30,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    -4,696:    -2,206      2,960     -2,669        870     -2,691     -4,005     -2,399:      -691     -2,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       21.6       12.1       55.4       44.4       88.3       78.2:      11.7       21.8
Old  :     100.0:      20.7       21.6       12.1       55.4       44.4       88.3       78.2:      11.7       21.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        44         69         49         68         88        137        187:
Old  :       225:        44         69         49         68         88        137        187:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       12.0       43.2       21.2       27.2       11.6       42.6       20.0
Old  :                 27.2       12.0       43.2       21.2       27.2       11.6       42.6       20.0
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, July 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  :     3,583:       840        800        182      1,225      1,455      2,248      2,438:     1,335      1,145
Old  :     3,583:       840        800        182      1,225      1,455      2,248      2,438:     1,335      1,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :      -499:      -227         50        -53       -157        -74       -437        -77:       -63       -422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       22.3        5.1       34.2       40.6       62.7       68.0:      37.3       32.0
Old  :     100.0:      23.4       22.3        5.1       34.2       40.6       62.7       68.0:      37.3       32.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         9         12          6         15         14         26         30:
Old  :        42:         9         12          6         15         14         26         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  :                 26.5       32.9       40.0       46.9       23.3       32.7       35.6       45.1
Old  :                 26.5       32.9       40.0       46.9       23.3       32.7       35.6       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     4,082:     1,067        750        235      1,383      1,530      2,684      2,515:     1,398      1,567
Old  :     4,082:     1,067        750        235      1,383      1,530      2,684      2,515:     1,398      1,567
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       172:        -1        133        -69        308        -75        237        -11:       -65        183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       18.4        5.8       33.9       37.5       65.8       61.6:      34.2       38.4
Old  :     100.0:      26.1       18.4        5.8       33.9       37.5       65.8       61.6:      34.2       38.4
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  :        45:        14         10         11         16         13         32         32:
Old  :        45:        14         10         11         16         13         32         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       31.1       36.8       44.0       22.2       31.1       33.0       42.7
Old  :                 25.3       31.1       36.8       44.0       22.2       31.1       33.0       42.7
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, July 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  :    26,646:     8,944      2,222      4,242      8,357      6,007     21,543     12,472:     5,103     14,174
Old  :    26,646:     8,944      2,222      4,242      8,357      6,007     21,543     12,472:     5,103     14,174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     1,435:       976         60        187        138        692      1,301        939:       134        496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        8.3       15.9       31.4       22.5       80.9       46.8:      19.1       53.2
Old  :     100.0:      33.6        8.3       15.9       31.4       22.5       80.9       46.8:      19.1       53.2
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  :       143:        50         19         29         49         51        111         90:
Old  :       143:        50         19         29         49         51        111         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  :                 15.9       12.3       26.3       18.3       13.2        8.6       22.8       12.8
Old  :                 15.9       12.3       26.3       18.3       13.2        8.6       22.8       12.8
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, June 28, 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  :    25,211:     7,968      2,163      4,055      8,219      5,315     20,242     11,532:     4,969     13,678
Old  :    25,211:     7,968      2,163      4,055      8,219      5,315     20,242     11,532:     4,969     13,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :        25:       995       -852         69       -488        881        577         99:      -552        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        8.6       16.1       32.6       21.1       80.3       45.7:      19.7       54.3
Old  :     100.0:      31.6        8.6       16.1       32.6       21.1       80.3       45.7:      19.7       54.3
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  :       134:        44         18         25         48         48        104         82:
Old  :       134:        44         18         25         48         48        104         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       11.6       28.0       18.3       14.3        7.9       24.6       12.4
Old  :                 16.6       11.6       28.0       18.3       14.3        7.9       24.6       12.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    76,199:    20,346     15,492      1,252     23,593     40,042     45,192     56,786:    31,008     19,414
Old  :    76,199:    20,346     15,492      1,252     23,593     40,042     45,192     56,786:    31,008     19,414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -1,372:    -1,595     -3,691        102      1,693        669        200     -2,920:    -1,572      1,548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       20.3        1.6       31.0       52.5       59.3       74.5:      40.7       25.5
Old  :     100.0:      26.7       20.3        1.6       31.0       52.5       59.3       74.5:      40.7       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  :        69:        18         12          4         26         25         46         39:
Old  :        69:        18         12          4         26         25         46         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  :                 18.9       25.3       30.9       39.4       18.0       25.2       28.3       39.1
Old  :                 18.9       25.3       30.9       39.4       18.0       25.2       28.3       39.1
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, June 28, 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  :    77,571:    21,941     19,183      1,151     21,900     39,372     44,992     59,705:    32,580     17,866
Old  :    77,571:    21,941     19,183      1,151     21,900     39,372     44,992     59,705:    32,580     17,866
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     4,234:     4,160      2,198        -87        -94      2,815      3,979      4,926:       255       -693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       24.7        1.5       28.2       50.8       58.0       77.0:      42.0       23.0
Old  :     100.0:      28.3       24.7        1.5       28.2       50.8       58.0       77.0:      42.0       23.0
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  :        73:        19         16          5         24         27         46         45:
Old  :        73:        19         16          5         24         27         46         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       25.4       29.2       40.4       16.8       25.4       26.7       40.1
Old  :                 17.8       25.4       29.2       40.4       16.8       25.4       26.7       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    74,572:     1,694     47,234          0     63,939      4,733     65,633     51,967:     8,939     22,605
Old  :    74,572:     1,694     47,234          0     63,939      4,733     65,633     51,967:     8,939     22,605
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :       870:       -70      1,049          0        398       -135        328        914:       542        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       63.3        0.0       85.7        6.3       88.0       69.7:      12.0       30.3
Old  :     100.0:       2.3       63.3        0.0       85.7        6.3       88.0       69.7:      12.0       30.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         2         29          0         12          4         14         33:
Old  :        45:         2         29          0         12          4         14         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  :                 68.9       25.0       83.5       40.7       68.9       25.0       82.9       40.7
Old  :                 68.9       25.0       83.5       40.7       68.9       25.0       82.9       40.7
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, June 28, 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  :    73,702:     1,764     46,185          0     63,541      4,868     65,305     51,053:     8,397     22,649
Old  :    73,702:     1,764     46,185          0     63,541      4,868     65,305     51,053:     8,397     22,649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     1,660:       185      2,219          0      2,014        206      2,199      2,425:      -539       -765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       62.7        0.0       86.2        6.6       88.6       69.3:      11.4       30.7
Old  :     100.0:       2.4       62.7        0.0       86.2        6.6       88.6       69.3:      11.4       30.7
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  :        40:         2         26          0         10          4         12         30:
Old  :        40:         2         26          0         10          4         12         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  :                 70.4       25.8       84.5       40.7       70.4       25.8       83.7       40.7
Old  :                 70.4       25.8       84.5       40.7       70.4       25.8       83.7       40.7
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, July 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  :   104,826:    82,608      4,353        222     13,690     94,527     96,519     99,102:     8,306      5,724
Old  :   104,826:    82,608      4,353        222     13,690     94,527     96,519     99,102:     8,306      5,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     3,474:     4,878        388       -281       -840      3,830      3,757      3,937:      -284       -463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.8        4.2        0.2       13.1       90.2       92.1       94.5:       7.9        5.5
Old  :     100.0:      78.8        4.2        0.2       13.1       90.2       92.1       94.5:       7.9        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        63          5          2         15         16         78         23:
Old  :        95:        63          5          2         15         16         78         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       68.4       50.1       84.7       33.0       67.8       50.1       84.0
Old  :                 33.0       68.4       50.1       84.7       33.0       67.8       50.1       84.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   101,352:    77,729      3,965        503     14,530     90,697     92,762     95,165:     8,590      6,187
Old  :   101,352:    77,729      3,965        503     14,530     90,697     92,762     95,165:     8,590      6,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    -3,210:    -6,417     -1,000        495      2,628     -2,689     -3,294     -3,194:        84        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.7        3.9        0.5       14.3       89.5       91.5       93.9:       8.5        6.1
Old  :     100.0:      76.7        3.9        0.5       14.3       89.5       91.5       93.9:       8.5        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        64          5          2         15         17         80         24:
Old  :        98:        64          5          2         15         17         80         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  :                 29.1       67.8       45.2       84.4       29.1       67.0       45.2       83.5
Old  :                 29.1       67.8       45.2       84.4       29.1       67.0       45.2       83.5
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, July 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  :    77,211:    10,847     31,735      1,180     42,553     24,454     54,580     57,369:    22,631     19,842
Old  :    77,211:    10,847     31,735      1,180     42,553     24,454     54,580     57,369:    22,631     19,842
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     7,553:     1,933      2,883          4      1,304      4,150      3,241      7,037:     4,311        515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       41.1        1.5       55.1       31.7       70.7       74.3:      29.3       25.7
Old  :     100.0:      14.0       41.1        1.5       55.1       31.7       70.7       74.3:      29.3       25.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        12         23          3         18         17         31         42:
Old  :        62:        12         23          3         18         17         31         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  :                 39.9       22.7       53.5       38.4       35.6       22.7       49.3       38.3
Old  :                 39.9       22.7       53.5       38.4       35.6       22.7       49.3       38.3
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, June 28, 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  :    69,659:     8,914     28,852      1,176     41,249     20,303     51,339     50,332:    18,320     19,327
Old  :    69,659:     8,914     28,852      1,176     41,249     20,303     51,339     50,332:    18,320     19,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     1,906:    -4,977      1,904         31      7,152       -884      2,206      1,051:      -300        855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       41.4        1.7       59.2       29.1       73.7       72.3:      26.3       27.7
Old  :     100.0:      12.8       41.4        1.7       59.2       29.1       73.7       72.3:      26.3       27.7
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  :        56:        12         19          4         17         16         30         38:
Old  :        56:        12         19          4         17         16         30         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  :                 40.2       26.6       53.1       41.9       35.3       26.6       48.3       41.2
Old  :                 40.2       26.6       53.1       41.9       35.3       26.6       48.3       41.2
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, July 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  :   183,904:     8,902     63,782      6,538    141,732     79,425    157,172    149,746:    26,731     34,158
Old  :   183,904:     8,902     63,782      6,538    141,732     79,425    157,172    149,746:    26,731     34,158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    10,827:       783      1,075        855      8,283      8,331      9,921     10,260:       906        567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       34.7        3.6       77.1       43.2       85.5       81.4:      14.5       18.6
Old  :     100.0:       4.8       34.7        3.6       77.1       43.2       85.5       81.4:      14.5       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        14         36          8         29         25         48         64:
Old  :        88:        14         36          8         29         25         48         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  :                 45.7       30.4       65.0       45.1       32.3       19.8       47.2       31.3
Old  :                 45.7       30.4       65.0       45.1       32.3       19.8       47.2       31.3
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, June 28, 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  :   173,076:     8,119     62,707      5,684    133,448     71,095    147,251    139,486:    25,825     33,591
Old  :   173,076:     8,119     62,707      5,684    133,448     71,095    147,251    139,486:    25,825     33,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     8,667:      -484     13,581        301      8,614     -9,068      8,431      4,814:       236      3,853
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       36.2        3.3       77.1       41.1       85.1       80.6:      14.9       19.4
Old  :     100.0:       4.7       36.2        3.3       77.1       41.1       85.1       80.6:      14.9       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        12         32          8         29         26         47         60:
