WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      219,798
COMMITMENTS
  36,624   76,492   29,417  120,490   86,280  186,531  192,189   33,267   27,610

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     13,005)
    -345    9,635    3,000    4,772   -4,017    7,427    8,618    5,578    4,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     34.8     13.4     54.8     39.3     84.9     87.4     15.1     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     100      103       72       64       69      196      220
 
 
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      206,793
COMMITMENTS
  36,969   66,857   26,418  115,718   90,297  179,104  183,571   27,689   23,222

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -2,161)
    -347   -1,438     -695    1,027      705      -15   -1,429   -2,146     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     32.3     12.8     56.0     43.7     86.6     88.8     13.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      93       94       69       63       68      189      204
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      726,517
COMMITMENTS
  69,924  179,408   95,077  449,443  300,387  614,444  574,872  112,073  151,645

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     13,440)
     719   14,784   -4,441   17,494   -1,749   13,772    8,595     -332    4,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     24.7     13.1     61.9     41.3     84.6     79.1     15.4     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      723)
     162      194      154      293      267      542      538
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      713,077
COMMITMENTS
  69,205  164,624   99,517  431,949  302,136  600,672  566,277  112,405  146,800

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -7,362)
     -65   -8,206   -3,988   -2,111    2,743   -6,165   -9,451   -1,197    2,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     23.1     14.0     60.6     42.4     84.2     79.4     15.8     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      717)
     149      200      147      285      269      528      536
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,710
COMMITMENTS
   1,247      668      463    2,117    4,696    3,828    5,827    3,883    1,883

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -313)
     -22     -141       67     -119     -180      -74     -254     -239      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      8.7      6.0     27.5     60.9     49.6     75.6     50.4     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      15        6        6       14       13       31       23
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,023
COMMITMENTS
   1,269      809      396    2,236    4,876    3,901    6,081    4,122    1,942

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        486)
     267       91       71     -127      218      211      380      275      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     10.1      4.9     27.9     60.8     48.6     75.8     51.4     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14        6        5       15       13       31       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      308,712
COMMITMENTS
  31,343   53,815   65,965  161,547  124,859  258,855  244,639   49,856   64,073

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      6,196)
  -5,675    8,308    3,866    6,126   -7,856    4,318    4,319    1,878    1,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     17.4     21.4     52.3     40.4     83.9     79.2     16.1     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      405)
     112      138      122      111      125      292      324
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      302,516
COMMITMENTS
  37,018   45,507   62,099  155,421  132,715  254,538  240,320   47,978   62,196

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -21,235)
    -683   -2,486  -11,036   -1,240   -2,568  -12,958  -16,090   -8,277   -5,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     15.0     20.5     51.4     43.9     84.1     79.4     15.9     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
     110      141      114      108      120      292      304
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      162,616
COMMITMENTS
  15,576   38,886   26,776   98,436   75,366  140,788  141,028   21,828   21,588

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -445)
  -2,287    4,043      547    4,174   -5,232    2,434     -643   -2,879      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     23.9     16.5     60.5     46.3     86.6     86.7     13.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      32       46       33       52       45      102      114
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      163,061
COMMITMENTS
  17,863   34,843   26,229   94,262   80,599  138,354  141,670   24,707   21,390

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -4,166)
   5,182   -9,310   -1,224   -8,240    5,414   -4,282   -5,120      115      954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     21.4     16.1     57.8     49.4     84.8     86.9     15.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      34       35       34       52       48      105      108
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      727,236
COMMITMENTS
 169,059  107,293   72,767  373,145  412,226  614,970  592,286  112,265  134,950

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     12,681)
  15,919   15,819  -16,244     -915     -713   -1,240   -1,138   13,921   13,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2     14.8     10.0     51.3     56.7     84.6     81.4     15.4     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      41       47       38       69       94      133      156
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      714,555
COMMITMENTS
 153,140   91,475   89,010  374,060  412,939  616,211  593,423   98,344  121,132

