WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   327,415:    52,999     64,438     65,090    181,061    152,688    299,151    282,216:    28,264     45,199
Old  :   284,355:    52,361     70,115     46,197    160,045    136,417    258,603    252,728:    25,752     31,627
Other:    43,060:    16,239      9,924      3,293     21,016     16,271     40,548     29,488:     2,512     13,572
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -9,035:       689        407     -4,967     -1,780     -3,948     -6,058     -8,508:    -2,977       -527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       19.7       19.9       55.3       46.6       91.4       86.2:       8.6       13.8
Old  :     100.0:      18.4       24.7       16.2       56.3       48.0       90.9       88.9:       9.1       11.1
Other:     100.0:      37.7       23.0        7.6       48.8       37.8       94.2       68.5:       5.8       31.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        84        102        102         54         69        206        220:
Old  :       276:        81        112         90         53         64        194        209:
Other:       137:        53         24         25         17         57         77         99:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       27.9       41.5       34.3       27.2       21.2       39.0       25.8
Old  :                 30.6       31.7       44.0       38.7       30.6       28.7       44.0       34.3
Other:                 43.9       17.4       58.2       24.8       42.9       17.2       57.2       24.1
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   336,450:    52,310     64,031     70,057    182,842    156,636    305,209    290,724:    31,241     45,726
Old  :   295,288:    51,456     69,358     51,006    164,212    141,866    266,674    262,230:    28,614     33,058
Other:    41,161:    16,846     10,665      3,059     18,630     14,770     38,535     28,494:     2,626     12,667
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    -2,567:    -5,041     -5,667      1,223       -283        920     -4,101     -3,523:     1,534        956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       19.0       20.8       54.3       46.6       90.7       86.4:       9.3       13.6
Old  :     100.0:      17.4       23.5       17.3       55.6       48.0       90.3       88.8:       9.7       11.2
Other:     100.0:      40.9       25.9        7.4       45.3       35.9       93.6       69.2:       6.4       30.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:        82        111        110         52         69        214        228:
Old  :       284:        74        126         99         51         64        202        217:
Other:       146:        62         24         27         18         57         82        106:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       28.7       40.9       35.0       26.6       21.9       38.3       26.8
Old  :                 29.9       32.5       43.2       39.5       29.9       29.0       43.1       34.9
Other:                 41.3       18.9       55.3       26.9       40.5       18.7       54.6       26.2
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   996,908:   140,523    155,599    180,517    509,261    430,971    830,301    767,086:   166,607    229,822
Old  :   939,382:   126,620    162,780    163,755    491,129    401,424    781,504    727,959:   157,879    211,423
Other:    57,526:    23,595      2,509      7,070     18,132     29,548     48,797     39,127:     8,729     18,398
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    32,354:     4,309     -6,340      9,245     10,404     26,176     23,958     29,082:     8,396      3,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       15.6       18.1       51.1       43.2       83.3       76.9:      16.7       23.1
Old  :     100.0:      13.5       17.3       17.4       52.3       42.7       83.2       77.5:      16.8       22.5
Other:     100.0:      41.0        4.4       12.3       31.5       51.4       84.8       68.0:      15.2       32.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       581:       167        140        168        220        217        461        461:
Old  :       578:       154        154        160        219        215        453        456:
Other:       235:        58         29         26         44        126        114        169:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       17.1       28.3       21.8       16.4       13.1       24.7       16.5
Old  :                 20.8       16.7       29.8       21.6       17.1       12.5       26.0       16.2
Other:                 18.2       27.5       31.1       35.2       17.7       26.8       28.1       32.2
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   964,554:   136,214    161,938    171,271    498,857    404,795    806,343    738,005:   158,211    226,549
Old  :   911,677:   123,580    169,022    155,422    482,940    377,463    761,943    701,908:   149,734    209,769
Other:    52,877:    22,473      2,754      6,011     15,917     27,332     44,400     36,097:     8,477     16,780
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    20,377:    -1,177      6,750      2,837     18,237      8,766     19,897     18,353:       480      2,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       16.8       17.8       51.7       42.0       83.6       76.5:      16.4       23.5
Old  :     100.0:      13.6       18.5       17.0       53.0       41.4       83.6       77.0:      16.4       23.0
Other:     100.0:      42.5        5.2       11.4       30.1       51.7       84.0       68.3:      16.0       31.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       579:       154        139        163        222        221        458        457:
Old  :       576:       144        151        156        221        219        451        452:
Other:       236:        54         29         26         45        127        112        170:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       16.8       28.2       21.5       16.8       13.9       25.4       17.8
Old  :                 20.3       16.3       29.6       21.2       17.6       13.3       26.7       17.3
Other:                 18.5       29.0       31.2       35.8       17.9       27.5       28.9       33.1
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     7,978:     3,472        176        547      1,406      5,915      5,424      6,638:     2,554      1,340
Old  :     7,969:     3,472        176        546      1,403      5,914      5,420      6,636:     2,549      1,333
Other:         9:         0          0          1          3          1          4          2:         5          7
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       166:       268         68        -25       -215         90         27        132:       139         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5        2.2        6.9       17.6       74.1       68.0       83.2:      32.0       16.8
Old  :     100.0:      43.6        2.2        6.8       17.6       74.2       68.0       83.3:      32.0       16.7
Other:     100.0:       0.0        0.0       11.1       33.3       11.1       44.4       22.2:      55.6       77.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        12          8          6          9         16         27         24:
Old  :        39:        12          8          6          9         16         27         24:
Other:         3:         0          0          1          2          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       46.6       44.4       62.2       29.7       40.2       41.9       53.6
Old  :                 31.1       46.6       44.5       62.3       29.7       40.3       41.9       53.7
Other:                 44.4       22.2       44.4       22.2       22.2        0.0       22.2        0.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     7,812:     3,204        108        572      1,621      5,825      5,397      6,506:     2,415      1,306
Old  :     7,805:     3,204        108        572      1,618      5,824      5,394      6,505:     2,411      1,300
Other:         7:         0          0          0          3          1          3          1:         4          6
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       288:       455       -125        -38          7        459        424        296:      -135         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.0        1.4        7.3       20.7       74.6       69.1       83.3:      30.9       16.7
Old  :     100.0:      41.1        1.4        7.3       20.7       74.6       69.1       83.3:      30.9       16.7
Other:     100.0:       0.0        0.0        0.0       42.9       14.3       42.9       14.3:      57.1       85.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        14          6          5          9         16         27         23:
Old  :        39:        14          6          5          9         16         27         23:
Other:         2:         0          0          0          2          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       44.4       44.0       61.8       29.7       37.3       39.9       52.1
Old  :                 32.4       44.4       44.0       61.8       29.7       37.3       40.0       52.2
Other:                 42.9       14.3       42.9       14.3       28.6        0.0       28.6        0.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   389,631:    55,015     43,164     86,413    186,441    162,185    327,869    291,763:    61,761     97,868
Old  :   376,009:    55,253     44,750     80,146    180,462    158,064    315,862    282,960:    60,147     93,049
Other:    13,622:     5,455      4,107        575      5,978      4,121     12,008      8,803:     1,614      4,819
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -1,376:     3,295     -5,618        146       -111     15,484      3,330     10,012:    -4,706    -11,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       11.1       22.2       47.9       41.6       84.1       74.9:      15.9       25.1
Old  :     100.0:      14.7       11.9       21.3       48.0       42.0       84.0       75.3:      16.0       24.7
Other:     100.0:      40.0       30.1        4.2       43.9       30.3       88.1       64.6:      11.9       35.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       368:        99        114        142        114        127        293        314:
Old  :       368:       105        114        134        114        127        291        308:
Other:       105:        15         25          5         22         50         40         77:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       18.6       25.4       25.9       13.7       10.9       20.3       14.1
Old  :                 16.3       19.1       25.9       26.5       14.6       11.3       21.4       14.5
Other:                 45.6       26.4       63.5       39.5       43.8       26.3       59.5       37.9
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   391,007:    51,721     48,782     86,268    186,552    146,701    324,540    281,751:    66,467    109,256
Old  :   378,609:    51,584     50,489     80,462    181,696    142,463    313,742    273,413:    64,867    105,196
Other:    12,398:     5,618      3,774        325      4,855      4,238     10,798      8,338:     1,600      4,060
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    28,653:      -204     -2,254     10,212     12,221     10,435     22,229     18,393:     6,423     10,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       12.5       22.1       47.7       37.5       83.0       72.1:      17.0       27.9
Old  :     100.0:      13.6       13.3       21.3       48.0       37.6       82.9       72.2:      17.1       27.8
Other:     100.0:      45.3       30.4        2.6       39.2       34.2       87.1       67.3:      12.9       32.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:        89        125        138        113        117        287        305:
Old  :       358:        94        125        131        113        117        285        299:
Other:        96:        17         20          7         19         45         40         69:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       16.1       25.2       22.7       13.9        8.5       20.1       11.9
Old  :                 16.0       16.4       25.7       23.1       14.7        8.6       21.1       12.1
Other:                 47.0       25.7       63.2       40.1       46.4       25.2       58.8       38.5
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   201,060:    32,542      8,643     43,827     94,524    133,244    170,892    185,714:    30,168     15,346
Old  :   193,703:    33,053      8,083     40,944     91,368    130,631    165,364    179,658:    28,339     14,045
Other:     7,357:     2,339      3,410         33      3,156      2,613      5,528      6,056:     1,829      1,301
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     9,679:     2,496       -282      3,850      2,861      5,579      9,207      9,147:       471        532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        4.3       21.8       47.0       66.3       85.0       92.4:      15.0        7.6
Old  :     100.0:      17.1        4.2       21.1       47.2       67.4       85.4       92.7:      14.6        7.3
Other:     100.0:      31.8       46.4        0.4       42.9       35.5       75.1       82.3:      24.9       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        58         21         39         58         56        135        106:
Old  :       156:        65         19         36         58         55        135        102:
Other:        36:         4         14          3         12         11         19         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       33.2       30.3       48.1       17.4       26.2       24.2       36.2
Old  :                 19.7       33.9       30.7       49.3       18.1       26.7       25.1       38.2
Other:                 59.0       34.6       72.4       52.8       58.3       29.6       65.0       45.0
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   191,382:    30,045      8,925     39,977     91,663    127,666    161,685    176,567:    29,696     14,814
Old  :   184,950:    30,495      8,474     37,251     89,188    125,608    156,934    171,332:    28,015     13,617
Other:     6,432:     2,244      3,145         32      2,475      2,058      4,751      5,235:     1,681      1,197
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    15,973:     2,566     -2,530      8,542      1,954     11,032     13,063     17,045:     2,910     -1,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        4.7       20.9       47.9       66.7       84.5       92.3:      15.5        7.7
Old  :     100.0:      16.5        4.6       20.1       48.2       67.9       84.9       92.6:      15.1        7.4
Other:     100.0:      34.9       48.9        0.5       38.5       32.0       73.9       81.4:      26.1       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        45         26         39         56         55        126        106:
Old  :       150:        52         25         36         56         54        126        102:
Other:        33:         4         11          2         12         10         18         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       33.1       30.9       47.4       18.1       25.2       25.1       35.6
Old  :                 20.3       33.9       31.2       48.7       18.8       26.3       26.0       37.5
Other:                 55.6       35.1       70.9       53.4       54.8       29.7       62.3       45.5
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   769,155:    86,660     95,566    104,265    446,913    366,952    637,838    566,783:   131,317    202,371
Old  :   769,155:    86,660     95,566    104,265    446,913    366,952    637,838    566,783:   131,317    202,371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    52,572:    13,854     14,994     11,529     16,920     12,484     42,303     39,007:    10,269     13,565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       12.4       13.6       58.1       47.7       82.9       73.7:      17.1       26.3
Old  :     100.0:      11.3       12.4       13.6       58.1       47.7       82.9       73.7:      17.1       26.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        26         41         45         75         82        126        143:
Old  :       169:        26         41         45         75         82        126        143:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       12.3       29.7       20.7       16.5       10.3       23.3       17.5
Old  :                 20.5       12.3       29.7       20.7       16.5       10.3       23.3       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   716,583:    72,806     80,572     92,736    429,993    354,468    595,535    527,776:   121,047    188,806
Old  :   716,583:    72,806     80,572     92,736    429,993    354,468    595,535    527,776:   121,047    188,806
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :   -10,976:   -16,765       -149      4,517     14,699    -11,513      2,451     -7,145:   -13,427     -3,831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       11.2       12.9       60.0       49.5       83.1       73.7:      16.9       26.3
Old  :     100.0:      10.2       11.2       12.9       60.0       49.5       83.1       73.7:      16.9       26.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        35         29         44         76         80        126        138:
Old  :       164:        35         29         44         76         80        126        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       13.0       30.4       21.9       18.0       10.7       24.5       17.6
Old  :                 21.1       13.0       30.4       21.9       18.0       10.7       24.5       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   152,009:    17,359     19,007     24,782     79,084     82,635    121,224    126,424:    30,784     25,585
Old  :   147,033:    18,080     19,272     22,652     76,058     80,160    116,790    122,084:    30,242     24,949
Other:     4,976:       411        868        997      3,026      2,475      4,434      4,340:       542        636
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :      -865:     1,677     -1,078     -1,294     -1,081        106       -698     -2,267:      -167      1,402
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       12.5       16.3       52.0       54.4       79.7       83.2:      20.3       16.8
Old  :     100.0:      12.3       13.1       15.4       51.7       54.5       79.4       83.0:      20.6       17.0
Other:     100.0:       8.3       17.4       20.0       60.8       49.7       89.1       87.2:      10.9       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        30         41         40         53         53        106        120:
Old  :       143:        32         43         40         53         52        106        119:
Other:        36:         6         12         11         15         10         28         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       28.1       35.7       38.7       18.5       21.3       24.1       26.8
Old  :                 25.8       28.7       35.3       39.4       18.7       21.8       24.5       27.4
Other:                 48.1       41.2       67.1       63.9       36.8       29.4       46.4       40.1
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   152,874:    15,682     20,086     26,075     80,165     82,530    121,922    128,691:    30,952     24,183
Old  :   148,312:    16,513     20,303     24,049     77,447     80,456    118,009    124,807:    30,303     23,505
Other:     4,562:       380        995        815      2,718      2,074      3,913      3,884:       649        678
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     6,120:    -1,480        744      1,203      3,716      3,471      3,438      5,418:     2,682        702
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       13.1       17.1       52.4       54.0       79.8       84.2:      20.2       15.8
Old  :     100.0:      11.1       13.7       16.2       52.2       54.2       79.6       84.2:      20.4       15.8
Other:     100.0:       8.3       21.8       17.9       59.6       45.5       85.8       85.1:      14.2       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        24         45         40         58         53        109        122:
Old  :       147:        27         45         40         58         52        109        121:
Other:        33:         3         14          8         14          8         23         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       27.0       34.7       37.8       18.0       22.9       24.7       28.2
Old  :                 24.1       27.5       34.3       38.6       18.2       23.5       25.2       28.9
Other:                 54.0       41.1       74.3       66.7       44.6       36.4       52.2       48.1
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     8,088:     2,573        796      1,276      2,420      4,897      6,269      6,968:     1,819      1,119
Old  :     8,080:     2,573        794      1,276      2,420      4,897      6,269      6,966:     1,811      1,113
Other:         8:         0          2          0          0          0          0          2:         8          6
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :        58:      -126       -205        -22         66        266        -81         39:       139         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8        9.8       15.8       29.9       60.5       77.5       86.2:      22.5       13.8
Old  :     100.0:      31.8        9.8       15.8       30.0       60.6       77.6       86.2:      22.4       13.8
Other:     100.0:       0.0       25.0        0.0        0.0        0.0        0.0       25.0:     100.0       75.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        18          6         12         17         18         39         32:
Old  :        49:        18          6         12         17         18         39         32:
Other:         1:         0          1          0          0          0          0          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       41.8       42.8       58.8       27.2       33.0       37.9       46.7
Old  :                 27.3       41.8       42.8       58.9       27.3       33.0       37.9       46.8
Other:                  0.0       25.0        0.0       25.0        0.0       25.0        0.0       25.0
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     8,030:     2,699      1,000      1,298      2,354      4,631      6,350      6,929:     1,680      1,101
Old  :     8,026:     2,699        999      1,298      2,354      4,631      6,350      6,928:     1,676      1,098
Other:         4:         0          1          0          0          0          0          1:         4          3
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       284:      -204        -83         -1        296        479         91        395:       193       -112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       12.5       16.2       29.3       57.7       79.1       86.3:      20.9       13.7