Old  :        83:        12         32          8         29         26         47         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       29.3       65.8       43.5       33.5       16.8       46.3       29.1
Old  :                 47.3       29.3       65.8       43.5       33.5       16.8       46.3       29.1
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, July 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  :   190,431:    22,899     46,196     21,953     83,647     59,320    128,499    127,469:    61,932     62,963
Old  :   190,431:    22,899     46,196     21,953     83,647     59,320    128,499    127,469:    61,932     62,963
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    15,097:    -9,015      2,882      2,242     11,970        838      5,196      5,961:     9,901      9,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       24.3       11.5       43.9       31.2       67.5       66.9:      32.5       33.1
Old  :     100.0:      12.0       24.3       11.5       43.9       31.2       67.5       66.9:      32.5       33.1
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  :       120:        32         44         35         34         31         84         92:
Old  :       120:        32         44         35         34         31         84         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  :                 21.6       19.1       33.4       30.2       21.4       17.5       31.4       27.3
Old  :                 21.6       19.1       33.4       30.2       21.4       17.5       31.4       27.3
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, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   175,334:    31,915     43,315     19,711     71,677     58,482    123,303    121,507:    52,031     53,827
Old  :   175,334:    31,915     43,315     19,711     71,677     58,482    123,303    121,507:    52,031     53,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -755:     5,739       -700      1,274     -5,908      2,635      1,106      3,209:    -1,861     -3,965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       24.7       11.2       40.9       33.4       70.3       69.3:      29.7       30.7
Old  :     100.0:      18.2       24.7       11.2       40.9       33.4       70.3       69.3:      29.7       30.7
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  :       120:        42         37         31         30         29         84         85:
Old  :       120:        42         37         31         30         29         84         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  :                 18.1       19.9       31.1       31.5       17.5       18.4       29.8       28.8
Old  :                 18.1       19.9       31.1       31.5       17.5       18.4       29.8       28.8
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, July 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  :    85,384:    25,048        921        295     53,089     75,560     78,432     76,776:     6,952      8,608
Old  :    85,384:    25,048        921        295     53,089     75,560     78,432     76,776:     6,952      8,608
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     8,957:      -274          0         50      8,568      8,818      8,344      8,868:       613         89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        1.1        0.3       62.2       88.5       91.9       89.9:       8.1       10.1
Old  :     100.0:      29.3        1.1        0.3       62.2       88.5       91.9       89.9:       8.1       10.1
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  :        23:         3          1          2          9         16         13         18:
Old  :        23:         3          1          2          9         16         13         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.5       59.4       87.9       76.6       58.4       50.9       74.5       64.0
Old  :                 66.5       59.4       87.9       76.6       58.4       50.9       74.5       64.0
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, June 28, 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  :    76,427:    25,322        921        245     44,521     66,742     70,088     67,908:     6,339      8,519
Old  :    76,427:    25,322        921        245     44,521     66,742     70,088     67,908:     6,339      8,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        1.2        0.3       58.3       87.3       91.7       88.9:       8.3       11.1
Old  :     100.0:      33.1        1.2        0.3       58.3       87.3       91.7       88.9:       8.3       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  :        21:         3          1          1          8         15         12         16:
Old  :        21:         3          1          1          8         15         12         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  :                 71.2       62.7       90.0       77.8       66.0       59.2       81.9       71.2
Old  :                 71.2       62.7       90.0       77.8       66.0       59.2       81.9       71.2
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, July 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  :12,010,388:   698,755    640,768  3,545,932  6,718,220  6,118,827 10,962,907 10,305,528: 1,047,480  1,704,860
Old  :12,010,388:   698,755    640,768  3,545,932  6,718,220  6,118,827 10,962,907 10,305,528: 1,047,480  1,704,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :   457,961:   -29,653     78,038    336,716    116,901    -60,449    423,964    354,304:    33,997    103,657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        5.3       29.5       55.9       50.9       91.3       85.8:       8.7       14.2
Old  :     100.0:       5.8        5.3       29.5       55.9       50.9       91.3       85.8:       8.7       14.2
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  :       278:        64         61        108        139        140        256        261:
Old  :       278:        64         61        108        139        140        256        261:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       14.1       33.2       24.1       17.7        7.3       24.9       11.5
Old  :                 19.2       14.1       33.2       24.1       17.7        7.3       24.9       11.5
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, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :11,552,427:   728,408    562,730  3,209,217  6,601,319  6,179,276 10,538,943  9,951,223: 1,013,484  1,601,203
Old  :11,552,427:   728,408    562,730  3,209,217  6,601,319  6,179,276 10,538,943  9,951,223: 1,013,484  1,601,203
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   325,189:   109,162    -47,895    118,518     87,143    291,213    314,823    361,836:    10,366    -36,647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        4.9       27.8       57.1       53.5       91.2       86.1:       8.8       13.9
Old  :     100.0:       6.3        4.9       27.8       57.1       53.5       91.2       86.1:       8.8       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        66         53        101        135        138        248        247:
Old  :       267:        66         53        101        135        138        248        247:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       14.1       33.3       24.2       18.5        7.9       25.8       12.2
Old  :                 20.0       14.1       33.3       24.2       18.5        7.9       25.8       12.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   709,930:    51,933     46,885     34,006    486,401    524,273    572,340    605,163:   137,590    104,766
Old  :   709,930:    51,933     46,885     34,006    486,401    524,273    572,340    605,163:   137,590    104,766
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -2,348:     2,797       -196      2,497     -4,575       -782        719      1,519:    -3,068     -3,867
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        6.6        4.8       68.5       73.8       80.6       85.2:      19.4       14.8
Old  :     100.0:       7.3        6.6        4.8       68.5       73.8       80.6       85.2:      19.4       14.8
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  :       197:        44         36         51         90         64        161        124:
Old  :       197:        44         36         51         90         64        161        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       32.2       28.2       46.0       19.4       31.5       28.2       45.2
Old  :                 19.4       32.2       28.2       46.0       19.4       31.5       28.2       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   712,278:    49,136     47,081     31,509    490,976    525,055    571,621    603,645:   140,657    108,633
Old  :   712,278:    49,136     47,081     31,509    490,976    525,055    571,621    603,645:   140,657    108,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     6,651:    -5,373      2,293       -227     10,301      8,242      4,701     10,308:     1,949     -3,657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        6.6        4.4       68.9       73.7       80.3       84.7:      19.7       15.3
Old  :     100.0:       6.9        6.6        4.4       68.9       73.7       80.3       84.7:      19.7       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        35         35         45         91         65        153        118:
Old  :       188:        35         35         45         91         65        153        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       32.6       28.1       46.6       19.5       31.8       28.0       45.8
Old  :                 19.6       32.6       28.1       46.6       19.5       31.8       28.0       45.8
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, July 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  :   883,912:   147,609    200,844     20,123    454,014    560,480    621,746    781,446:   262,166    102,466
Old  :   883,912:   147,609    200,844     20,123    454,014    560,480    621,746    781,446:   262,166    102,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    23,766:    14,027     33,328      2,498      5,131    -19,046     21,656     16,780:     2,110      6,985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       22.7        2.3       51.4       63.4       70.3       88.4:      29.7       11.6
Old  :     100.0:      16.7       22.7        2.3       51.4       63.4       70.3       88.4:      29.7       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        44         56         27         61         59        120        127:
Old  :       187:        44         56         27         61         59        120        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       28.2       32.5       43.6       19.4       25.4       27.3       39.0
Old  :                 23.2       28.2       32.5       43.6       19.4       25.4       27.3       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   860,147:   133,582    167,515     17,625    448,883    579,526    600,090    764,666:   260,057     95,481
Old  :   860,147:   133,582    167,515     17,625    448,883    579,526    600,090    764,666:   260,057     95,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    36,668:    42,887    -19,760       -180     -3,578     69,328     39,129     49,389:    -2,461    -12,721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       19.5        2.0       52.2       67.4       69.8       88.9:      30.2       11.1
Old  :     100.0:      15.5       19.5        2.0       52.2       67.4       69.8       88.9:      30.2       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  :       176:        43         46         25         61         57        119        113:
Old  :       176:        43         46         25         61         57        119        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       30.1       33.1       47.6       19.8       28.8       28.0       42.9
Old  :                 22.8       30.1       33.1       47.6       19.8       28.8       28.0       42.9
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, July 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  :    12,442:     1,272        358          0      6,466     10,962      7,738     11,320:     4,704      1,122
Old  :    12,442:     1,272        358          0      6,466     10,962      7,738     11,320:     4,704      1,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :       237:       312        134          0        -44         13        268        147:       -31         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        2.9        0.0       52.0       88.1       62.2       91.0:      37.8        9.0
Old  :     100.0:      10.2        2.9        0.0       52.0       88.1       62.2       91.0:      37.8        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          1          0         14         16         17         17:
Old  :        30:         3          1          0         14         16         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       37.8       42.7       65.3       25.3       36.8       39.8       63.9
Old  :                 27.0       37.8       42.7       65.3       25.3       36.8       39.8       63.9
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, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    12,205:       960        224          0      6,510     10,949      7,470     11,173:     4,735      1,032
Old  :    12,205:       960        224          0      6,510     10,949      7,470     11,173:     4,735      1,032
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       434:       235         19          0        183        405        418        424:        16         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        1.8        0.0       53.3       89.7       61.2       91.5:      38.8        8.5
Old  :     100.0:       7.9        1.8        0.0       53.3       89.7       61.2       91.5:      38.8        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  :        29:         2          1          0         14         16         16         17:
Old  :        29:         2          1          0         14         16         16         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       38.7       43.8       66.7       26.2       37.6       40.8       65.3
Old  :                 27.7       38.7       43.8       66.7       26.2       37.6       40.8       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    31,128:     9,414      1,017        123     17,547     26,504     27,084     27,644:     4,044      3,484
Old  :    31,128:     9,414      1,017        123     17,547     26,504     27,084     27,644:     4,044      3,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     3,010:     2,408       -375       -169        397      4,136      2,636      3,592:       374       -582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        3.3        0.4       56.4       85.1       87.0       88.8:      13.0       11.2
Old  :     100.0:      30.2        3.3        0.4       56.4       85.1       87.0       88.8:      13.0       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        10          2          1         18         19         28         22:
Old  :        43:        10          2          1         18         19         28         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       51.5       64.8       69.3       48.9       51.3       62.9       67.6
Old  :                 48.9       51.5       64.8       69.3       48.9       51.3       62.9       67.6
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, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    28,118:     7,006      1,392        292     17,150     22,368     24,448     24,052:     3,670      4,066
Old  :    28,118:     7,006      1,392        292     17,150     22,368     24,448     24,052:     3,670      4,066
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     3,529:       943       -913         64      2,957      3,342      3,964      2,493:      -435      1,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        5.0        1.0       61.0       79.6       86.9       85.5:      13.1       14.5
Old  :     100.0:      24.9        5.0        1.0       61.0       79.6       86.9       85.5:      13.1       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  :        37:         4          4          1         17         18         22         22:
Old  :        37:         4          4          1         17         18         22         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       51.0       69.2       65.2       50.6       51.0       67.0       65.2
Old  :                 50.6       51.0       69.2       65.2       50.6       51.0       67.0       65.2
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, July 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  :    50,424:     6,897      8,170        105     25,702     32,882     32,704     41,158:    17,720      9,266
Old  :    50,424:     6,897      8,170        105     25,702     32,882     32,704     41,158:    17,720      9,266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :       821:       113        -39        105        -72        100        146        166:       676        655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       16.2        0.2       51.0       65.2       64.9       81.6:      35.1       18.4