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -67,580)
 -20,510   -3,555  -18,975  -15,269  -38,829  -54,754  -61,359  -12,826   -6,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4     12.8     12.5     52.3     57.8     86.2     83.0     13.8     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      36       49       38       68       89      132      149
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      168,077
COMMITMENTS
   7,967   31,829   35,151   99,244   74,908  142,362  141,888   25,715   26,190

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      8,120)
     -51    6,772    2,894    7,672   -1,611   10,515    8,056   -2,395       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     18.9     20.9     59.0     44.6     84.7     84.4     15.3     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      26       51       52       56       56      119      142
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      159,957
COMMITMENTS
   8,018   25,056   32,257   91,573   76,519  131,847  133,832   28,110   26,125

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -2,936)
   2,116     -960   -2,062     -692      531     -638   -2,491   -2,298     -445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     15.7     20.2     57.2     47.8     82.4     83.7     17.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      28       46       48       54       55      116      131
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,892
COMMITMENTS
   1,541    1,430      359    1,212    1,634    3,113    3,423    1,780    1,469

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:         89)
     165      151       79      288     -158      531       72     -442       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     29.2      7.3     24.8     33.4     63.6     70.0     36.4     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        8        3       11       10       23       20
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,803
COMMITMENTS
   1,377    1,279      280      924    1,792    2,581    3,351    2,222    1,452

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -134)
     170      147      -48     -266     -175     -144      -76       10      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7     26.6      5.8     19.2     37.3     53.7     69.8     46.3     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        6        3        6        9       16       18
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      252,479
COMMITMENTS
  67,803   84,343      525  156,669  117,751  224,997  202,619   27,482   49,860

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      3,802)
   5,347   14,316     -875   -2,432  -10,783    2,040    2,658    1,762    1,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     33.4      0.2     62.1     46.6     89.1     80.3     10.9     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      19       55        4       48       66       69      123
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      248,678
COMMITMENTS
  62,456   70,027    1,400  159,101  128,534  222,957  199,961   25,721   48,717

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,180)
   3,880    5,241   -2,371        4   -2,611    1,513      259     -333      920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     28.2      0.6     64.0     51.7     89.7     80.4     10.3     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      18       49        5       44       66       65      117
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,140,053
COMMITMENTS
 393,805  347,239  264,198  1310557  1170547  1968560  1781984  171,494  358,070

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:    123,830)
   6,129   15,775   63,423   48,126   -6,396  117,679   72,802    6,151   51,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     16.2     12.3     61.2     54.7     92.0     83.3      8.0     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
      46      116       89      137      199      249      338
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,016,224
COMMITMENTS
 387,675  331,464  200,775  1262431  1176943  1850881  1709181  165,343  307,043

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:   -114,294)
  29,448   47,708  -94,948  -28,406  -67,210  -93,906 -114,450  -20,388      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     16.4     10.0     62.6     58.4     91.8     84.8      8.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
      55      105       82      130      191      236      327
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,326,282
COMMITMENTS
 333,080  255,536  105,305  789,631  787,910  1228016  1148751   98,267  177,532

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     14,091)
  -2,485   41,114  -17,371   13,368  -16,548   -6,488    7,195   20,580    6,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     19.3      7.9     59.5     59.4     92.6     86.6      7.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      59       83       54       90      143      171      258
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,312,191
COMMITMENTS
 335,565  214,422  122,676  776,263  804,457  1234504  1141555   77,687  170,636

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -67,237)
 -13,209    1,067  -33,678   -5,486  -24,259  -52,374  -56,870  -14,863  -10,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     16.3      9.3     59.2     61.3     94.1     87.0      5.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      50       86       56       91      142      169      256
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      444,716
COMMITMENTS
 109,262   31,998  129,524  180,002  267,771  418,788  429,293   25,928   15,422

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:   -207,908)
 -75,820  -20,282  -64,530  -61,164 -120,024 -201,514 -204,836   -6,394   -3,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      7.2     29.1     40.5     60.2     94.2     96.5      5.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      42       25       35       61       62      119      107
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      652,623
COMMITMENTS
 185,081   52,281  194,054  241,166  387,794  620,302  634,129   32,322   18,494

