WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      287,980
COMMITMENTS
  43,786   49,498   53,005  160,211  143,439  257,002  245,942   30,978   42,038

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     18,901)
   6,038   -3,118      819    4,717   13,235   11,573   10,935    7,328    7,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     17.2     18.4     55.6     49.8     89.2     85.4     10.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      78       97       78       47       55      177      184
 
 
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      269,079
COMMITMENTS
  37,749   52,616   52,186  155,494  130,205  245,429  235,007   23,651   34,073

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      8,276)
      90    3,813    5,220    4,065    3,487    9,375   12,520   -1,099   -4,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     19.6     19.4     57.8     48.4     91.2     87.3      8.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      74      100       73       48       63      167      199
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      956,269
COMMITMENTS
 119,220   73,795  215,122  458,911  438,348  793,253  727,265  163,017  229,004

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     67,676)
  21,595  -16,719   22,878    3,261   50,391   47,735   56,550   19,941   11,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      7.7     22.5     48.0     45.8     83.0     76.1     17.0     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      573)
     166      115      182      221      235      483      460
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      888,593
COMMITMENTS
  97,625   90,515  192,243  455,650  387,957  745,518  670,715  143,076  217,878

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     16,856)
   3,150    5,608   25,216   -1,144   -5,936   27,222   24,888  -10,366   -8,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     10.2     21.6     51.3     43.7     83.9     75.5     16.1     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      541)
     149      118      178      205      212      454      438
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,093
COMMITMENTS
   2,272      475    1,018    2,393    5,783    5,682    7,276    3,411    1,818

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:       -427)
    -166     -424       99      -93      452     -161      127     -267     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      5.2     11.2     26.3     63.6     62.5     80.0     37.5     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        7        5       13       15       25       25
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,521
COMMITMENTS
   2,438      899      919    2,486    5,331    5,843    7,149    3,678    2,372

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:       -145)
     459     -303        1      203      197      663     -106     -808      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6      9.4      9.7     26.1     56.0     61.4     75.1     38.6     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13       11        5       11       14       26       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      483,497
COMMITMENTS
  95,877   25,412  116,129  170,104  232,740  382,110  374,280  101,387  109,217

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     52,118)
   4,357    6,258   18,589   16,610   26,752   39,556   51,598   12,562      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      5.3     24.0     35.2     48.1     79.0     77.4     21.0     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
     156       88      157      118      141      358      323
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      431,379
COMMITMENTS
  91,520   19,154   97,540  153,494  205,988  342,555  322,682   88,825  108,697

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      6,200)
   6,270     -659   -4,025     -678    8,964    1,568    4,280    4,633    1,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      4.4     22.6     35.6     47.8     79.4     74.8     20.6     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     157       74      141      103      128      327      289
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       19,765
COMMITMENTS
  14,769    1,141      588        0      902   15,357    2,631    4,408   17,134

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      2,876)
   3,022     -597     -661        0       80    2,361   -1,178      515    4,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.7      5.8      3.0      0.0      4.6     77.7     13.3     22.3     86.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      13        6        8        0        3       16       14
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,889
COMMITMENTS
  11,747    1,738    1,249        0      822   12,996    3,809    3,893   13,080

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        719)
    -257      -51      428        0       45      171      422      548      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.6     10.3      7.4      0.0      4.9     76.9     22.6     23.1     77.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        8        8        0        3       14       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      194,870
COMMITMENTS
  41,517   10,792   33,641   86,684  135,424  161,843  179,858   33,028   15,013

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     28,942)
  13,874     -249    4,413    5,127   23,947   23,414   28,111    5,527      830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      5.5     17.3     44.5     69.5     83.1     92.3     16.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      66       20       41       48       49      134      102
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      165,929
COMMITMENTS
  27,643   11,041   29,228   81,557  111,477  138,428  151,746   27,501   14,182

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     10,091)
   3,058      131    2,881    2,247    6,338    8,186    9,350    1,905      741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      6.7     17.6     49.2     67.2     83.4     91.5     16.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      58       21       38       47       47      123       98
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      892,344
COMMITMENTS
 136,660   91,103  154,172  448,518  444,796  739,351  690,070  152,993  202,274

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -10,050)
   6,502     -730   -3,494  -13,752   -7,115  -10,743  -11,339      693    1,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     10.2     17.3     50.3     49.8     82.9     77.3     17.1     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      37       40       45       71       84      135      142
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      902,394
COMMITMENTS
 130,158   91,833  157,666  462,270  451,911  750,094  701,410  152,300  200,984

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -19,836)
 -18,053   -9,572    3,684   -3,332  -12,820  -17,701  -18,708   -2,135   -1,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     10.2     17.5     51.2     50.1     83.1     77.7     16.9     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      32       44       44       71       85      131      145
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      183,287
COMMITMENTS
  52,422    6,973   29,296   61,014  125,539  142,733  161,807   40,554   21,479

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     14,391)
   3,892      696    5,930    5,124   10,384   14,947   17,010     -556   -2,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6      3.8     16.0     33.3     68.5     77.9     88.3     22.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      54       27       42       55       61      138      114
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      168,896
COMMITMENTS
  48,530    6,277   23,366   55,890  115,155  127,786  144,797   41,110   24,098

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      5,137)
   3,815   -2,303     -208   -2,239    6,423    1,369    3,913    3,768    1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      3.7     13.8     33.1     68.2     75.7     85.7     24.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      48       25       35       51       61      124      108
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,606
COMMITMENTS
   3,882    1,193    1,451    2,022    3,974    7,355    6,618    1,250    1,987

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        -71)
     -16      213     -246      305     -232       44     -265     -115      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.1     13.9     16.9     23.5     46.2     85.5     76.9     14.5     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      17       12       10       13       14       35       31
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,677
COMMITMENTS
   3,898      979    1,698    1,716    4,206    7,312    6,883    1,365    1,794

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        143)
     257       44     -105       80     -164      232     -225      -89      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.9     11.3     19.6     19.8     48.5     84.3     79.3     15.7     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      18        9       11       12       15       33       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      364,338
COMMITMENTS
  92,885   82,179      242  220,383  171,010  313,510  253,431   50,828  110,907