Old  :     100.0:      13.7       16.2        0.2       51.0       65.2       64.9       81.6:      35.1       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        12         15          1         32         26         44         42:
Old  :        76:        12         15          1         32         26         44         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  :                 20.3       38.0       31.0       53.7       20.2       35.1       30.6       50.1
Old  :                 20.3       38.0       31.0       53.7       20.2       35.1       30.6       50.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    49,602:     6,784      8,209          0     25,774     32,782     32,558     40,992:    17,044      8,611
Old  :    49,602:     6,784      8,209          0     25,774     32,782     32,558     40,992:    17,044      8,611
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     4,702:    -1,572        795        -80      4,018      3,507      2,366      4,223:     2,337        479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       16.6        0.0       52.0       66.1       65.6       82.6:      34.4       17.4
Old  :     100.0:      13.7       16.6        0.0       52.0       66.1       65.6       82.6:      34.4       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  :        78:        11         17          0         33         26         44         43:
Old  :        78:        11         17          0         33         26         44         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  :                 20.1       38.0       30.8       53.2       20.1       34.9       30.5       49.4
Old  :                 20.1       38.0       30.8       53.2       20.1       34.9       30.5       49.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   240,602:    81,637    108,814      2,076    134,137     76,784    217,850    187,673:    22,752     52,929
Old  :   240,602:    81,637    108,814      2,076    134,137     76,784    217,850    187,673:    22,752     52,929
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    18,575:     9,314     21,289        737     16,128      1,204     26,179     23,230:    -7,604     -4,655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       45.2        0.9       55.8       31.9       90.5       78.0:       9.5       22.0
Old  :     100.0:      33.9       45.2        0.9       55.8       31.9       90.5       78.0:       9.5       22.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        61         61         13         43         32        111         99:
Old  :       185:        61         61         13         43         32        111         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       18.9       44.0       29.6       31.9       18.6       42.1       27.2
Old  :                 33.6       18.9       44.0       29.6       31.9       18.6       42.1       27.2
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, June 28, 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  :   222,027:    72,323     87,525      1,339    118,009     75,579    191,671    164,443:    30,356     57,584
Old  :   222,027:    72,323     87,525      1,339    118,009     75,579    191,671    164,443:    30,356     57,584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    35,298:     9,012      8,711        116     18,200     10,467     27,329     19,295:     7,969     16,003
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       39.4        0.6       53.2       34.0       86.3       74.1:      13.7       25.9
Old  :     100.0:      32.6       39.4        0.6       53.2       34.0       86.3       74.1:      13.7       25.9
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  :       178:        59         56         10         43         31        107         92:
Old  :       178:        59         56         10         43         31        107         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  :                 25.3       18.2       39.1       28.0       23.4       16.2       37.2       25.7
Old  :                 25.3       18.2       39.1       28.0       23.4       16.2       37.2       25.7
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, July 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  :    61,738:    16,534      7,962        236     25,868     40,451     42,638     48,649:    19,100     13,090
Old  :    61,738:    16,534      7,962        236     25,868     40,451     42,638     48,649:    19,100     13,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -9,618:    -7,913      6,523          7        980    -21,781     -6,925    -15,252:    -2,692      5,634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       12.9        0.4       41.9       65.5       69.1       78.8:      30.9       21.2
Old  :     100.0:      26.8       12.9        0.4       41.9       65.5       69.1       78.8:      30.9       21.2
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  :        48:        10          8          1         19         20         30         28:
Old  :        48:        10          8          1         19         20         30         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  :                 43.0       32.4       52.5       50.9       43.0       31.9       52.5       50.4
Old  :                 43.0       32.4       52.5       50.9       43.0       31.9       52.5       50.4
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, June 28, 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  :    71,356:    24,447      1,439        229     24,888     62,232     49,563     63,900:    21,793      7,456
Old  :    71,356:    24,447      1,439        229     24,888     62,232     49,563     63,900:    21,793      7,456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -14,747:   -12,158     -1,516          5        997    -12,381    -11,157    -13,892:    -3,590       -855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        2.0        0.3       34.9       87.2       69.5       89.6:      30.5       10.4
Old  :     100.0:      34.3        2.0        0.3       34.9       87.2       69.5       89.6:      30.5       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        16          3          1         15         20         32         23:
Old  :        47:        16          3          1         15         20         32         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       41.0       50.6       65.1       39.9       41.0       50.6       64.4
Old  :                 39.9       41.0       50.6       65.1       39.9       41.0       50.6       64.4
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, July 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  :    29,260:       879      4,319          0     23,467     18,478     24,346     22,797:     4,914      6,463
Old  :    29,260:       879      4,319          0     23,467     18,478     24,346     22,797:     4,914      6,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :       273:       114        800          0        321        135        435        935:      -162       -662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0       14.8        0.0       80.2       63.2       83.2       77.9:      16.8       22.1
Old  :     100.0:       3.0       14.8        0.0       80.2       63.2       83.2       77.9:      16.8       22.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         3         10          0         28         23         31         33:
Old  :        53:         3         10          0         28         23         31         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       33.8       60.1       48.1       49.8       33.8       59.3       47.8
Old  :                 50.7       33.8       60.1       48.1       49.8       33.8       59.3       47.8
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, June 28, 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  :    28,987:       765      3,519          0     23,145     18,343     23,910     21,862:     5,076      7,125
Old  :    28,987:       765      3,519          0     23,145     18,343     23,910     21,862:     5,076      7,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       143:       277        221          0        -34       -409        243       -188:      -100        331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       12.1        0.0       79.8       63.3       82.5       75.4:      17.5       24.6
Old  :     100.0:       2.6       12.1        0.0       79.8       63.3       82.5       75.4:      17.5       24.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         3          9          0         29         22         32         31:
Old  :        53:         3          9          0         29         22         32         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  :                 51.1       34.0       59.3       48.4       50.3       34.0       58.5       48.1
Old  :                 51.1       34.0       59.3       48.4       50.3       34.0       58.5       48.1
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, July 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  :   241,825:    24,192     45,732      1,543    201,903    183,238    227,638    230,513:    14,187     11,312
Old  :   241,825:    24,192     45,732      1,543    201,903    183,238    227,638    230,513:    14,187     11,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     6,965:     7,447        534        669       -322      6,418      7,793      7,621:      -828       -656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       18.9        0.6       83.5       75.8       94.1       95.3:       5.9        4.7
Old  :     100.0:      10.0       18.9        0.6       83.5       75.8       94.1       95.3:       5.9        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        25         43          9         36         47         65         95:
Old  :       132:        25         43          9         36         47         65         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  :                 55.3       37.9       66.7       52.9       53.0       36.0       62.3       49.2
Old  :                 55.3       37.9       66.7       52.9       53.0       36.0       62.3       49.2
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, June 28, 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  :   234,860:    16,745     45,197        874    202,225    176,820    219,845    222,892:    15,016     11,969
Old  :   234,860:    16,745     45,197        874    202,225    176,820    219,845    222,892:    15,016     11,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    17,430:      -269     -7,233        -74     17,043     23,787     16,700     16,481:       730        949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       19.2        0.4       86.1       75.3       93.6       94.9:       6.4        5.1
Old  :     100.0:       7.1       19.2        0.4       86.1       75.3       93.6       94.9:       6.4        5.1
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  :       124:        21         39          6         36         46         60         88:
Old  :       124:        21         39          6         36         46         60         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.5       38.9       68.5       53.3       55.6       36.9       64.8       50.3
Old  :                 57.5       38.9       68.5       53.3       55.6       36.9       64.8       50.3
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, July 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  :    32,698:    11,333      5,454        640     10,364     19,385     22,337     25,479:    10,361      7,219
Old  :    32,698:    11,333      5,454        640     10,364     19,385     22,337     25,479:    10,361      7,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :       361:       708       -371        131         78        355        917        115:      -556        246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       16.7        2.0       31.7       59.3       68.3       77.9:      31.7       22.1
Old  :     100.0:      34.7       16.7        2.0       31.7       59.3       68.3       77.9:      31.7       22.1
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  :        65:        23         12          4         14         19         40         33:
Old  :        65:        23         12          4         14         19         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  :                 19.8       39.0       33.6       48.8       19.8       38.1       33.6       47.8
Old  :                 19.8       39.0       33.6       48.8       19.8       38.1       33.6       47.8
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, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    32,337:    10,625      5,825        509     10,286     19,030     21,420     25,364:    10,917      6,973
Old  :    32,337:    10,625      5,825        509     10,286     19,030     21,420     25,364:    10,917      6,973
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       796:       174          5         67        484      2,161        725      2,233:        71     -1,437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       18.0        1.6       31.8       58.8       66.2       78.4:      33.8       21.6
Old  :     100.0:      32.9       18.0        1.6       31.8       58.8       66.2       78.4:      33.8       21.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        22         14          4         14         18         39         34:
Old  :        66:        22         14          4         14         18         39         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       38.7       32.6       50.5       19.2       37.5       32.6       49.3
Old  :                 19.2       38.7       32.6       50.5       19.2       37.5       32.6       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 500 YEN)                                :
     :          :                                                                            :
All  :    17,351:     4,964        200          0      9,396      2,200     14,360      2,400:     2,991     14,951
Old  :    17,351:     4,964        200          0      9,396      2,200     14,360      2,400:     2,991     14,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        1.2        0.0       54.2       12.7       82.8       13.8:      17.2       86.2
Old  :     100.0:      28.6        1.2        0.0       54.2       12.7       82.8       13.8:      17.2       86.2
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:         9          1          0          8          4         17          5:
Old  :        20:         9          1          0          8          4         17          5:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       12.7       68.3       13.8       54.3        9.7       67.7        9.8
Old  :                 54.3       12.7       68.3       13.8       54.3        9.7       67.7        9.8
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, July 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  :    28,918:     1,295      2,807        694     13,609     21,807     15,598     25,308:    13,320      3,610
Old  :    28,918:     1,295      2,807        694     13,609     21,807     15,598     25,308:    13,320      3,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :      -606:        30        -85          1       -143       -435       -112       -519:      -494        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        9.7        2.4       47.1       75.4       53.9       87.5:      46.1       12.5
Old  :     100.0:       4.5        9.7        2.4       47.1       75.4       53.9       87.5:      46.1       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3         12          3         13         19         18         33:
Old  :        38:         3         12          3         13         19         18         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  :                 27.9       50.1       42.6       65.1       14.1       30.4       17.6       37.9
Old  :                 27.9       50.1       42.6       65.1       14.1       30.4       17.6       37.9
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, June 28, 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  :    29,524:     1,265      2,892        693     13,752     22,242     15,710     25,827:    13,814      3,697
Old  :    29,524:     1,265      2,892        693     13,752     22,242     15,710     25,827:    13,814      3,697
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -489:         0        -50       -100        867       -450        767       -600:    -1,256        111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        9.8        2.3       46.6       75.3       53.2       87.5:      46.8       12.5
Old  :     100.0:       4.3        9.8        2.3       46.6       75.3       53.2       87.5:      46.8       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3         12          3         13         19         18         33:
Old  :        38:         3         12          3         13         19         18         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  :                 28.2       49.9       42.4       65.1       13.7       29.6       17.2       37.9
Old  :                 28.2       49.9       42.4       65.1       13.7       29.6       17.2       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   140,954:    43,292     18,688     20,714     38,277     87,085    102,283    126,487:    38,670     14,467