Old  :     100.0:      33.6       12.4       16.2       29.3       57.7       79.1       86.3:      20.9       13.7
Other:     100.0:       0.0       25.0        0.0        0.0        0.0        0.0       25.0:     100.0       75.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        18          9         12         17         18         40         34:
Old  :        52:        18          9         12         17         18         40         34:
Other:         1:         0          1          0          0          0          0          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       38.5       43.7       54.6       28.8       30.3       39.6       45.1
Old  :                 28.8       38.6       43.7       54.7       28.8       30.3       39.6       45.1
Other:                  0.0       25.0        0.0       25.0        0.0       25.0        0.0       25.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   355,201:    93,564     86,377      2,052    189,395    167,329    285,011    255,758:    70,189     99,443
Old  :   355,201:    93,564     86,377      2,052    189,395    167,329    285,011    255,758:    70,189     99,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     7,591:       760      5,683         -6        580      2,726      1,334      8,403:     6,257       -812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       24.3        0.6       53.3       47.1       80.2       72.0:      19.8       28.0
Old  :     100.0:      26.3       24.3        0.6       53.3       47.1       80.2       72.0:      19.8       28.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        21         24          4         44         48         66         75:
Old  :       113:        21         24          4         44         48         66         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       16.6       42.8       25.2       30.4       15.5       42.8       23.7
Old  :                 30.4       16.6       42.8       25.2       30.4       15.5       42.8       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   347,610:    92,804     80,694      2,058    188,816    164,603    283,678    247,355:    63,932    100,255
Old  :   347,610:    92,804     80,694      2,058    188,816    164,603    283,678    247,355:    63,932    100,255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    12,367:     9,233     15,237        735      2,439      1,183     12,407     17,155:       -39     -4,788
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       23.2        0.6       54.3       47.4       81.6       71.2:      18.4       28.8
Old  :     100.0:      26.7       23.2        0.6       54.3       47.4       81.6       71.2:      18.4       28.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        19         22          4         46         48         66         73:
Old  :       110:        19         22          4         46         48         66         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       15.9       42.4       25.1       30.8       14.8       41.9       23.9
Old  :                 30.8       15.9       42.4       25.1       30.8       14.8       41.9       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 2,248,051:   333,977    378,274    305,008  1,350,952  1,129,282  1,989,937  1,812,563:   258,114    435,487
Old  : 2,248,051:   333,977    378,274    305,008  1,350,952  1,129,282  1,989,937  1,812,563:   258,114    435,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :   147,510:   -17,044    -14,735     52,513     82,045     72,533    117,514    110,311:    29,995     37,199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       16.8       13.6       60.1       50.2       88.5       80.6:      11.5       19.4
Old  :     100.0:      14.9       16.8       13.6       60.1       50.2       88.5       80.6:      11.5       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        71         64         90        121        127        230        243:
Old  :       288:        71         64         90        121        127        230        243:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       20.2       35.6       26.7       22.8       19.6       30.9       24.4
Old  :                 25.5       20.2       35.6       26.7       22.8       19.6       30.9       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 2,100,541:   351,021    393,009    252,495  1,268,906  1,056,749  1,872,422  1,702,252:   228,119    398,289
Old  : 2,100,541:   351,021    393,009    252,495  1,268,906  1,056,749  1,872,422  1,702,252:   228,119    398,289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :   -12,711:     8,602       -269     15,864    -12,991       -311     11,474     15,283:   -24,185    -27,994
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       18.7       12.0       60.4       50.3       89.1       81.0:      10.9       19.0
Old  :     100.0:      16.7       18.7       12.0       60.4       50.3       89.1       81.0:      10.9       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        58         68         79        109        121        203        232:
Old  :       268:        58         68         79        109        121        203        232:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       21.7       41.8       28.6       26.8       21.2       38.2       26.2
Old  :                 29.7       21.7       41.8       28.6       26.8       21.2       38.2       26.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,663,632:   191,420    415,871    216,616  1,101,297    718,562  1,509,333  1,351,050:   154,298    312,582
Old  : 1,663,632:   191,420    415,871    216,616  1,101,297    718,562  1,509,333  1,351,050:   154,298    312,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    72,678:    11,444     19,718     16,984     31,466     17,726     59,894     54,428:    12,784     18,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       25.0       13.0       66.2       43.2       90.7       81.2:       9.3       18.8
Old  :     100.0:      11.5       25.0       13.0       66.2       43.2       90.7       81.2:       9.3       18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        38         53         46         78         81        142        154:
Old  :       191:        38         53         46         78         81        142        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       20.6       40.8       30.8       26.7       20.2       35.6       28.6
Old  :                 30.3       20.6       40.8       30.8       26.7       20.2       35.6       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,590,953:   179,976    396,153    199,632  1,069,831    700,836  1,449,439  1,296,622:   141,514    294,332
Old  : 1,590,953:   179,976    396,153    199,632  1,069,831    700,836  1,449,439  1,296,622:   141,514    294,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    94,275:     9,571     60,727         38     99,949     30,242    109,557     91,007:   -15,282      3,269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       24.9       12.5       67.2       44.1       91.1       81.5:       8.9       18.5
Old  :     100.0:      11.3       24.9       12.5       67.2       44.1       91.1       81.5:       8.9       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        42         46         42         81         86        141        156:
Old  :       193:        42         46         42         81         86        141        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       21.2       41.5       31.0       26.9       20.7       36.1       29.3
Old  :                 30.9       21.2       41.5       31.0       26.9       20.7       36.1       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                 Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   681,001:   148,761    118,003    264,842    219,790    257,055    633,393    639,900:    47,608     41,101
Old  :   681,001:   148,761    118,003    264,842    219,790    257,055    633,393    639,900:    47,608     41,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    60,730:    25,369      9,717     24,433     13,519     17,997     63,322     52,147:    -2,592      8,583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       17.3       38.9       32.3       37.7       93.0       94.0:       7.0        6.0
Old  :     100.0:      21.8       17.3       38.9       32.3       37.7       93.0       94.0:       7.0        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        45         28         40         62         61        124        112:
Old  :       146:        45         28         40         62         61        124        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       33.1       42.0       46.3       16.1       17.3       21.4       23.5
Old  :                 27.9       33.1       42.0       46.3       16.1       17.3       21.4       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                 Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   620,271:   123,392    108,286    240,409    206,271    239,059    570,072    587,753:    50,199     32,518
Old  :   620,271:   123,392    108,286    240,409    206,271    239,059    570,072    587,753:    50,199     32,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    46,616:    12,920     22,242     16,813     13,966     11,798     43,698     50,853:     2,918     -4,237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       17.5       38.8       33.3       38.5       91.9       94.8:       8.1        5.2
Old  :     100.0:      19.9       17.5       38.8       33.3       38.5       91.9       94.8:       8.1        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        40         31         39         59         58        119        108:
Old  :       142:        40         31         39         59         58        119        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       34.2       41.1       46.6       15.6       17.1       21.2       23.0
Old  :                 27.6       34.2       41.1       46.6       15.6       17.1       21.2       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                             Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    38,273:     5,899      7,339        820     23,816     18,179     30,535     26,337:     7,738     11,936
Old  :    38,273:     5,899      7,339        820     23,816     18,179     30,535     26,337:     7,738     11,936
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,480:     1,830      1,141         47        276       -293      2,154        895:      -674        585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       19.2        2.1       62.2       47.5       79.8       68.8:      20.2       31.2
Old  :     100.0:      15.4       19.2        2.1       62.2       47.5       79.8       68.8:      20.2       31.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        12         15          6         20         12         37         28:
Old  :        55:        12         15          6         20         12         37         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       36.4       56.9       47.7       43.7       35.9       56.6       47.0
Old  :                 43.9       36.4       56.9       47.7       43.7       35.9       56.6       47.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                             Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    36,793:     4,068      6,198        773     23,540     18,472     28,381     25,443:     8,412     11,351
Old  :    36,793:     4,068      6,198        773     23,540     18,472     28,381     25,443:     8,412     11,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :      -300:      -880       -169       -141       -113         70     -1,134       -240:       835        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       16.8        2.1       64.0       50.2       77.1       69.2:      22.9       30.8
Old  :     100.0:      11.1       16.8        2.1       64.0       50.2       77.1       69.2:      22.9       30.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         8         12          6         20         11         33         24:
Old  :        48:         8         12          6         20         11         33         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       38.9       58.7       50.5       45.5       38.1       58.7       49.4
Old  :                 45.5       38.9       58.7       50.5       45.5       38.1       58.7       49.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                            Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    76,575:    26,470     34,188      6,473     24,524     24,929     57,467     65,591:    19,108     10,984
Old  :    76,575:    26,470     34,188      6,473     24,524     24,929     57,467     65,591:    19,108     10,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     9,957:       871      5,125        773      8,178      2,764      9,822      8,662:       136      1,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       44.6        8.5       32.0       32.6       75.0       85.7:      25.0       14.3
Old  :     100.0:      34.6       44.6        8.5       32.0       32.6       75.0       85.7:      25.0       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        31         30         19         21         15         59         57:
Old  :        91:        31         30         19         21         15         59         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       39.7       46.0       50.8       32.1       39.3       42.4       49.6
Old  :                 33.9       39.7       46.0       50.8       32.1       39.3       42.4       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                            Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    66,618:    25,599     29,063      5,700     16,346     22,165     47,645     56,928:    18,973      9,690
Old  :    66,618:    25,599     29,063      5,700     16,346     22,165     47,645     56,928:    18,973      9,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     8,075:     2,832        -66      1,093      3,554      6,910      7,478      7,937:       597        139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4       43.6        8.6       24.5       33.3       71.5       85.5:      28.5       14.5
Old  :     100.0:      38.4       43.6        8.6       24.5       33.3       71.5       85.5:      28.5       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        30         23         15         22         16         58         48:
Old  :        85:        30         23         15         22         16         58         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       43.6       37.8       53.6       27.3       43.0       34.5       52.0
Old  :                 27.5       43.6       37.8       53.6       27.3       43.0       34.5       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                            Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    34,929:     8,674      3,600         62     25,785     30,571     34,521     34,233:       408        696
Old  :    34,929:     8,674      3,600         62     25,785     30,571     34,521     34,233:       408        696
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,256:         0        -33          0      1,312      1,466      1,312      1,433:       -56       -177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       10.3        0.2       73.8       87.5       98.8       98.0:       1.2        2.0
Old  :     100.0:      24.8       10.3        0.2       73.8       87.5       98.8       98.0:       1.2        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         7         15          3         16         21         25         37:
Old  :        55:         7         15          3         16         21         25         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.5       55.0       83.8       74.8       64.6       50.5       78.3       66.5
Old  :                 65.5       55.0       83.8       74.8       64.6       50.5       78.3       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                            Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    33,673:     8,674      3,633         62     24,473     29,105     33,209     32,800:       464        873
Old  :    33,673:     8,674      3,633         62     24,473     29,105     33,209     32,800:       464        873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       183:        10       -112          0        162        152        172         40:        11        143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       10.8        0.2       72.7       86.4       98.6       97.4:       1.4        2.6
Old  :     100.0:      25.8       10.8        0.2       72.7       86.4       98.6       97.4:       1.4        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         7         15          3         15         21         24         37:
Old  :        54:         7         15          3         15         21         24         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.0       53.4       84.0       73.7       64.2       48.3       78.2       65.0
Old  :                 68.0       53.4       84.0       73.7       64.2       48.3       78.2       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                             Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    14,531:       278      1,713          0     14,253     12,689     14,531     14,402:         0        129
Old  :    14,531:       278      1,713          0     14,253     12,689     14,531     14,402:         0        129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       11.8        0.0       98.1       87.3      100.0       99.1:       0.0        0.9
Old  :     100.0:       1.9       11.8        0.0       98.1       87.3      100.0       99.1:       0.0        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          6          0          5          7          7         13:
Old  :        20:         2          6          0          5          7          7         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 96.4       85.9      100.0       94.4       96.4       85.9      100.0       94.4
Old  :                 96.4       85.9      100.0       94.4       96.4       85.9      100.0       94.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                       Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    22,027:       464      1,985      1,720     13,556      9,857     15,740     13,561:     6,287      8,466
Old  :    22,027:       464      1,985      1,720     13,556      9,857     15,740     13,561:     6,287      8,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       794:       166         -2         -7        212        526        372        517:       422        277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        9.0        7.8       61.5       44.7       71.5       61.6:      28.5       38.4
Old  :     100.0:       2.1        9.0        7.8       61.5       44.7       71.5       61.6:      28.5       38.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         7          4         10         18         13         28         24:
Old  :        32:         7          4         10         18         13         28         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       28.9       57.0       44.7       41.1       26.3       54.4       38.9
Old  :                 41.1       28.9       57.0       44.7       41.1       26.3       54.4       38.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                       Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    21,233:       299      1,987      1,726     13,344      9,331     15,369     13,045:     5,864      8,189
Old  :    21,233:       299      1,987      1,726     13,344      9,331     15,369     13,045:     5,864      8,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,526:      -198        138        351      1,013        242      1,166        731:       359        794
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        9.4        8.1       62.8       43.9       72.4       61.4:      27.6       38.6
Old  :     100.0:       1.4        9.4        8.1       62.8       43.9       72.4       61.4:      27.6       38.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         8          4         10         19         13         30         24:
Old  :        33:         8          4         10         19         13         30         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       29.4       57.2       45.5       41.9       26.5       55.2       39.5
Old  :                 41.9       29.4       57.2       45.5       41.9       26.5       55.2       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   115,967:    23,928     18,401     28,845     47,582     35,118    100,355     82,364:    15,612     33,602
Old  :   115,959:    23,928     18,401     28,845     47,582     35,111    100,355     82,357:    15,604     33,601
Other:         8:         0          0          0          0          7          0          7:         8          1
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :   -13,394:    -2,878     -1,176     -3,324     -3,073     -2,421     -9,275     -6,922:    -4,119     -6,472
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       15.9       24.9       41.0       30.3       86.5       71.0:      13.5       29.0
Old  :     100.0:      20.6       15.9       24.9       41.0       30.3       86.5       71.0:      13.5       29.0
Other:     100.0:       0.0        0.0        0.0        0.0       87.5        0.0       87.5:     100.0       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        60         48         66         28         38        136        117:
Old  :       171:        60         48         66         28         38        136        117:
Other:         1:         0          0          0          0          1          0          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       16.7       38.8       27.5       27.3       14.3       37.9       21.7
Old  :                 27.3       16.7       38.8       27.5       27.3       14.3       37.9       21.7
Other:                  0.0       87.5        0.0       87.5        0.0       87.5        0.0       87.5
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   129,360:    26,806     19,577     32,170     50,655     37,540    109,630     89,286:    19,731     40,074
Old  :   129,360:    26,806     19,577     32,170     50,655     37,540    109,630     89,286:    19,731     40,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     5,396:     1,115        256      2,210      1,279        210      4,604      2,675:       792      2,720
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       15.1       24.9       39.2       29.0       84.7       69.0:      15.3       31.0
Old  :     100.0:      20.7       15.1       24.9       39.2       29.0       84.7       69.0:      15.3       31.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        62         44         60         33         43        142        111:
Old  :       172:        62         44         60         33         43        142        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       14.6       34.4       24.8       24.3       12.7       33.6       19.9