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -13,988)
  -1,459    1,615   -1,745   -5,986  -13,158   -9,190  -13,288   -4,798     -700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     22.6      0.1     60.5     46.9     86.0     69.6     14.0     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      15       17        2       45       38       62       55
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      378,326
COMMITMENTS
  94,344   80,564    1,987  226,369  184,168  322,700  266,719   55,626  111,607

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -21,590)
  -6,683    4,663     -450   -8,498  -35,847  -15,631  -31,634   -5,959   10,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9     21.3      0.5     59.8     48.7     85.3     70.5     14.7     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      15       17        4       45       42       62       61
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,635,900
COMMITMENTS
 399,562  394,765  476,310  1522460  1343529  2398332  2214604  237,568  421,296

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -83,339)
 -73,581  -40,592   -7,687   42,875   17,506  -38,392  -30,773  -44,947  -52,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     15.0     18.1     57.8     51.0     91.0     84.0      9.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      50       92       82      116      143      217      266
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,719,239
COMMITMENTS
 473,143  435,356  483,997  1479584  1326023  2436724  2245377  282,515  473,862

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -29,861)
   2,017   62,503   -6,439  -30,431  -94,204  -34,852  -38,140    4,991    8,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     16.0     17.8     54.4     48.8     89.6     82.6     10.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      59       84       83      114      134      215      259
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,404,118
COMMITMENTS
 199,611  207,338  180,212  850,681  749,120  1230503  1136670  173,615  267,449

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -28,945)
 -12,811   -2,339  -10,365   18,017   13,070   -5,159      367  -23,786  -29,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     14.8     12.8     60.6     53.4     87.6     81.0     12.4     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      37       46       47       78       88      139      157
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,433,063
COMMITMENTS
 212,422  209,676  190,577  832,664  736,050  1235662  1136303  197,401  296,760

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     47,684)
  46,513   -2,588   14,409   -7,581   -5,035   53,341    6,787   -5,657   40,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     14.6     13.3     58.1     51.4     86.2     79.3     13.8     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      28       56       46       71       85      132      154
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      604,499
COMMITMENTS
 101,227   61,727  197,299  249,576  310,976  548,102  570,002   56,397   34,497

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     27,413)
  14,811      605    7,713   -3,103   17,465   19,422   25,783    7,991    1,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     10.2     32.6     41.3     51.4     90.7     94.3      9.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      35       22       42       51       50      105       95
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      577,087
COMMITMENTS
  86,416   61,122  189,586  252,678  293,511  528,680  544,219   48,406   32,867

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     20,425)
   7,778    2,020   -6,640   15,572   23,493   16,710   18,873    3,714    1,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     10.6     32.9     43.8     50.9     91.6     94.3      8.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      31       22       40       51       52      101       95
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       29,211
COMMITMENTS
   6,417    2,956      486   15,147   17,502   22,050   20,944    7,161    8,268

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -24,204)
  -6,488   -1,174   -1,599   -5,551  -18,319  -13,638  -21,092  -10,566   -3,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     10.1      1.7     51.9     59.9     75.5     71.7     24.5     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      10       11        6       16       13       30       26
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,415
COMMITMENTS
  12,905    4,130    2,085   20,698   35,821   35,688   42,036   17,727   11,379

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      9,109)
     236     -831      710    3,754    5,589    4,700    5,468    4,408    3,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      7.7      3.9     38.7     67.1     66.8     78.7     33.2     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      22       12       13       22       22       48       43
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       40,235
COMMITMENTS
  13,350   19,726    1,701   12,019    6,632   27,070   28,060   13,165   12,175

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -58,263)
     185  -16,617   -9,354  -47,242  -14,442  -56,412  -40,413   -1,852  -17,851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2     49.0      4.2     29.9     16.5     67.3     69.7     32.7     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      19       24       14       13        9       41       38
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       98,498
COMMITMENTS
  13,165   36,343   11,055   59,261   21,074   83,481   68,472   15,017   30,026

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     17,250)
     953    2,308    5,416    8,500    4,964   14,869   12,688    2,381    4,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     36.9     11.2     60.2     21.4     84.8     69.5     15.2     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      24       32       30       24       20       64       66
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,211
COMMITMENTS
   3,068    6,007    1,027   31,439   28,021   35,534   35,055      677    1,156

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:       -425)
    -176      371       -2     -268     -763     -446     -394       21      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     16.6      2.8     86.8     77.4     98.1     96.8      1.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7       18        4       19       21       29       40
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,636
COMMITMENTS
   3,244    5,636    1,029   31,707   28,784   35,980   35,449      656    1,187

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -4,318)
  -2,924     -726        0   -1,204   -3,668   -4,128   -4,394     -190       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     15.4      2.8     86.5     78.6     98.2     96.8      1.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7       18        4       19       20       29       39
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,991
COMMITMENTS
   1,675    1,767    3,369   16,116   12,926   21,161   18,062    4,831    7,929

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        863)
       5       -6      243      632      333      880      570      -17      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      6.8     13.0     62.0     49.7     81.4     69.5     18.6     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      12        4       13       26       18       41       32
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,128
COMMITMENTS
   1,670    1,773    3,126   15,484   12,593   20,280   17,492    4,848    7,636

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        401)
     250      -63      -10      207      297      447      224      -47      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      7.1     12.4     61.6     50.1     80.7     69.6     19.3     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10        5       11       25       18       39       30
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       93,147
COMMITMENTS
  10,493   25,372   17,964   49,569   21,361   78,026   64,698   15,120   28,449

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -6,160)
    -294    1,467   -1,082   -1,927   -5,730   -3,304   -5,346   -2,856     -814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     27.2     19.3     53.2     22.9     83.8     69.5     16.2     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      28       59       45       27       27       89      108
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       99,307
COMMITMENTS
  10,787   23,906   19,047   51,496   27,091   81,330   70,044   17,977   29,263

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -1,438)
     383    2,959   -4,147    2,001     -878   -1,763   -2,067      325      629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     24.1     19.2     51.9     27.3     81.9     70.5     18.1     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      30       61       45       35       34       95      113
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,850
COMMITMENTS
     541    1,349      460    1,134      759    2,135    2,568    1,715    1,283