Old  :   140,954:    43,292     18,688     20,714     38,277     87,085    102,283    126,487:    38,670     14,467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :       307:   -10,966     12,064      1,548      8,586    -13,971       -832       -360:     1,139        667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       13.3       14.7       27.2       61.8       72.6       89.7:      27.4       10.3
Old  :     100.0:      30.7       13.3       14.7       27.2       61.8       72.6       89.7:      27.4       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  :       179:        94         41         49         27         36        143        105:
Old  :       179:        94         41         49         27         36        143        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  :                 22.2       29.7       31.2       48.6       12.2       23.8       17.5       36.6
Old  :                 22.2       29.7       31.2       48.6       12.2       23.8       17.5       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   140,647:    54,258      6,624     19,166     29,691    101,057    103,115    126,847:    37,532     13,800
Old  :   140,647:    54,258      6,624     19,166     29,691    101,057    103,115    126,847:    37,532     13,800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -13,044:    -3,328        951     -9,392         -2     -3,899    -12,723    -12,340:      -321       -704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6        4.7       13.6       21.1       71.9       73.3       90.2:      26.7        9.8
Old  :     100.0:      38.6        4.7       13.6       21.1       71.9       73.3       90.2:      26.7        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        84         36         50         25         41        133        106:
Old  :       167:        84         36         50         25         41        133        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  :                 21.7       32.5       31.1       51.3       14.0       27.7       20.4       39.5
Old  :                 21.7       32.5       31.1       51.3       14.0       27.7       20.4       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   106,402:    33,446     19,360     18,258     40,044     54,876     91,747     92,494:    14,655     13,908
Old  :   106,402:    33,446     19,360     18,258     40,044     54,876     91,747     92,494:    14,655     13,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :   -10,865:    -8,633     -1,273     -1,093        697     -8,149     -9,030    -10,516:    -1,835       -349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       18.2       17.2       37.6       51.6       86.2       86.9:      13.8       13.1
Old  :     100.0:      31.4       18.2       17.2       37.6       51.6       86.2       86.9:      13.8       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  :       180:        67         52         48         43         42        134        126:
Old  :       180:        67         52         48         43         42        134        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       33.1       34.1       46.9       22.6       29.6       32.4       43.2
Old  :                 23.0       33.1       34.1       46.9       22.6       29.6       32.4       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   117,266:    42,079     20,634     19,351     39,347     63,026    100,777    103,010:    16,489     14,256
Old  :   117,266:    42,079     20,634     19,351     39,347     63,026    100,777    103,010:    16,489     14,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    -1,780:    -1,217      1,872     -1,506      1,265     -1,781     -1,458     -1,415:      -322       -365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       17.6       16.5       33.6       53.7       85.9       87.8:      14.1       12.2
Old  :     100.0:      35.9       17.6       16.5       33.6       53.7       85.9       87.8:      14.1       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        63         61         45         44         41        137        125:
Old  :       185:        63         61         45         44         41        137        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  :                 21.3       32.0       32.5       45.7       21.0       28.8       30.4       41.7
Old  :                 21.3       32.0       32.5       45.7       21.0       28.8       30.4       41.7
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, July 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  :   343,084:   148,339     39,379     57,089     74,704    221,863    280,132    318,332:    62,952     24,753
Old  :   343,084:   148,339     39,379     57,089     74,704    221,863    280,132    318,332:    62,952     24,753
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :   -30,296:   -36,820     -5,248     -1,200      4,733    -26,665    -33,287    -33,113:     2,991      2,817
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2       11.5       16.6       21.8       64.7       81.7       92.8:      18.3        7.2
Old  :     100.0:      43.2       11.5       16.6       21.8       64.7       81.7       92.8:      18.3        7.2
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  :       257:       147         51         60         41         45        213        135:
Old  :       257:       147         51         60         41         45        213        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       34.0       29.7       52.0       17.4       31.2       23.2       43.9
Old  :                 20.4       34.0       29.7       52.0       17.4       31.2       23.2       43.9
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, June 28, 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  :   373,380:   185,159     44,627     58,289     69,972    248,529    313,420    351,445:    59,961     21,935
Old  :   373,380:   185,159     44,627     58,289     69,972    248,529    313,420    351,445:    59,961     21,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     7,655:    15,962     -9,456     -1,774     -3,918     21,234     10,270     10,004:    -2,616     -2,349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.6       12.0       15.6       18.7       66.6       83.9       94.1:      16.1        5.9
Old  :     100.0:      49.6       12.0       15.6       18.7       66.6       83.9       94.1:      16.1        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:       144         66         58         38         53        218        145:
Old  :       275:       144         66         58         38         53        218        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       31.7       33.4       49.9       21.6       28.9       27.9       42.2
Old  :                 22.5       31.7       33.4       49.9       21.6       28.9       27.9       42.2
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, July 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  :    12,395:     6,216      2,202        543      2,251      8,829      9,010     11,574:     3,385        821
Old  :    12,395:     6,216      2,202        543      2,251      8,829      9,010     11,574:     3,385        821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :       185:        93        185       -313         15        193       -205         65:       390        120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1       17.8        4.4       18.2       71.2       72.7       93.4:      27.3        6.6
Old  :     100.0:      50.1       17.8        4.4       18.2       71.2       72.7       93.4:      27.3        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        21          2          7          5          6         33         14:
Old  :        36:        21          2          7          5          6         33         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  :                 46.9       83.9       59.3       90.9       46.9       77.5       55.1       82.5
Old  :                 46.9       83.9       59.3       90.9       46.9       77.5       55.1       82.5
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, June 28, 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  :    12,210:     6,123      2,017        856      2,236      8,636      9,215     11,509:     2,995        701
Old  :    12,210:     6,123      2,017        856      2,236      8,636      9,215     11,509:     2,995        701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       701:      -134        273         70        396        106        332        449:       369        252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1       16.5        7.0       18.3       70.7       75.5       94.3:      24.5        5.7
Old  :     100.0:      50.1       16.5        7.0       18.3       70.7       75.5       94.3:      24.5        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  :        38:        21          2         10          4          6         34         17:
Old  :        38:        21          2         10          4          6         34         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  :                 46.7       82.9       61.3       90.8       46.7       77.5       55.1       81.2
Old  :                 46.7       82.9       61.3       90.8       46.7       77.5       55.1       81.2
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, July 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  :    84,273:    20,480      6,452      7,788     39,802     49,279     68,069     63,519:    16,203     20,754
Old  :    83,619:    20,327      6,452      7,763     39,362     48,901     67,452     63,116:    16,167     20,502
Other:       654:       153          0         24        440        378        617        403:        37        251
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     2,315:     1,232       -410        979       -663      1,859      1,548      2,429:       767       -114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        7.7        9.2       47.2       58.5       80.8       75.4:      19.2       24.6
Old  :     100.0:      24.3        7.7        9.3       47.1       58.5       80.7       75.5:      19.3       24.5
Other:     100.0:      23.4        0.1        3.7       67.3       57.8       94.4       61.6:       5.6       38.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        41         13         19         53         52        100         79:
Old  :       127:        40         14         19         53         52        100         79:
Other:        25:         5          1          5          4         16         10         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       32.6       31.4       41.8       20.0       25.4       26.8       33.0
Old  :                 22.2       32.8       31.1       42.1       20.1       25.9       26.9       33.6
Other:                 83.1       44.5       92.2       53.8       82.7       41.6       87.7       50.5
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    81,958:    19,248      6,862      6,808     40,465     47,420     66,522     61,090:    15,436     20,868
Old  :    81,408:    19,129      6,862      6,788     40,107     47,078     66,025     60,728:    15,383     20,680
Other:       550:       119          0         20        358        342        497        362:        53        188
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    -6,152:     1,015     -1,982     -1,099     -2,765       -957     -2,849     -4,038:    -3,303     -2,114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        8.4        8.3       49.4       57.9       81.2       74.5:      18.8       25.5
Old  :     100.0:      23.5        8.4        8.3       49.3       57.8       81.1       74.6:      18.9       25.4
Other:     100.0:      21.7        0.0        3.6       65.1       62.3       90.4       65.9:       9.6       34.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        37         16         21         57         48        105         77:
Old  :       125:        36         17         21         57         48        105         77:
Other:        25:         6          0          5          4         16         10         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       32.0       32.6       42.9       21.7       25.1       28.3       32.9
Old  :                 23.7       32.2       32.3       43.1       21.7       25.6       28.4       33.5
Other:                 80.3       50.3       89.0       58.6       79.9       48.6       85.0       55.9
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    26,925:     2,282      1,544        459     18,659     17,134     21,400     19,137:     5,525      7,788
Old  :    26,857:     2,262      1,544        459     18,659     17,130     21,380     19,133:     5,477      7,724
Other:        68:        20          0          0          0          4         20          4:        48         64
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -1,184:       496        396       -310       -821       -677       -635       -591:      -549       -593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        5.7        1.7       69.3       63.6       79.5       71.1:      20.5       28.9
Old  :     100.0:       8.4        5.7        1.7       69.5       63.8       79.6       71.2:      20.4       28.8
Other:     100.0:      29.4        0.0        0.0        0.0        5.9       29.4        5.9:      70.6       94.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         7          5          2         19         20         27         26:
Old  :        40:         7          5          2         19         20         27         26:
Other:         3:         1          0          0          0          2          1          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.8       47.3       61.8       58.2       48.4       43.7       59.6       51.6
Old  :                 48.9       47.4       62.0       58.3       48.5       43.8       59.8       51.8
Other:                 29.4        5.9       29.4        5.9       29.4        5.9       29.4        5.9
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    28,109:     1,787      1,148        768     19,480     17,812     22,035     19,728:     6,074      8,381
Old  :     2,198:       119          0          0      1,011      1,376      1,130      1,376:     1,068        822
Other:    25,911:     1,770      1,250        666     18,469     16,436     20,905     18,352:     5,006      7,559
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    -4,546:       222       -819        -10       -805       -349       -593     -1,178:    -3,953     -3,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        4.1        2.7       69.3       63.4       78.4       70.2:      21.6       29.8
Old  :     100.0:       5.4        0.0        0.0       46.0       62.6       51.4       62.6:      48.6       37.4
Other:     100.0:       6.8        4.8        2.6       71.3       63.4       80.7       70.8:      19.3       29.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         6          3          3         19         20         26         25:
Old  :        18:         1          0          0          9          9         10          9:
Other:        36:         5          4          3         18         18         25         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       47.0       60.4       57.9       45.9       43.0       56.6       50.5
Old  :                 43.7       53.7       50.4       62.6       39.4       53.7       46.0       58.3
Other:                 50.2       47.6       64.1       58.3       49.9       45.3       61.4       53.3
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   135,953:    21,454     12,076     29,287     69,138     84,678    119,879    126,041:    16,074      9,911
Old  :   135,728:    21,454     12,081     29,281     68,929     84,581    119,664    125,943:    16,064      9,784
Other:       225:         6          1          0        209         97        215         98:        10        127
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    10,743:     4,009     -5,839      4,647      1,391     12,308     10,047     11,116:       696       -373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        8.9       21.5       50.9       62.3       88.2       92.7:      11.8        7.3
Old  :     100.0:      15.8        8.9       21.6       50.8       62.3       88.2       92.8:      11.8        7.2
Other:     100.0:       2.7        0.4        0.0       92.9       43.1       95.6       43.6:       4.4       56.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        78         37         49         67         58        164        127:
Old  :       193:        78         37         49         67         58        164        127:
Other:        11:         1          1          0          4          5          5          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       34.7       27.7       44.5       18.7       29.2       26.9       36.2
Old  :                 18.7       34.7       27.7       44.5       18.7       29.3       27.0       36.3
Other:                 94.2       38.7       95.6       43.6       94.2       38.7       95.6       43.6
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   125,209:    17,444     17,915     24,640     67,747     72,370    109,831    114,925:    15,378     10,284
