WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      269,640
COMMITMENTS
  36,861   44,801   48,818  152,408  133,045  238,088  226,665   31,552   42,975

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      5,449)
      25     -563      319      455    3,643      799    3,399    4,649    2,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     16.6     18.1     56.5     49.3     88.3     84.1     11.7     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      65       92       64       49       61      156      178
 
 
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      264,191
COMMITMENTS
  36,837   45,364   48,499  151,953  129,403  237,288  223,266   26,903   40,925

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      1,567)
   3,274  -11,562      196   -3,479    8,971       -9   -2,395    1,575    3,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     17.2     18.4     57.5     49.0     89.8     84.5     10.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      70       83       67       47       60      156      178
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      865,883
COMMITMENTS
  87,385   90,527  158,206  463,309  395,537  708,899  644,270  156,984  221,613

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     22,838)
   5,368   -8,949    4,747    8,292   23,868   18,408   19,666    4,430    3,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     10.5     18.3     53.5     45.7     81.9     74.4     18.1     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      507)
     137      116      152      200      209      412      412
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      843,045
COMMITMENTS
  82,017   99,476  153,459  455,016  371,669  690,491  624,603  152,554  218,442

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -5,990)
  -3,940  -56,300   12,996  -22,107   26,591  -13,050  -16,712    7,060   10,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     11.8     18.2     54.0     44.1     81.9     74.1     18.1     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      481)
     122      111      137      191      190      385      385
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,740
COMMITMENTS
   1,743    1,751      986    2,344    4,531    5,074    7,268    4,667    2,473

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        536)
      88       45      162      161      198      411      405      124      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     18.0     10.1     24.1     46.5     52.1     74.6     47.9     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9       15        5       10       13       24       28
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,205
COMMITMENTS
   1,654    1,705      824    2,184    4,333    4,662    6,862    4,543    2,343

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:         64)
    -199      277      -28      -39     -205     -266       44      330       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     18.5      9.0     23.7     47.1     50.7     74.6     49.3     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12       12        4       10       13       23       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      408,856
COMMITMENTS
  74,291   20,825   96,572  153,765  186,963  324,628  304,359   84,228  104,497

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     49,627)
  20,293      299   16,028    2,859   23,891   39,179   40,217   10,448    9,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      5.1     23.6     37.6     45.7     79.4     74.4     20.6     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
     133       84      133      103      113      308      271
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      359,229
COMMITMENTS
  53,998   20,526   80,544  150,907  163,073  285,449  264,142   73,780   95,087

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     29,300)
  13,847   -8,902    7,281     -511   27,979   20,617   26,359    8,683    2,942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      5.7     22.4     42.0     45.4     79.5     73.5     20.5     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
     129       72      114       88       98      272      237
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,402
COMMITMENTS
  11,897    2,100      459        0      725   12,356    3,284    3,046   12,118

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      13        5        7        0        3       16       12
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      151,507
COMMITMENTS
  23,417   13,909   22,581   80,073  102,383  126,072  138,874   25,435   12,633

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      9,359)
   4,627   -4,124    1,785      988   13,695    7,400   11,355    1,959   -1,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      9.2     14.9     52.9     67.6     83.2     91.7     16.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      45       29       36       49       49      114      100
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      142,148
COMMITMENTS
  18,791   18,033   20,797   79,085   88,689  118,672  127,519   23,476   14,629

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      3,270)
     478   -1,334     -566      660    6,884      572    4,984    2,699   -1,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     12.7     14.6     55.6     62.4     83.5     89.7     16.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      39       29       32       51       49      103      102
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      933,690
COMMITMENTS
 138,465  110,570  132,843  487,487  468,970  758,795  712,383  174,895  221,307

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     18,032)
  -2,630  -15,236   11,126    2,903   -7,272   11,399  -11,382    6,633   29,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     11.8     14.2     52.2     50.2     81.3     76.3     18.7     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      37       42       41       73       85      134      144
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      915,658
COMMITMENTS
 141,095  125,806  121,717  484,583  476,242  747,396  723,765  168,262  191,893

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:    -81,926)
  29,853    5,076  -38,005  -60,437  -45,242  -68,588  -78,171  -13,337   -3,754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     13.7     13.3     52.9     52.0     81.6     79.0     18.4     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      39       44       50       75       87      145      152
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      160,367
COMMITMENTS
  37,840    9,782   24,040   59,757  103,179  121,637  137,000   38,729   23,366

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     15,926)
  12,403      225    1,325   -2,464   11,957   11,265   13,507    4,661    2,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      6.1     15.0     37.3     64.3     75.8     85.4     24.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      42       28       35       52       60      124      107
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      144,441
COMMITMENTS
  25,438    9,557   22,714   62,221   91,222  110,373  123,493   34,068   20,948

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      6,655)
   3,976     -170     -257     -286    7,037    3,433    6,610    3,222       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      6.6     15.7     43.1     63.2     76.4     85.5     23.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      39       23       33       53       64      114      113
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,620
COMMITMENTS
   3,860      854    1,664    1,462    4,742    6,987    7,260    1,633    1,359

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        846)
     208      342      535      422     -113    1,165      764     -319       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.8      9.9     19.3     17.0     55.0     81.1     84.2     18.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      19        7       11       11       14       32       30
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,774
COMMITMENTS
   3,653      513    1,129    1,040    4,854    5,822    6,496    1,952    1,278

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:       -288)
    -136      -10      -91       35     -223     -191     -323      -97       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.0      6.6     14.5     13.4     62.4     74.9     83.6     25.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      18        7        9       12       16       33       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      376,612
COMMITMENTS
  94,679   74,639      788  222,668  188,894  318,135  264,321   58,477  112,291