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:       -329)
    -101     -253     -161      -93       15     -356     -399       27       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     35.0     11.9     29.5     19.7     55.4     66.7     44.6     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       19       13        5        5       24       28
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        4,180
COMMITMENTS
     643    1,602      621    1,227      744    2,491    2,967    1,689    1,212

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        121)
     117     -102       -4      -87       28       26      -78       94      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     38.3     14.9     29.4     17.8     59.6     71.0     40.4     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12       18       15        6        5       27       30
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      142,285
COMMITMENTS
  30,725   26,826   19,323   75,390   63,835  125,438  109,984   16,847   32,301

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -1,883)
       5    8,074   -3,214    1,940   -4,268   -1,270      592     -613   -2,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     18.9     13.6     53.0     44.9     88.2     77.3     11.8     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      48       58       48       65       86      138      177
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      144,168
COMMITMENTS
  30,720   18,752   22,537   73,450   68,102  126,708  109,392   17,460   34,776

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -7,584)
  -4,542    5,727   -1,368      932   -7,690   -4,978   -3,331   -2,606   -4,253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     13.0     15.6     50.9     47.2     87.9     75.9     12.1     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      49       54       51       71       93      149      178
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,910
COMMITMENTS
   1,068      617      304    1,075    1,605    2,447    2,526    1,463    1,384

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        -43)
    -122      -38       44     -162     -181     -239     -174      196      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     15.8      7.8     27.5     41.0     62.6     64.6     37.4     35.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      13        8       10       17       15       31       32
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,953
COMMITMENTS
   1,189      655      260    1,237    1,785    2,686    2,700    1,267    1,253

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        228)
     -46      193      -11      125     -132       67       49      161      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.1     16.6      6.6     31.3     45.2     68.0     68.3     32.0     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11       13        8       18       19       34       35
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       25,186
COMMITMENTS
   6,973    3,014    3,986    8,706    4,433   19,665   11,433    5,521   13,752

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:       -242)
  -1,383      693      413      730     -242     -240      864       -2   -1,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7     12.0     15.8     34.6     17.6     78.1     45.4     21.9     54.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      36       25       28       45       41      101       77
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       25,428
COMMITMENTS
   8,357    2,321    3,573    7,976    4,676   19,905   10,569    5,522   14,859

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -1,100)
  -1,578     -552     -109      596      452   -1,091     -209       -9     -892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9      9.1     14.1     31.4     18.4     78.3     41.6     21.7     58.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      38       23       23       40       43       95       75
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       73,338
COMMITMENTS
  17,781   16,984    1,237   21,994   36,558   41,012   54,779   32,325   18,559

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      4,955)
   6,265  -11,524     -414   -5,515   19,325      337    7,387    4,619   -2,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     23.2      1.7     30.0     49.8     55.9     74.7     44.1     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       15        5       23       26       43       43
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       68,382
COMMITMENTS
  11,516   28,509    1,651   27,509   17,233   40,676   47,392   27,707   20,990

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -30,357)
   1,256   -7,810      184  -29,722  -20,207  -28,282  -27,833   -2,075   -2,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     41.7      2.4     40.2     25.2     59.5     69.3     40.5     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      13       21        7       25       23       43       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       72,042
COMMITMENTS
   1,579   43,966        0   61,527    4,662   63,106   48,628    8,936   23,414

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -2,042)
  -1,326   -2,520        0   -2,477      300   -3,803   -2,220    1,761      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     61.0      0.0     85.4      6.5     87.6     67.5     12.4     32.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1       26        0       13        4       14       30
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       74,084
COMMITMENTS
   2,905   46,486        0   64,004    4,362   66,909   50,848    7,175   23,236

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -16,281)
     962     -769       -1  -14,427  -14,653  -13,466  -15,423   -2,815     -858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     62.7      0.0     86.4      5.9     90.3     68.6      9.7     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2       26        0       12        3       14       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      104,562
COMMITMENTS
  84,146    4,965        8   11,902   93,386   96,056   98,359    8,506    6,203

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,938)
   1,750      601     -116    1,345    1,346    2,979    1,831   -1,042      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.5      4.7      0.0     11.4     89.3     91.9     94.1      8.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      66        6        2       13       16       80       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      102,624
COMMITMENTS
  82,396    4,364      124   10,557   92,040   93,077   96,528    9,548    6,096

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -18,452)
   1,809    1,127   -2,788  -16,831  -17,515  -17,810  -19,176     -642      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.3      4.3      0.1     10.3     89.7     90.7     94.1      9.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      63        6        2       11       18       75       25
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       67,753
COMMITMENTS
  13,891   26,948    1,145   34,097   21,188   49,133   49,281   18,620   18,472

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -3,639)
    -259   -4,320     -306   -2,612    2,092   -3,176   -2,534     -463   -1,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     39.8      1.7     50.3     31.3     72.5     72.7     27.5     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      13       19        4       16       17       30       39
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       71,392
COMMITMENTS
  14,149   31,268    1,451   36,709   19,096   52,309   51,815   19,083   19,577

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -32,140)
    -526    8,199       63  -25,523  -38,394  -25,986  -30,133   -6,154   -2,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     43.8      2.0     51.4     26.7     73.3     72.6     26.7     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      13       22        5       18       15       33       40
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      164,409
COMMITMENTS
   8,603   49,126    5,382  124,834   80,162  138,820  134,671   25,589   29,738

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -4,358)
   2,317  -11,916       -2   -8,138    8,973   -5,823   -2,944    1,465   -1,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     29.9      3.3     75.9     48.8     84.4     81.9     15.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      15       30        9       28       22       48       56
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      168,766
COMMITMENTS
   6,287   61,042    5,384  132,973   71,189  144,643  137,615   24,124   31,151

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -22,389)
   1,410   18,920    2,406  -20,404  -47,377  -16,588  -26,051   -5,802    3,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     36.2      3.2     78.8     42.2     85.7     81.5     14.3     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      11       33        9       34       22       50       59
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      176,090
COMMITMENTS
  26,175   44,015   18,437   77,585   55,847  122,197  118,298   53,892   57,791