Old  :     1,824:         3          1          0      1,709      1,661      1,712      1,662:       112        162
Other:   123,385:    17,441     17,914     24,640     66,038     70,709    108,119    113,263:    15,266     10,122
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    -3,490:      -222     -9,614      1,451     -3,009      6,564     -1,780     -1,599:    -1,710     -1,891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       14.3       19.7       54.1       57.8       87.7       91.8:      12.3        8.2
Old  :     100.0:       0.2        0.1        0.0       93.7       91.1       93.9       91.1:       6.1        8.9
Other:     100.0:      14.1       14.5       20.0       53.5       57.3       87.6       91.8:      12.4        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        66         50         43         70         57        156        132:
Old  :         9:         1          1          0          4          3          5          4:
Other:       196:        66         50         43         70         57        156        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  :                 20.4       32.1       30.2       40.5       20.4       26.5       29.2       33.2
Old  :                 93.7       91.1       93.9       91.1       93.7       91.1       93.9       91.1
Other:                 20.7       31.2       30.0       39.8       20.7       26.9       29.6       33.7
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    44,454:    17,043      2,782      8,916     12,446     30,199     38,405     41,897:     6,049      2,556
Old  :    39,959:    17,050      3,674      6,234     10,860     27,610     34,144     37,518:     5,815      2,441
Other:     4,495:       978         94      1,696      1,586      2,589      4,261      4,379:       234        116
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     1,228:     2,559       -513        355     -1,649      1,423      1,265      1,265:       -37        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3        6.3       20.1       28.0       67.9       86.4       94.2:      13.6        5.8
Old  :     100.0:      42.7        9.2       15.6       27.2       69.1       85.4       93.9:      14.6        6.1
Other:     100.0:      21.8        2.1       37.7       35.3       57.6       94.8       97.4:       5.2        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        64         23         22         19         21         98         51:
Old  :       114:        63         24         22         19         20         98         50:
Other:        25:        11          5         12          7          6         21         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  :                 20.2       47.4       32.2       64.4       17.7       42.1       27.8       54.2
Old  :                 19.7       48.0       31.1       64.7       19.7       45.2       30.6       58.6
Other:                 56.5       63.2       78.1       83.1       17.6       26.7       24.0       29.6
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    43,225:    14,484      3,296      8,561     14,095     28,776     37,140     40,633:     6,086      2,593
Old  :    39,096:    14,507      3,980      6,160     12,552     26,422     33,219     36,562:     5,877      2,535
Other:     4,129:       757         96      1,621      1,543      2,354      3,921      4,071:       208         58
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     3,782:     1,768       -471        479      1,774      3,532      4,020      3,539:      -239        242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        7.6       19.8       32.6       66.6       85.9       94.0:      14.1        6.0
Old  :     100.0:      37.1       10.2       15.8       32.1       67.6       85.0       93.5:      15.0        6.5
Other:     100.0:      18.3        2.3       39.2       37.4       57.0       95.0       98.6:       5.0        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        64         19         22         20         21         93         53:
Old  :       111:        60         23         22         20         20         93         52:
Other:        25:        11          5         12          7          6         21         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  :                 23.6       46.4       34.8       63.2       17.5       38.1       26.6       50.3
Old  :                 22.2       46.9       33.5       63.4       19.0       40.7       29.0       54.1
Other:                 56.7       63.5       78.0       83.8       17.0       25.8       21.8       28.4
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   131,933:    22,107     15,008     10,985     90,696     98,525    123,788    124,518:     8,145      7,416
Old  :    49,286:    13,460     13,908      4,776     24,562     26,161     42,798     44,844:     6,488      4,442
Other:    82,647:     9,500      1,954      5,355     66,134     72,364     80,990     79,673:     1,657      2,974
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -1,282:       966      1,622     -1,911      1,299     -4,604        354     -4,892:    -1,636      3,611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       11.4        8.3       68.7       74.7       93.8       94.4:       6.2        5.6
Old  :     100.0:      27.3       28.2        9.7       49.8       53.1       86.8       91.0:      13.2        9.0
Other:     100.0:      11.5        2.4        6.5       80.0       87.6       98.0       96.4:       2.0        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        58         36         27         48         38        120         88:
Old  :       145:        63         27         24         40         30        110         74:
Other:        81:        17         20         21         35         32         66         59:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       34.1       48.0       50.6       21.5       23.6       30.9       33.0
Old  :                 18.3       28.3       28.0       42.8       15.7       24.1       23.2       36.8
Other:                 47.8       48.2       64.1       64.5       29.4       32.7       40.9       43.7
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   133,215:    21,140     13,385     12,895     89,398    103,129    123,433    129,410:     9,781      3,805
Old  :    50,551:    13,032     12,812      5,887     23,977     28,818     42,896     47,517:     7,655      3,034
Other:    82,664:     9,234      1,700      5,882     65,421     74,311     80,537     81,893:     2,127        771
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    -2,914:       -20     -4,409       -885     -1,706      3,629     -2,611     -1,665:      -303     -1,249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       10.0        9.7       67.1       77.4       92.7       97.1:       7.3        2.9
Old  :     100.0:      25.8       25.3       11.6       47.4       57.0       84.9       94.0:      15.1        6.0
Other:     100.0:      11.2        2.1        7.1       79.1       89.9       97.4       99.1:       2.6        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        58         38         35         49         38        125         96:
Old  :       151:        58         36         29         42         32        113         84:
Other:        86:        21         21         26         33         33         69         65:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       36.4       47.0       53.3       20.8       25.6       30.2       34.2
Old  :                 18.3       28.8       28.1       42.1       17.1       24.1       25.0       35.7
Other:                 47.3       51.1       63.5       67.8       28.9       35.3       39.0       45.7
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   485,512:   123,878     35,713     66,537    220,121    338,742    410,537    440,992:    74,975     44,520
Old  :   485,512:   123,878     35,713     66,537    220,121    338,742    410,537    440,992:    74,975     44,520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -7,525:    10,767    -11,629       -706    -11,669     11,152     -1,607     -1,184:    -5,918     -6,342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        7.4       13.7       45.3       69.8       84.6       90.8:      15.4        9.2
Old  :     100.0:      25.5        7.4       13.7       45.3       69.8       84.6       90.8:      15.4        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  :       168:        72         26         42         58         51        147        104:
Old  :       168:        72         26         42         58         51        147        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  :                 14.7       30.7       25.2       45.6       12.9       23.3       21.6       34.2
Old  :                 14.7       30.7       25.2       45.6       12.9       23.3       21.6       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   493,037:   113,111     47,342     67,243    231,790    327,590    412,144    442,176:    80,893     50,861
Old  :   493,037:   113,111     47,342     67,243    231,790    327,590    412,144    442,176:    80,893     50,861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    27,507:    27,263      3,967      5,228    -13,344     10,395     19,147     19,590:     8,360      7,917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        9.6       13.6       47.0       66.4       83.6       89.7:      16.4       10.3
Old  :     100.0:      22.9        9.6       13.6       47.0       66.4       83.6       89.7:      16.4       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  :       171:        65         34         40         61         53        147        107:
Old  :       171:        65         34         40         61         53        147        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       27.4       25.1       43.0       12.6       19.3       21.2       29.4
Old  :                 14.1       27.4       25.1       43.0       12.6       19.3       21.2       29.4
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, July 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  :   120,323:    25,006     14,760     27,626     56,413     69,486    109,045    111,871:    11,278      8,452
Old  :    81,838:    23,949     15,206     13,836     35,489     46,724     73,273     75,766:     8,565      6,072
Other:    38,485:     3,086      1,581     11,762     20,924     22,762     35,771     36,105:     2,714      2,380
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     1,432:       662      1,078        -44        392        -64      1,010        970:       423        462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       12.3       23.0       46.9       57.7       90.6       93.0:       9.4        7.0
Old  :     100.0:      29.3       18.6       16.9       43.4       57.1       89.5       92.6:      10.5        7.4
Other:     100.0:       8.0        4.1       30.6       54.4       59.1       92.9       93.8:       7.1        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       340:       126         85        114        102         95        282        246:
Old  :       325:       118         91         97         88         83        254        223:
Other:       203:        59         44         69         72         81        162        164:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       21.0       27.4       31.5       15.1       15.0       24.4       23.7
Old  :                 20.3       22.7       32.4       35.3       20.3       21.5       32.4       33.7
Other:                 25.9       29.6       38.5       40.6       21.1       21.2       27.8       27.3
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   118,891:    24,344     13,681     27,670     56,020     69,550    108,035    110,901:    10,856      7,990
Old  :    81,455:    23,971     15,012     13,408     35,967     47,313     73,347     75,733:     8,108      5,722
Other:    37,436:     3,807      2,103     10,828     20,053     22,237     34,688     35,168:     2,748      2,268
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     3,713:       766        907      2,347        209        949      3,322      4,203:       392       -489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       11.5       23.3       47.1       58.5       90.9       93.3:       9.1        6.7
Old  :     100.0:      29.4       18.4       16.5       44.2       58.1       90.0       93.0:      10.0        7.0
Other:     100.0:      10.2        5.6       28.9       53.6       59.4       92.7       93.9:       7.3        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:       126         74        106        102         97        277        233:
Old  :       316:       124         74         88         87         81        249        206:
Other:       195:        54         40         60         69         83        151        156:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       20.9       28.0       31.6       15.7       15.3       24.7       24.2
Old  :                 21.1       22.4       33.3       35.1       21.1       21.4       33.3       33.5
Other:                 26.8       30.3       38.1       41.5       21.1       22.3       28.1       28.8
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    34,931:    23,568      2,684      2,673      4,423     26,908     30,664     32,265:     4,267      2,666
Old  :    34,931:    23,568      2,684      2,673      4,423     26,908     30,664     32,265:     4,267      2,666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     2,910:     1,987        382         28        232      1,843      2,247      2,254:       663        656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.5        7.7        7.7       12.7       77.0       87.8       92.4:      12.2        7.6
Old  :     100.0:      67.5        7.7        7.7       12.7       77.0       87.8       92.4:      12.2        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        36          6         10         10          7         51         19:
Old  :        55:        36          6         10         10          7         51         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       81.0       51.5       89.2       31.1       74.0       48.9       79.8
Old  :                 31.1       81.0       51.5       89.2       31.1       74.0       48.9       79.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    32,021:    21,581      2,302      2,645      4,192     25,065     28,418     30,012:     3,604      2,010
Old  :    32,021:    21,581      2,302      2,645      4,192     25,065     28,418     30,012:     3,604      2,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     2,163:     2,655        432       -148         60      2,056      2,567      2,340:      -403       -176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.4        7.2        8.3       13.1       78.3       88.7       93.7:      11.3        6.3
Old  :     100.0:      67.4        7.2        8.3       13.1       78.3       88.7       93.7:      11.3        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  :        55:        34          8         12          9          7         50         21:
Old  :        55:        34          8         12          9          7         50         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  :                 30.6       82.8       52.7       90.5       30.6       74.8       49.1       80.1
Old  :                 30.6       82.8       52.7       90.5       30.6       74.8       49.1       80.1
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, July 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  :   226,582:    35,865     26,751     49,171     96,213    116,423    181,249    192,345:    45,333     34,237
Old  :   226,582:    35,865     26,751     49,171     96,213    116,423    181,249    192,345:    45,333     34,237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :      -424:     4,802      1,951      2,402     -7,210     -3,903         -6        450:      -418       -875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       11.8       21.7       42.5       51.4       80.0       84.9:      20.0       15.1
Old  :     100.0:      15.8       11.8       21.7       42.5       51.4       80.0       84.9:      20.0       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  :       137:        40         30         38         54         58        117        105:
Old  :       137:        40         30         38         54         58        117        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  :                 15.3       19.7       25.0       29.9       11.2       10.8       17.8       16.8
Old  :                 15.3       19.7       25.0       29.9       11.2       10.8       17.8       16.8
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, June 28, 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  :   227,007:    31,063     24,800     46,769    103,422    120,325    181,255    191,894:    45,752     35,112
Old  :   227,007:    31,063     24,800     46,769    103,422    120,325    181,255    191,894:    45,752     35,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     2,984:       -13       -555     -2,877      3,302      5,426        411      1,993:     2,573        991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       10.9       20.6       45.6       53.0       79.8       84.5:      20.2       15.5
Old  :     100.0:      13.7       10.9       20.6       45.6       53.0       79.8       84.5:      20.2       15.5