Old  :                 24.3       14.6       34.4       24.8       24.3       12.7       33.6       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     1,491:       679        487         79        166        128        924        694:       567        797
Old  :     1,491:       679        487         79        166        128        924        694:       567        797
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :      -282:      -354          2         44         29          5       -281         50:        -1       -332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.6       32.7        5.3       11.1        8.6       62.0       46.6:      38.0       53.4
Old  :     100.0:      45.6       32.7        5.3       11.1        8.6       62.0       46.6:      38.0       53.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         9         11          4          3          3         16         14:
Old  :        26:         9         11          4          3          3         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       23.5       47.9       36.0       33.7       22.3       47.9       32.9
Old  :                 33.7       23.5       47.9       36.0       33.7       22.3       47.9       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     1,772:     1,033        486         35        137        123      1,205        643:       567      1,129
Old  :     1,772:     1,033        486         35        137        123      1,205        643:       567      1,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       646:       449        145         16        112         77        577        238:        69        408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.3       27.4        2.0        7.7        6.9       68.0       36.3:      32.0       63.7
Old  :     100.0:      58.3       27.4        2.0        7.7        6.9       68.0       36.3:      32.0       63.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        10         11          2          2          3         14         14:
Old  :        26:        10         11          2          2          3         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       17.8       58.5       26.8       47.2       17.3       58.5       26.0
Old  :                 47.2       17.8       58.5       26.8       47.2       17.3       58.5       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                   Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   182,769:    50,168      8,724     35,885     75,499     86,218    161,552    130,826:    21,217     51,942
Old  :   182,769:    50,168      8,724     35,885     75,499     86,218    161,552    130,826:    21,217     51,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -3,782:    -3,369     -4,754       -998      1,475      1,954     -2,892     -3,798:      -890         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        4.8       19.6       41.3       47.2       88.4       71.6:      11.6       28.4
Old  :     100.0:      27.4        4.8       19.6       41.3       47.2       88.4       71.6:      11.6       28.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        74         42         66         75        124        192        202:
Old  :       265:        74         42         66         75        124        192        202:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       10.9       33.3       17.6       21.1        7.7       31.2       13.3
Old  :                 21.1       10.9       33.3       17.6       21.1        7.7       31.2       13.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                   Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   186,551:    53,538     13,478     36,883     74,024     84,264    164,444    134,624:    22,107     51,926
Old  :   186,551:    53,538     13,478     36,883     74,024     84,264    164,444    134,624:    22,107     51,926
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    -6,155:     2,943     -2,810     -4,052     -4,025       -995     -5,133     -7,857:    -1,022      1,702
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        7.2       19.8       39.7       45.2       88.1       72.2:      11.9       27.8
Old  :     100.0:      28.7        7.2       19.8       39.7       45.2       88.1       72.2:      11.9       27.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        82         45         67         74        116        195        204:
Old  :       268:        82         45         67         74        116        195        204:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       10.9       33.5       17.7       20.5        8.4       31.7       14.1
Old  :                 20.5       10.9       33.5       17.7       20.5        8.4       31.7       14.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                               Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     4,511:       990        968        389        868      1,202      2,247      2,559:     2,263      1,952
Old  :     4,511:       990        968        389        868      1,202      2,247      2,559:     2,263      1,952
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :        43:       -81         96        -38         13        -33       -106         25:       149         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       21.5        8.6       19.2       26.6       49.8       56.7:      50.2       43.3
Old  :     100.0:      21.9       21.5        8.6       19.2       26.6       49.8       56.7:      50.2       43.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        18         19          9         13         20         36         43:
Old  :        59:        18         19          9         13         20         36         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       15.8       32.2       26.2       22.6       15.8       28.8       24.5
Old  :                 23.5       15.8       32.2       26.2       22.6       15.8       28.8       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                               Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     4,467:     1,071        872        427        855      1,235      2,353      2,534:     2,115      1,933
Old  :     4,467:     1,071        872        427        855      1,235      2,353      2,534:     2,115      1,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :      -144:       -90        158        -55        151       -263          5       -160:      -149         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       19.5        9.6       19.1       27.6       52.7       56.7:      47.3       43.3
Old  :     100.0:      24.0       19.5        9.6       19.1       27.6       52.7       56.7:      47.3       43.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        17         18         11         12         23         36         45:
Old  :        60:        17         18         11         12         23         36         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       15.9       34.6       26.5       23.4       15.9       31.4       24.5
Old  :                 23.7       15.9       34.6       26.5       23.4       15.9       31.4       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                  Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    30,651:    12,286      1,662      5,210      7,582      8,807     25,078     15,679:     5,574     14,973
Old  :    30,651:    12,286      1,662      5,210      7,582      8,807     25,078     15,679:     5,574     14,973
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -1,238:       -68        466       -914        249     -1,366       -732     -1,814:      -506        576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1        5.4       17.0       24.7       28.7       81.8       51.2:      18.2       48.8
Old  :     100.0:      40.1        5.4       17.0       24.7       28.7       81.8       51.2:      18.2       48.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        48         16         25         45         52        109         82:
Old  :       142:        48         16         25         45         52        109         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       16.9       26.0       22.4       13.7       11.7       23.7       15.4
Old  :                 15.2       16.9       26.0       22.4       13.7       11.7       23.7       15.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                  Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    31,889:    12,354      1,196      6,124      7,333     10,173     25,810     17,492:     6,079     14,397
Old  :    31,889:    12,354      1,196      6,124      7,333     10,173     25,810     17,492:     6,079     14,397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :      -930:       450       -350       -619       -497       -404       -666     -1,373:      -264        443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        3.8       19.2       23.0       31.9       80.9       54.9:      19.1       45.1
Old  :     100.0:      38.7        3.8       19.2       23.0       31.9       80.9       54.9:      19.1       45.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        53         17         28         42         53        111         88:
Old  :       149:        53         17         28         42         53        111         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       19.7       24.6       24.7       13.3       14.2       23.0       17.2
Old  :                 14.2       19.7       24.6       24.7       13.3       14.2       23.0       17.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                 Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :   119,027:    52,260      8,606      2,153     27,864     89,614     82,276    100,373:    36,751     18,653
Old  :   119,027:    52,260      8,606      2,153     27,864     89,614     82,276    100,373:    36,751     18,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     3,301:       625      1,707       -477      1,885      4,939      2,034      6,170:     1,267     -2,869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9        7.2        1.8       23.4       75.3       69.1       84.3:      30.9       15.7
Old  :     100.0:      43.9        7.2        1.8       23.4       75.3       69.1       84.3:      30.9       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        32         15          6         20         29         55         47:
Old  :        86:        32         15          6         20         29         55         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       35.1       36.7       56.6       23.0       35.1       36.7       56.6
Old  :                 23.0       35.1       36.7       56.6       23.0       35.1       36.7       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                 Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :   115,726:    51,634      6,900      2,629     25,978     84,675     80,242     94,204:    35,484     21,522
Old  :   115,726:    51,634      6,900      2,629     25,978     84,675     80,242     94,204:    35,484     21,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       506:     3,311     -1,881       -324       -370       -223      2,618     -2,428:    -2,112      2,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6        6.0        2.3       22.4       73.2       69.3       81.4:      30.7       18.6
Old  :     100.0:      44.6        6.0        2.3       22.4       73.2       69.3       81.4:      30.7       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        31         16          9         18         25         54         45:
Old  :        82:        31         16          9         18         25         54         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       32.0       36.6       53.4       24.3       31.6       36.6       53.0
Old  :                 24.3       32.0       36.6       53.4       24.3       31.6       36.6       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                   Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    80,800:    13,958     44,940          0     58,497     10,814     72,455     55,754:     8,345     25,046
Old  :    80,800:    13,958     44,940          0     58,497     10,814     72,455     55,754:     8,345     25,046
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     7,959:       386      6,081          0      6,211     -1,513      6,597      4,568:     1,362      3,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       55.6        0.0       72.4       13.4       89.7       69.0:      10.3       31.0
Old  :     100.0:      17.3       55.6        0.0       72.4       13.4       89.7       69.0:      10.3       31.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         6         28          0         16          9         22         37:
Old  :        54:         6         28          0         16          9         22         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       27.8       70.7       38.3       43.4       27.8       69.3       38.3
Old  :                 44.7       27.8       70.7       38.3       43.4       27.8       69.3       38.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                   Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    72,841:    13,572     38,859          0     52,286     12,327     65,858     51,186:     6,983     21,655
Old  :    72,841:    13,572     38,859          0     52,286     12,327     65,858     51,186:     6,983     21,655
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :   -15,389:     3,599    -18,240          0    -17,667      3,443    -14,068    -14,797:    -1,321       -592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       53.3        0.0       71.8       16.9       90.4       70.3:       9.6       29.7
Old  :     100.0:      18.6       53.3        0.0       71.8       16.9       90.4       70.3:       9.6       29.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         4         24          0         15          8         19         32:
Old  :        46:         4         24          0         15          8         19         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       28.5       72.8       41.0       48.3       28.5       70.2       40.9
Old  :                 49.1       28.5       72.8       41.0       48.3       28.5       70.2       40.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                   Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    63,230:    26,899      6,589          0     30,411     50,441     57,310     57,030:     5,920      6,200
Old  :    63,230:    26,899      6,589          0     30,411     50,441     57,310     57,030:     5,920      6,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :   -12,478:   -26,544      1,080        -55     15,379    -13,414    -11,220    -12,389:    -1,258        -89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5       10.4        0.0       48.1       79.8       90.6       90.2:       9.4        9.8
Old  :     100.0:      42.5       10.4        0.0       48.1       79.8       90.6       90.2:       9.4        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        36         14          0         16         15         52         29:
Old  :        79:        36         14          0         16         15         52         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       72.7       50.3       82.4       32.1       72.7       49.9       82.4
Old  :                 32.5       72.7       50.3       82.4       32.1       72.7       49.9       82.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                   Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    75,708:    53,443      5,509         55     15,032     63,855     68,530     69,419:     7,178      6,289
Old  :    75,708:    53,443      5,509         55     15,032     63,855     68,530     69,419:     7,178      6,289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    -5,713:    -6,725      1,615         55        672     -8,805     -5,998     -7,135:       285      1,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.6        7.3        0.1       19.9       84.3       90.5       91.7:       9.5        8.3
Old  :     100.0:      70.6        7.3        0.1       19.9       84.3       90.5       91.7:       9.5        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        48          8          1         18         15         66         24:
Old  :        86:        48          8          1         18         15         66         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       72.3       50.7       83.8       31.8       72.3       50.7       83.8
Old  :                 31.8       72.3       50.7       83.8       31.8       72.3       50.7       83.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                              Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    85,594:    10,541     31,870        314     53,424     27,988     64,280     60,172:    21,314     25,422
Old  :    85,594:    10,541     31,870        314     53,424     27,988     64,280     60,172:    21,314     25,422
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -5,568:    -3,037     -4,956         48     -2,949     -4,497     -5,938     -9,406:       370      3,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       37.2        0.4       62.4       32.7       75.1       70.3:      24.9       29.7
Old  :     100.0:      12.3       37.2        0.4       62.4       32.7       75.1       70.3:      24.9       29.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        12         18          4         19         13         33         33:
Old  :        53:        12         18          4         19         13         33         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       33.8       51.7       48.3       24.1       29.6       40.8       39.5
Old  :                 31.2       33.8       51.7       48.3       24.1       29.6       40.8       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                              Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    91,162:    13,578     36,826        267     56,373     32,485     70,218     69,578:    20,945     21,584
Old  :    91,162:    13,578     36,826        267     56,373     32,485     70,218     69,578:    20,945     21,584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :      -798:    -6,330       -333       -402      2,743     -2,262     -3,989     -2,998:     3,191      2,199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       40.4        0.3       61.8       35.6       77.0       76.3:      23.0       23.7
Old  :     100.0:      14.9       40.4        0.3       61.8       35.6       77.0       76.3:      23.0       23.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        13         17          3         19         14         33         33:
Old  :        55:        13         17          3         19         14         33         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       35.1       51.1       52.1       25.8       34.9       42.9       46.4
Old  :                 30.6       35.1       51.1       52.1       25.8       34.9       42.9       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                   Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   242,611:    14,752     87,405      7,307    188,424    105,569    210,483    200,282:    32,128     42,329
Old  :   242,611:    14,752     87,405      7,307    188,424    105,569    210,483    200,282:    32,128     42,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    41,757:    -1,763      2,283      3,478     38,015     31,213     39,730     36,973:     2,027      4,783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       36.0        3.0       77.7       43.5       86.8       82.6:      13.2       17.4
Old  :     100.0:       6.1       36.0        3.0       77.7       43.5       86.8       82.6:      13.2       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        19         49          9         30         26         54         79:
Old  :       106:        19         49          9         30         26         54         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       26.3       65.1       41.3       36.5       19.6       48.8       29.8
Old  :                 44.6       26.3       65.1       41.3       36.5       19.6       48.8       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                   Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   200,854:    16,515     85,122      3,830    150,408     74,357    170,753    163,309:    30,101     37,545
Old  :   200,854:    16,515     85,122      3,830    150,408     74,357    170,753    163,309:    30,101     37,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     6,983:     2,840      5,118       -763      3,141       -343      5,218      4,012:     1,765      2,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       42.4        1.9       74.9       37.0       85.0       81.3:      15.0       18.7
Old  :     100.0:       8.2       42.4        1.9       74.9       37.0       85.0       81.3:      15.0       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        22         43          6         30         24         54         71:
Old  :       103:        22         43          6         30         24         54         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       28.1       63.2       44.2       43.4       25.5       57.0       38.4
Old  :                 44.4       28.1       63.2       44.2       43.4       25.5       57.0       38.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                     Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   165,340:    24,746     25,787     10,348     77,197     72,220    112,290    108,355:    53,049     56,985
Old  :   165,340:    24,746     25,787     10,348     77,197     72,220    112,290    108,355:    53,049     56,985
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    15,051:    -4,875       -442        110     12,619     10,390      7,854     10,058:     7,197      4,993
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       15.6        6.3       46.7       43.7       67.9       65.5:      32.1       34.5
Old  :     100.0:      15.0       15.6        6.3       46.7       43.7       67.9       65.5:      32.1       34.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        38         36         27         30         30         82         79:
Old  :       112:        38         36         27         30         30         82         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       32.1       33.2       39.4       19.8       30.7       31.1       36.4
Old  :                 20.5       32.1       33.2       39.4       19.8       30.7       31.1       36.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                     Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   150,289:    29,620     26,230     10,238     64,578     61,829    104,436     98,297:    45,852     51,992
Old  :   150,289:    29,620     26,230     10,238     64,578     61,829    104,436     98,297:    45,852     51,992