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      2,585)
    -448     -217      416    4,810    2,593    4,778    2,792   -2,193     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     25.0     10.5     44.1     31.7     69.4     67.2     30.6     32.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      35       39       30       27       30       77       84
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      173,504
COMMITMENTS
  26,623   44,232   18,021   72,776   53,254  117,419  115,507   56,085   57,998

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -46,951)
   3,581    5,815    3,664  -59,138  -61,311  -51,893  -51,832    4,942    4,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     25.5     10.4     41.9     30.7     67.7     66.6     32.3     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      35       41       27       28       30       79       82
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   11,227,238
COMMITMENTS
 619,246  610,625  3090699  6514175  5888063 10224121  9589388  1003117  1637850

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     90,393)
  16,273   -3,853   77,292   30,358   -8,929  123,922   64,510  -33,530   25,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      5.4     27.5     58.0     52.4     91.1     85.4      8.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      55       64      105      131      133      247      247
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   11,136,845
COMMITMENTS
 602,973  614,478  3013407  6483818  5896992 10100198  9524878  1036647  1611967

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -2,927,316)
-200,914   80,928 -1179416 -1402555 -1746105 -2782885 -2844594 -144,431  -82,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      5.5     27.1     58.2     53.0     90.7     85.5      9.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      62       55       99      131      135      242      244
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      705,627
COMMITMENTS
  54,508   44,788   31,736  480,675  516,813  566,919  593,337  138,708  112,290

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:   -136,513)
  -3,107  -23,231  -19,504  -88,798  -65,442 -111,410 -108,177  -25,104  -28,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      6.3      4.5     68.1     73.2     80.3     84.1     19.7     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      39       35       48       90       62      158      116
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      842,141
COMMITMENTS
  57,615   68,019   51,240  569,473  582,255  678,329  701,514  163,812  140,626

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     55,739)
  -3,196    3,244   -2,333   57,606   53,636   52,076   54,547    3,663    1,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      8.1      6.1     67.6     69.1     80.5     83.3     19.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      41       44       57      105       73      183      137
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      823,479
COMMITMENTS
  90,696  187,275   17,804  452,461  510,197  560,961  715,277  262,518  108,202

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:   -421,612)
-112,054  -25,497  -47,552 -158,169 -330,194 -317,776 -403,244 -103,836  -18,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     22.7      2.2     54.9     62.0     68.1     86.9     31.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      36       51       27       61       57      114      118
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,245,090
COMMITMENTS
 202,750  212,772   65,357  610,630  840,391  878,737  1118520  366,354  126,570

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    122,483)
   3,505   -2,756   26,942   69,595   76,139  100,042  100,325   22,441   22,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     17.1      5.2     49.0     67.5     70.6     89.8     29.4     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      52       51       47       73       63      148      138
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,771
COMMITMENTS
     725      205        0    6,327   10,544    7,052   10,749    4,719    1,022

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -5,209)
    -286   -3,554     -113   -3,002     -809   -3,401   -4,476   -1,808     -733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      1.7      0.0     53.8     89.6     59.9     91.3     40.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       14       15       15       16
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       16,980
COMMITMENTS
   1,011    3,759      113    9,329   11,353   10,453   15,225    6,527    1,755

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      1,329)
       0       52       82      478      655      560      789      769      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     22.1      0.7     54.9     66.9     61.6     89.7     38.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       15       15       18       19
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       24,589
COMMITMENTS
   6,063    2,305      228   14,193   19,026   20,484   21,559    4,105    3,030

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -18,524)
  -4,649   -3,341     -863  -11,564  -13,072  -17,076  -17,276   -1,448   -1,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      9.4      0.9     57.7     77.4     83.3     87.7     16.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        4        1       13       18       16       23
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       43,113
COMMITMENTS
  10,712    5,646    1,091   25,757   32,098   37,560   38,835    5,553    4,278

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     10,125)
     416    2,153      749    7,382    8,541    8,547   11,443    1,578   -1,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     13.1      2.5     59.7     74.5     87.1     90.1     12.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        7        6       18       21       27       32
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       44,900
COMMITMENTS
   8,356    7,414       80   21,757   29,275   30,193   36,769   14,707    8,132

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -30,906)
    -613   -4,259   -1,753  -22,104   -7,339  -24,470  -13,351   -6,437  -17,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     16.5      0.2     48.5     65.2     67.2     81.9     32.8     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      14       16        1       31       25       45       42
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       75,807
COMMITMENTS
   8,969   11,673    1,833   43,860   36,614   54,662   50,120   21,144   25,687

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     18,919)
    -288      132    1,773    7,508   10,106    8,993   12,011    9,926    6,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     15.4      2.4     57.9     48.3     72.1     66.1     27.9     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      16       20        6       44       39       63       64
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      186,729
COMMITMENTS
  63,311   78,813    1,223   99,808   65,112  164,342  145,148   22,388   41,581

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:   -218,924)
 -22,950  -31,367  -14,810  -99,360 -155,740 -137,120 -201,916  -81,805  -17,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9     42.2      0.7     53.5     34.9     88.0     77.7     12.0     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      54       53        8       40       32       98       89
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      405,654
COMMITMENTS
  86,261  110,180   16,032  199,169  220,852  301,462  347,064  104,192   58,589

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     86,251)
   6,214   -1,185    8,588   37,417   41,735   52,219   49,139   34,032   37,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     27.2      4.0     49.1     54.4     74.3     85.6     25.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      57       54       24       52       42      119      111
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       86,103
COMMITMENTS
  36,605    2,955      224   23,891   74,613   60,720   77,792   25,383    8,311

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     24,449)
  16,759   -1,528     -614    1,979   28,729   18,124   26,587    6,325   -2,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.5      3.4      0.3     27.7     86.7     70.5     90.3     29.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      18        3        1       13       22       31       26
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       61,654
COMMITMENTS
  19,846    4,483      838   21,913   45,885   42,596   51,205   19,058   10,449

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -28,215)
   4,280    1,892     -354  -31,081  -25,805  -27,155  -24,267   -1,060   -3,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2      7.3      1.4     35.5     74.4     69.1     83.1     30.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        7        3       14       19       25       26
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       28,844
COMMITMENTS
     488    3,298        0   23,179   18,752   23,667   22,050    5,176    6,793