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      9,408)
   6,556   13,073   -4,310    7,044        4    9,290    8,767      118      641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4      8.0     29.7     37.0     59.4     95.0     97.2      5.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      58       26       44       73       69      148      122
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,434
COMMITMENTS
  19,712    9,235      797   25,202   33,289   45,712   43,321    5,722    8,113

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        261)
       6     -613       38     -413      355     -369     -220      630      481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.3     18.0      1.5     49.0     64.7     88.9     84.2     11.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      38       18       13       26       15       72       38
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,173
COMMITMENTS
  19,706    9,848      759   25,615   32,934   46,081   43,542    5,093    7,632

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,389)
   1,963      300      136      367      791    2,466    1,227   -1,076      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5     19.2      1.5     50.1     64.4     90.0     85.1     10.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      32       20       10       23       13       62       36
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       52,573
COMMITMENTS
   6,203   13,805    3,750   30,656   24,856   40,610   42,411   11,964   10,162

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     12,729)
  -1,064    2,584    1,675    8,034    7,834    8,645   12,093    4,084      636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     26.3      7.1     58.3     47.3     77.2     80.7     22.8     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      34       19       19       19       16       58       49
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       39,844
COMMITMENTS
   7,267   11,221    2,075   22,622   17,022   31,964   30,318    7,880    9,526

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -4,604)
     559    2,190      177    2,449    2,008    3,185    4,375   -7,789   -8,979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     28.2      5.2     56.8     42.7     80.2     76.1     19.8     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      24       27       15       22       15       56       47
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,255
COMMITMENTS
   1,548    6,464    1,006   33,363   27,417   35,917   34,887      338    1,368

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        -52)
    -483       64        0      457     -112      -26      -48      -26       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     17.8      2.8     92.0     75.6     99.1     96.2      0.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4       21        2       17       15       23       36
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,307
COMMITMENTS
   2,031    6,400    1,006   32,906   27,529   35,943   34,935      364    1,372

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -705)
    -295     -614        0     -577      -96     -872     -710      167        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6     17.6      2.8     90.6     75.8     99.0     96.2      1.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4       21        2       17       15       23       36
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       13,599
COMMITMENTS
     500    1,689        0   13,078   11,442   13,578   13,131       21      468

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        473)
    -181      109        0      645      352      464      461        9       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     12.4      0.0     96.2     84.1     99.8     96.6      0.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        7        0        8       10        9       17
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       13,126
COMMITMENTS
     681    1,580        0   12,433   11,090   13,114   12,670       12      456

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -386)
     296      -76        0     -669     -122     -373     -198      -13     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     12.0      0.0     94.7     84.5     99.9     96.5      0.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        7        0        8       10       10       17
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,226
COMMITMENTS
   1,948    1,552    3,941   17,592   16,212   23,481   21,705    2,745    4,521

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -4,785)
  -2,037      -67   -1,330   -1,443   -2,842   -4,809   -4,239       25     -546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      5.9     15.0     67.1     61.8     89.5     82.8     10.5     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      16       11       14       36       40       60       57
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,011
COMMITMENTS
   3,985    1,620    5,271   19,035   19,054   28,290   25,944    2,720    5,067

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        884)
       2      215      285    1,018      881    1,305    1,380     -420     -496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      5.2     17.0     61.4     61.4     91.2     83.7      8.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      22       11       17       35       44       64       65
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      111,051
COMMITMENTS
  28,143    5,272   21,433   39,910   45,901   89,486   72,606   21,566   38,445

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      9,965)
   3,824      329    3,241    1,099    2,409    8,164    5,979    1,801    3,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      4.7     19.3     35.9     41.3     80.6     65.4     19.4     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      60       34       49       32       38      131       93
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      101,086
COMMITMENTS
  24,319    4,944   18,192   38,810   43,492   81,321   66,628   19,765   34,459

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      2,998)
     114      475    1,059      752      168    1,925    1,701    1,073    1,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      4.9     18.0     38.4     43.0     80.4     65.9     19.6     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      53       35       48       31       37      121       92
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,056
COMMITMENTS
     439      546      159      874      351    1,472    1,056      584    1,000