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :   -19,635:    -4,448    -10,635     -4,217     -7,979        -86    -16,644    -14,938:    -2,991     -4,697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       17.5        6.8       43.0       41.1       69.5       65.4:      30.5       34.6
Old  :     100.0:      19.7       17.5        6.8       43.0       41.1       69.5       65.4:      30.5       34.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        39         31         29         29         29         81         76:
Old  :       107:        39         31         29         29         29         81         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       31.9       31.4       39.2       18.7       30.5       29.9       36.0
Old  :                 19.2       31.9       31.4       39.2       18.7       30.5       29.9       36.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (CONTRACTS OF NZ$ 100,000)                               :
     :          :                                                                            :
All  :    10,099:     6,208        508          0      2,353      8,421      8,561      8,929:     1,538      1,170
Old  :    10,099:     6,208        508          0      2,353      8,421      8,561      8,929:     1,538      1,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       661:       616          0          0       -146        566        470        566:       191         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.5        5.0        0.0       23.3       83.4       84.8       88.4:      15.2       11.6
Old  :     100.0:      61.5        5.0        0.0       23.3       83.4       84.8       88.4:      15.2       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         5          3          0          6          8         11         11:
Old  :        21:         5          3          0          6          8         11         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       71.3       81.0       84.0       68.3       71.3       78.7       84.0
Old  :                 70.6       71.3       81.0       84.0       68.3       71.3       78.7       84.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (CONTRACTS OF NZ$ 100,000)                               :
     :          :                                                                            :
All  :     9,438:     5,592        508          0      2,499      7,855      8,091      8,363:     1,347      1,075
Old  :     9,438:     5,592        508          0      2,499      7,855      8,091      8,363:     1,347      1,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.2        5.4        0.0       26.5       83.2       85.7       88.6:      14.3       11.4
Old  :     100.0:      59.2        5.4        0.0       26.5       83.2       85.7       88.6:      14.3       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          3          0          6          8         10         11:
Old  :        20:         4          3          0          6          8         10         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.7       73.6       83.3       84.6       69.8       73.6       80.5       83.5
Old  :                 70.7       73.6       83.3       84.6       69.8       73.6       80.5       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    29,793:     8,853      1,847        450     16,713     22,213     26,016     24,510:     3,777      5,283
Old  :    29,793:     8,853      1,847        450     16,713     22,213     26,016     24,510:     3,777      5,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :   -11,278:      -752       -940       -910     -6,538     -7,044     -8,200     -8,894:    -3,078     -2,384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        6.2        1.5       56.1       74.6       87.3       82.3:      12.7       17.7
Old  :     100.0:      29.7        6.2        1.5       56.1       74.6       87.3       82.3:      12.7       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          2          1          8         11         12         14:
Old  :        21:         4          2          1          8         11         12         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       48.8       78.3       68.5       57.2       44.5       76.8       62.5
Old  :                 57.6       48.8       78.3       68.5       57.2       44.5       76.8       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    41,071:     9,605      2,787      1,360     23,251     29,257     34,216     33,404:     6,855      7,667
Old  :    41,071:     9,605      2,787      1,360     23,251     29,257     34,216     33,404:     6,855      7,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,987:       583       -614      1,354       -276      3,576      1,661      4,316:       326     -2,329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        6.8        3.3       56.6       71.2       83.3       81.3:      16.7       18.7
Old  :     100.0:      23.4        6.8        3.3       56.6       71.2       83.3       81.3:      16.7       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          3          2         11         14         15         18:
Old  :        22:         3          3          2         11         14         15         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       48.5       69.5       63.5       47.7       43.4       59.5       56.4
Old  :                 50.4       48.5       69.5       63.5       47.7       43.4       59.5       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                               Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :13,245,014:   878,907    917,360  4,086,061  7,264,976  6,698,942 12,229,944 11,702,362: 1,015,070  1,542,653
Old  :13,245,014:   878,907    917,360  4,086,061  7,264,976  6,698,942 12,229,944 11,702,362: 1,015,070  1,542,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :   -88,401:     3,178    -68,973   -115,063     50,453     78,601    -61,432   -105,436:   -26,969     17,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        6.9       30.8       54.9       50.6       92.3       88.4:       7.7       11.6
Old  :     100.0:       6.6        6.9       30.8       54.9       50.6       92.3       88.4:       7.7       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        60         77        110        137        148        257        280:
Old  :       295:        60         77        110        137        148        257        280:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       11.6       35.0       20.7       20.1        7.4       27.2       12.2
Old  :                 21.5       11.6       35.0       20.7       20.1        7.4       27.2       12.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                               Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :13,333,415:   875,730    986,333  4,201,124  7,214,522  6,620,340 12,291,376 11,807,797: 1,042,039  1,525,618
Old  :13,333,415:   875,730    986,333  4,201,124  7,214,522  6,620,340 12,291,376 11,807,797: 1,042,039  1,525,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :   234,785:    57,832      7,239    100,592    138,230    185,121    296,654    292,952:   -61,869    -58,167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        7.4       31.5       54.1       49.7       92.2       88.6:       7.8       11.4
Old  :     100.0:       6.6        7.4       31.5       54.1       49.7       92.2       88.6:       7.8       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:        64         68        106        137        152        251        281:
Old  :       293:        64         68        106        137        152        251        281:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       12.2       34.8       21.0       19.7        6.8       26.9       11.5
Old  :                 21.1       12.2       34.8       21.0       19.7        6.8       26.9       11.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                               Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   749,272:    67,395     71,086     58,655    479,015    491,489    605,065    621,229:   144,208    128,044
Old  :   749,272:    67,395     71,086     58,655    479,015    491,489    605,065    621,229:   144,208    128,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     6,027:     8,830       -397     -1,085      6,975     -1,749     14,719     -3,230:    -8,692      9,258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        9.5        7.8       63.9       65.6       80.8       82.9:      19.2       17.1
Old  :     100.0:       9.0        9.5        7.8       63.9       65.6       80.8       82.9:      19.2       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       224:        60         43         64         93         70        184        146:
Old  :       224:        60         43         64         93         70        184        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       24.9       26.1       36.2       18.3       24.9       26.0       36.2
Old  :                 18.4       24.9       26.1       36.2       18.3       24.9       26.0       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                               Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   743,245:    58,565     71,482     59,740    472,041    493,237    590,346    624,459:   152,900    118,786
Old  :   743,245:    58,565     71,482     59,740    472,041    493,237    590,346    624,459:   152,900    118,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    37,653:     5,877      8,168     15,158     10,580      9,352     31,616     32,679:     6,037      4,973
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        9.6        8.0       63.5       66.4       79.4       84.0:      20.6       16.0
Old  :     100.0:       7.9        9.6        8.0       63.5       66.4       79.4       84.0:      20.6       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        54         41         61         89         69        172        142:
Old  :       213:        54         41         61         89         69        172        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       25.3       26.2       36.8       18.4       25.3       26.1       36.8
Old  :                 18.5       25.3       26.2       36.8       18.4       25.3       26.1       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  : 1,148,001:   164,765    306,232     56,430    642,744    671,646    863,939  1,034,308:   284,062    113,693
Old  : 1,148,001:   164,765    306,232     56,430    642,744    671,646    863,939  1,034,308:   284,062    113,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    86,134:   -38,945     46,426      4,735     61,761     28,926     27,550     80,086:    58,585      6,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       26.7        4.9       56.0       58.5       75.3       90.1:      24.7        9.9
Old  :     100.0:      14.4       26.7        4.9       56.0       58.5       75.3       90.1:      24.7        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        48         56         34         65         59        128        134:
Old  :       197:        48         56         34         65         59        128        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       24.6       28.4       38.7       15.3       21.3       23.4       33.5
Old  :                 17.7       24.6       28.4       38.7       15.3       21.3       23.4       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  : 1,061,867:   203,710    259,806     51,696    580,983    642,720    836,389    954,222:   225,477    107,645
Old  : 1,061,867:   203,710    259,806     51,696    580,983    642,720    836,389    954,222:   225,477    107,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    55,140:    13,598     13,712     10,179     59,232     46,122     83,009     70,012:   -27,869    -14,873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       24.5        4.9       54.7       60.5       78.8       89.9:      21.2       10.1
Old  :     100.0:      19.2       24.5        4.9       54.7       60.5       78.8       89.9:      21.2       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        49         54         32         66         59        132        128:
Old  :       194:        49         54         32         66         59        132        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       25.4       30.5       39.6       16.8       22.3       27.5       34.3
Old  :                 17.9       25.4       30.5       39.6       16.8       22.3       27.5       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    12,943:     1,239        688          0      6,808     11,133      8,047     11,821:     4,896      1,122
Old  :    12,943:     1,239        688          0      6,808     11,133      8,047     11,821:     4,896      1,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       151:        48        261          0          1       -145         49        116:       102         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        5.3        0.0       52.6       86.0       62.2       91.3:      37.8        8.7
Old  :     100.0:       9.6        5.3        0.0       52.6       86.0       62.2       91.3:      37.8        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          2          1         19         16         21         19:
Old  :        34:         2          2          1         19         16         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       46.5       39.4       66.8       25.2       46.5       39.4       65.8
Old  :                 25.2       46.5       39.4       66.8       25.2       46.5       39.4       65.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    12,792:     1,191        427          0      6,807     11,278      7,998     11,705:     4,794      1,087
Old  :    12,792:     1,191        427          0      6,807     11,278      7,998     11,705:     4,794      1,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :        12:      -749          0          0        147        -46       -602        -46:       614         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        3.3        0.0       53.2       88.2       62.5       91.5:      37.5        8.5
Old  :     100.0:       9.3        3.3        0.0       53.2       88.2       62.5       91.5:      37.5        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          1          1         19         16         21         18:
Old  :        33:         2          1          1         19         16         21         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       48.7       39.5       68.8       25.2       48.1       39.5       67.7
Old  :                 25.2       48.7       39.5       68.8       25.2       48.1       39.5       67.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    34,533:     6,073      5,888          0     24,513     21,513     30,586     27,401:     3,947      7,132
Old  :    34,533:     6,073      5,888          0     24,513     21,513     30,586     27,401:     3,947      7,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       125:    -1,568        889          0        883     -1,573       -685       -684:       810        809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       17.1        0.0       71.0       62.3       88.6       79.3:      11.4       20.7
Old  :     100.0:      17.6       17.1        0.0       71.0       62.3       88.6       79.3:      11.4       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         4          6          0         19         20         23         26:
Old  :        41:         4          6          0         19         20         23         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       40.2       75.7       54.7       56.7       38.9       71.7       53.2
Old  :                 59.3       40.2       75.7       54.7       56.7       38.9       71.7       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    34,408:     7,641      4,999          0     23,630     23,086     31,271     28,085:     3,137      6,323
Old  :    34,408:     7,641      4,999          0     23,630     23,086     31,271     28,085:     3,137      6,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,057:       318      1,318        -98      1,975     -2,426      2,195     -1,206:    -1,138      2,263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       14.5        0.0       68.7       67.1       90.9       81.6:       9.1       18.4
Old  :     100.0:      22.2       14.5        0.0       68.7       67.1       90.9       81.6:       9.1       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         6          5          0         20         18         26         23:
Old  :        42:         6          5          0         20         18         26         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       39.7       74.9       54.9       56.0       39.0       70.7       54.0
Old  :                 58.6       39.7       74.9       54.9       56.0       39.0       70.7       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    64,638:     8,104     16,108        347     34,023     39,086     42,473     55,540:    22,165      9,098
Old  :    64,638:     8,104     16,108        347     34,023     39,086     42,473     55,540:    22,165      9,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     4,413:       777      3,836     -1,003      3,857      2,016      3,631      4,850:       782       -437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       24.9        0.5       52.6       60.5       65.7       85.9:      34.3       14.1
Old  :     100.0:      12.5       24.9        0.5       52.6       60.5       65.7       85.9:      34.3       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        12         21          2         34         28         48         49:
Old  :        85:        12         21          2         34         28         48         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       29.7       39.4       45.7       28.8       28.1       37.4       42.6
Old  :                 28.8       29.7       39.4       45.7       28.8       28.1       37.4       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    60,225:     7,327     12,271      1,349     30,166     37,070     38,843     50,691:    21,383      9,535
Old  :    60,225:     7,327     12,271      1,349     30,166     37,070     38,843     50,691:    21,383      9,535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     3,296:    -2,133      2,745       -255      1,470      1,301       -918      3,790:     4,214       -494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       20.4        2.2       50.1       61.6       64.5       84.2:      35.5       15.8
Old  :     100.0:      12.2       20.4        2.2       50.1       61.6       64.5       84.2:      35.5       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        12         18          4         31         30         47         48:
Old  :        81:        12         18          4         31         30         47         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       27.6       35.3       44.8       24.7       24.8       33.5       39.5
Old  :                 26.1       27.6       35.3       44.8       24.7       24.8       33.5       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   414,807:    73,891    205,847      3,733    319,060    115,178    396,684    324,757:    18,123     90,050
Old  :   414,807:    73,891    205,847      3,733    319,060    115,178    396,684    324,757:    18,123     90,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    66,405:   -25,350     49,179       -145     95,595      7,422     70,100     56,456:    -3,696      9,949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       49.6        0.9       76.9       27.8       95.6       78.3:       4.4       21.7
Old  :     100.0:      17.8       49.6        0.9       76.9       27.8       95.6       78.3:       4.4       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        50         69         13         46         38        105        111:
Old  :       190:        50         69         13         46         38        105        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       29.3       70.4       41.4       51.0       27.8       66.6       37.1
Old  :                 54.9       29.3       70.4       41.4       51.0       27.8       66.6       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   348,402:    99,242    156,668      3,877    223,465    107,756    326,584    268,301:    21,818     80,101
Old  :   348,402:    99,242    156,668      3,877    223,465    107,756    326,584    268,301:    21,818     80,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    77,887:    -6,748     75,258        787     94,900    -12,094     88,939     63,952:   -11,052     13,935
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       45.0        1.1       64.1       30.9       93.7       77.0:       6.3       23.0
Old  :     100.0:      28.5       45.0        1.1       64.1       30.9       93.7       77.0:       6.3       23.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        63         59         13         47         31        120         93:
Old  :       189:        63         59         13         47         31        120         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       30.0       57.4       41.6       40.5       28.6       54.2       37.5
Old  :                 43.7       30.0       57.4       41.6       40.5       28.6       54.2       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    64,516:    19,393      8,331          0     28,198     43,633     47,591     51,964:    16,925     12,552
Old  :    64,516:    19,393      8,331          0     28,198     43,633     47,591     51,964:    16,925     12,552
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     3,814:       549      6,415          0      6,476     -5,331      7,025      1,084:    -3,211      2,730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       12.9        0.0       43.7       67.6       73.8       80.5:      26.2       19.5
Old  :     100.0:      30.1       12.9        0.0       43.7       67.6       73.8       80.5:      26.2       19.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        10          8          0         11         15         21         23:
Old  :        39:        10          8          0         11         15         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       42.0       56.6       58.5       39.8       41.7       54.9       58.2
Old  :                 39.8       42.0       56.6       58.5       39.8       41.7       54.9       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    60,703:    18,844      1,916          0     21,722     48,964     40,566     50,880:    20,137      9,823
Old  :    60,703:    18,844      1,916          0     21,722     48,964     40,566     50,880:    20,137      9,823
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    -9,568:   -10,608      1,334          0      4,923    -11,580     -5,685    -10,246:    -3,883        678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0        3.2        0.0       35.8       80.7       66.8       83.8:      33.2       16.2