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      9,058)
  -8,592    2,354   -3,228   26,415   17,230   14,595   16,356   -5,537   -7,298

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      12       22        4       45       42       59       66
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      367,554
COMMITMENTS
 103,271   72,285    4,016  196,253  171,664  303,540  247,965   64,014  119,589

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     26,565)
 -10,591   -2,957    2,677   32,879   22,840   24,965   22,560    1,600    4,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1     19.7      1.1     53.4     46.7     82.6     67.5     17.4     32.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      17       23        3       43       44       62       68
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,648,918
COMMITMENTS
 454,111  383,333  435,502  1452624  1357262  2342237  2176097  306,680  472,821

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:   -155,306)
 -59,286  -31,602    2,364  -58,523  -59,155 -115,445  -88,392  -39,861  -66,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     14.5     16.4     54.8     51.2     88.4     82.2     11.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      58       70       71      103      129      197      234
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,804,224
COMMITMENTS
 513,397  414,934  433,138  1511147  1416417  2457682  2264490  346,542  539,734

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:   -382,176)
  78,450  -30,591 -277,986 -237,656 -133,997 -437,192 -442,574   55,017   60,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     14.8     15.4     53.9     50.5     87.6     80.8     12.4     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      50       84       76      104      131      200      245
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,395,147
COMMITMENTS
 155,864  216,372  153,594  890,483  747,104  1199941  1117070  195,206  278,077

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -43,580)
   7,070  -18,562  -36,931  -13,449    3,442  -43,310  -52,051     -270    8,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     15.5     11.0     63.8     53.6     86.0     80.1     14.0     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      30       50       44       73       86      130      153
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,438,727
COMMITMENTS
 148,794  234,934  190,525  903,932  743,662  1243251  1169121  195,477  269,606

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:   -206,024)
   9,129  -54,242  -88,009 -138,123  -57,424 -217,003 -199,676   10,979   -6,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     16.3     13.2     62.8     51.7     86.4     81.3     13.6     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      36       46       47       72       88      132      157
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      662,511
COMMITMENTS
 113,169   38,048  248,625  255,537  348,745  617,331  635,417   45,180   27,093

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     16,370)
 -15,040     -208   16,724   12,440    3,568   14,124   20,085    2,246   -3,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      5.7     37.5     38.6     52.6     93.2     95.9      6.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      35       23       45       56       60      110      110
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      646,140
COMMITMENTS
 128,208   38,256  231,900  243,098  345,177  603,206  615,333   42,934   30,808

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     21,171)
  -6,271    2,697   11,055   13,172   11,863   17,956   25,615    3,216   -4,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      5.9     35.9     37.6     53.4     93.4     95.2      6.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      38       22       45       52       59      108      108
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,757
COMMITMENTS
  12,666    4,544    1,291   16,063   28,489   30,020   34,324   11,737    7,433

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,443)
     654     -430      134   -3,373     -742   -2,584   -1,038    1,142     -405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3     10.9      3.1     38.5     68.2     71.9     82.2     28.1     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      22       12       10       19       12       45       30
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       43,200
COMMITMENTS
  12,012    4,974    1,157   19,435   29,231   32,605   35,362   10,595    7,838

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:       -232)
   1,082     -346     -284   -1,355    1,189     -557      559      325     -791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8     11.5      2.7     45.0     67.7     75.5     81.9     24.5     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      22       14        9       19       13       46       31
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       75,224
COMMITMENTS
  10,937   34,363    3,838   48,177   13,605   62,953   51,807   12,272   23,417

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      5,543)
   1,095     -874    1,090    1,149    1,547    3,334    1,763    2,209    3,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     45.7      5.1     64.0     18.1     83.7     68.9     16.3     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      19       37       19       18       17       48       62
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       69,681
COMMITMENTS
   9,843   35,237    2,748   47,028   12,059   59,619   50,045   10,063   19,637

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -4,974)
     609    2,929   -2,630      432   -5,475   -1,589   -5,177   -3,385      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     50.6      3.9     67.5     17.3     85.6     71.8     14.4     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      17       35       15       16       15       42       56
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       44,733
COMMITMENTS
   6,503    6,891    1,046   36,479   35,373   44,028   43,310      705    1,423

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7       23        4       19       20       29       44
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       39,731
COMMITMENTS
   6,518    6,327    1,046   31,317   30,844   38,881   38,217      850    1,514

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      1,135)
     -70   -1,052        0    1,503    2,152    1,433    1,100     -298       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     15.9      2.6     78.8     77.6     97.9     96.2      2.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7       21        4       17       19       27       41
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,571
COMMITMENTS
     100    1,105        0   12,468   11,422   12,568   12,527        3       44

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        7        0        5        9        6       16
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,234
COMMITMENTS
       0      948        0   14,180   13,200   14,180   14,148       54       86

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:        -68)
       0      -89        0      -68       16      -68      -73        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.7      0.0     99.6     92.7     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        7        0        5       11        5       18
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,443
COMMITMENTS
   2,478    1,989    3,822   17,090   14,447   23,390   20,258    5,053    8,185

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        593)
     384      121     -113      201      370      473      378      120      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      7.0     13.4     60.1     50.8     82.2     71.2     17.8     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9        7       13       24       19       39       33
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,850
COMMITMENTS
   2,093    1,868    3,934   16,889   14,078   22,917   19,880    4,933    7,970

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:        176)
    -579      -47      -71      682       24       33      -94      143      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      6.7     14.1     60.6     50.5     82.3     71.4     17.7     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11        5       13       24       19       39       33
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      104,066
COMMITMENTS
  11,024   16,723   29,627   47,319   29,860   87,971   76,210   16,096   27,856