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:         23)
    -108      123      -47      149       39       -6      115       29      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4     26.6      7.7     42.5     17.1     71.6     51.4     28.4     48.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5       14        6        7        3       18       17
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,033
COMMITMENTS
     547      423      206      725      312    1,478      941      555    1,092

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:         50)
    -124       30       35      158       65       69      130      -19      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     20.8     10.1     35.7     15.3     72.7     46.3     27.3     53.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6       12        5        5        2       15       15
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      152,931
COMMITMENTS
  37,643    9,146   28,524   69,968   82,183  136,135  119,853   16,796   33,078

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      1,916)
  -2,217      492    1,252    2,454    2,873    1,490    4,618      426   -2,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      6.0     18.7     45.8     53.7     89.0     78.4     11.0     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      62       29       46       61       99      140      159
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      151,015
COMMITMENTS
  39,860    8,654   27,272   67,514   79,310  134,645  115,235   16,370   35,780

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      7,708)
   4,226   -1,621    1,478    1,478    5,641    7,182    5,497      526    2,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      5.7     18.1     44.7     52.5     89.2     76.3     10.8     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      59       34       44       59       99      137      161
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,845
COMMITMENTS
   1,216      628      236      507    1,804    1,959    2,667    1,887    1,178

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -500)
     376       85     -265     -308       58     -197     -122     -303     -378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6     16.3      6.1     13.2     46.9     50.9     69.4     49.1     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      17        7        8        9       15       31       26
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,345
COMMITMENTS
     840      542      501      815    1,747    2,156    2,790    2,190    1,556

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        327)
     252     -156       44     -113      277      183      164      144      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     12.5     11.5     18.8     40.2     49.6     64.2     50.4     35.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16        6       10        6       14       26       26
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       20,143
COMMITMENTS
   4,646    1,303    3,834    7,010    4,505   15,490    9,642    4,653   10,501

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        918)
     941      473       30      244      555    1,215    1,058     -298     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      6.5     19.0     34.8     22.4     76.9     47.9     23.1     52.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      29       19       26       39       37       82       70
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       19,225
COMMITMENTS
   3,705      829    3,805    6,765    3,950   14,275    8,584    4,951   10,641

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        344)
     377      138     -139      -28     -137      211     -138      133      482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      4.3     19.8     35.2     20.5     74.2     44.6     25.8     55.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      26       21       26       38       36       79       69
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       79,324
COMMITMENTS
  20,995   11,883    2,050   22,448   49,463   45,493   63,396   33,831   15,928

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      5,966)
   1,128   -1,479    1,071    3,133    6,065    5,332    5,657      634      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     15.0      2.6     28.3     62.4     57.4     79.9     42.6     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      19       11        7       20       17       41       33
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       73,358
COMMITMENTS
  19,868   13,362      979   19,315   43,398   40,161   57,739   33,197   15,619

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        655)
  -1,311     -991        8    2,269    3,033      966    2,051     -312   -1,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     18.2      1.3     26.3     59.2     54.7     78.7     45.3     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16        9        7       20       18       37       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       52,461
COMMITMENTS
  20,126    7,893      195   12,266   33,078   32,587   41,166   19,874   11,295

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -8,864)
 -13,592     -846       -8    4,311  -11,497   -9,289  -12,351      425    3,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4     15.0      0.4     23.4     63.1     62.1     78.5     37.9     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      14        3        2       12        6       26       11
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       61,325
COMMITMENTS
  33,718    8,739      203    7,955   44,575   41,876   53,517   19,450    7,808

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      3,306)
   3,657   -9,814     -191   -1,311   12,961    2,155    2,956    1,151      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.0     14.3      0.3     13.0     72.7     68.3     87.3     31.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      21        3        2        8        9       29       14
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       75,125
COMMITMENTS
  42,781   10,002      640   21,524   57,290   64,946   67,932   10,180    7,193