Old  :     100.0:      31.0        3.2        0.0       35.8       80.7       66.8       83.8:      33.2       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        11          2          0         13         15         24         17:
Old  :        37:        11          2          0         13         15         24         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       50.8       48.7       70.8       37.7       50.5       47.8       70.5
Old  :                 37.7       50.8       48.7       70.8       37.7       50.5       47.8       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                          Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    34,491:       743      7,091          0     29,544     22,743     30,287     29,834:     4,205      4,658
Old  :    34,491:       743      7,091          0     29,544     22,743     30,287     29,834:     4,205      4,658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       649:      -123        744          0      1,804         17      1,681        761:    -1,032       -112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       20.6        0.0       85.7       65.9       87.8       86.5:      12.2       13.5
Old  :     100.0:       2.2       20.6        0.0       85.7       65.9       87.8       86.5:      12.2       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:         1         17          1         31         28         32         46:
Old  :        65:         1         17          1         31         28         32         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       31.5       66.5       46.9       55.6       29.8       66.5       45.1
Old  :                 55.7       31.5       66.5       46.9       55.6       29.8       66.5       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                          Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    33,843:       866      6,347          0     27,740     22,726     28,606     29,073:     5,236      4,770
Old  :    33,843:       866      6,347          0     27,740     22,726     28,606     29,073:     5,236      4,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,611:       197        302         -0        995      1,151      1,192      1,453:       419        158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       18.8        0.0       82.0       67.2       84.5       85.9:      15.5       14.1
Old  :     100.0:       2.6       18.8        0.0       82.0       67.2       84.5       85.9:      15.5       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         1         14          1         31         28         32         43:
Old  :        62:         1         14          1         31         28         32         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       31.5       63.6       47.3       54.4       29.8       63.5       45.5
Old  :                 54.5       31.5       63.6       47.3       54.4       29.8       63.5       45.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   269,182:    12,257     62,894      3,908    244,229    188,948    260,395    255,750:     8,787     13,431
Old  :   269,182:    12,257     62,894      3,908    244,229    188,948    260,395    255,750:     8,787     13,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    10,143:       194      6,284       -100     13,069     10,356     13,162     16,539:    -3,018     -6,396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       23.4        1.5       90.7       70.2       96.7       95.0:       3.3        5.0
Old  :     100.0:       4.6       23.4        1.5       90.7       70.2       96.7       95.0:       3.3        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        23         51         19         39         49         69        112:
Old  :       142:        23         51         19         39         49         69        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.7       32.8       76.9       47.8       64.4       32.8       70.2       44.3
Old  :                 66.7       32.8       76.9       47.8       64.4       32.8       70.2       44.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   259,038:    12,064     56,611      4,009    231,160    178,592    247,233    239,211:    11,805     19,827
Old  :   259,038:    12,064     56,611      4,009    231,160    178,592    247,233    239,211:    11,805     19,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    26,529:    -4,918      3,683      2,592     26,077     16,450     23,751     22,725:     2,778      3,804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       21.9        1.5       89.2       68.9       95.4       92.3:       4.6        7.7
Old  :     100.0:       4.7       21.9        1.5       89.2       68.9       95.4       92.3:       4.6        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        28         43         21         36         48         71        105:
Old  :       136:        28         43         21         36         48         71        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.6       34.8       76.8       49.4       61.9       33.7       70.2       44.6
Old  :                 64.6       34.8       76.8       49.4       61.9       33.7       70.2       44.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                               Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    62,148:    14,783     17,449      2,999     32,570     34,610     50,352     55,058:    11,796      7,090
Old  :    62,148:    14,783     17,449      2,999     32,570     34,610     50,352     55,058:    11,796      7,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,162:      -671         -3       -364      2,444      2,402      1,409      2,035:      -247       -873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       28.1        4.8       52.4       55.7       81.0       88.6:      19.0       11.4
Old  :     100.0:      23.8       28.1        4.8       52.4       55.7       81.0       88.6:      19.0       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        26         22          7         20         24         49         52:
Old  :        89:        26         22          7         20         24         49         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       40.6       46.1       50.7       29.0       40.6       41.4       49.5
Old  :                 31.9       40.6       46.1       50.7       29.0       40.6       41.4       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                               Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    60,986:    15,454     17,452      3,363     30,126     32,208     48,943     53,023:    12,043      7,963
Old  :    60,986:    15,454     17,452      3,363     30,126     32,208     48,943     53,023:    12,043      7,963
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     4,782:       820        148       -176      4,564      2,710      5,208      2,682:      -426      2,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       28.6        5.5       49.4       52.8       80.3       86.9:      19.7       13.1
Old  :     100.0:      25.3       28.6        5.5       49.4       52.8       80.3       86.9:      19.7       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        27         19          6         20         23         50         47:
Old  :        85:        27         19          6         20         23         50         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       41.7       43.6       50.3       27.0       41.7       40.7       50.0
Old  :                 29.7       41.7       43.6       50.3       27.0       41.7       40.7       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                          Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :    37,182:    10,338      1,511          0     23,146      3,573     33,484      5,084:     3,698     32,098
Old  :    37,182:    10,338      1,511          0     23,146      3,573     33,484      5,084:     3,698     32,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -2,839:      -247       -559       -145        353        440        -39       -264:    -2,800     -2,575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        4.1        0.0       62.3        9.6       90.1       13.7:       9.9       86.3
Old  :     100.0:      27.8        4.1        0.0       62.3        9.6       90.1       13.7:       9.9       86.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        15          2          0          9          8         24         10:
Old  :        33:        15          2          0          9          8         24         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.2        8.5       72.7       12.4       62.3        8.0       70.7       11.1
Old  :                 64.2        8.5       72.7       12.4       62.3        8.0       70.7       11.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                          Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :    40,021:    10,585      2,070        145     22,793      3,133     33,523      5,348:     6,498     34,673
Old  :    40,021:    10,585      2,070        145     22,793      3,133     33,523      5,348:     6,498     34,673
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     5,008:     2,037     -1,049       -481        686        607      2,242       -923:     2,766      5,931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        5.2        0.4       57.0        7.8       83.8       13.4:      16.2       86.6
Old  :     100.0:      26.4        5.2        0.4       57.0        7.8       83.8       13.4:      16.2       86.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        15          3          1          8          6         24          9:
Old  :        31:        15          3          1          8          6         24          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8        9.4       66.4       12.8       54.8        9.0       64.5       11.0
Old  :                 56.8        9.4       66.4       12.8       54.8        9.0       64.5       11.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                               Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :    33,872:     1,609      2,114          0     16,584     27,988     18,193     30,102:    15,679      3,770
Old  :    33,872:     1,609      2,114          0     16,584     27,988     18,193     30,102:    15,679      3,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,017:         0       -605          0        653        653        653         48:       364        969
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        6.2        0.0       49.0       82.6       53.7       88.9:      46.3       11.1
Old  :     100.0:       4.8        6.2        0.0       49.0       82.6       53.7       88.9:      46.3       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         3         11          0         18         27         21         38:
Old  :        44:         3         11          0         18         27         21         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       40.7       42.3       63.0       16.3       35.6       23.0       46.6
Old  :                 29.2       40.7       42.3       63.0       16.3       35.6       23.0       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                               Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :    32,855:     1,609      2,719          0     15,931     27,335     17,540     30,054:    15,315      2,801
Old  :    32,855:     1,609      2,719          0     15,931     27,335     17,540     30,054:    15,315      2,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    -3,449:      -210        -77       -150     -1,648     -1,808     -2,008     -2,035:    -1,441     -1,414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        8.3        0.0       48.5       83.2       53.4       91.5:      46.6        8.5
Old  :     100.0:       4.9        8.3        0.0       48.5       83.2       53.4       91.5:      46.6        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         3         10          0         16         24         19         34:
Old  :        41:         3         10          0         16         24         19         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       43.1       41.1       67.9       14.7       35.8       18.9       45.9
Old  :                 27.6       43.1       41.1       67.9       14.7       35.8       18.9       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                        Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :   178,129:    66,402     11,460     33,109     35,896    110,800    135,407    155,369:    42,722     22,760
Old  :   178,129:    66,402     11,460     33,109     35,896    110,800    135,407    155,369:    42,722     22,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     8,714:     2,978       -158      1,146      1,576      3,620      5,701      4,609:     3,013      4,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3        6.4       18.6       20.2       62.2       76.0       87.2:      24.0       12.8
Old  :     100.0:      37.3        6.4       18.6       20.2       62.2       76.0       87.2:      24.0       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:       103         51         46         24         42        148        119:
Old  :       203:       103         51         46         24         42        148        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       28.7       27.2       43.5       11.2       24.3       17.1       34.4
Old  :                 17.2       28.7       27.2       43.5       11.2       24.3       17.1       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                        Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :   169,415:    63,424     11,617     31,962     34,320    107,180    129,706    150,759:    39,708     18,655
Old  :   169,415:    63,424     11,617     31,962     34,320    107,180    129,706    150,759:    39,708     18,655
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    19,288:     6,774       -914      6,826      3,924      9,459     17,524     15,371:     1,764      3,917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4        6.9       18.9       20.3       63.3       76.6       89.0:      23.4       11.0
Old  :     100.0:      37.4        6.9       18.9       20.3       63.3       76.6       89.0:      23.4       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        93         55         49         26         44        148        120:
Old  :       198:        93         55         49         26         44        148        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       28.5       26.7       43.0       11.4       23.9       17.5       33.8
Old  :                 17.2       28.5       26.7       43.0       11.4       23.9       17.5       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :   111,937:    38,860     30,032     13,843     44,320     54,075     97,024     97,950:    14,913     13,987
Old  :   111,937:    38,860     30,032     13,843     44,320     54,075     97,024     97,950:    14,913     13,987
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -4,091:    -4,638       -870       -115        586     -2,153     -4,167     -3,139:        76       -953
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       26.8       12.4       39.6       48.3       86.7       87.5:      13.3       12.5
Old  :     100.0:      34.7       26.8       12.4       39.6       48.3       86.7       87.5:      13.3       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        80         64         52         49         41        156        138:
Old  :       205:        80         64         52         49         41        156        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       38.8       35.4       49.7       25.6       34.6       35.2       44.7
Old  :                 25.6       38.8       35.4       49.7       25.6       34.6       35.2       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :   116,028:    43,498     30,902     13,958     43,735     56,228    101,191    101,089:    14,837     14,939
Old  :   116,028:    43,498     30,902     13,958     43,735     56,228    101,191    101,089:    14,837     14,939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     4,274:     2,256        242        809        185        823      3,251      1,875:     1,024      2,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5       26.6       12.0       37.7       48.5       87.2       87.1:      12.8       12.9
Old  :     100.0:      37.5       26.6       12.0       37.7       48.5       87.2       87.1:      12.8       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        84         68         55         48         41        161        138:
Old  :       209:        84         68         55         48         41        161        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       38.3       35.6       49.2       25.5       34.2       35.1       44.2
Old  :                 25.5       38.3       35.6       49.2       25.5       34.2       35.1       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                         Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   448,893:   228,349     46,253     73,992     81,009    294,908    383,350    415,153:    65,544     33,740
Old  :   448,893:   228,349     46,253     73,992     81,009    294,908    383,350    415,153:    65,544     33,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -9,522:   -10,131     -3,065      1,295      2,064    -11,602     -6,772    -13,372:    -2,751      3,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.9       10.3       16.5       18.0       65.7       85.4       92.5:      14.6        7.5
Old  :     100.0:      50.9       10.3       16.5       18.0       65.7       85.4       92.5:      14.6        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:       162         88         73         36         50        242        171:
Old  :       309:       162         88         73         36         50        242        171:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       31.8       34.9       47.8       21.9       28.1       26.8       39.7
Old  :                 23.4       31.8       34.9       47.8       21.9       28.1       26.8       39.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                         Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   458,416:   238,480     49,318     72,697     78,945    306,511    390,122    428,525:    68,294     29,890
Old  :   458,416:   238,480     49,318     72,697     78,945    306,511    390,122    428,525:    68,294     29,890
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    16,949:     5,239       -930      6,756      2,000     12,115     13,995     17,941:     2,954       -992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.0       10.8       15.9       17.2       66.9       85.1       93.5:      14.9        6.5
Old  :     100.0:      52.0       10.8       15.9       17.2       66.9       85.1       93.5:      14.9        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       323:       171         88         70         37         58        249        178:
Old  :       323:       171         88         70         37         58        249        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       31.2       34.2       45.8       22.0       27.9       26.8       38.7
Old  :                 23.3       31.2       34.2       45.8       22.0       27.9       26.8       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                      Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    13,038:     5,336      1,267      1,052      3,417      8,689      9,805     11,008:     3,233      2,030
Old  :    13,038:     5,336      1,267      1,052      3,417      8,689      9,805     11,008:     3,233      2,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,391:       146       -176          0        698      1,037        844        861:       547        530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        9.7        8.1       26.2       66.6       75.2       84.4:      24.8       15.6
Old  :     100.0:      40.9        9.7        8.1       26.2       66.6       75.2       84.4:      24.8       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        20          3         15          6          6         40         22:
Old  :        44:        20          3         15          6          6         40         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.7       65.7       56.0       79.7       34.1       51.4       42.7       60.2
Old  :                 41.7       65.7       56.0       79.7       34.1       51.4       42.7       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                      Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    11,647:     5,190      1,443      1,052      2,719      7,652      8,961     10,147:     2,686      1,500
Old  :    11,647:     5,190      1,443      1,052      2,719      7,652      8,961     10,147:     2,686      1,500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,289:       269       -885        502        -69      1,230        702        847:       587        442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6       12.4        9.0       23.3       65.7       76.9       87.1:      23.1       12.9
Old  :     100.0:      44.6       12.4        9.0       23.3       65.7       76.9       87.1:      23.1       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        19          3         16          6          6         39         23:
Old  :        43:        19          3         16          6          6         39         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       68.5       56.6       81.2       37.3       56.9       46.7       65.3
Old  :                 44.2       68.5       56.6       81.2       37.3       56.9       46.7       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   132,352:    54,352      4,372     14,599     47,909     88,796    116,859    107,767:    15,492     24,585
Old  :   111,125:    50,845      3,904     10,845     38,264     78,261     99,953     93,010:    11,172     18,115
Other:    21,227:     6,492      3,452        769      9,645     10,536     16,906     14,757:     4,321      6,469
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     5,410:     6,854       -230      2,094      3,471      2,118     12,419      3,983:    -7,009      1,428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1        3.3       11.0       36.2       67.1       88.3       81.4:      11.7       18.6
Old  :     100.0:      45.8        3.5        9.8       34.4       70.4       89.9       83.7:      10.1       16.3
Other:     100.0:      30.6       16.3        3.6       45.4       49.6       79.6       69.5:      20.4       30.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        62         25         31         60         71        137        113:
Old  :       173:        61         23         25         51         70        125        105:
Other:       100:        23         16         12         25         46         51         71:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       30.1       29.1       40.5       15.8       21.6       24.7       29.2