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      2,516)
    -953    1,598    1,530    2,167      335    2,744    3,463     -228     -947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     16.1     28.5     45.5     28.7     84.5     73.2     15.5     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      36       57       62       27       34      104      131
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      101,550
COMMITMENTS
  11,977   15,125   28,097   45,152   29,525   85,226   72,747   16,324   28,803

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      1,004)
    -195    5,179    5,268      556   -4,759    5,628    5,688   -4,625   -4,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     14.9     27.7     44.5     29.1     83.9     71.6     16.1     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      42       53       59       26       34      103      125
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        4,055
COMMITMENTS
     505    1,674      357    1,456      744    2,318    2,775    1,737    1,280

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:         42)
     -93      -43       53      -52      -38      -92      -28      134       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     41.3      8.8     35.9     18.3     57.2     68.4     42.8     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12       15        9        7        4       24       24
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        4,013
COMMITMENTS
     598    1,718      304    1,508      782    2,410    2,804    1,603    1,210

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:        342)
     182      280     -106       -7       11       69      184      273      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     42.8      7.6     37.6     19.5     60.1     69.9     39.9     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10       17        5        8        4       23       21
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      161,693
COMMITMENTS
  40,567   11,253   24,921   74,714   83,905  140,202  120,080   21,491   41,614

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      3,419)
    -638      430    1,660    1,407    2,200    2,428    4,290      990     -871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      7.0     15.4     46.2     51.9     86.7     74.3     13.3     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      65       37       62       79      107      180      183
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      158,274
COMMITMENTS
  41,205   10,824   23,261   73,308   81,705  137,774  115,790   20,501   42,484

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:    -12,082)
  -9,136   -1,022   -3,421    1,789   -5,251  -10,768   -9,694   -1,314   -2,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0      6.8     14.7     46.3     51.6     87.0     73.2     13.0     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      65       24       52       78      111      168      173
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,855
COMMITMENTS
   1,245      358      314    1,045    2,048    2,605    2,720    1,250    1,135

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        143)
      80      -89       45       81      165      206      121      -63       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3      9.3      8.1     27.1     53.1     67.6     70.6     32.4     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12        9        8       17       19       33       32
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,711
COMMITMENTS
   1,166      447      268      964    1,883    2,398    2,599    1,313    1,112

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:        177)
      53       70       61      183       78      296      209     -119      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4     12.1      7.2     26.0     50.7     64.6     70.0     35.4     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9       12        8       17       18       31       33
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,895
COMMITMENTS
  10,378    2,521    3,052    6,429    4,281   19,860    9,854    5,035   15,041

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -3,701)
    -586     -274   -1,203   -1,504   -1,168   -3,293   -2,644     -408   -1,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.7     10.1     12.3     25.8     17.2     79.8     39.6     20.2     60.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      42       27       18       36       40       90       74
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,596
COMMITMENTS
  10,964    2,794    4,255    7,933    5,449   23,152   12,498    5,443   16,098

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:       -643)
    -643      161       83      -94     -851     -654     -607       12      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.3      9.8     14.9     27.7     19.1     81.0     43.7     19.0     56.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      43       30       25       47       52      106       93
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      103,289
COMMITMENTS
  10,915   41,392    3,011   63,175   34,872   77,101   79,275   26,188   24,014

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -2,149)
     770     -885     -210   -2,664      -27   -2,103   -1,121      -46   -1,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     40.1      2.9     61.2     33.8     74.6     76.8     25.4     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       9       26        9       30       25       47       52
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      105,438
COMMITMENTS
  10,145   42,277    3,221   65,838   34,899   79,205   80,396   26,234   25,042

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -1,790)
  -1,904   -2,569     -547      841    3,301   -1,610      185     -180   -1,975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     40.1      3.1     62.4     33.1     75.1     76.2     24.9     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      11       23        9       31       24       48       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       70,733
COMMITMENTS
   1,673   40,249      126   58,759    7,716   60,558   48,091   10,175   22,642

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -432)
    -622      816      -10     -857      -89   -1,489      718    1,057   -1,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     56.9      0.2     83.1     10.9     85.6     68.0     14.4     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2       24        2       20        8       23       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       71,164
COMMITMENTS
   2,295   39,433      136   59,616    7,805   62,046   47,373    9,118   23,791

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      9,045)
     -72    9,113        7   10,820     -326   10,754    8,794   -1,709      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     55.4      0.2     83.8     11.0     87.2     66.6     12.8     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3       24        2       18        8       22       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      110,178
COMMITMENTS
  83,830    3,568      725   16,642  101,612  101,198  105,906    8,980    4,272

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      8,142)
   6,786     -196      305      460    8,364    7,551    8,473      591     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.1      3.2      0.7     15.1     92.2     91.8     96.1      8.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      62       12        5       16       19       82       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      102,036
COMMITMENTS
  77,044    3,764      420   16,182   93,248   93,646   97,432    8,389    4,603

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -3,317)
  -1,399      727       96   -2,401   -4,599   -3,704   -3,776      387      459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.5      3.7      0.4     15.9     91.4     91.8     95.5      8.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      59       14        4       16       19       78       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      100,386
COMMITMENTS
  14,376   25,444    2,597   62,026   50,200   78,999   78,241   21,387   22,145

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      9,448)
    -347    3,223      213    8,914    3,164    8,780    6,601      668    2,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     25.3      2.6     61.8     50.0     78.7     77.9     21.3     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       21        8       23       16       44       41
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       90,938
COMMITMENTS
  14,723   22,221    2,384   53,112   47,035   70,219   71,640   20,719   19,297