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:    -10,729)
 -11,339    3,799      -52      512  -15,428  -10,879  -11,682      150      953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.9     13.3      0.9     28.7     76.3     86.4     90.4     13.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      43       12        3       17       16       63       28
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       85,854
COMMITMENTS
  54,120    6,203      693   21,012   72,719   75,825   79,614   10,029    6,240

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -100)
  -2,976      -30      667    2,712     -718      403      -80     -503      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.0      7.2      0.8     24.5     84.7     88.3     92.7     11.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      47       13        2       17       18       66       31
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       79,033
COMMITMENTS
  23,892   12,055    1,496   27,871   51,583   53,259   65,134   25,774   13,900

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,118)
  -9,073     -885      480    7,836   -2,147     -758   -2,552     -360    1,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2     15.3      1.9     35.3     65.3     67.4     82.4     32.6     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      21        9        8       14       13       40       25
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       80,151
COMMITMENTS
  32,966   12,940    1,016   20,036   53,730   54,017   67,686   26,134   12,465

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -3,482)
  -4,284   10,368      -98    1,997  -12,873   -2,384   -2,603   -1,098     -879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.1     16.1      1.3     25.0     67.0     67.4     84.4     32.6     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      24       11        7       11       13       40       26
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      181,836
COMMITMENTS
  34,462   11,472    3,417  109,034  146,418  146,913  161,307   34,923   20,529

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      5,873)
  -5,525      110      848   14,134    2,604    9,457    3,561   -3,584    2,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      6.3      1.9     60.0     80.5     80.8     88.7     19.2     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      32       16        8       22       20       57       41
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      175,964
COMMITMENTS
  39,988   11,362    2,569   94,900  143,815  137,456  157,746   38,507   18,218

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      4,976)
   6,657   -1,508      -86   -3,019    8,539    3,552    6,945    1,424   -1,969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      6.5      1.5     53.9     81.7     78.1     89.6     21.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      33       13       10       18       22       52       44
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      187,730
COMMITMENTS
  40,163   30,022   26,359   46,395   75,510  112,917  131,891   74,813   55,839

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -6,396)
 -10,786   -1,594    6,874   -8,764    2,836  -12,676    8,116    6,280  -14,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4     16.0     14.0     24.7     40.2     60.1     70.3     39.9     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      39       31       35       31       24       89       71
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      194,126
COMMITMENTS
  50,948   31,615   19,485   55,159   72,674  125,593  123,775   68,533   70,351

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     14,763)
  12,285  -20,456    3,262   -1,665   20,423   13,883    3,229      881   11,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     16.3     10.0     28.4     37.4     64.7     63.8     35.3     36.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      39       32       27       31       23       86       66
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       44,005
COMMITMENTS
   9,405        0      575   32,159   39,754   42,139   40,329    1,866    3,676

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      3,348)
    -781        0      475    3,945    2,872    3,639    3,347     -291        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      0.0      1.3     73.1     90.3     95.8     91.6      4.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        0        1       19       25       22       26
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       40,657
COMMITMENTS
  10,186        0      100   28,214   36,882   38,500   36,982    2,157    3,675

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,135)
   1,286     -354        0      -92    1,172    1,194      818      -59      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      0.0      0.2     69.4     90.7     94.7     91.0      5.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        1       15       25       18       26
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,838,085
COMMITMENTS
 592,295  819,775  2767421  6004955  5514739  9364672  9101935  473,413  736,150

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:    339,715)
 -29,999   76,672   29,394  287,638  178,242  287,032  284,307   52,682   55,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      8.3     28.1     61.0     56.1     95.2     92.5      4.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
      75      112      143      188      207      346      394
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,498,370
COMMITMENTS
 622,294  743,103  2738027  5717317  5336497  9077639  8817628  420,731  680,743

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    116,641)
  39,004   60,235  -35,923  154,752  119,032  157,833  143,345  -41,192  -26,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      7.8     28.8     60.2     56.2     95.6     92.8      4.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
      73      110      141      187      204      342      389
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      727,512
COMMITMENTS
  62,907   61,253   26,108  468,540  518,343  557,555  605,703  169,957  121,809