Old  :                 18.7       33.7       29.6       43.1       18.0       29.8       27.9       36.4
Other:                 44.5       34.5       52.1       43.7       44.1       33.3       51.7       41.8
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   126,941:    47,498      4,601     12,505     44,438     86,678    104,440    103,784:    22,501     23,157
Old  :   107,635:    44,394      3,723      8,999     36,629     77,272     90,021     89,994:    17,614     17,641
Other:    19,306:     5,784      3,559        826      7,809      9,406     14,419     13,791:     4,887      5,516
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       820:     2,195       -769        231        339      2,500      2,765      1,962:    -1,945     -1,142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4        3.6        9.9       35.0       68.3       82.3       81.8:      17.7       18.2
Old  :     100.0:      41.2        3.5        8.4       34.0       71.8       83.6       83.6:      16.4       16.4
Other:     100.0:      30.0       18.4        4.3       40.4       48.7       74.7       71.4:      25.3       28.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        62         21         28         55         64        132        102:
Old  :       164:        64         20         21         46         63        121         93:
Other:        91:        24         14         15         21         40         50         64:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       32.3       26.6       43.0       14.4       23.5       21.8       30.1
Old  :                 17.0       35.6       26.8       45.3       15.6       31.1       24.5       38.1
Other:                 39.2       36.6       49.4       47.4       38.6       36.3       47.7       46.9
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    36,802:    10,982        676      1,124     14,700     25,293     26,806     27,094:     9,995      9,708
Old  :    35,710:    10,963        673      1,083     14,208     24,927     26,255     26,684:     9,455      9,026
Other:     1,091:        56         40          4        492        366        552        410:       540        681
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,707:     1,180        448        415       -210        929      1,384      1,792:       322        -86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8        1.8        3.1       39.9       68.7       72.8       73.6:      27.2       26.4
Old  :     100.0:      30.7        1.9        3.0       39.8       69.8       73.5       74.7:      26.5       25.3
Other:     100.0:       5.1        3.7        0.4       45.1       33.5       50.5       37.6:      49.5       62.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        21          6          7         18         17         44         25:
Old  :        51:        22          5          7         17         17         43         25:
Other:        18:         1          4          1          7          6          8         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       47.9       40.9       59.8       18.8       41.9       32.4       49.0
Old  :                 26.3       48.6       41.2       60.8       19.0       42.5       32.9       50.1
Other:                 36.2       32.9       50.5       36.7       36.2       32.9       50.2       36.7
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    35,095:     9,802        228        709     14,911     24,365     25,422     25,302:     9,673      9,793
Old  :    34,413:     9,775        228        677     14,626     24,179     25,078     25,084:     9,336      9,329
Other:       682:        56         28          4        285        186        345        218:       337        464
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       950:     1,537       -286       -134        184      1,058      1,587        638:      -637        312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        0.6        2.0       42.5       69.4       72.4       72.1:      27.6       27.9
Old  :     100.0:      28.4        0.7        2.0       42.5       70.3       72.9       72.9:      27.1       27.1
Other:     100.0:       8.2        4.1        0.6       41.8       27.3       50.5       32.0:      49.5       68.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        23          1          3         20         19         43         23:
Old  :        51:        23          1          3         19         19         42         23:
Other:        12:         1          1          1          5          5          6          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       47.8       42.5       59.8       20.0       44.1       34.7       51.3
Old  :                 26.4       48.4       42.8       60.6       20.0       44.6       34.9       52.1
Other:                 42.3       28.9       50.5       32.0       41.7       28.9       50.0       31.4
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :   182,213:    32,472      5,183     53,516     78,876    113,308    164,863    172,006:    17,350     10,207
Old  :   180,622:    32,513      5,474     52,959     77,892    112,059    163,365    170,492:    17,258     10,130
Other:     1,591:       401        151        114        983      1,248      1,499      1,514:        92         77
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    10,803:     7,377     -3,141      4,319        520     10,236     12,216     11,414:    -1,413       -611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        2.8       29.4       43.3       62.2       90.5       94.4:       9.5        5.6
Old  :     100.0:      18.0        3.0       29.3       43.1       62.0       90.4       94.4:       9.6        5.6
Other:     100.0:      25.2        9.5        7.2       61.8       78.5       94.2       95.2:       5.8        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:       105         43         76         65         73        210        160:
Old  :       244:       103         47         74         65         73        209        159:
Other:        38:        12         10          9          7         11         21         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       31.0       28.4       43.0       15.3       24.7       21.8       32.1
Old  :                 17.4       30.8       28.6       42.8       15.5       24.9       22.1       32.4
Other:                 62.0       71.8       81.6       84.6       58.3       71.8       77.6       82.4
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :   171,410:    25,095      8,324     49,197     78,355    103,072    152,647    160,592:    18,763     10,818
Old  :   169,953:    25,162      8,545     48,712     77,403    101,955    151,278    159,212:    18,675     10,741
Other:     1,457:       305        152        112        952      1,116      1,370      1,380:        88         77
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     8,154:     2,202     -3,078      3,546      1,292      7,799      7,040      8,267:     1,114       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        4.9       28.7       45.7       60.1       89.1       93.7:      10.9        6.3
Old  :     100.0:      14.8        5.0       28.7       45.5       60.0       89.0       93.7:      11.0        6.3
Other:     100.0:      21.0       10.4        7.7       65.3       76.6       94.0       94.7:       6.0        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:       100         45         74         66         70        202        159:
Old  :       237:        98         49         72         66         70        201        158:
Other:        35:         9         12          7          7          8         18         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       30.7       28.0       41.4       16.2       22.9       22.7       29.6
Old  :                 17.8       30.5       28.2       41.2       16.3       23.1       22.9       29.9
Other:                 63.4       75.3       84.6       87.2       61.6       75.3       80.3       84.2
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    48,960:    12,086      1,768     14,453     15,855     29,982     42,395     46,203:     6,566      2,757
Old  :    19,018:     7,651      1,879      4,546      3,950     11,364     16,147     17,788:     2,871      1,230
Other:    29,942:     5,965      1,419      8,378     11,905     18,618     26,248     28,415:     3,695      1,528
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     3,491:       653        -61      2,080       -476      1,525      2,258      3,544:     1,233        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        3.6       29.5       32.4       61.2       86.6       94.4:      13.4        5.6
Old  :     100.0:      40.2        9.9       23.9       20.8       59.8       84.9       93.5:      15.1        6.5
Other:     100.0:      19.9        4.7       28.0       39.8       62.2       87.7       94.9:      12.3        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        68         19         25         25         26        101         62:
Old  :        95:        45         23         20         19         21         77         51:
Other:        84:        43         12         21         22         20         69         49:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       42.8       39.3       60.9       15.0       30.0       20.9       39.7
Old  :                 23.9       38.9       38.3       58.2       19.4       30.2       29.3       44.3
Other:                 31.9       49.2       48.2       68.5       19.8       35.8       26.6       44.6
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    45,469:    11,433      1,829     12,373     16,331     28,456     40,137     42,659:     5,332      2,811
Old  :    23,220:     9,727      2,691      4,566      5,862     14,479     20,155     21,736:     3,065      1,485
Other:    22,249:     3,841      1,273      5,673     10,469     13,977     19,982     20,923:     2,267      1,326
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     2,597:     1,475        228        877        328      1,170      2,680      2,276:       -83        321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        4.0       27.2       35.9       62.6       88.3       93.8:      11.7        6.2
Old  :     100.0:      41.9       11.6       19.7       25.2       62.4       86.8       93.6:      13.2        6.4
Other:     100.0:      17.3        5.7       25.5       47.1       62.8       89.8       94.0:      10.2        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        52         24         24         24         22         94         54:
Old  :       100:        47         25         18         21         19         81         49:
Other:        60:        27          9         18         20         15         52         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       45.7       40.4       61.2       16.8       33.3       23.3       41.3
Old  :                 23.6       44.3       36.7       63.4       16.5       33.9       26.6       46.7
Other:                 33.0       55.2       50.2       70.4       22.2       37.4       30.5       44.2
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   150,766:    26,666     29,708     13,726     99,626    100,901    140,018    144,335:    10,748      6,432
Old  :   133,483:    26,825     29,905     13,152     83,007     84,350    122,984    127,406:    10,499      6,077
Other:    17,283:       198        161        217     16,619     16,551     17,034     16,929:       249        355
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     4,745:     2,131       -195      1,011        954      5,265      4,097      6,081:       649     -1,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       19.7        9.1       66.1       66.9       92.9       95.7:       7.1        4.3
Old  :     100.0:      20.1       22.4        9.9       62.2       63.2       92.1       95.4:       7.9        4.6
Other:     100.0:       1.1        0.9        1.3       96.2       95.8       98.6       97.9:       1.4        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        60         55         30         54         40        131        110:
Old  :       175:        60         57         29         54         40        131        109:
Other:        28:         4          2          5         14         13         19         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       25.8       43.8       44.4       18.7       17.8       27.5       28.3
Old  :                 26.8       26.2       43.3       43.0       23.7       18.5       35.3       30.4
Other:                 61.4       87.5       89.3       95.0       48.1       67.8       67.9       72.3
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   146,021:    24,535     29,903     12,714     98,672     95,636    135,922    138,253:    10,099      7,768
Old  :   129,116:    24,709     30,092     12,184     82,481     79,193    119,374    121,468:     9,742      7,648
Other:    16,905:       189        175        167     16,191     16,443     16,547     16,785:       357        120
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     4,768:     1,120      1,172        -22      3,736      4,358      4,834      5,508:       -65       -739
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       20.5        8.7       67.6       65.5       93.1       94.7:       6.9        5.3
Old  :     100.0:      19.1       23.3        9.4       63.9       61.3       92.5       94.1:       7.5        5.9
Other:     100.0:       1.1        1.0        1.0       95.8       97.3       97.9       99.3:       2.1        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        51         57         27         53         38        119        109:
Old  :       168:        52         58         26         53         38        119        108:
Other:        28:         3          3          4         15         13         20         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       26.3       44.5       43.0       19.2       18.0       28.8       27.6
Old  :                 26.9       25.1       44.1       41.0       24.4       18.2       37.0       29.8
Other:                 61.0       89.4       87.8       96.8       48.2       69.3       66.2       73.6
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   643,754:   175,686     10,975    123,806    251,773    462,996    551,264    597,777:    92,490     45,977
Old  :   643,754:   175,686     10,975    123,806    251,773    462,996    551,264    597,777:    92,490     45,977
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    12,807:   -15,265     -2,799      5,179     21,910     14,678     11,825     17,058:       982     -4,251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        1.7       19.2       39.1       71.9       85.6       92.9:      14.4        7.1
Old  :     100.0:      27.3        1.7       19.2       39.1       71.9       85.6       92.9:      14.4        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        68         32         46         62         62        158        115:
Old  :       176:        68         32         46         62         62        158        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       27.4       24.7       44.6       10.7       19.7       17.9       32.7
Old  :                 15.1       27.4       24.7       44.6       10.7       19.7       17.9       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   630,947:   190,950     13,773    118,627    229,862    448,318    539,439    580,718:    91,508     50,229
Old  :   630,947:   190,950     13,773    118,627    229,862    448,318    539,439    580,718:    91,508     50,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    16,256:     6,110     -2,344     12,452      6,040     16,917     24,602     27,025:    -8,347    -10,769
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        2.2       18.8       36.4       71.1       85.5       92.0:      14.5        8.0
Old  :     100.0:      30.3        2.2       18.8       36.4       71.1       85.5       92.0:      14.5        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        77         29         47         57         58        158        113:
Old  :       177:        77         29         47         57         58        158        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       25.8       23.9       43.9       11.3       20.6       18.8       33.8
Old  :                 13.6       25.8       23.9       43.9       11.3       20.6       18.8       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   123,261:    16,615     13,979     39,985     52,600     59,023    109,200    112,987:    14,062     10,275
Old  :   121,204:    16,585     14,469     39,052     51,668     57,655    107,305    111,176:    13,899     10,028
Other:     2,058:       593         73        370        932      1,368      1,895      1,811:       163        247
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -3,790:      -796     -3,584     -3,378     -1,862      1,225     -6,036     -5,737:     2,246      1,947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       11.3       32.4       42.7       47.9       88.6       91.7:      11.4        8.3
Old  :     100.0:      13.7       11.9       32.2       42.6       47.6       88.5       91.7:      11.5        8.3
Other:     100.0:      28.8        3.5       18.0       45.3       66.5       92.1       88.0:       7.9       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       314:       125         65        100         96         92        257        229:
Old  :       314:       124         69        100         96         92        257        229:
Other:        46:        11          5          8         14         21         25         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       18.3       27.1       29.8       13.0       10.5       19.8       16.5
Old  :                 17.6       18.5       27.5       30.0       13.2       10.7       20.2       16.8
Other:                 52.7       47.0       74.7       66.7       30.7       32.7       44.9       43.1
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   127,051:    17,411     17,563     43,363     54,462     57,798    115,235    118,723:    11,816      8,328
Old  :   125,425:    17,379     17,945     42,720     53,642     56,627    113,742    117,292:    11,684      8,133
Other:     1,626:       452         39        222        819      1,171      1,493      1,431:       133        195
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,986:       606     -2,529      1,975     -1,254      2,800      1,328      2,246:       659       -259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       13.8       34.1       42.9       45.5       90.7       93.4:       9.3        6.6
Old  :     100.0:      13.9       14.3       34.1       42.8       45.1       90.7       93.5:       9.3        6.5
Other:     100.0:      27.8        2.4       13.6       50.4       72.0       91.8       88.0:       8.2       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:       137         69        112        105         96        275        252:
Old  :       336:       136         73        112        105         96        275        252:
Other:        45:         8          6          7         16         20         25         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       18.8       27.5       29.4       12.8       10.7       19.5       16.9
Old  :                 17.6       19.0       27.8       29.7       12.9       10.9       19.8       17.2
Other:                 43.3       47.7       72.0       66.9       32.6       40.4       49.0       51.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    25,035:    16,968      3,233      2,520      1,000     17,061     20,488     22,814:     4,547      2,221
Old  :    25,035:    16,968      3,233      2,520      1,000     17,061     20,488     22,814:     4,547      2,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     3,619:     3,258     -1,957     -1,049       -186      6,411      2,022      3,404:     1,597        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.8       12.9       10.1        4.0       68.1       81.8       91.1:      18.2        8.9
Old  :     100.0:      67.8       12.9       10.1        4.0       68.1       81.8       91.1:      18.2        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        35         12          8          8          6         49         21:
Old  :        60:        35         12          8          8          6         49         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       72.7       55.0       85.1       37.1       70.3       48.7       78.0
Old  :                 40.9       72.7       55.0       85.1       37.1       70.3       48.7       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    21,415:    13,710      5,190      3,570      1,186     10,650     18,466     19,410:     2,950      2,006
Old  :    21,415:    13,710      5,190      3,570      1,186     10,650     18,466     19,410:     2,950      2,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,110:      -247      2,501      1,161        760     -2,704      1,673        957:      -563        153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.0       24.2       16.7        5.5       49.7       86.2       90.6:      13.8        9.4
Old  :     100.0:      64.0       24.2       16.7        5.5       49.7       86.2       90.6:      13.8        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        32          9          9          8          4         44         19:
Old  :        53:        32          9          9          8          4         44         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       61.7       62.0       84.6       41.3       54.6       49.7       71.8
Old  :                 48.6       61.7       62.0       84.6       41.3       54.6       49.7       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   236,693:    19,850     26,464     58,984    114,283    121,608    193,117    207,056:    43,577     29,638
Old  :   236,693:    19,850     26,464     58,984    114,283    121,608    193,117    207,056:    43,577     29,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       731:    -1,301      3,896        103      4,648       -945      3,449      3,054:    -2,718     -2,323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       11.2       24.9       48.3       51.4       81.6       87.5:      18.4       12.5
Old  :     100.0:       8.4       11.2       24.9       48.3       51.4       81.6       87.5:      18.4       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        38         28         43         69         69        123        126:
Old  :       142:        38         28         43         69         69        123        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       20.7       26.4       28.8       11.0       12.6       16.3       17.9
Old  :                 16.1       20.7       26.4       28.8       11.0       12.6       16.3       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   235,962:    21,151     22,567     58,881    109,635    122,553    189,667    204,001:    46,295     31,961