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  :       132:        33         30         31         57         62        110        104:
Old  :       132:        33         30         31         57         62        110        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  :                 16.6       21.4       25.9       32.0       11.0       12.3       16.9       17.4
Old  :                 16.6       21.4       25.9       32.0       11.0       12.3       16.9       17.4
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, July 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  :   770,089:    33,359     70,892    314,007    343,374    348,923    690,740    733,822:    79,349     36,267
Old  :   770,089:    33,359     70,892    314,007    343,374    348,923    690,740    733,822:    79,349     36,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    16,961:    -1,981      4,372     13,403      5,983     -1,109     17,406     16,667:      -445        295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        9.2       40.8       44.6       45.3       89.7       95.3:      10.3        4.7
Old  :     100.0:       4.3        9.2       40.8       44.6       45.3       89.7       95.3:      10.3        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        58         51         70         97         86        191        171:
Old  :       209:        58         51         70         97         86        191        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  :                 20.0       22.9       31.7       36.4        4.2        7.7        6.5       11.6
Old  :                 20.0       22.9       31.7       36.4        4.2        7.7        6.5       11.6
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, June 28, 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  :   753,128:    35,340     66,520    300,604    337,391    350,032    673,334    717,155:    79,794     35,972
Old  :   753,128:    35,340     66,520    300,604    337,391    350,032    673,334    717,155:    79,794     35,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -59,395:    -1,825     -6,628    -31,291    -23,737    -22,268    -56,853    -60,186:    -2,543        791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        8.8       39.9       44.8       46.5       89.4       95.2:      10.6        4.8
Old  :     100.0:       4.7        8.8       39.9       44.8       46.5       89.4       95.2:      10.6        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  :       202:        57         47         71         93         85        189        166:
Old  :       202:        57         47         71         93         85        189        166:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       22.7       31.4       35.8        4.2        7.7        6.6       11.7
Old  :                 19.9       22.7       31.4       35.8        4.2        7.7        6.6       11.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    38,090:    12,522      1,142        797     20,277     24,958     33,596     26,897:     4,494     11,193
Old  :    38,090:    12,522      1,142        797     20,277     24,958     33,596     26,897:     4,494     11,193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -2,774:     1,098       -589       -611     -4,353     -2,356     -3,866     -3,556:     1,092        782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        3.0        2.1       53.2       65.5       88.2       70.6:      11.8       29.4
Old  :     100.0:      32.9        3.0        2.1       53.2       65.5       88.2       70.6:      11.8       29.4
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  :        22:         4          1          2         14         13         18         16:
Old  :        22:         4          1          2         14         13         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       40.6       76.4       56.6       48.8       37.6       66.4       50.6
Old  :                 55.2       40.6       76.4       56.6       48.8       37.6       66.4       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    40,864:    11,424      1,731      1,408     24,630     27,314     37,462     30,453:     3,402     10,411
Old  :    40,864:    11,424      1,731      1,408     24,630     27,314     37,462     30,453:     3,402     10,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     1,924:      -316        186        350      1,349      1,796      1,383      2,332:       541       -408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        4.2        3.4       60.3       66.8       91.7       74.5:       8.3       25.5
Old  :     100.0:      28.0        4.2        3.4       60.3       66.8       91.7       74.5:       8.3       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  :        24:         4          1          1         15         14         19         16:
Old  :        24:         4          1          1         15         14         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       39.6       72.0       57.7       41.2       33.3       59.1       46.4
Old  :                 49.3       39.6       72.0       57.7       41.2       33.3       59.1       46.4
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, July 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  :   128,375:       724     17,059     28,229     89,126     76,108    118,079    121,396:    10,296      6,979
Old  :   128,375:       724     17,059     28,229     89,126     76,108    118,079    121,396:    10,296      6,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -4,267:       -62        510        604     -4,477     -5,984     -3,935     -4,870:      -332        603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6       13.3       22.0       69.4       59.3       92.0       94.6:       8.0        5.4
Old  :     100.0:       0.6       13.3       22.0       69.4       59.3       92.0       94.6:       8.0        5.4
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  :        34:         1          4          4         23         24         28         28:
Old  :        34:         1          4          4         23         24         28         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  :                 61.2       42.6       72.8       62.1       46.9       27.3       51.8       41.3
Old  :                 61.2       42.6       72.8       62.1       46.9       27.3       51.8       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   132,642:       786     16,549     27,625     93,603     82,092    122,014    126,266:    10,628      6,376
Old  :   132,642:       786     16,549     27,625     93,603     82,092    122,014    126,266:    10,628      6,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     3,163:      -162       -772      3,188      1,310      1,022      4,336      3,438:    -1,173       -275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6       12.5       20.8       70.6       61.9       92.0       95.2:       8.0        4.8
Old  :     100.0:       0.6       12.5       20.8       70.6       61.9       92.0       95.2:       8.0        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  :        35:         1          4          4         24         25         29         29:
Old  :        35:         1          4          4         24         25         29         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       41.3       70.9       59.9       46.4       27.4       51.2       41.2
Old  :                 58.8       41.3       70.9       59.9       46.4       27.4       51.2       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    63,128:    19,937     10,894      2,684     36,929     40,381     59,550     53,959:     3,578      9,169
Old  :    63,128:    19,937     10,894      2,684     36,929     40,381     59,550     53,959:     3,578      9,169
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -4,596:     1,922      1,228     -1,860     -4,832     -2,945     -4,770     -3,577:       174     -1,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       17.3        4.3       58.5       64.0       94.3       85.5:       5.7       14.5
Old  :     100.0:      31.6       17.3        4.3       58.5       64.0       94.3       85.5:       5.7       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  :        23:         2          3          1         15         13         17         17:
Old  :        23:         2          3          1         15         13         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.8       49.1       83.5       69.9       53.4       38.2       68.5       56.6
Old  :                 60.8       49.1       83.5       69.9       53.4       38.2       68.5       56.6
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, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    67,724:    18,015      9,666      4,544     41,761     43,326     64,320     57,536:     3,404     10,188
Old  :    67,724:    18,015      9,666      4,544     41,761     43,326     64,320     57,536:     3,404     10,188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    13,318:     5,524      2,224      3,940      3,970      6,664     13,434     12,828:      -116        490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       14.3        6.7       61.7       64.0       95.0       85.0:       5.0       15.0
Old  :     100.0:      26.6       14.3        6.7       61.7       64.0       95.0       85.0:       5.0       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          3          1         15         13         17         17:
Old  :        23:         2          3          1         15         13         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       49.4       83.1       71.0       51.8       39.0       66.4       54.2
Old  :                 59.3       49.4       83.1       71.0       51.8       39.0       66.4       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    56,714:         0      7,807      5,499     47,578     41,430     53,077     54,736:     3,637      1,978
Old  :    56,714:         0      7,807      5,499     47,578     41,430     53,077     54,736:     3,637      1,978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -3,780:         0       -394       -502     -2,468     -1,050     -2,970     -1,946:      -810     -1,834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       13.8        9.7       83.9       73.1       93.6       96.5:       6.4        3.5
Old  :     100.0:       0.0       13.8        9.7       83.9       73.1       93.6       96.5:       6.4        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          4          3         18         16         21         20:
Old  :        24:         0          4          3         18         16         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       44.2       71.7       66.4       27.8       26.7       39.2       39.9
Old  :                 51.7       44.2       71.7       66.4       27.8       26.7       39.2       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    60,494:         0      8,201      6,001     50,046     42,480     56,047     56,682:     4,447      3,812
Old  :    60,494:         0      8,201      6,001     50,046     42,480     56,047     56,682:     4,447      3,812
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -177:         0     -1,020        124       -368        683       -244       -213:        67         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       13.6        9.9       82.7       70.2       92.6       93.7:       7.4        6.3
Old  :     100.0:       0.0       13.6        9.9       82.7       70.2       92.6       93.7:       7.4        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  :        23:         0          3          3         18         16         21         19:
Old  :        23:         0          3          3         18         16         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       43.1       67.7       69.4       24.2       26.8       36.3       41.7
Old  :                 48.6       43.1       67.7       69.4       24.2       26.8       36.3       41.7
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, July 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  :    56,501:     2,727     15,222      5,209     43,293     28,761     51,229     49,192:     5,272      7,309
Old  :    56,501:     2,727     15,222      5,209     43,293     28,761     51,229     49,192:     5,272      7,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -5,771:       235       -446     -2,827     -3,356     -5,330     -5,948     -8,603:       177      2,832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       26.9        9.2       76.6       50.9       90.7       87.1:       9.3       12.9
Old  :     100.0:       4.8       26.9        9.2       76.6       50.9       90.7       87.1:       9.3       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          3          4         20         17         24         22:
Old  :        28:         2          3          4         20         17         24         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       37.3       62.0       59.5       30.5       33.7       46.1       49.2
Old  :                 37.2       37.3       62.0       59.5       30.5       33.7       46.1       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    62,272:     2,492     15,668      8,036     46,649     34,091     57,177     57,795:     5,095      4,477
Old  :    62,272:     2,492     15,668      8,036     46,649     34,091     57,177     57,795:     5,095      4,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     2,750:       418        833        777      1,075      2,997      2,270      4,607:       480     -1,857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       25.2       12.9       74.9       54.7       91.8       92.8:       8.2        7.2
Old  :     100.0:       4.0       25.2       12.9       74.9       54.7       91.8       92.8:       8.2        7.2
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          5          6         22         19         28         25:
Old  :        31:         1          5          6         22         19         28         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       37.1       58.1       58.8       30.6       28.3       46.6       45.4
Old  :                 36.5       37.1       58.1       58.8       30.6       28.3       46.6       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    40,689:     2,383          0        677     36,817     37,914     39,877     38,591:       812      2,098
Old  :    40,689:     2,383          0        677     36,817     37,914     39,877     38,591:       812      2,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -1,604:    -1,122          0         52       -100     -1,566     -1,170     -1,514:      -434        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        0.0        1.7       90.5       93.2       98.0       94.8:       2.0        5.2
Old  :     100.0:       5.9        0.0        1.7       90.5       93.2       98.0       94.8:       2.0        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          0          1         17         18         18         19:
Old  :        22:         1          0          1         17         18         18         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  :                 58.0       42.8       83.5       68.4       57.4       34.4       65.0       53.0
Old  :                 58.0       42.8       83.5       68.4       57.4       34.4       65.0       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    42,293:     3,505          0        625     36,917     39,480     41,047     40,105:     1,246      2,188
Old  :    42,293:     3,505          0        625     36,917     39,480     41,047     40,105:     1,246      2,188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       -74:    -1,288          0        192        712       -564       -384       -372:       310        298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        0.0        1.5       87.3       93.3       97.1       94.8:       2.9        5.2
Old  :     100.0:       8.3        0.0        1.5       87.3       93.3       97.1       94.8:       2.9        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          0          1         19         19         20         20:
Old  :        23:         1          0          1         19         19         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       40.3       82.0       67.1       55.6       31.5       62.7       50.5
Old  :                 57.3       40.3       82.0       67.1       55.6       31.5       62.7       50.5
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, July 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  :    64,435:         0      7,906      4,501     50,987     47,158     55,488     59,565:     8,947      4,870
Old  :    64,435:         0      7,906      4,501     50,987     47,158     55,488     59,565:     8,947      4,870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -1,901:         0        938       -124     -2,658     -2,006     -2,782     -1,192:       881       -709
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       12.3        7.0       79.1       73.2       86.1       92.4:      13.9        7.6
Old  :     100.0:       0.0       12.3        7.0       79.1       73.2       86.1       92.4:      13.9        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          2          2         22         19         24         21:
Old  :        27:         0          2          2         22         19         24         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       59.0       55.1       77.2       30.5       48.2       44.9       63.1
Old  :                 35.5       59.0       55.1       77.2       30.5       48.2       44.9       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    66,336:         0      6,968      4,625     53,645     49,164     58,270     60,757:     8,066      5,579
Old  :    66,336:         0      6,968      4,625     53,645     49,164     58,270     60,757:     8,066      5,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     1,651:         0      2,066        479         85        -66        564      2,479:     1,087       -828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       10.5        7.0       80.9       74.1       87.8       91.6:      12.2        8.4
Old  :     100.0:       0.0       10.5        7.0       80.9       74.1       87.8       91.6:      12.2        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          2          2         23         19         25         21:
Old  :        27:         0          2          2         23         19         25         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  :                 36.0       57.0       54.5       73.1       30.1       45.4       44.6       58.1
Old  :                 36.0       57.0       54.5       73.1       30.1       45.4       44.6       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    85,075:    42,318     35,105      2,644     34,708     42,963     79,670     80,712:     5,405      4,363
Old  :    85,075:    42,318     35,105      2,644     34,708     42,963     79,670     80,712:     5,405      4,363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -5,715:       274        -67       -678     -5,546     -4,670     -5,950     -5,415:       235       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.7       41.3        3.1       40.8       50.5       93.6       94.9:       6.4        5.1
Old  :     100.0:      49.7       41.3        3.1       40.8       50.5       93.6       94.9:       6.4        5.1
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          1         16         20         19         22:
Old  :        25:         3          1          1         16         20         19         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       63.5       83.1       77.0       66.3       60.2       73.5       68.7
Old  :                 68.3       63.5       83.1       77.0       66.3       60.2       73.5       68.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    90,790:    42,044     35,172      3,322     40,254     47,633     85,620     86,127:     5,170      4,663
Old  :    90,790:    42,044     35,172      3,322     40,254     47,633     85,620     86,127:     5,170      4,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     5,738:     2,722      2,856      1,218      2,774      1,890      6,714      5,964:      -976       -226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.3       38.7        3.7       44.3       52.5       94.3       94.9:       5.7        5.1
Old  :     100.0:      46.3       38.7        3.7       44.3       52.5       94.3       94.9:       5.7        5.1
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  :        27:         2          2          1         20         21         23         23:
Old  :        27:         2          2          1         20         21         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.4       61.5       81.6       77.0       63.8       58.9       70.1       66.6
Old  :                 66.4       61.5       81.6       77.0       63.8       58.9       70.1       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    31,638:     1,772      1,128      2,897     20,305     19,610     24,974     23,635:     6,664      8,003
Old  :    31,638:     1,772      1,128      2,897     20,305     19,610     24,974     23,635:     6,664      8,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -6,096:      -638     -1,442         44     -6,583     -4,055     -7,177     -5,453:     1,081       -643
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        3.6        9.2       64.2       62.0       78.9       74.7:      21.1       25.3
Old  :     100.0:       5.6        3.6        9.2       64.2       62.0       78.9       74.7:      21.1       25.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          2          2         14         16         17         18:
Old  :        21:         1          2          2         14         16         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       42.2       70.5       58.8       38.7       30.1       51.7       41.0
Old  :                 41.9       42.2       70.5       58.8       38.7       30.1       51.7       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    37,734:     2,410      2,570      2,853     26,888     23,665     32,151     29,088:     5,583      8,646
Old  :    37,734:     2,410      2,570      2,853     26,888     23,665     32,151     29,088:     5,583      8,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     2,761:         5       -248         23      2,651      2,705      2,679      2,480:        82        281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        6.8        7.6       71.3       62.7       85.2       77.1:      14.8       22.9
Old  :     100.0:       6.4        6.8        7.6       71.3       62.7       85.2       77.1:      14.8       22.9
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  :        23:         2          1          2         16         17         19         19:
Old  :        23:         2          1          2         16         17         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  :                 44.2       40.1       70.4       58.7       39.9       33.0       54.3       43.3
Old  :                 44.2       40.1       70.4       58.7       39.9       33.0       54.3       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    41,747:     3,038          0          0     38,058     41,096     41,096     41,096:       651        651
Old  :    41,747:     3,038          0          0     38,058     41,096     41,096     41,096:       651        651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        0.0        0.0       91.2       98.4       98.4       98.4:       1.6        1.6
Old  :     100.0:       7.3        0.0        0.0       91.2       98.4       98.4       98.4:       1.6        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          0          0         12         17         15         17:
Old  :        30:         3          0          0         12         17         15         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.4       76.0       90.6       87.2       79.5       76.0       87.6       86.2
Old  :                 82.4       76.0       90.6       87.2       79.5       76.0       87.6       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    29,262:     3,038          0          0     25,728     27,817     28,766     27,817:       496      1,445
Old  :    29,262:     3,038          0          0     25,728     27,817     28,766     27,817:       496      1,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        0.0        0.0       87.9       95.1       98.3       95.1:       1.7        4.9
Old  :     100.0:      10.4        0.0        0.0       87.9       95.1       98.3       95.1:       1.7        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  :        26:         3          0          0         12         17         15         17:
Old  :        26:         3          0          0         12         17         15         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       57.5       80.2       77.9       51.1       57.5       69.7       76.3
Old  :                 55.9       57.5       80.2       77.9       51.1       57.5       69.7       76.3
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, July 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  : 1,073,777:   251,028     51,979    201,046    601,110    807,634  1,053,184  1,060,659:    20,593     13,118
Old  : 1,073,777:   251,028     51,979    201,046    601,110    807,634  1,053,184  1,060,659:    20,593     13,118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :   -42,779:    -8,160      5,819     -9,050    -19,383    -29,223    -36,593    -32,454:    -6,186    -10,325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        4.8       18.7       56.0       75.2       98.1       98.8:       1.9        1.2
Old  :     100.0:      23.4        4.8       18.7       56.0       75.2       98.1       98.8:       1.9        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  :       126:        21         15         31         83         80        117        114:
Old  :       126:        21         15         31         83         80        117        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       23.2       41.8       38.3       20.9       18.1       31.5       27.8
Old  :                 26.3       23.2       41.8       38.3       20.9       18.1       31.5       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  : 1,116,556:   259,188     46,160    210,096    620,493    836,857  1,089,777  1,093,113:    26,779     23,443
Old  : 1,116,556:   259,188     46,160    210,096    620,493    836,857  1,089,777  1,093,113:    26,779     23,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    47,717:    -9,164      2,852     16,008     33,925     15,220     40,769     34,080:     6,948     13,637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        4.1       18.8       55.6       74.9       97.6       97.9:       2.4        2.1
Old  :     100.0:      23.2        4.1       18.8       55.6       74.9       97.6       97.9:       2.4        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        28         11         32         98         86        138        120:
Old  :       147:        28         11         32         98         86        138        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       22.5       40.6       37.7       20.6       17.5       30.4       27.7
Old  :                 25.4       22.5       40.6       37.7       20.6       17.5       30.4       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   169,646:    33,506     43,101     46,696     87,572     76,766    167,774    166,563:     1,872      3,083
Old  :   169,646:    33,506     43,101     46,696     87,572     76,766    167,774    166,563:     1,872      3,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     4,346:       345        839      1,604      1,833        823      3,782      3,266:       564      1,080
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       25.4       27.5       51.6       45.3       98.9       98.2:       1.1        1.8
Old  :     100.0:      19.8       25.4       27.5       51.6       45.3       98.9       98.2:       1.1        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        11          8         16         26         25         43         43:
Old  :        46:        11          8         16         26         25         43         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       46.6       58.6       68.1       19.4       29.8       30.1       36.4
Old  :                 42.3       46.6       58.6       68.1       19.4       29.8       30.1       36.4
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, June 28, 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  :   165,300:    33,161     42,262     45,092     85,739     75,943    163,992    163,297:     1,308      2,003
Old  :   165,300:    33,161     42,262     45,092     85,739     75,943    163,992    163,297:     1,308      2,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -17,089:    -2,561    -12,248     -1,722    -13,520     -3,341    -17,803    -17,311:       714        222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       25.6       27.3       51.9       45.9       99.2       98.8:       0.8        1.2
Old  :     100.0:      20.1       25.6       27.3       51.9       45.9       99.2       98.8:       0.8        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  :        47:        12          8         16         26         25         44         43:
Old  :        47:        12          8         16         26         25         44         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       46.8       58.7       67.7       21.0       28.2       30.2       35.8
Old  :                 42.0       46.8       58.7       67.7       21.0       28.2       30.2       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    72,687:    20,279      5,094     17,495     34,083     49,406     71,857     71,995:       830        692
Old  :    72,687:    20,279      5,094     17,495     34,083     49,406     71,857     71,995:       830        692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -1,495:     1,491     -1,518        235     -3,470       -492     -1,745     -1,775:       250        280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        7.0       24.1       46.9       68.0       98.9       99.0:       1.1        1.0
Old  :     100.0:      27.9        7.0       24.1       46.9       68.0       98.9       99.0:       1.1        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  :        49:         4          5          9         36         33         45         43:
Old  :        49:         4          5          9         36         33         45         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  :                 53.3       43.8       66.3       65.1       35.2       33.0       40.5       42.1
Old  :                 53.3       43.8       66.3       65.1       35.2       33.0       40.5       42.1
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, June 28, 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  :    74,182:    18,788      6,612     17,261     37,554     49,898     73,602     73,770:       580        412
Old  :    74,182:    18,788      6,612     17,261     37,554     49,898     73,602     73,770:       580        412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     1,658:     1,351       -637        766       -688      1,381      1,430      1,510:       228        148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        8.9       23.3       50.6       67.3       99.2       99.4:       0.8        0.6
Old  :     100.0:      25.3        8.9       23.3       50.6       67.3       99.2       99.4:       0.8        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         5          5          7         37         35         46         43:
Old  :        49:         5          5          7         37         35         46         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  :                 51.9       43.9       65.8       63.6       33.1       30.7       38.5       38.8
Old  :                 51.9       43.9       65.8       63.6       33.1       30.7       38.5       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    24,164:     3,383        503      4,058     16,167     19,094     23,608     23,655:       556        509
Old  :    24,164:     3,383        503      4,058     16,167     19,094     23,608     23,655:       556        509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -1,416:       106        176       -310     -1,768     -1,282     -1,972     -1,416:       556          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        2.1       16.8       66.9       79.0       97.7       97.9:       2.3        2.1
Old  :     100.0:      14.0        2.1       16.8       66.9       79.0       97.7       97.9:       2.3        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         4          1          3         19         23         24         26:
Old  :        33:         4          1          3         19         23         24         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  :                 58.9       43.2       79.7       66.5       49.6       39.4       56.3       52.4
Old  :                 58.9       43.2       79.7       66.5       49.6       39.4       56.3       52.4
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, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    25,580:     3,277        327      4,368     17,935     20,376     25,580     25,071:         0        509
Old  :    25,580:     3,277        327      4,368     17,935     20,376     25,580     25,071:         0        509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     1,222:      -162          0         -6      1,390      1,228      1,222      1,222:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        1.3       17.1       70.1       79.7      100.0       98.0:       0.0        2.0
Old  :     100.0:      12.8        1.3       17.1       70.1       79.7      100.0       98.0:       0.0        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         4          1          4         20         24         25         28:
Old  :        33:         4          1          4         20         24         25         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  :                 60.1       42.4       81.4       65.0       51.1       37.9       59.2       52.0