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -16,683)
     -67  -11,140     -886  -12,275   -6,779  -13,228  -18,805   -3,455    2,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     11.4      0.0     80.4     65.0     82.1     76.4     17.9     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        8        0       29       23       31       31
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       45,526
COMMITMENTS
     555   14,438      886   35,454   25,531   36,895   40,855    8,631    4,671

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      6,557)
    -494      558      441    5,290    5,988    5,237    6,987    1,320     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     31.7      1.9     77.9     56.1     81.0     89.7     19.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3       14        4       31       29       37       44
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      217,430
COMMITMENTS
  17,014   52,430      948  185,182  153,033  203,145  206,411   14,285   11,020

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -90,006)
 -31,254   15,429  -21,607  -23,530  -58,288  -76,391  -64,466  -13,615  -25,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     24.1      0.4     85.2     70.4     93.4     94.9      6.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      20       39        9       32       42       56       86
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      307,436
COMMITMENTS
  48,268   37,001   22,555  208,713  211,321  279,536  270,877   27,900   36,560

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     57,056)
    -748    3,777   18,342   21,806   18,887   39,399   41,006   17,657   16,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     12.0      7.3     67.9     68.7     90.9     88.1      9.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      20       39       22       43       50       77       98
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,541
COMMITMENTS
  10,451    5,820      442    9,802   16,869   20,695   23,131   10,846    8,410

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:         80)
     750   -1,395      104      -43    2,132      811      841     -731     -761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1     18.5      1.4     31.1     53.5     65.6     73.3     34.4     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      21       11        4       13       17       37       30
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,461
COMMITMENTS
   9,701    7,215      338    9,845   14,737   19,884   22,290   11,577    9,171

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -21,574)
  -4,326      593   -2,446   -7,459  -11,326  -14,231  -13,179   -7,343   -8,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8     22.9      1.1     31.3     46.8     63.2     70.8     36.8     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      21       12        2       13       16       35       30
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       30,013
COMMITMENTS
   1,265    2,942      793   12,885   22,692   14,943   26,427   15,070    3,586

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        146)
    -567     -902      100      825      356      358     -446     -212      592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      9.8      2.6     42.9     75.6     49.8     88.1     50.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3       12        3       14       20       19       34
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       29,867
COMMITMENTS
   1,832    3,844      693   12,060   22,336   14,585   26,873   15,282    2,994

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -46,271)
  -2,820   -1,884      -76  -40,774   -7,132  -43,670   -9,092   -2,601  -37,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     12.9      2.3     40.4     74.8     48.8     90.0     51.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       12        3       15       21       20       36
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      153,691
COMMITMENTS
  57,587    5,673   28,558   29,693  104,956  115,838  139,187   37,853   14,504

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,788)
  -2,231       43    1,392      515     -475     -325      959    2,112      828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5      3.7     18.6     19.3     68.3     75.4     90.6     24.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
     101       34       58       25       42      145      116
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      151,903
COMMITMENTS
  59,817    5,630   27,167   29,178  105,430  116,163  138,227   35,740   13,675

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      5,783)
  -5,182   -1,716    5,372    5,964    3,414    6,154    7,070     -371   -1,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.4      3.7     17.9     19.2     69.4     76.5     91.0     23.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
     106       32       54       26       41      149      113
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      119,046
COMMITMENTS
  43,296   18,761   20,857   38,082   64,807  102,235  104,425   16,811   14,621

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      8,435)
   5,987    3,719    3,857   -3,363    1,033    6,482    8,610    1,953     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.4     15.8     17.5     32.0     54.4     85.9     87.7     14.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      76       51       52       41       43      143      128
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      110,612
COMMITMENTS
  37,309   15,042   17,000   41,445   63,774   95,753   95,815   14,858   14,796

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      5,317)
   5,217    2,493   -1,085      884    3,856    5,017    5,265      300       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7     13.6     15.4     37.5     57.7     86.6     86.6     13.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      67       51       42       42       44      134      118
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      365,726
COMMITMENTS
 169,197   54,084   60,063   73,890  227,295  303,149  341,441   62,576   24,285

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     55,028)
  45,482  -10,743   11,408   -8,544   52,221   48,347   52,886    6,681    2,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.3     14.8     16.4     20.2     62.1     82.9     93.4     17.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
     152       67       73       42       51      228      161
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      310,698
COMMITMENTS
 123,715   64,827   48,654   82,434  175,074  254,803  288,555   55,895   22,143

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     12,916)
   9,645   -8,655    3,812   -4,162   17,891    9,295   13,048    3,621     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.8     20.9     15.7     26.5     56.3     82.0     92.9     18.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
     131       63       63       41       43      198      148
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       11,509
COMMITMENTS
   6,257    1,744      786    1,840    8,530    8,883   11,060    2,626      449

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -1,643)
    -273      166      212     -563   -1,620     -624   -1,242   -1,019     -401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.4     15.2      6.8     16.0     74.1     77.2     96.1     22.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      22        2       10        5        6       36       17
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       13,152
COMMITMENTS
   6,530    1,578      574    2,403   10,150    9,507   12,302    3,645      850

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        834)
    -458     -153      235      276      474       53      556      781      278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.7     12.0      4.4     18.3     77.2     72.3     93.5     27.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      22        2       10        8        6       39       16
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       88,110
COMMITMENTS
  18,233    8,844    7,907   43,231   48,377   69,371   65,128   18,739   22,982

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -4,100)
   3,436   -1,777     -793   -2,674      253      -31   -2,317   -4,069   -1,782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     10.0      9.0     49.1     54.9     78.7     73.9     21.3     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      38       16       21       56       53      100       86
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       92,210
COMMITMENTS
  14,798   10,621    8,700   45,904   48,125   69,402   67,446   22,808   24,764

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      6,163)
  -1,853    1,899    1,374    3,653     -273    3,175    3,001    2,988    3,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     11.5      9.4     49.8     52.2     75.3     73.1     24.7     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      29       25       19       62       51      100       87
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       32,655
COMMITMENTS
   1,565    1,967      778   20,285   18,161   22,628   20,906   10,027   11,750