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      5,665)
  -2,849    4,945      910    9,554   -1,317    7,615    4,538   -1,951    1,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     24.4      2.6     58.4     51.7     77.2     78.8     22.8     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      16       21        7       23       17       42       42
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      211,146
COMMITMENTS
   6,033   54,823    4,234  172,392  122,232  182,659  181,290   28,487   29,856

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -294)
  -3,737    5,858     -586      513   -9,645   -3,810   -4,373    3,516    4,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     26.0      2.0     81.6     57.9     86.5     85.9     13.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
       9       33        8       32       31       47       66
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      211,440
COMMITMENTS
   9,769   48,965    4,820  171,879  131,877  186,469  185,663   24,971   25,777

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -4,765)
    -885   -9,641      391   -2,939      798   -3,433   -8,453   -1,332    3,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     23.2      2.3     81.3     62.4     88.2     87.8     11.8     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      16       28       11       33       34       55       67
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      242,572
COMMITMENTS
  27,374   42,004   24,017  115,786  103,322  167,177  169,343   75,395   73,229

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     40,104)
      44    3,694    3,413   13,944   19,778   17,401   26,885   22,703   13,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     17.3      9.9     47.7     42.6     68.9     69.8     31.1     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      36       35       25       34       33       80       83
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      202,468
COMMITMENTS
  27,330   38,310   20,604  101,842   83,544  149,776  142,458   52,692   60,010

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     11,349)
   1,591    3,011    4,390    6,742      571   12,723    7,972   -1,374    3,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     18.9     10.2     50.3     41.3     74.0     70.4     26.0     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      29       39       26       31       32       76       81
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       55,632
COMMITMENTS
   9,572    3,191      589   40,073   44,970   50,234   48,750    5,398    6,882

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        2       14       13       17       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,657,561
COMMITMENTS
 718,811  605,143  4023998  7811927  7352753 12554736 11981895  1102825  1675666

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    156,874)
  47,412  -36,094   88,750   26,611  117,957  162,774  170,614   -5,900  -13,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      4.4     29.5     57.2     53.8     91.9     87.7      8.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      57       75      113      145      143      272      267
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,500,687
COMMITMENTS
 671,399  641,237  3935248  7785316  7234796 12391963 11811281  1108725  1689406

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     79,606)
   4,135   56,765   -3,481  104,285   23,973  104,939   77,257  -25,333    2,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      4.7     29.1     57.7     53.6     91.8     87.5      8.2     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      57       76      114      144      143      273      268
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      768,141
COMMITMENTS
  58,634   67,934   51,753  497,504  510,951  607,891  630,638  160,251  137,503

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -2,079)
  -2,565     -570     -108   -8,971    1,152  -11,643      474    9,564   -2,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      8.8      6.7     64.8     66.5     79.1     82.1     20.9     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      42       41       51       96       66      170      126
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      770,220
COMMITMENTS
  61,199   68,505   51,860  506,475  509,799  619,534  630,164  150,687  140,057

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -6,304)
   2,074   -8,520   -5,763    1,159   -1,668   -2,531  -15,952   -3,773    9,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      8.9      6.7     65.8     66.2     80.4     81.8     19.6     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      37       46       53      101       68      177      128
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,091,744
COMMITMENTS
 188,975  225,117   24,024  534,637  744,810  747,636  993,951  344,109   97,794

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     19,014)
   7,720  -18,007    4,607   24,274   38,958   36,601   25,557  -17,587   -6,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     20.6      2.2     49.0     68.2     68.5     91.0     31.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      45       54       25       60       62      122      124
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,072,731
COMMITMENTS
 181,256  243,124   19,417  510,362  705,852  711,035  968,393  361,696  104,337

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     40,923)
   4,947   31,934   -7,977   22,631   16,504   19,601   40,461   21,322      461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     22.7      1.8     47.6     65.8     66.3     90.3     33.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      45       56       29       56       60      120      126
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,144
COMMITMENTS
     725    1,281       19    5,920    9,592    6,664   10,892    5,480    1,252

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        1       12       13       14       16
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,515
COMMITMENTS
     725    1,306        0    5,426    9,871    6,151   11,177    5,364      338

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:       -168)
       0     -203        0       81      595       81      392     -249     -560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     11.3      0.0     47.1     85.7     53.4     97.1     46.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        0       11       14       12       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       29,538
COMMITMENTS
   9,798    5,314      144   16,035   19,377   25,977   24,835    3,561    4,703

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        5        2       15       17       21       24
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       29,492
COMMITMENTS
  10,998    6,172        0   14,395   17,843   25,393   24,015    4,099    5,477

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:        800)
     -67    1,638        0      360    1,512      293    3,150      507   -2,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3     20.9      0.0     48.8     60.5     86.1     81.4     13.9     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        5        0       16       17       24       22
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,943
COMMITMENTS
   9,403   12,955       15   36,608   25,791   46,026   38,761    9,917   17,182

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,237)
   1,833   -4,711      -10     -494      205    1,329   -4,516      -92    5,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     23.2      0.0     65.4     46.1     82.3     69.3     17.7     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19       18        2       32       29       52       48
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       54,706
COMMITMENTS
   7,570   17,666       25   37,102   25,586   44,697   43,277   10,009   11,429

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -3,908)
   2,845   -2,662      -29   -1,819   -1,787      997   -4,479   -4,905      571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     32.3      0.0     67.8     46.8     81.7     79.1     18.3     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      16       19        2       35       29       52       49
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      307,814
COMMITMENTS
  71,693  112,058    7,058  167,234  162,379  245,984  281,496   61,830   26,319