Old  :                 60.1       42.4       81.4       65.0       51.1       37.9       59.2       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :     9,078:       694      2,426      2,615      5,515      4,037      8,824      9,078:       254          0
Old  :     9,078:       694      2,426      2,615      5,515      4,037      8,824      9,078:       254          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :      -558:       464         16       -130     -1,146       -190       -812       -304:       254       -254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       26.7       28.8       60.8       44.5       97.2      100.0:       2.8        0.0
Old  :     100.0:       7.6       26.7       28.8       60.8       44.5       97.2      100.0:       2.8        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          3          3         15         16         19         20:
Old  :        28:         2          3          3         15         16         19         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  :                 56.6       62.5       80.4       83.7       35.7       39.3       49.3       49.3
Old  :                 56.6       62.5       80.4       83.7       35.7       39.3       49.3       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :     9,636:       230      2,410      2,745      6,661      4,227      9,636      9,382:         0        254
Old  :     9,636:       230      2,410      2,745      6,661      4,227      9,636      9,382:         0        254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       258:        56     -1,372      1,586     -1,220        -46        422        168:      -164         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       25.0       28.5       69.1       43.9      100.0       97.4:       0.0        2.6
Old  :     100.0:       2.4       25.0       28.5       69.1       43.9      100.0       97.4:       0.0        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          3          3         15         15         19         19:
Old  :        28:         2          3          3         15         15         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       61.0       80.5       83.1       39.9       39.6       52.3       50.3
Old  :                 54.2       61.0       80.5       83.1       39.9       39.6       52.3       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    11,388:     1,394      2,461        632      8,533      7,611     10,559     10,704:       829        684
Old  :    11,388:     1,394      2,461        632      8,533      7,611     10,559     10,704:       829        684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     2,202:       680      1,270       -172      1,016        678      1,524      1,776:       678        426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       21.6        5.5       74.9       66.8       92.7       94.0:       7.3        6.0
Old  :     100.0:      12.2       21.6        5.5       74.9       66.8       92.7       94.0:       7.3        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          2          3         12          9         15         13:
Old  :        20:         2          2          3         12          9         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.3       71.9       85.2       90.2       64.6       63.9       71.4       73.4
Old  :                 71.3       71.9       85.2       90.2       64.6       63.9       71.4       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    12,200:     3,080      2,340      2,600      5,900      6,690     11,580     11,630:       620        570
Old  :    12,200:     3,080      2,340      2,600      5,900      6,690     11,580     11,630:       620        570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -1,150:       360        160       -820       -330       -290       -790       -950:      -360       -200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       19.2       21.3       48.4       54.8       94.9       95.3:       5.1        4.7
Old  :     100.0:      25.2       19.2       21.3       48.4       54.8       94.9       95.3:       5.1        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          2          4         17         16         22         20:
Old  :        24:         3          2          4         17         16         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  :                 47.7       63.6       70.7       78.7       34.4       44.3       50.2       54.8
Old  :                 47.7       63.6       70.7       78.7       34.4       44.3       50.2       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    13,350:     2,720      2,180      3,420      6,230      6,980     12,370     12,580:       980        770
Old  :    13,350:     2,720      2,180      3,420      6,230      6,980     12,370     12,580:       980        770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     1,360:      -140        320        440        300        450        600      1,210:       760        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       16.3       25.6       46.7       52.3       92.7       94.2:       7.3        5.8
Old  :     100.0:      20.4       16.3       25.6       46.7       52.3       92.7       94.2:       7.3        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  :        25:         3          2          5         16         18         21         23:
Old  :        25:         3          2          5         16         18         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       60.2       70.8       76.1       32.9       39.4       46.6       50.8
Old  :                 49.0       60.2       70.8       76.1       32.9       39.4       46.6       50.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    16,150:     7,750        360      1,050      6,930     14,140     15,730     15,550:       420        600
Old  :    16,150:     7,750        360      1,050      6,930     14,140     15,730     15,550:       420        600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     1,540:     2,420          0       -200       -660      1,800      1,560      1,600:       -20        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.0        2.2        6.5       42.9       87.6       97.4       96.3:       2.6        3.7
Old  :     100.0:      48.0        2.2        6.5       42.9       87.6       97.4       96.3:       2.6        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          2          2         18         20         21         24:
Old  :        27:         3          2          2         18         20         21         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  :                 65.8       59.1       81.7       81.2       56.8       52.4       67.0       67.0
Old  :                 65.8       59.1       81.7       81.2       56.8       52.4       67.0       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    14,610:     5,330        360      1,250      7,590     12,340     14,170     13,950:       440        660
Old  :    14,610:     5,330        360      1,250      7,590     12,340     14,170     13,950:       440        660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       380:       620          0       -320         20        700        320        380:        60          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5        2.5        8.6       52.0       84.5       97.0       95.5:       3.0        4.5
Old  :     100.0:      36.5        2.5        8.6       52.0       84.5       97.0       95.5:       3.0        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  :        28:         3          2          3         19         20         22         25:
Old  :        28:         3          2          3         19         20         22         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  :                 59.0       56.1       78.1       78.5       47.8       46.4       60.1       61.3
Old  :                 59.0       56.1       78.1       78.5       47.8       46.4       60.1       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  : 1,329,328:   134,611     67,312    352,335    762,786    813,597  1,249,731  1,233,243:    79,597     96,085
Old  : 1,329,328:   134,611     67,312    352,335    762,786    813,597  1,249,731  1,233,243:    79,597     96,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    60,351:     9,049       -828     23,726     23,903     30,157     56,678     53,055:     3,673      7,296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        5.1       26.5       57.4       61.2       94.0       92.8:       6.0        7.2
Old  :     100.0:      10.1        5.1       26.5       57.4       61.2       94.0       92.8:       6.0        7.2
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  :       289:        88         92        119         82         89        237        247:
Old  :       289:        88         92        119         82         89        237        247:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       17.2       31.0       29.2       10.6        8.0       15.3       12.8
Old  :                 20.0       17.2       31.0       29.2       10.6        8.0       15.3       12.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  : 1,268,977:   125,562     68,140    328,609    738,883    783,440  1,193,054  1,180,188:    75,924     88,789
Old  : 1,268,977:   125,562     68,140    328,609    738,883    783,440  1,193,054  1,180,188:    75,924     88,789
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    35,894:     5,749      2,622     26,052     -7,259        682     24,542     29,356:    11,352      6,537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        5.4       25.9       58.2       61.7       94.0       93.0:       6.0        7.0
Old  :     100.0:       9.9        5.4       25.9       58.2       61.7       94.0       93.0:       6.0        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        79        102        119         79         88        231        250:
Old  :       288:        79        102        119         79         88        231        250:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       17.7       31.3       30.6       10.8        9.6       16.1       14.5
Old  :                 20.3       17.7       31.3       30.6       10.8        9.6       16.1       14.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    13,772:     8,402      5,544         42      2,560      6,838     11,004     12,424:     2,768      1,348
Old  :    13,772:     8,402      5,544         42      2,560      6,838     11,004     12,424:     2,768      1,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :      -295:       249        287       -373       -156       -742       -280       -828:       -15        533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.0       40.3        0.3       18.6       49.7       79.9       90.2:      20.1        9.8
Old  :     100.0:      61.0       40.3        0.3       18.6       49.7       79.9       90.2:      20.1        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        58         27          2         11         22         71         49:
Old  :       118:        58         27          2         11         22         71         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  :                 24.4       43.6       39.2       59.2       24.4       43.6       39.2       59.2
Old  :                 24.4       43.6       39.2       59.2       24.4       43.6       39.2       59.2
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, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    14,067:     8,153      5,257        415      2,716      7,580     11,284     13,252:     2,783        815
Old  :    14,067:     8,153      5,257        415      2,716      7,580     11,284     13,252:     2,783        815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       294:        53        145          3        173        -92        229         56:        65        238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.0       37.4        3.0       19.3       53.9       80.2       94.2:      19.8        5.8
Old  :     100.0:      58.0       37.4        3.0       19.3       53.9       80.2       94.2:      19.8        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  :       119:        60         22          6         11         25         75         51:
Old  :       119:        60         22          6         11         25         75         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       43.9       39.1       60.2       23.5       43.9       37.9       60.2
Old  :                 24.7       43.9       39.1       60.2       23.5       43.9       37.9       60.2
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, July 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  :     9,073:     5,603        820         38        747      7,045      6,388      7,903:     2,685      1,170
Old  :     9,073:     5,603        820         38        747      7,045      6,388      7,903:     2,685      1,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -2,287:    -2,581         78       -426        247     -1,784     -2,760     -2,133:       473       -155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.8        9.0        0.4        8.2       77.7       70.4       87.1:      29.6       12.9
Old  :     100.0:      61.8        9.0        0.4        8.2       77.7       70.4       87.1:      29.6       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        24          6          3          8         18         32         27:
Old  :        52:        24          6          3          8         18         32         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  :                 32.8       46.8       45.1       65.2       32.8       46.2       45.1       64.3
Old  :                 32.8       46.8       45.1       65.2       32.8       46.2       45.1       64.3
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, June 28, 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  :    11,360:     8,184        742        464        500      8,829      9,148     10,036:     2,212      1,324
Old  :    11,360:     8,184        742        464        500      8,829      9,148     10,036:     2,212      1,324
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -324:       388        -58        449       -222        277        615        669:      -939       -993
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.0        6.5        4.1        4.4       77.7       80.5       88.3:      19.5       11.7
Old  :     100.0:      72.0        6.5        4.1        4.4       77.7       80.5       88.3:      19.5       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  :        61:        31          9          5          6         19         41         30:
Old  :        61:        31          9          5          6         19         41         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       48.5       49.3       67.2       35.9       47.8       49.3       66.4
Old  :                 35.9       48.5       49.3       67.2       35.9       47.8       49.3       66.4
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, July 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  :   174,440:    42,569      7,094     23,492     87,260    129,284    153,322    159,870:    21,119     14,570
Old  :   174,440:    42,569      7,094     23,492     87,260    129,284    153,322    159,870:    21,119     14,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -2,327:     6,008       -794      1,878     -8,646     -3,211       -760     -2,127:    -1,567       -200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        4.1       13.5       50.0       74.1       87.9       91.6:      12.1        8.4
Old  :     100.0:      24.4        4.1       13.5       50.0       74.1       87.9       91.6:      12.1        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        61         20         34         64         73        138        115:
Old  :       162:        61         20         34         64         73        138        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       18.1       35.1       30.5       16.0       14.5       26.2       22.5
Old  :                 21.8       18.1       35.1       30.5       16.0       14.5       26.2       22.5
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, June 28, 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  :   176,767:    36,561      7,888     21,613     95,906    132,496    154,081    161,997:    22,686     14,770
Old  :   176,767:    36,561      7,888     21,613     95,906    132,496    154,081    161,997:    22,686     14,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    -9,073:      -639        604     -6,440     -3,981     -2,546    -11,060     -8,382:     1,987       -691
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        4.5       12.2       54.3       75.0       87.2       91.6:      12.8        8.4
Old  :     100.0:      20.7        4.5       12.2       54.3       75.0       87.2       91.6:      12.8        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        49         25         31         65         74        129        115:
Old  :       155:        49         25         31         65         74        129        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       18.5       36.7       31.1       17.4       14.5       26.8       22.6
Old  :                 23.4       18.5       36.7       31.1       17.4       14.5       26.8       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 15, 2005