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,723)
    -547   -1,244      -22      955    3,011      386    1,745    1,337      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      6.0      2.4     62.1     55.6     69.3     64.0     30.7     36.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        8        3       18       18       24       26
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       30,932
COMMITMENTS
   2,112    3,211      800   19,330   15,150   22,242   19,161    8,690   11,772

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:       -211)
    -284      181     -453     -639   -1,104   -1,376   -1,377    1,165    1,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     10.4      2.6     62.5     49.0     71.9     61.9     28.1     38.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        8        3       20       15       27       25
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      128,699
COMMITMENTS
  17,666   27,528   23,189   70,756   65,806  111,611  116,524   17,088   12,175

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,847)
    -565    3,186      -41    1,682      -91    1,076    3,054      771   -1,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     21.4     18.0     55.0     51.1     86.7     90.5     13.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      63       61       46       72       58      158      144
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      126,852
COMMITMENTS
  18,231   24,343   23,230   69,074   65,897  110,535  113,469   16,317   13,382

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -21,439)
    -437    7,805  -14,627   -7,855  -15,730  -22,919  -22,552    1,480    1,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     19.2     18.3     54.5     51.9     87.1     89.5     12.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      67       60       48       69       57      158      146
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       39,444
COMMITMENTS
  12,716    3,766    8,082   12,321   25,244   33,119   37,093    6,325    2,351

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -2,417)
   1,863       89   -1,987   -2,941     -502   -3,065   -2,401      649      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2      9.5     20.5     31.2     64.0     84.0     94.0     16.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      51       24       20       19       19       84       49
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       41,860
COMMITMENTS
  10,852    3,678   10,070   15,262   25,747   36,185   39,494    5,676    2,366

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      2,589)
     508      595    1,561      607    1,076    2,676    3,232      -88     -643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      8.8     24.1     36.5     61.5     86.4     94.3     13.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      53       23       25       20       18       87       54
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      136,129
COMMITMENTS
  21,160   17,795   13,780   91,103   99,500  126,044  131,075   10,084    5,054

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -14,020)
  -3,064   -5,358   -1,112   -7,178   -6,346  -11,354  -12,815   -2,667   -1,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     13.1     10.1     66.9     73.1     92.6     96.3      7.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      55       42       37       49       38      124      103
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      150,149
COMMITMENTS
  24,225   23,152   14,892   98,281  105,846  137,398  143,890   12,751    6,259

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      1,023)
   1,302   -2,523    2,116   -6,079     -211   -2,661     -618    3,684    1,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     15.4      9.9     65.5     70.5     91.5     95.8      8.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      59       49       41       50       40      132      114
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      465,530
COMMITMENTS
  85,848   43,375   62,015  245,133  317,195  392,997  422,586   72,533   42,945

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     25,700)
   7,448   -6,935      230   17,302   33,284   24,980   26,578      720     -878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      9.3     13.3     52.7     68.1     84.4     90.8     15.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      50       33       38       59       52      128      104
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      439,830
COMMITMENTS
  78,401   50,310   61,786  227,831  283,911  368,017  396,007   71,813   43,823

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -31,861)
   1,246   -7,964  -14,292  -19,712   -8,830  -32,758  -31,087      897     -774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     11.4     14.0     51.8     64.6     83.7     90.0     16.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      45       35       35       55       49      118      102
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      115,177
COMMITMENTS
  23,578   12,774   25,323   55,812   68,601  104,713  106,698   10,464    8,479

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -3,807)
    -622    2,503      387   -5,281   -9,364   -5,515   -6,474    1,708    2,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     11.1     22.0     48.5     59.6     90.9     92.6      9.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     114       72      101       96       92      263      221
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      118,984
COMMITMENTS
  24,200   10,272   24,936   61,093   77,965  110,229  113,173    8,756    5,812

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -15,234)
 -10,401      991  -11,462    8,974   -4,148  -12,889  -14,619   -2,346     -616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      8.6     21.0     51.3     65.5     92.6     95.1      7.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
     126       62      100       86       90      258      213
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,858
COMMITMENTS
  18,926    1,870    2,793    4,132   23,009   25,851   27,672    4,007    2,186

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        525)
    -543     -766      307      752      804      517      345        9      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.4      6.3      9.4     13.8     77.1     86.6     92.7     13.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      32        4        7        9        6       43       16
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,333
COMMITMENTS
  19,469    2,636    2,486    3,380   22,205   25,334   27,327    3,999    2,006

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -6,878)
   1,490      614     -512   -7,545   -6,482   -6,567   -6,380     -311     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.4      9.0      8.5     11.5     75.7     86.4     93.2     13.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      35        8       10        9        7       48       22
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      224,022
COMMITMENTS
  31,076   25,355   49,647  100,121  114,900  180,844  189,901   43,178   34,121

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      3,122)
  -1,661     -751    2,185    2,894    3,062    3,418    4,496     -297   -1,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     11.3     22.2     44.7     51.3     80.7     84.8     19.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      32       28       31       58       63      109      105
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      220,901
COMMITMENTS
  32,737   26,106   47,461   97,227  111,837  177,425  185,405   43,475   35,496

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     11,959)
   2,098    2,534    7,758   -4,379   -2,285    5,477    8,007    6,482    3,952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     11.8     21.5     44.0     50.6     80.3     83.9     19.7     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      36       24       33       60       64      115      107
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      812,523
COMMITMENTS
  37,165   73,147  331,894  361,128  372,300  730,187  777,342   82,336   35,182

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     40,284)
  10,131   10,738   17,543   16,873   17,456   44,547   45,738   -4,263   -5,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      9.0     40.8     44.4     45.8     89.9     95.7     10.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      57       55       78       92       87      194      177
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      772,239
COMMITMENTS
  27,034   62,409  314,351  344,255  354,844  685,640  731,604   86,600   40,635

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     24,190)
  -1,991   -1,048   15,798    5,487    8,502   19,293   23,252    4,896      937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      8.1     40.7     44.6     46.0     88.8     94.7     11.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      53       56       78       89       83      186      175
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,940
COMMITMENTS
  11,740    1,545    1,058   23,281   25,518   36,079   28,121    2,861   10,819