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     13,189)
   4,653    1,681    2,278      567      417    7,498    4,375    5,690    8,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      8.4      3.6     64.4     71.2     76.6     83.3     23.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      49       34       44       96       70      169      124
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      714,323
COMMITMENTS
  58,254   59,572   23,830  467,973  517,926  550,056  601,328  164,267  112,995

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -830)
    -696     -811    2,915     -194    2,117    2,025    4,221   -2,855   -5,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      8.3      3.3     65.5     72.5     77.0     84.2     23.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      44       32       41       95       67      161      118
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      819,784
COMMITMENTS
 206,735   97,587   18,064  313,333  631,303  538,132  746,954  281,652   72,830

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     71,009)
  15,049   15,427    6,148    1,506   34,709   22,704   56,284   48,305   14,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2     11.9      2.2     38.2     77.0     65.6     91.1     34.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      95       67       33       68       70      178      155
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      748,775
COMMITMENTS
 191,686   82,161   11,916  311,827  596,594  515,428  690,670  233,347   58,105

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     16,043)
 -12,084   -7,974    1,535   22,103   32,492   11,554   26,053    4,489  -10,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     11.0      1.6     41.6     79.7     68.8     92.2     31.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      77       73       27       69       67      166      147
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,230
COMMITMENTS
   1,802      140        0    8,406   11,890   10,208   12,030    3,022    1,200

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        108)
      56     -116        0     -337      286     -281      170      389      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      1.1      0.0     63.5     89.9     77.2     90.9     22.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        1        0       24       17       30       18
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,122
COMMITMENTS
   1,746      256        0    8,743   11,604   10,489   11,860    2,633    1,262

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:         24)
     126      146        0     -145     -467      -19     -321       43      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      2.0      0.0     66.6     88.4     79.9     90.4     20.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        2        0       23       16       29       18
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       23,589
COMMITMENTS
   1,992    4,125      289   18,954   15,578   21,235   19,992    2,354    3,597

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      1,459)
    -797      460      148    2,600     -119    1,951      489     -492      970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     17.5      1.2     80.4     66.0     90.0     84.8     10.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        7        3       25       17       35       24
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       22,130
COMMITMENTS
   2,789    3,665      141   16,354   15,697   19,284   19,503    2,846    2,627

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,192)
     729     -435       45      145    1,043      919      653      273      539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     16.6      0.6     73.9     70.9     87.1     88.1     12.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       8        5        2       25       19       35       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       63,826
COMMITMENTS
  14,032   10,587      201   27,346   44,667   41,578   55,455   22,247    8,371

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,423)
     760   -2,532      -26   -4,946      697   -4,213   -1,861    2,789      438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     16.6      0.3     42.8     70.0     65.1     86.9     34.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      31       35        3       46       32       79       68
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       65,249
COMMITMENTS
  13,273   13,119      227   32,292   43,970   45,791   57,316   19,458    7,933

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,788)
  -1,809      833     -147    1,562   -1,269     -394     -583   -1,394   -1,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     20.1      0.3     49.5     67.4     70.2     87.8     29.8     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      25       33        3       52       33       79       67
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      307,829
COMMITMENTS
 127,044   73,945    7,935  140,105  141,660  275,083  223,540   32,746   84,290

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     40,451)
  -7,404   35,263    4,739   36,219  -13,670   33,554   26,331    6,896   14,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3     24.0      2.6     45.5     46.0     89.4     72.6     10.6     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      89       70       14       44       46      141      122
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      267,379
COMMITMENTS
 134,448   38,683    3,196  103,885  155,330  241,529  197,209   25,850   70,170

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     20,061)
   4,996    4,733    1,814   12,506   11,295   19,315   17,842      746    2,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.3     14.5      1.2     38.9     58.1     90.3     73.8      9.7     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      88       61       11       43       40      137      106
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       68,316
COMMITMENTS
  32,266    1,963      473   11,156   55,962   43,895   58,398   24,421    9,917