Old  :   235,962:    21,151     22,567     58,881    109,635    122,553    189,667    204,001:    46,295     31,961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     5,860:    -1,216      5,466       -787      5,943       -967      3,940      3,712:     1,921      2,149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        9.6       25.0       46.5       51.9       80.4       86.5:      19.6       13.5
Old  :     100.0:       9.0        9.6       25.0       46.5       51.9       80.4       86.5:      19.6       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        40         21         41         64         68        119        117:
Old  :       137:        40         21         41         64         68        119        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       20.4       26.4       28.2       10.9       12.5       16.0       18.0
Old  :                 16.3       20.4       26.4       28.2       10.9       12.5       16.0       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   905,795:    40,692     86,353    397,642    393,197    389,796    831,530    873,791:    74,265     32,004
Old  :   905,795:    40,692     86,353    397,642    393,197    389,796    831,530    873,791:    74,265     32,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     3,760:    -4,615      2,722      3,618      9,540      1,061      8,544      7,401:    -4,784     -3,642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        9.5       43.9       43.4       43.0       91.8       96.5:       8.2        3.5
Old  :     100.0:       4.5        9.5       43.9       43.4       43.0       91.8       96.5:       8.2        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        46         59         76         96         88        191        175:
Old  :       205:        46         59         76         96         88        191        175:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       26.2       35.1       40.2        5.2        9.9        8.2       13.1
Old  :                 22.4       26.2       35.1       40.2        5.2        9.9        8.2       13.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   902,036:    45,306     83,631    394,024    383,657    388,735    822,986    866,390:    79,049     35,646
Old  :   902,036:    45,306     83,631    394,024    383,657    388,735    822,986    866,390:    79,049     35,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    -2,660:    -8,556      5,980      3,195        254     -3,904     -5,107      5,270:     2,447     -7,930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        9.3       43.7       42.5       43.1       91.2       96.0:       8.8        4.0
Old  :     100.0:       5.0        9.3       43.7       42.5       43.1       91.2       96.0:       8.8        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        52         50         73         94         87        189        170:
Old  :       202:        52         50         73         94         87        189        170:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       25.8       34.9       40.1        5.2        9.6        7.9       12.8
Old  :                 21.9       25.8       34.9       40.1        5.2        9.6        7.9       12.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   101,262:     8,500      3,848      2,302     80,796     85,016     91,598     91,166:     9,664     10,096
Old  :   101,262:     8,500      3,848      2,302     80,796     85,016     91,598     91,166:     9,664     10,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       822:      -762        604       -906      2,788      1,430      1,120      1,128:      -298       -306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        3.8        2.3       79.8       84.0       90.5       90.0:       9.5       10.0
Old  :     100.0:       8.4        3.8        2.3       79.8       84.0       90.5       90.0:       9.5       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          2          4         25         26         30         31:
Old  :        36:         4          2          4         25         26         30         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       35.7       65.2       58.7       47.8       33.4       57.7       53.3
Old  :                 51.8       35.7       65.2       58.7       47.8       33.4       57.7       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   100,440:     9,262      3,244      3,208     78,008     83,586     90,478     90,038:     9,962     10,402
Old  :   100,440:     9,262      3,244      3,208     78,008     83,586     90,478     90,038:     9,962     10,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,085:      -419          0        143      1,392        388      1,116        531:       -31        554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        3.2        3.2       77.7       83.2       90.1       89.6:       9.9       10.4
Old  :     100.0:       9.2        3.2        3.2       77.7       83.2       90.1       89.6:       9.9       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         5          1          5         25         26         31         31:
Old  :        36:         5          1          5         25         26         31         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       35.2       63.4       58.1       45.5       32.7       56.0       52.4
Old  :                 49.8       35.2       63.4       58.1       45.5       32.7       56.0       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    55,219:     5,899      8,332          0     42,845     39,591     48,744     47,923:     6,475      7,296
Old  :    55,219:     5,899      8,332          0     42,845     39,591     48,744     47,923:     6,475      7,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       15.1        0.0       77.6       71.7       88.3       86.8:      11.7       13.2
Old  :     100.0:      10.7       15.1        0.0       77.6       71.7       88.3       86.8:      11.7       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          2          0         13         14         15         16:
Old  :        23:         2          2          0         13         14         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.6       51.1       75.8       72.9       53.5       48.1       72.0       68.4
Old  :                 55.6       51.1       75.8       72.9       53.5       48.1       72.0       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    70,209:         2     20,600      1,549     62,190     45,573     63,741     67,722:     6,468      2,487
Old  :    70,209:         2     20,600      1,549     62,190     45,573     63,741     67,722:     6,468      2,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,828:         0     -1,306       -699      1,855      4,479      1,156      2,474:       672       -646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       29.3        2.2       88.6       64.9       90.8       96.5:       9.2        3.5
Old  :     100.0:       0.0       29.3        2.2       88.6       64.9       90.8       96.5:       9.2        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          3          4         18         18         22         22:
Old  :        25:         1          3          4         18         18         22         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       55.6       69.0       73.3       39.6       50.9       55.9       63.2
Old  :                 49.0       55.6       69.0       73.3       39.6       50.9       55.9       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    68,381:         2     21,906      2,248     60,335     41,094     62,585     65,248:     5,796      3,133
Old  :    68,381:         2     21,906      2,248     60,335     41,094     62,585     65,248:     5,796      3,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     3,209:         0     -1,776        733      2,904      5,218      3,637      4,175:      -428       -966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       32.0        3.3       88.2       60.1       91.5       95.4:       8.5        4.6
Old  :     100.0:       0.0       32.0        3.3       88.2       60.1       91.5       95.4:       8.5        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          4          4         17         18         21         23:
Old  :        26:         1          4          4         17         18         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       55.5       66.6       72.6       37.4       50.5       54.3       62.9
Old  :                 45.4       55.5       66.6       72.6       37.4       50.5       54.3       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    70,256:    25,249     11,246      2,798     34,380     49,297     62,427     63,341:     7,829      6,915
Old  :    70,256:    25,249     11,246      2,798     34,380     49,297     62,427     63,341:     7,829      6,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     2,078:     3,180     -1,680     -1,042       -314      3,960      1,824      1,238:       254        840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       16.0        4.0       48.9       70.2       88.9       90.2:      11.1        9.8
Old  :     100.0:      35.9       16.0        4.0       48.9       70.2       88.9       90.2:      11.1        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          5          3         16         16         20         22:
Old  :        26:         2          5          3         16         16         20         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       45.5       75.3       61.8       49.3       37.1       56.5       49.4
Old  :                 59.0       45.5       75.3       61.8       49.3       37.1       56.5       49.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    68,178:    22,069     12,926      3,840     34,694     45,337     60,603     62,103:     7,575      6,075
Old  :    68,178:    22,069     12,926      3,840     34,694     45,337     60,603     62,103:     7,575      6,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       847:    -3,116        -58      1,404      2,405       -119        693      1,227:       154       -380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       19.0        5.6       50.9       66.5       88.9       91.1:      11.1        8.9
Old  :     100.0:      32.4       19.0        5.6       50.9       66.5       88.9       91.1:      11.1        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          5          4         16         16         22         22:
Old  :        27:         3          5          4         16         16         22         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       41.0       75.0       58.0       47.4       39.8       58.6       53.6
Old  :                 57.0       41.0       75.0       58.0       47.4       39.8       58.6       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    63,890:         0      4,612      1,327     60,316     48,448     61,643     54,387:     2,247      9,503
Old  :    63,890:         0      4,612      1,327     60,316     48,448     61,643     54,387:     2,247      9,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       849:         0     -1,293        990        344      1,237      1,334        934:      -485        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.2        2.1       94.4       75.8       96.5       85.1:       3.5       14.9
Old  :     100.0:       0.0        7.2        2.1       94.4       75.8       96.5       85.1:       3.5       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          1          1         16         18         17         19:
Old  :        22:         0          1          1         16         18         17         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       38.9       80.4       64.4       58.8       37.6       68.8       54.5
Old  :                 63.9       38.9       80.4       64.4       58.8       37.6       68.8       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    63,041:         0      5,905        337     59,972     47,211     60,309     53,453:     2,732      9,588
Old  :    63,041:         0      5,905        337     59,972     47,211     60,309     53,453:     2,732      9,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       751:         0      1,326       -328        670       -368        342        630:       409        121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.4        0.5       95.1       74.9       95.7       84.8:       4.3       15.2
Old  :     100.0:       0.0        9.4        0.5       95.1       74.9       95.7       84.8:       4.3       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          1         14         16         15         17:
Old  :        20:         0          1          1         14         16         15         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.5       39.9       82.2       65.7       60.5       39.3       70.0       57.3
Old  :                 65.5       39.9       82.2       65.7       60.5       39.3       70.0       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    65,528:         0      8,846      2,628     55,229     46,137     57,857     57,611:     7,671      7,917
Old  :    65,528:         0      8,846      2,628     55,229     46,137     57,857     57,611:     7,671      7,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       923:         0     -1,696      1,426        -24      1,068      1,402        798:      -479        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       13.5        4.0       84.3       70.4       88.3       87.9:      11.7       12.1
Old  :     100.0:       0.0       13.5        4.0       84.3       70.4       88.3       87.9:      11.7       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          2          2         20         13         22         15:
Old  :        25:         0          2          2         20         13         22         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       54.4       56.1       77.9       25.4       43.0       38.7       54.3
Old  :                 33.4       54.4       56.1       77.9       25.4       43.0       38.7       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    64,605:         0     10,542      1,202     55,253     45,069     56,455     56,813:     8,150      7,792
Old  :    64,605:         0     10,542      1,202     55,253     45,069     56,455     56,813:     8,150      7,792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     2,359:         0     -1,013        827      1,704      1,683      2,531      1,497:      -172        862
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       16.3        1.9       85.5       69.8       87.4       87.9:      12.6       12.1
Old  :     100.0:       0.0       16.3        1.9       85.5       69.8       87.4       87.9:      12.6       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          2          2         19         13         21         15:
Old  :        24:         0          2          2         19         13         21         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       56.0       55.7       79.4       26.0       46.0       41.1       58.8
Old  :                 32.5       56.0       55.7       79.4       26.0       46.0       41.1       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    45,901:         0      2,241        440     37,211     38,688     37,651     41,369:     8,250      4,532
Old  :    45,901:         0      2,241        440     37,211     38,688     37,651     41,369:     8,250      4,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     2,050:         0        308        278      1,772      1,464      2,050      2,050:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.9        1.0       81.1       84.3       82.0       90.1:      18.0        9.9
Old  :     100.0:       0.0        4.9        1.0       81.1       84.3       82.0       90.1:      18.0        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          1         13         12         14         13:
Old  :        20:         0          1          1         13         12         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       67.9       75.8       85.3       59.4       67.6       70.9       81.4
Old  :                 60.6       67.9       75.8       85.3       59.4       67.6       70.9       81.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    43,851:         0      1,933        162     35,439     37,224     35,601     39,319:     8,250      4,532
Old  :    43,851:         0      1,933        162     35,439     37,224     35,601     39,319:     8,250      4,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,376:         0        880       -300          0        338       -300        918:     1,676        458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.4        0.4       80.8       84.9       81.2       89.7:      18.8       10.3
Old  :     100.0:       0.0        4.4        0.4       80.8       84.9       81.2       89.7:      18.8       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          1         13         12         14         13:
Old  :        20:         0          1          1         13         12         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       67.7       75.3       84.6       58.1       67.4       70.1       81.1
Old  :                 59.4       67.7       75.3       84.6       58.1       67.4       70.1       81.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    57,843:     6,041      1,398      5,974     37,248     43,861     49,263     51,233:     8,580      6,610
Old  :    57,843:     6,041      1,398      5,974     37,248     43,861     49,263     51,233:     8,580      6,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       802:    -1,510          0      1,510       -233       -560       -233        950:     1,035       -148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        2.4       10.3       64.4       75.8       85.2       88.6:      14.8       11.4
Old  :     100.0:      10.4        2.4       10.3       64.4       75.8       85.2       88.6:      14.8       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          2          3         16         19         19         23:
Old  :        25:         2          2          3         16         19         19         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       38.3       73.1       59.7       26.6       24.1       38.7       34.7
Old  :                 54.1       38.3       73.1       59.7       26.6       24.1       38.7       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    57,041:     7,551      1,398      4,464     37,481     44,421     49,496     50,283:     7,545      6,758
Old  :    57,041:     7,551      1,398      4,464     37,481     44,421     49,496     50,283:     7,545      6,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     2,829:    -1,922        190      1,798      3,071        837      2,947      2,825:      -118          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        2.5        7.8       65.7       77.9       86.8       88.2:      13.2       11.8
Old  :     100.0:      13.2        2.5        7.8       65.7       77.9       86.8       88.2:      13.2       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          2          3         15         19         18         23:
Old  :        24:         2          2          3         15         19         18         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8       40.8       76.0       59.9       31.7       24.4       40.8       34.8
Old  :                 56.8       40.8       76.0       59.9       31.7       24.4       40.8       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  : 1,364,215:   342,387     82,661    248,590    750,274  1,018,096  1,341,251  1,349,347:    22,964     14,868
Old  : 1,364,215:   342,387     82,661    248,590    750,274  1,018,096  1,341,251  1,349,347:    22,964     14,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    63,973:    -5,699      5,404     26,347     39,326     28,499     59,974     60,250:     3,999      3,723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        6.1       18.2       55.0       74.6       98.3       98.9:       1.7        1.1
Old  :     100.0:      25.1        6.1       18.2       55.0       74.6       98.3       98.9:       1.7        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        28         12         34         87         78        125        114:
Old  :       133:        28         12         34         87         78        125        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       25.2       36.7       41.1       17.0       18.4       25.1       29.9
Old  :                 23.1       25.2       36.7       41.1       17.0       18.4       25.1       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  : 1,300,242:   348,086     77,257    222,243    710,948    989,597  1,281,277  1,289,097:    18,965     11,145
Old  : 1,300,242:   348,086     77,257    222,243    710,948    989,597  1,281,277  1,289,097:    18,965     11,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    37,371:    -3,489      1,836     16,703     22,282     20,357     35,496     38,896:     1,875     -1,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        5.9       17.1       54.7       76.1       98.5       99.1:       1.5        0.9
Old  :     100.0:      26.8        5.9       17.1       54.7       76.1       98.5       99.1:       1.5        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        26         13         32         86         80        121        116:
Old  :       132:        26         13         32         86         80        121        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       26.0       38.3       42.2       18.4       18.9       26.9       30.6
Old  :                 24.5       26.0       38.3       42.2       18.4       18.9       26.9       30.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   250,677:    70,626     71,969     56,342    120,230    120,366    247,198    248,677:     3,479      2,000
Old  :   250,677:    70,626     71,969     56,342    120,230    120,366    247,198    248,677:     3,479      2,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    20,980:     1,819     19,835        896     18,115        172     20,830     20,903:       150         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       28.7       22.5       48.0       48.0       98.6       99.2:       1.4        0.8
Old  :     100.0:      28.2       28.7       22.5       48.0       48.0       98.6       99.2:       1.4        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        10          9         15         27         26         45         42:
Old  :        47:        10          9         15         27         26         45         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       51.8       53.9       67.2       25.2       34.0       35.6       42.3
Old  :                 32.4       51.8       53.9       67.2       25.2       34.0       35.6       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   229,697:    68,807     52,134     55,446    102,115    120,194    226,368    227,774:     3,329      1,923