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      4,884)
    -327     -248      546    5,701    3,118    5,920    3,416   -1,036    1,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.1      4.0      2.7     59.8     65.5     92.7     72.2      7.3     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        1       15       15       19       17
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,056
COMMITMENTS
  12,067    1,793      512   17,580   22,400   30,159   24,705    3,897    9,351

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:       -576)
     350     -924       16   -1,504      494   -1,138     -414      562     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4      5.3      1.5     51.6     65.8     88.6     72.5     11.4     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        2       14       14       17       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      129,479
COMMITMENTS
     948   17,321   24,437   92,293   81,070  117,678  122,828   11,801    6,651

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      5,483)
  -3,622    1,297    5,445    2,128     -328    3,951    6,414    1,532     -931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     13.4     18.9     71.3     62.6     90.9     94.9      9.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        4       23       24       27       28
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,996
COMMITMENTS
   4,570   16,024   18,992   90,165   81,398  113,727  116,414   10,269    7,582

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:       -385)
  -1,270      332      526      910   -2,750      166   -1,892     -551    1,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     12.9     15.3     72.7     65.6     91.7     93.9      8.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        3       22       23       25       26
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,406
COMMITMENTS
  12,491    7,442      604   37,791   36,662   50,886   44,708    3,520    9,698

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,644)
   1,460      604     -244      674    1,460    1,890    1,820     -246     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     13.7      1.1     69.5     67.4     93.5     82.2      6.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        1       15       14       17       18
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,762
COMMITMENTS
  11,031    6,838      848   37,117   35,202   48,996   42,888    3,766    9,874

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      2,339)
   1,565        0        0      838    1,972    2,403    1,972      -64      367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     13.0      1.6     70.3     66.7     92.9     81.3      7.1     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        2       14       13       17       17
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,671
COMMITMENTS
       0    9,221    5,877   50,414   41,797   56,291   56,895    4,380    3,776

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -1,156)
       0      224        0     -420     -462     -420     -238     -736     -918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.2      9.7     83.1     68.9     92.8     93.8      7.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        3       18       15       21       18
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,827
COMMITMENTS
       0    8,997    5,877   50,834   42,259   56,711   57,133    5,116    4,694

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      7,134)
  -2,132    2,412    2,426    6,471     -520    6,765    4,318      369    2,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.6      9.5     82.2     68.4     91.7     92.4      8.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        3       16       13       19       16
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,522
COMMITMENTS
   2,074   14,835    7,259   45,574   31,094   54,907   53,188    4,615    6,334

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:       -881)
  -2,220    1,226    1,075    1,424   -3,608      279   -1,307   -1,160      426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     24.9     12.2     76.6     52.2     92.2     89.4      7.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        5       22       18       27       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,403
COMMITMENTS
   4,294   13,609    6,184   44,150   34,702   54,628   54,495    5,775    5,908

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      2,423)
  -6,136      323    3,418    3,276   -1,262      558    2,479    1,865      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     22.5     10.2     73.1     57.5     90.4     90.2      9.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        5       19       16       24       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,367
COMMITMENTS
   4,793        0      433   36,205   40,044   41,431   40,477      936    1,890

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,337)
   3,476        0     -434   -1,581    2,073    1,461    1,639     -124     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      0.0      1.0     85.5     94.5     97.8     95.5      2.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       18       19       19       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,030
COMMITMENTS
   1,317        0      867   37,786   37,971   39,970   38,838    1,060    2,192

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        813)
   1,293        0     -621      141    1,500      813      879        0      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      2.1     92.1     92.5     97.4     94.7      2.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       18       19       19
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,685
COMMITMENTS
       0    4,902    4,146   53,560   49,230   57,706   58,278    6,979    6,407

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:       -663)
       0   -2,313      588   -1,605    1,277   -1,017     -448      354     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.6      6.4     82.8     76.1     89.2     90.1     10.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       24       20       26       22
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,348
COMMITMENTS
       0    7,215    3,558   55,165   47,953   58,723   58,726    6,625    6,622

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      1,810)
       0    1,108      118    3,329     -280    3,447      946   -1,637      864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.0      5.4     84.4     73.4     89.9     89.9     10.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       24       20       26       22
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,052
COMMITMENTS
  39,322   32,316    2,104   37,480   45,743   78,906   80,163    6,146    4,889

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      8,226)
   4,506    6,042        0    5,118    2,922    9,624    8,964   -1,398     -738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.2     38.0      2.5     44.1     53.8     92.8     94.3      7.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        1       18       19       21       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,826
COMMITMENTS
  34,816   26,274    2,104   32,362   42,821   69,282   71,199    7,544    5,627

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      6,030)
   1,108    3,062      744    3,816    1,090    5,668    4,896      362    1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.3     34.2      2.7     42.1     55.7     90.2     92.7      9.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       15       17       18       19
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,973
COMMITMENTS
   2,405    2,818    2,830   24,237   20,960   29,472   26,608    5,501    8,365

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      8.1      8.1     69.3     59.9     84.3     76.1     15.7     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        3       14       15       17       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,068,839
COMMITMENTS
 268,352   43,308  194,088  586,568  821,637  1049008  1059033   19,831    9,806

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     28,253)
  16,251    3,235   -1,167    9,605   28,941   24,689   31,009    3,564   -2,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      4.1     18.2     54.9     76.9     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      28       12       32       86       82      126      117
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,040,586
COMMITMENTS
 252,101   40,073  195,255  576,963  792,696  1024319  1028024   16,267   12,562

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     28,632)
  15,666  -13,952   15,027     -649   26,742   30,044   27,817   -1,412      815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      3.9     18.8     55.4     76.2     98.4     98.8      1.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      25       12       32       84       79      121      113
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      182,389
COMMITMENTS
  35,722   54,510   46,814   99,259   79,284  181,795  180,608      594    1,781

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     21,941)
  -2,764      971   12,330   13,138    9,191   22,704   22,492     -763     -551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     29.9     25.7     54.4     43.5     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13        6       17       29       28       48       46
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      160,448
COMMITMENTS
  38,486   53,539   34,484   86,121   70,093  159,091  158,116    1,357    2,332

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     17,273)
   9,336    2,741    2,958    4,676   11,040   16,970   16,739      303      534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     33.4     21.5     53.7     43.7     99.2     98.5      0.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13        7       17       28       27       47       45
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       72,524
COMMITMENTS
  17,437    7,249   16,494   38,241   48,517   72,172   72,260      352      264