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      5,511)
   1,936    1,750      173    2,380    3,788    4,488    5,711    1,023     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.2      2.9      0.7     16.3     81.9     64.3     85.5     35.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      19        3        1       10       16       30       19
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       62,804
COMMITMENTS
  30,330      213      300    8,776   52,174   39,407   52,688   23,397   10,117

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,898)
   1,261       52       72     -548    2,972      785    3,097    1,113   -1,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.3      0.3      0.5     14.0     83.1     62.7     83.9     37.3     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      18        1        1        8       15       27       16
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       20,425
COMMITMENTS
   1,813    5,651      111   14,540   11,345   16,464   17,107    3,960    3,317

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -162)
       2      265       90     -298     -723     -206     -368       44      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     27.7      0.5     71.2     55.5     80.6     83.8     19.4     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       7       20        3       38       20       47       41
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       20,586
COMMITMENTS
   1,811    5,386       21   14,838   12,068   16,670   17,475    3,916    3,111

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -519)
       7     -204        0     -277       64     -270     -140     -249     -379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     26.2      0.1     72.1     58.6     81.0     84.9     19.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
       7       18        1       40       21       48       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      108,528
COMMITMENTS
  13,282   13,320    1,361   81,305   85,186   95,948   99,867   12,580    8,661

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      7,147)
  -5,074   -4,841      793    9,487    7,402    5,206    3,354    1,941    3,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     12.3      1.3     74.9     78.5     88.4     92.0     11.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      23       30        8       37       36       65       70
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      101,381
COMMITMENTS
  18,356   18,161      568   71,818   77,784   90,742   96,513   10,639    4,868

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -3,264)
   1,118   -2,918       10     -558    2,732      570     -176   -3,834   -3,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     17.9      0.6     70.8     76.7     89.5     95.2     10.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      24       28        6       38       37       65       68
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       33,126
COMMITMENTS
  11,941    8,879      987   10,374   17,516   23,302   27,382    9,824    5,744

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      3,652)
     474      -96       50      344    1,784      868    1,738    2,784    1,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0     26.8      3.0     31.3     52.9     70.3     82.7     29.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      35       19        4       26       23       64       45
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,474
COMMITMENTS
  11,467    8,975      937   10,030   15,732   22,434   25,644    7,040    3,830

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        616)
   1,218      703       -7      137      628    1,348    1,324     -732     -708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9     30.5      3.2     34.0     53.4     76.1     87.0     23.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      37       22        4       23       21       62       46
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:        8,193
COMMITMENTS
   3,468      451        0    2,174    1,583    5,642    2,034    2,551    6,159

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      1,011)
     434     -432        0      407    1,293      841      861      170      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.3      5.5      0.0     26.5     19.3     68.9     24.8     31.1     75.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        2        0        4        8       11       10
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      111,283
COMMITMENTS
     491    6,100    2,882   46,008   79,060   49,381   88,042   61,902   23,241

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,329)
      16     -493      308      -79    1,111      245      926   -1,574   -2,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      5.5      2.6     41.3     71.0     44.4     79.1     55.6     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4       14        4       13       24       20       40
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      112,612
COMMITMENTS
     475    6,593    2,574   46,087   77,949   49,136   87,116   63,475   25,496

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        821)
    -264        1        0      -41    1,202     -305    1,203    1,126     -382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      5.9      2.3     40.9     69.2     43.6     77.4     56.4     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4       14        3       13       23       19       39
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      115,909
COMMITMENTS
  42,741    4,371   16,456   22,097   82,969   81,293  103,796   34,615   12,113

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -2,728)
    -427      397      526   -1,156   -5,107   -1,057   -4,184   -1,671    1,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9      3.8     14.2     19.1     71.6     70.1     89.5     29.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
     104       18       46       24       35      141       88
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      118,637
COMMITMENTS
  43,168    3,974   15,930   23,253   88,075   82,351  107,980   36,286   10,657

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -2,853)
    -571      130   -2,252   -1,185   -1,649   -4,008   -3,771    1,155      918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.4      3.3     13.4     19.6     74.2     69.4     91.0     30.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      89       20       42       24       34      129       82
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       91,079
COMMITMENTS
  26,177    5,114   14,547   36,305   63,429   77,029   83,090   14,050    7,989