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -7,783)
 -18,035   -3,446      755  -23,454    2,321  -40,733     -370   32,950   -7,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     36.4      2.3     54.3     52.8     79.9     91.4     20.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      54       69       12       46       34      107      108
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      315,597
COMMITMENTS
  89,727  115,504    6,302  190,688  160,058  286,717  281,865   28,880   33,732

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:    -17,526)
  12,405  -29,704    3,822  -35,682   18,998  -19,455   -6,884    1,929  -10,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     36.6      2.0     60.4     50.7     90.8     89.3      9.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      54       81       12       42       39      103      125
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       91,827
COMMITMENTS
  15,892   10,754    3,469   52,534   60,842   71,895   75,065   19,931   16,762

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,103)
  -4,518    1,716     -776    4,715   -2,193     -580   -1,253     -523      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     11.7      3.8     57.2     66.3     78.3     81.7     21.7     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6       11        4       22       14       30       27
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       92,930
COMMITMENTS
  20,411    9,038    4,245   47,819   63,035   72,475   76,318   20,455   16,612

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      1,572)
  -3,183     -596      138    3,002       -7      -43     -466    1,615    2,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      9.7      4.6     51.5     67.8     78.0     82.1     22.0     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       10        4       22       15       33       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       37,829
COMMITMENTS
   1,008   13,657      108   31,709   18,605   32,825   32,370    5,004    5,459

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4       12        2       28       26       33       39
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       36,655
COMMITMENTS
     776   13,017      112   29,972   18,519   30,860   31,648    5,795    5,007

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:       -308)
    -345       15      107     -251     -122     -489        0      181     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     35.5      0.3     81.8     50.5     84.2     86.3     15.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3       12        3       27       26       32       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      249,010
COMMITMENTS
  52,611   35,508    3,278  182,210  192,575  238,099  231,361   10,911   17,649

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      5,918)
     798     -666    1,311    3,345    3,274    5,454    3,919      464    1,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     14.3      1.3     73.2     77.3     95.6     92.9      4.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      15       40       11       35       48       58       91
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      243,092
COMMITMENTS
  51,814   36,174    1,967  178,864  189,301  232,645  227,442   10,447   15,650

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -5,814)
    -888   -3,779     -409   -5,224   -1,122   -6,521   -5,310      707     -504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     14.9      0.8     73.6     77.9     95.7     93.6      4.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      16       38       10       35       48       57       90
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       41,764
COMMITMENTS
  13,567    5,556      143   14,329   23,914   28,039   29,613   13,725   12,151

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,525)
     227     -998     -133     -924      590     -830     -541     -695     -984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5     13.3      0.3     34.3     57.3     67.1     70.9     32.9     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      29       13        3       18       28       49       42
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       43,289
COMMITMENTS
  13,340    6,554      276   15,253   23,324   28,869   30,154   14,420   13,135

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      1,633)
   3,350      665       10   -3,213   -1,874      147   -1,199    1,486    2,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8     15.1      0.6     35.2     53.9     66.7     69.7     33.3     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      29       14        3       18       27       49       43
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       28,334
COMMITMENTS
   7,117      560      103   16,663    2,399   23,883    3,062    4,451   25,272

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        2        3       11        4       21        9
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       29,330
COMMITMENTS
   7,160      350       42   15,964    2,397   23,166    2,789    6,164   26,541

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      1,972)
     409     -573       25      114     -256      548     -804    1,424    2,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      1.2      0.1     54.4      8.2     79.0      9.5     21.0     90.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      11        1        2       11        4       22        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       74,526
COMMITMENTS
   4,449    5,762      599   52,583   28,063   57,631   34,424   16,895   40,102

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5       14        3       19       29       26       45
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       75,849
COMMITMENTS
   4,466    5,718      445   51,633   28,469   56,544   34,632   19,305   41,217

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      1,489)
   1,320    1,335     -146       95       39    1,269    1,228      220      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      7.5      0.6     68.1     37.5     74.5     45.7     25.5     54.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4       14        2       19       29       24       45
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      136,807
COMMITMENTS
  52,543   10,154   20,874   27,964   92,727  101,380  123,755   35,427   13,053

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     12,550)
  15,429   -2,801      459   -4,443   14,467   11,444   12,125    1,106      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4      7.4     15.3     20.4     67.8     74.1     90.5     25.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      96       39       50       26       43      144      112
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      124,257
COMMITMENTS
  37,114   12,955   20,415   32,407   78,260   89,936  111,630   34,321   12,627

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      1,896)
     -41     -996       84    1,363    2,447    1,407    1,534      489      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9     10.4     16.4     26.1     63.0     72.4     89.8     27.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      90       35       54       26       36      140      105
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       96,863
COMMITMENTS
  23,328   13,196   18,213   43,137   52,695   84,678   84,104   12,186   12,760

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -171)
   3,099   -3,087     -503   -1,297    4,886    1,299    1,296   -1,471   -1,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     13.6     18.8     44.5     54.4     87.4     86.8     12.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      51       45       39       46       45      115      115
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       97,035
COMMITMENTS
  20,228   16,283   18,717   44,433   47,809   83,378   82,808   13,656   14,227

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -2,555)
    -648     -944     -760     -999   -1,299   -2,407   -3,003     -148      447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     16.8     19.3     45.8     49.3     85.9     85.3     14.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      42       45       38       41       38       99      108
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      294,597
COMMITMENTS
 113,281   78,972   40,636   92,986  148,726  246,903  268,334   47,694   26,264