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      6,970)
   2,232    1,188    2,648    2,162    3,116    7,042    6,952      -72       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     10.0     22.7     52.7     66.9     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        5        6       38       36       47       43
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       65,554
COMMITMENTS
  15,204    6,061   13,847   36,079   45,401   65,130   65,308      424      246

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      3,110)
     609      945      786    1,600    1,438    2,994    3,168      116      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      9.2     21.1     55.0     69.3     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        5        7       38       36       46       43
 
 
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        1,840
COMMITMENTS
     480      740      140    1,120      860    1,740    1,740      100      100

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:       -570)
    -580     -700      140     -210      -10     -650     -570       80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1     40.2      7.6     60.9     46.7     94.6     94.6      5.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        2       10       11       15       15
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       24,358
COMMITMENTS
   3,439      327    4,374   16,545   19,148   24,358   23,849        0      509

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        697)
    -550      126      978      409     -365      837      739     -140      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      1.3     18.0     67.9     78.6    100.0     97.9      0.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        4       19       22       24       26
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       23,661
COMMITMENTS
   3,989      201    3,396   16,136   19,513   23,521   23,110      140      551

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      1,558)
    -272     -646    1,910     -220      428    1,418    1,692      140     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      0.8     14.4     68.2     82.5     99.4     97.7      0.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        4       19       18       23       22
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,378
COMMITMENTS
     174    3,782    1,159    7,881    4,273    9,214    9,214      164      164

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        378)
     -86     -344      344      168      340      426      340      -48       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     40.3     12.4     84.0     45.6     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        3       14       13       18       16
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,000
COMMITMENTS
     260    4,126      815    7,713    3,933    8,788    8,874      212      126

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        217)
      86     -674       43      -80      722       49       91      168      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     45.8      9.1     85.7     43.7     97.6     98.6      2.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        3       13       12       18       15
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,186
COMMITMENTS
     714    1,191      804    7,517    6,933    9,035    8,928      151      258

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        172)
    -344      -86      258      258        0      172      172        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     13.0      8.8     81.8     75.5     98.4     97.2      1.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        3       13        9       16       13
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,014
COMMITMENTS
   1,058    1,277      546    7,259    6,933    8,863    8,756      151      258

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     14.2      6.1     80.5     76.9     98.3     97.1      1.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        3       11        9       14       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,990
COMMITMENTS
   2,860    1,860    2,980    5,930    6,530   11,770   11,370      220      620

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,150)
    -300     -340      560    1,070      880    1,330    1,100     -180       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     15.5     24.9     49.5     54.5     98.2     94.8      1.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        5       16       17       22       22
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,840
COMMITMENTS
   3,160    2,200    2,420    4,860    5,650   10,440   10,270      400      570

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        800)
     -80      -60      420      530      740      870    1,100      -70     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2     20.3     22.3     44.8     52.1     96.3     94.7      3.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        5       16       18       21       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       14,230
COMMITMENTS
   4,710      360    1,570    7,570   11,640   13,850   13,570      380      660

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,500)
   1,620       80      360     -400      720    1,580    1,160      -80      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1      2.5     11.0     53.2     81.8     97.3     95.4      2.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       18       18       21       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,730
COMMITMENTS
   3,090      280    1,210    7,970   10,920   12,270   12,410      460      320

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        120)
     -60     -320       80        0      660       20      420      100     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      2.2      9.5     62.6     85.8     96.4     97.5      3.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       19       16       22       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,233,084
COMMITMENTS
 119,813   65,518  302,556  746,143  782,757  1168512  1150832   64,572   82,252

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -49,806)
  12,415    7,352  -22,623  -36,871  -30,859  -47,080  -46,130   -2,726   -3,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      5.3     24.5     60.5     63.5     94.8     93.3      5.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      73       94      104       84       96      220      241
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,282,889
COMMITMENTS
 107,398   58,166  325,180  783,014  813,616  1215592  1196962   67,298   85,927

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     35,333)
   5,474   -5,982   -3,342   35,446   43,104   37,578   33,780   -2,245    1,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      4.5     25.3     61.0     63.4     94.8     93.3      5.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      74       98      120       84       95      233      252
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,773
COMMITMENTS
   8,100    5,112      412    2,543    7,672   11,055   13,196    2,718      577

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        504)
      99      -84       48      502      786      649      750     -145     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.8     37.1      3.0     18.5     55.7     80.3     95.8     19.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      58       20        5       14       24       76       48
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,269
COMMITMENTS
   8,001    5,196      364    2,041    6,886   10,406   12,446    2,863      823

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        206)
     -77      533       -1      135     -261       57      271      149      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.3     39.2      2.7     15.4     51.9     78.4     93.8     21.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      60       22        4       15       23       77       48
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,684
COMMITMENTS
   7,796      800       15      722    8,552    8,533    9,367    3,151    2,317

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      2,290)
   1,326        5      -84     -227    1,168    1,015    1,089    1,275    1,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.7      6.8      0.1      6.2     73.2     73.0     80.2     27.0     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      28        6        2        5       18       33       26
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,394
COMMITMENTS
   6,470      795       99      949    7,384    7,518    8,278    1,876    1,116

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        553)
     557       -8      -34      -97      675      426      633      127      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.9      8.5      1.1     10.1     78.6     80.0     88.1     20.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      26        7        2        7       18       33       27
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      185,840
COMMITMENTS
  37,200    7,284   28,053   99,887  135,042  165,141  170,379   20,699   15,462

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      6,137)
   7,980      -29    1,209     -536    6,521    8,652    7,701   -2,515   -1,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      3.9     15.1     53.7     72.7     88.9     91.7     11.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      53       23       34       75       77      144      119
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      179,703
COMMITMENTS
  29,221    7,313   26,845  100,423  128,521  156,489  162,678   23,214   17,025

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     13,351)
   1,065   -1,308      474    5,468   11,655    7,007   10,822    6,344    2,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      4.1     14.9     55.9     71.5     87.1     90.5     12.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      46       23       36       69       80      131      125
 

Updated July 1, 2005