Old  :   229,697:    68,807     52,134     55,446    102,115    120,194    226,368    227,774:     3,329      1,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    15,996:     1,447      4,852      6,762      7,683      3,986     15,892     15,600:       104        396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       22.7       24.1       44.5       52.3       98.6       99.2:       1.4        0.8
Old  :     100.0:      30.0       22.7       24.1       44.5       52.3       98.6       99.2:       1.4        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        10          9         16         27         27         45         44:
Old  :        48:        10          9         16         27         27         45         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       48.1       52.6       64.6       26.2       28.6       37.3       39.0
Old  :                 30.7       48.1       52.6       64.6       26.2       28.6       37.3       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    86,779:    27,747     10,444     14,698     44,126     61,197     86,571     86,339:       208        440
Old  :    86,779:    27,747     10,444     14,698     44,126     61,197     86,571     86,339:       208        440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       198:     1,216      1,181       -350        -67       -913        798        -82:      -600        280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       12.0       16.9       50.8       70.5       99.8       99.5:       0.2        0.5
Old  :     100.0:      32.0       12.0       16.9       50.8       70.5       99.8       99.5:       0.2        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         6          5         10         38         41         49         51:
Old  :        52:         6          5         10         38         41         49         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       38.8       69.5       57.3       43.7       32.8       49.7       45.6
Old  :                 54.6       38.8       69.5       57.3       43.7       32.8       49.7       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    86,581:    26,532      9,263     15,048     44,193     62,110     85,773     86,421:       808        160
Old  :    86,581:    26,532      9,263     15,048     44,193     62,110     85,773     86,421:       808        160
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,301:      -119      1,879        380        419       -999        681      1,261:       620         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       10.7       17.4       51.0       71.7       99.1       99.8:       0.9        0.2
Old  :     100.0:      30.6       10.7       17.4       51.0       71.7       99.1       99.8:       0.9        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         6          5          9         38         40         49         49:
Old  :        51:         6          5          9         38         40         49         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       39.3       68.3       57.8       42.5       33.6       48.8       45.6
Old  :                 53.4       39.3       68.3       57.8       42.5       33.6       48.8       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    27,598:     5,185      4,848      2,518     19,789     19,617     27,492     26,983:       106        615
Old  :    27,598:     5,185      4,848      2,518     19,789     19,617     27,492     26,983:       106        615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       568:     1,484        -40         40     -1,062        462        462        462:       106        106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       17.6        9.1       71.7       71.1       99.6       97.8:       0.4        2.2
Old  :     100.0:      18.8       17.6        9.1       71.7       71.1       99.6       97.8:       0.4        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          3          6         20         23         27         29:
Old  :        36:         4          3          6         20         23         27         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       53.6       77.9       74.2       54.4       49.7       72.5       67.6
Old  :                 58.3       53.6       77.9       74.2       54.4       49.7       72.5       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    27,030:     3,701      4,888      2,478     20,851     19,155     27,030     26,521:         0        509
Old  :    27,030:     3,701      4,888      2,478     20,851     19,155     27,030     26,521:         0        509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       810:      -462        -40        676        596        174        810        810:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       18.1        9.2       77.1       70.9      100.0       98.1:       0.0        1.9
Old  :     100.0:      13.7       18.1        9.2       77.1       70.9      100.0       98.1:       0.0        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          3          6         19         22         26         28:
Old  :        36:         4          3          6         19         22         26         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       54.7       78.0       74.7       56.4       51.1       72.8       68.7
Old  :                 59.5       54.7       78.0       74.7       56.4       51.1       72.8       68.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     9,243:       743      3,295      2,454      6,046      3,494      9,243      9,243:         0          0
Old  :     9,243:       743      3,295      2,454      6,046      3,494      9,243      9,243:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       445:        59        689          4        382       -248        445        445:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       35.6       26.5       65.4       37.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       8.0       35.6       26.5       65.4       37.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          3          3         14          9         19         13:
Old  :        24:         3          3          3         14          9         19         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       62.2       66.4       90.3       30.0       48.0       51.6       63.9
Old  :                 41.4       62.2       66.4       90.3       30.0       48.0       51.6       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     8,798:       684      2,606      2,450      5,664      3,742      8,798      8,798:         0          0
Old  :     8,798:       684      2,606      2,450      5,664      3,742      8,798      8,798:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :      -550:         0        -42          0        -42          0        -42        -42:      -508       -508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       29.6       27.8       64.4       42.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       7.8       29.6       27.8       64.4       42.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          2          3         14         10         19         14:
Old  :        24:         4          2          3         14         10         19         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       57.5       65.5       86.5       26.4       47.4       45.9       59.4
Old  :                 40.0       57.5       65.5       86.5       26.4       47.4       45.9       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    17,530:     2,900      3,868      1,972     12,238     11,430     17,110     17,270:       420        260
Old  :    17,530:     2,900      3,868      1,972     12,238     11,430     17,110     17,270:       420        260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       -60:      -240       -120        120         20        -10       -100        -10:        40        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       22.1       11.2       69.8       65.2       97.6       98.5:       2.4        1.5
Old  :     100.0:      16.5       22.1       11.2       69.8       65.2       97.6       98.5:       2.4        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          4          7         20         21         27         28:
Old  :        31:         3          4          7         20         21         27         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       56.5       69.8       78.2       39.2       45.7       55.4       60.8
Old  :                 45.9       56.5       69.8       78.2       39.2       45.7       55.4       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    17,590:     3,140      3,988      1,852     12,218     11,440     17,210     17,280:       380        310
Old  :    17,590:     3,140      3,988      1,852     12,218     11,440     17,210     17,280:       380        310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       988:      -332        448        172      1,288        528      1,128      1,148:      -140       -160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       22.7       10.5       69.5       65.0       97.8       98.2:       2.2        1.8
Old  :     100.0:      17.9       22.7       10.5       69.5       65.0       97.8       98.2:       2.2        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          4          7         20         20         27         27:
Old  :        30:         3          4          7         20         20         27         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       56.3       70.9       79.1       41.9       46.0       57.9       61.0
Old  :                 47.1       56.3       70.9       79.1       41.9       46.0       57.9       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    24,366:    11,360        120      1,530     10,618     22,424     23,508     24,074:       858        292
Old  :    24,366:    11,360        120      1,530     10,618     22,424     23,508     24,074:       858        292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :        90:       -50          0         50        260          0        260         50:      -170         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6        0.5        6.3       43.6       92.0       96.5       98.8:       3.5        1.2
Old  :     100.0:      46.6        0.5        6.3       43.6       92.0       96.5       98.8:       3.5        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          1          3         22         25         25         28:
Old  :        31:         2          1          3         22         25         25         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.8       54.3       79.0       76.0       59.8       50.9       69.3       68.2
Old  :                 67.8       54.3       79.0       76.0       59.8       50.9       69.3       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    24,276:    11,410        120      1,480     10,358     22,424     23,248     24,024:     1,028        252
Old  :    24,276:    11,410        120      1,480     10,358     22,424     23,248     24,024:     1,028        252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :        60:        80          0        -80        -20         80        -20          0:        80         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0        0.5        6.1       42.7       92.4       95.8       99.0:       4.2        1.0
Old  :     100.0:      47.0        0.5        6.1       42.7       92.4       95.8       99.0:       4.2        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          1          3         21         25         24         28:
Old  :        30:         2          1          3         21         25         24         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       54.5       79.3       76.3       60.2       51.1       69.8       68.4
Old  :                 68.1       54.5       79.3       76.3       60.2       51.1       69.8       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :     9,656:     1,630        120        820      6,902      8,616      9,352      9,556:       304        100
Old  :     9,656:     1,630        120        820      6,902      8,616      9,352      9,556:       304        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       510:      -310          0          0        540        690        230        690:       280       -180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        1.2        8.5       71.5       89.2       96.9       99.0:       3.1        1.0
Old  :     100.0:      16.9        1.2        8.5       71.5       89.2       96.9       99.0:       3.1        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          2         16         11         18         14:
Old  :        22:         2          1          2         16         11         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       73.4       82.8       90.3       48.4       69.2       67.0       75.1
Old  :                 59.0       73.4       82.8       90.3       48.4       69.2       67.0       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :     9,146:     1,940        120        820      6,362      7,926      9,122      8,866:        24        280
Old  :     9,146:     1,940        120        820      6,362      7,926      9,122      8,866:        24        280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       546:       -20          0          0        546        546        526        546:        20          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        1.3        9.0       69.6       86.7       99.7       96.9:       0.3        3.1
Old  :     100.0:      21.2        1.3        9.0       69.6       86.7       99.7       96.9:       0.3        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          1          2         15         10         17         13:
Old  :        20:         2          1          2         15         10         17         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.0       73.1       86.0       90.8       52.9       68.1       69.4       71.1
Old  :                 64.0       73.1       86.0       90.8       52.9       68.1       69.4       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  : 1,512,779:   121,667     86,276    452,152    871,290    887,239  1,445,110  1,425,667:    67,669     87,112
Old  : 1,512,779:   121,667     86,276    452,152    871,290    887,239  1,445,110  1,425,667:    67,669     87,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :   -25,181:    13,927        821    -30,599     -7,945      5,113    -24,617    -24,665:      -564       -516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        5.7       29.9       57.6       58.6       95.5       94.2:       4.5        5.8
Old  :     100.0:       8.0        5.7       29.9       57.6       58.6       95.5       94.2:       4.5        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        74        102        115         80         84        218        241:
Old  :       270:        74        102        115         80         84        218        241:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       18.5       32.5       30.7        9.1        7.3       13.3       11.3
Old  :                 21.7       18.5       32.5       30.7        9.1        7.3       13.3       11.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  : 1,537,960:   107,740     85,455    482,751    879,235    882,126  1,469,727  1,450,332:    68,234     87,628
Old  : 1,537,960:   107,740     85,455    482,751    879,235    882,126  1,469,727  1,450,332:    68,234     87,628
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :     1,809:   -10,235     -3,718     -7,516     22,809      8,682      5,058     -2,552:    -3,249      4,361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        5.6       31.4       57.2       57.4       95.6       94.3:       4.4        5.7
Old  :     100.0:       7.0        5.6       31.4       57.2       57.4       95.6       94.3:       4.4        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        82        102        128         80         83        231        250:
Old  :       279:        82        102        128         80         83        231        250:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       18.1       33.2       29.3       10.3        6.8       14.5       10.7
Old  :                 22.5       18.1       33.2       29.3       10.3        6.8       14.5       10.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,255:     9,073      2,463        165      1,431     10,164     10,669     12,792:     2,586        463
Old  :    13,255:     9,073      2,463        165      1,431     10,164     10,669     12,792:     2,586        463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       139:       443       -505        -15         31        628        459        108:      -320         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.4       18.6        1.2       10.8       76.7       80.5       96.5:      19.5        3.5
Old  :     100.0:      68.4       18.6        1.2       10.8       76.7       80.5       96.5:      19.5        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        63         10          3         11         27         76         40:
Old  :       112:        63         10          3         11         27         76         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       33.2       36.9       51.0       23.8       33.2       36.9       51.0
Old  :                 23.8       33.2       36.9       51.0       23.8       33.2       36.9       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,116:     8,630      2,968        180      1,400      9,536     10,210     12,684:     2,906        432
Old  :    13,116:     8,630      2,968        180      1,400      9,536     10,210     12,684:     2,906        432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       -90:      -282       -928         63         27        818       -192        -47:       102        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.8       22.6        1.4       10.7       72.7       77.8       96.7:      22.2        3.3
Old  :     100.0:      65.8       22.6        1.4       10.7       72.7       77.8       96.7:      22.2        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        57         11          3         11         27         71         41:
Old  :       109:        57         11          3         11         27         71         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       32.5       34.6       51.3       22.5       32.5       34.6       51.3
Old  :                 22.5       32.5       34.6       51.3       22.5       32.5       34.6       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :    12,561:     9,361        536         12        848     10,670     10,221     11,218:     2,340      1,343
Old  :    12,561:     9,361        536         12        848     10,670     10,221     11,218:     2,340      1,343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :      -895:      -975        -19          0        295       -842       -680       -861:      -215        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.5        4.3        0.1        6.8       84.9       81.4       89.3:      18.6       10.7
Old  :     100.0:      74.5        4.3        0.1        6.8       84.9       81.4       89.3:      18.6       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        27          5          1         12         20         39         26:
Old  :        56:        27          5          1         12         20         39         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       47.4       53.3       72.4       36.3       45.6       53.3       70.7
Old  :                 36.3       47.4       53.3       72.4       36.3       45.6       53.3       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :    13,456:    10,336        555         12        553     11,512     10,901     12,079:     2,555      1,377
Old  :    13,456:    10,336        555         12        553     11,512     10,901     12,079:     2,555      1,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :       384:       278         86         12         31        278        321        376:        63          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.8        4.1        0.1        4.1       85.6       81.0       89.8:      19.0       10.2
Old  :     100.0:      76.8        4.1        0.1        4.1       85.6       81.0       89.8:      19.0       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        29          5          1         12         22         41         28:
Old  :        58:        29          5          1         12         22         41         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       45.5       55.6       69.6       38.7       43.9       55.6       68.0
Old  :                 38.7       45.5       55.6       69.6       38.7       43.9       55.6       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   161,432:    27,603      6,061     29,225     90,522    115,553    147,350    150,839:    14,082     10,593
Old  :   161,432:    27,603      6,061     29,225     90,522    115,553    147,350    150,839:    14,082     10,593
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -1,165:     1,772      2,291     -1,706      1,149       -791      1,215       -207:    -2,380       -958
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        3.8       18.1       56.1       71.6       91.3       93.4:       8.7        6.6
Old  :     100.0:      17.1        3.8       18.1       56.1       71.6       91.3       93.4:       8.7        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        43         21         37         63         77        124        119:
Old  :       150:        43         21         37         63         77        124        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       21.4       37.1       36.2       15.5       15.3       24.3       24.4
Old  :                 21.4       21.4       37.1       36.2       15.5       15.3       24.3       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   162,597:    25,831      3,770     30,931     89,373    116,344    146,135    151,046:    16,462     11,552
Old  :   162,597:    25,831      3,770     30,931     89,373    116,344    146,135    151,046:    16,462     11,552
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2005                      :
     :    -1,950:     2,031       -533      1,137     -5,787     -3,145     -2,619     -2,541:       669        590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        2.3       19.0       55.0       71.6       89.9       92.9:      10.1        7.1
Old  :     100.0:      15.9        2.3       19.0       55.0       71.6       89.9       92.9:      10.1        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        40         19         41         62         77        123        119:
Old  :       145:        40         19         41         62         77        123        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       20.4       37.1       35.2       15.1       15.8       24.7       25.5
Old  :                 21.3       20.4       37.1       35.2       15.1       15.8       24.7       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 28, 2005