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -48,045)
    -115   12,638  -19,773  -23,530  -37,593  -43,418  -44,728   -4,626   -3,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5     26.8     13.8     31.6     50.5     83.8     91.1     16.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
     114       77       54       43       40      180      151
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      342,642
COMMITMENTS
 113,396   66,334   60,409  116,516  186,319  290,321  313,062   52,321   29,580

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:       -229)
  -9,331    7,410     -653   11,214   -8,497    1,229   -1,740   -1,458    1,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1     19.4     17.6     34.0     54.4     84.7     91.4     15.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
     121       76       64       45       43      197      156
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       10,969
COMMITMENTS
   6,659    1,554      218    1,915    8,858    8,792   10,630    2,177      339

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      23        2        4        7        5       34        9
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       11,093
COMMITMENTS
   6,216    1,092      243    1,930    8,821    8,389   10,156    2,704      937

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -3,637)
    -952      490     -305      796   -1,332     -461   -1,147   -3,176   -2,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.0      9.8      2.2     17.4     79.5     75.6     91.6     24.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      21        2        4        8        6       33       10
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       83,060
COMMITMENTS
  16,632    9,071    7,181   42,159   47,545   65,971   63,797   17,089   19,264

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -655)
     629   -2,075     -385      -42    2,915      202      455     -858   -1,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     10.9      8.6     50.8     57.2     79.4     76.8     20.6     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      30       22       16       51       48       87       81
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       83,716
COMMITMENTS
  16,003   11,146    7,566   42,201   44,629   65,769   63,341   17,946   20,375

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      7,446)
   3,391   -2,190    1,425    2,025    7,501    6,841    6,736      605      710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     13.3      9.0     50.4     53.3     78.6     75.7     21.4     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      30       25       18       49       45       85       83
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       32,628
COMMITMENTS
   2,487    3,002    1,606   20,328   17,328   24,422   21,936    8,207   10,692

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        781)
     127     -577     -575      653      812      205     -340      577    1,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      9.2      4.9     62.3     53.1     74.8     67.2     25.2     32.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7       11        7       21       16       33       29
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       31,847
COMMITMENTS
   2,360    3,579    2,181   19,676   16,517   24,217   22,276    7,630    9,571

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      1,977)
     695   -2,414      148      486    2,305    1,329       39      647    1,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     11.2      6.8     61.8     51.9     76.0     69.9     24.0     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       9       13       10       23       15       38       32
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      144,007
COMMITMENTS
  21,249   15,041   32,194   75,501   84,471  128,944  131,706   15,063   12,301

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      3,974)
    -884    3,007      759    4,361   -2,696    4,236    1,070     -262    2,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     10.4     22.4     52.4     58.7     89.5     91.5     10.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      54       65       55       75       65      165      151
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      140,033
COMMITMENTS
  22,133   12,034   31,435   71,141   87,167  124,708  130,636   15,325    9,397

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -4,242)
  -6,912    3,597      243    2,660   -8,078   -4,008   -4,238     -234       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      8.6     22.4     50.8     62.2     89.1     93.3     10.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      70       50       54       74       66      172      143
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       37,448
COMMITMENTS
  10,008    3,451    7,922   14,007   23,498   31,937   34,871    5,512    2,577

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,475)
     243      233      838      223     -147    1,304      923      170      551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      9.2     21.2     37.4     62.7     85.3     93.1     14.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      56       20       24       23       19       92       51
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       35,974
COMMITMENTS
   9,765    3,219    7,084   13,784   23,646   30,632   33,948    5,341    2,026

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      1,598)
     580      585      297      -29      814      848    1,696      750      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      8.9     19.7     38.3     65.7     85.2     94.4     14.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      55       20       23       23       19       89       53
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      148,396
COMMITMENTS
  23,093   23,858   14,234  101,775  104,892  139,102  142,984    9,294    5,412

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      3,947)
   1,181    1,773      666    2,044    1,815    3,891    4,254       56     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     16.1      9.6     68.6     70.7     93.7     96.4      6.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      52       49       37       52       39      126      110
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      144,449
COMMITMENTS
  21,912   22,085   13,568   99,731  103,077  135,211  138,731    9,238    5,719

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      2,506)
     564      899      406    2,177    1,653    3,147    2,958     -641     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     15.3      9.4     69.0     71.4     93.6     96.0      6.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      52       47       35       53       40      125      105
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      469,646
COMMITMENTS
  72,498   66,752   70,456  255,893  279,593  398,847  416,801   70,799   52,845

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      6,330)
   3,821  -10,361      764     -926   15,906    3,658    6,308    2,671       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     14.2     15.0     54.5     59.5     84.9     88.7     15.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      39       53       43       57       46      123      116
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      463,316
COMMITMENTS
  68,678   77,114   69,692  256,819  263,687  395,189  410,492   68,127   52,824

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      8,395)
  -3,353   -9,977    7,834     -651   16,805    3,830   14,662    4,565   -6,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     16.6     15.0     55.4     56.9     85.3     88.6     14.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      41       55       43       59       45      126      117
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      125,014
COMMITMENTS
  29,656    9,290   33,363   51,513   75,281  114,531  117,934   10,483    7,080

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        537)
  -1,116      197      868      925   -1,181      677     -116     -140      653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      7.4     26.7     41.2     60.2     91.6     94.3      8.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     160       68      128       96      102      311      248
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      124,477
COMMITMENTS
  30,772    9,093   32,495   50,587   76,462  113,854  118,050   10,623    6,427

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:       -306)
     806     -477      397      108    1,121    1,311    1,041   -1,617   -1,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      7.3     26.1     40.6     61.4     91.5     94.8      8.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
     172       52      124       98      107      317      245
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       30,873
COMMITMENTS
  17,606    2,426    3,744    5,103   22,631   26,453   28,801    4,420    2,071

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,441)
     924     -115      531      102    1,196    1,557    1,613     -116     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.0      7.9     12.1     16.5     73.3     85.7     93.3     14.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      38       14       15       11        5       58       26
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,431
COMMITMENTS
  16,682    2,541    3,213    5,001   21,435   24,896   27,189    4,536    2,243

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      1,952)
   1,537   -1,010      146      360    2,931    2,043    2,067      -91     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.7      8.6     10.9     17.0     72.8     84.6     92.4     15.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      37       11       13       10        7       54       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      196,617
COMMITMENTS
  23,299   25,567   30,849  106,865  111,162  161,013  167,579   35,605   29,038

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -15,792)
   4,547    1,617   -8,975  -15,127  -10,207  -19,555  -17,565    3,764    1,774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     13.0     15.7     54.4     56.5     81.9     85.2     18.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      26       20       24       60       64       98       97
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      212,409
COMMITMENTS
  18,752   23,950   39,825  121,991  121,369  180,568  185,144   31,841   27,265

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      7,013)
     621   -2,726    2,251    3,708    4,229    6,580    3,754      432    3,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     11.3     18.7     57.4     57.1     85.0     87.2     15.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      24       23       28       63       65      102      103
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      739,017
COMMITMENTS
  33,263   75,908  295,300  334,694  327,719  663,257  698,926   75,761   40,091

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -40,686)
      77    5,444  -18,990  -15,115  -25,690  -34,027  -39,236   -6,659   -1,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     10.3     40.0     45.3     44.3     89.7     94.6     10.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      54       63       72       91       83      179      188
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      779,703
COMMITMENTS
  33,185   70,464  314,290  349,808  353,409  697,284  738,163   82,419   41,541

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      2,793)
     584    8,211    5,215   -3,440   -6,714    2,359    6,712      434   -3,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      9.0     40.3     44.9     45.3     89.4     94.7     10.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      45       68       76       90       83      178      190
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       35,985
COMMITMENTS
   8,013    3,118    1,400   22,203   21,508   31,616   26,026    4,369    9,959

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       15       14       18       16
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,268
COMMITMENTS
   6,025    3,118    1,791   22,265   19,890   30,081   24,799    4,187    9,469

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      9.1      5.2     65.0     58.0     87.8     72.4     12.2     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       15       14       18       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,050
COMMITMENTS
   8,254   11,746   14,372   89,610   87,285  112,236  113,403   10,814    9,647

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       18       23       21       25
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,238
COMMITMENTS
   8,556   14,688    1,268   93,054   88,215  102,878  104,171    9,360    8,067

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      4,224)
       0    5,308      364    4,226    1,408    4,590    7,080     -366   -2,856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     13.1      1.1     82.9     78.6     91.7     92.8      8.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       20       25       23       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,432
COMMITMENTS
  10,442    8,942      848   40,783   35,894   52,073   45,684    4,359   10,748

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        2       12       11       15       14
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,398
COMMITMENTS
   9,716    9,310      848   40,661   35,770   51,225   45,928    4,173    9,470

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      1,464)
       0     -244      244        0     -786      244     -786    1,220    2,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     16.8      1.5     73.4     64.6     92.5     82.9      7.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        2       12       11       15       14
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,283
COMMITMENTS
   2,710    6,313    3,211   47,387   46,491   53,308   56,015    3,975    1,268

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       17       15       19       18
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,080
COMMITMENTS
   2,150    5,513    3,397   43,914   43,442   49,461   52,352    5,619    2,728

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      1,390)
    -368      704     -246    1,672      872    1,058    1,330      332       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     10.0      6.2     79.7     78.9     89.8     95.0     10.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       16       15       18       18
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,754
COMMITMENTS
   7,928   17,299    2,989   47,541   37,876   58,458   58,164    4,296    4,590

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        4       23       21       27       26
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,906
COMMITMENTS
   6,218   17,283    3,959   48,099   35,972   58,276   57,214    3,630    4,692

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      2,300)
    -190    3,299    1,212    1,402   -2,704    2,424    1,807     -124      493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     27.9      6.4     77.7     58.1     94.1     92.4      5.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        4       23       21       27       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,184
COMMITMENTS
   1,648      240      558   34,938   34,622   37,144   35,420    1,040    2,764

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       18       18       19       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,579
COMMITMENTS
   2,928        0      496   34,115   35,199   37,539   35,695    1,040    2,884

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      2,538)
     452        0      250    1,774    1,808    2,476    2,058       62      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.0      1.3     88.4     91.2     97.3     92.5      2.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       18       18       19       19
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,605
COMMITMENTS
       0    5,896    3,004   50,663   46,736   53,667   55,636   10,938    8,969

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       19       19       21       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,604
COMMITMENTS
       0    5,285    2,910   46,852   45,472   49,762   53,667   12,842    8,937

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      2,101)
       0    3,543   -1,089    3,102      978    2,013    3,432       88   -1,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.4      4.6     74.8     72.6     79.5     85.7     20.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       19       19       21       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,442
COMMITMENTS
  35,176   24,114      732   34,892   47,750   70,800   72,596    5,642    3,846

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       19       19       21       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,756
COMMITMENTS
  35,296   25,454    1,332   32,690   45,376   69,318   72,162    6,438    3,594

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      1,024)
    -852      784      852       56   -1,154       56      482      968      542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.6     33.6      1.8     43.2     59.9     91.5     95.3      8.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       17       17       19       19
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,490
COMMITMENTS
   4,080    2,310        0   36,762   39,214   40,842   41,524    1,648      966

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       11       16       13       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      956,352
COMMITMENTS
 221,158   61,795  156,852  559,111  724,694  937,121  943,341   19,231   13,011

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      22        9       28       82       75      115      104
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,007,210
COMMITMENTS
 209,899   70,116  179,142  600,261  747,017  989,302  996,275   17,908   10,935

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     25,236)
 -21,672   -2,361   16,327   31,909   11,071   26,564   25,037   -1,328      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      7.0     17.8     59.6     74.2     98.2     98.9      1.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      21       10       30       90       84      124      115
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      136,587
COMMITMENTS
  22,866   46,110   33,389   79,269   55,492  135,524  134,991    1,063    1,596

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12        8       17       29       27       48       45
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      154,402
COMMITMENTS
  26,336   57,675   36,285   90,515   59,538  153,136  153,498    1,266      904

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     14,599)
   5,298    5,884    6,183    3,334    3,254   14,815   15,321     -216     -722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     37.4     23.5     58.6     38.6     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      11        9       14       30       30       48       46
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       60,509
COMMITMENTS
  16,678    3,761   12,704   30,715   43,681   60,097   60,147      412      362

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -2,523)
     832    2,154   -2,754     -647   -1,864   -2,569   -2,465       46      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      6.2     21.0     50.8     72.2     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        5        6       34       31       41       38
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       63,032
COMMITMENTS
  15,845    1,607   15,458   31,362   45,546   62,666   62,612      366      420

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:        674)
    -627     -689      583    1,276      602    1,233      495     -558      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      2.6     24.5     49.8     72.3     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        7        8       34       32       42       42
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       22,822
COMMITMENTS
   4,156    1,779    1,100   17,566   19,390   22,822   22,269        0      553

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       19       18       23       21
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       22,524
COMMITMENTS
   3,766      881    1,488   17,226   19,602   22,480   21,971       44      553

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:        547)
     582       72       50      -85      425      547      547        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      3.9      6.6     76.5     87.0     99.8     97.5      0.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        3       18       18       22       21
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,155
COMMITMENTS
     216    5,052      856    8,039    3,247    9,111    9,155       44        0

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        2       13       11       16       14
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,979
COMMITMENTS
     172    5,302      856    7,951    2,821    8,979    8,979        0        0

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:         44)
       0     -172        0       44      216       44       44        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     59.0      9.5     88.6     31.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        2       13       10       16       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,170
COMMITMENTS
   3,140    2,880    2,020    4,820    4,950    9,980    9,850      190      320

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        5       15       17       20       23
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,650
COMMITMENTS
   3,420    2,900    1,820    4,220    4,610    9,460    9,330      190      320

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:          0)
     -60        0      120        0      -60       60       60      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4     30.1     18.9     43.7     47.8     98.0     96.7      2.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        5       15       15       20       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,250
COMMITMENTS
   1,670      300    1,750    6,270    7,060    9,690    9,110      560    1,140

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        3       16       12       19       16
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,190
COMMITMENTS
   1,650      440    1,810    6,290    7,080    9,750    9,330      440      860

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      4.3     17.8     61.7     69.5     95.7     91.6      4.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        3       15       12       18       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,219,550
COMMITMENTS
  91,016   75,741  315,102  751,911  744,658  1158029  1135501   61,521   84,048

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     24,974)
   2,953    8,016   15,228    5,912   -5,131   24,093   18,113      881    6,861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      6.2     25.8     61.7     61.1     95.0     93.1      5.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      69       98      110       83       92      212      248
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,194,576
COMMITMENTS
  88,063   67,725  299,874  746,000  749,790  1133936  1117388   60,639   77,187

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -6,228)
  -8,129    1,225   -6,399    7,240      219   -7,288   -4,956    1,060   -1,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      5.7     25.1     62.4     62.8     94.9     93.5      5.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      66       86      107       84       94      205      240
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,212
COMMITMENTS
   8,048    4,440      339    2,283    7,298   10,670   12,077    2,542    1,135

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      58       21        7       18       24       79       50
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,679
COMMITMENTS
   8,094    3,622      589    2,192    8,637   10,875   12,848    2,804      831

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:        498)
      77      432      256       74     -169      407      519       91      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.2     26.5      4.3     16.0     63.1     79.5     93.9     20.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      57       23        7       14       19       77       47
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,985
COMMITMENTS
   4,526    1,073      346    1,467    5,527    6,339    6,946    1,647    1,040

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        234)
     -67      -87      231      112      -52      276       92      -42      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.7     13.4      4.3     18.4     69.2     79.4     87.0     20.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      21        9        5        7       15       31       28
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,751
COMMITMENTS
   4,593    1,160      115    1,355    5,579    6,063    6,854    1,688      897

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:       -430)
    -282     -398      -31      -33       26     -346     -403      -83      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.3     15.0      1.5     17.5     72.0     78.2     88.4     21.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      21        9        2        7       16       29       26
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      153,858
COMMITMENTS
  23,683    9,079   22,384   94,067  110,065  140,134  141,528   13,724   12,329

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -31,888)
   1,486   -1,407  -17,614  -14,100  -11,303  -30,227  -30,324   -1,661   -1,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      5.9     14.5     61.1     71.5     91.1     92.0      8.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      37       27       31       61       81      114      124
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      185,745
COMMITMENTS
  22,197   10,486   39,998  108,166  121,368  170,361  171,852   15,384   13,893

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -4,621)
    -618   -2,358      971   -4,626   -2,919   -4,273   -4,305     -347     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      5.6     21.5     58.2     65.3     91.7     92.5      8.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      41       32       45       66       80      129      137
 

Updated June 10, 2005