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -6,894)
  -7,645     -657      561    1,514   -6,897   -5,571   -6,993   -1,323       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      5.6     16.0     39.9     69.6     84.6     91.2     15.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      61       26       29       34       39      106       84
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       97,973
COMMITMENTS
  33,823    5,771   13,986   34,791   70,325   82,600   90,083   15,373    7,891

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      6,936)
   4,528    1,386    1,299     -423    3,547    5,405    6,232    1,531      704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5      5.9     14.3     35.5     71.8     84.3     91.9     15.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      69       26       29       35       39      115       86
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      422,961
COMMITMENTS
 141,876   31,583   95,596  121,643  267,535  359,115  394,715   63,846   28,246

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:    -38,930)
 -30,018   -1,829   -7,340      825  -35,004  -36,533  -44,173   -2,397    5,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5      7.5     22.6     28.8     63.3     84.9     93.3     15.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
     143       42       69       37       44      204      135
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      461,891
COMMITMENTS
 171,894   33,412  102,936  120,818  302,540  395,648  438,888   66,243   23,003

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      5,553)
   8,065    1,601   -5,462      814   10,489    3,417    6,628    2,136   -1,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2      7.2     22.3     26.2     65.5     85.7     95.0     14.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
     145       45       63       37       46      208      133
 
 
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      126,550
COMMITMENTS
  15,707    2,955    7,222   96,098  114,226  119,027  124,402    7,523    2,148

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -3,122)
  -2,388      638      133     -387   -3,542   -2,641   -2,771     -482     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      2.3      5.7     75.9     90.3     94.1     98.3      5.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      45       21       35       46       37      108       80
 
 
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      527,764
COMMITMENTS
 108,684   22,486  118,631  225,241  352,680  452,557  493,797   75,207   33,967

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     23,856)
  10,661     -607    4,308      -83   20,751   14,886   24,452    8,971     -595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      4.3     22.5     42.7     66.8     85.7     93.6     14.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      67       36       51       69       54      169      111
 
 
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      156,467
COMMITMENTS
  50,969   10,254   43,609   49,488   96,022  144,067  149,885   12,401    6,582

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,206)
  -2,079      548    1,079      718   -1,344     -282      283     -925   -1,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6      6.6     27.9     31.6     61.4     92.1     95.8      7.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     176       71      112      102      122      323      269
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,379
COMMITMENTS
   4,589    1,424      244    2,606    7,099    7,439    8,767    1,940      612

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:         20)
     -11       43        1       78       16       68       60      -48      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.9     15.2      2.6     27.8     75.7     79.3     93.5     20.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      13        5        3        5        6       21       12
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,359
COMMITMENTS
   4,600    1,381      243    2,528    7,083    7,371    8,707    1,988      652

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        219)
      83      246       28      490      343      601      617     -382     -398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.2     14.8      2.6     27.0     75.7     78.8     93.0     21.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      14        4        3        5        6       22       11
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       78,338
COMMITMENTS
  11,166   27,180    6,669   48,373   30,485   66,208   64,333   12,130   14,004

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      4,836)
    -142    3,656      320    4,785     -462    4,964    3,514     -128    1,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     34.7      8.5     61.7     38.9     84.5     82.1     15.5     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      31       38       25       64       53      104      109
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       73,501
COMMITMENTS
  11,308   23,525    6,348   43,588   30,946   61,244   60,819   12,258   12,682

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,702)
    -156     -570     -686      865      794       23     -463   -1,724   -1,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     32.0      8.6     59.3     42.1     83.3     82.7     16.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      29       35       22       59       54       98      104
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       36,901
COMMITMENTS
     462   10,723    2,746   25,508   16,500   28,716   29,969    8,185    6,932

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      1,451)
    -346    1,003       90    1,998      675    1,742    1,768     -291     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     29.1      7.4     69.1     44.7     77.8     81.2     22.2     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       8       25       12       37       23       50       56
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       35,449
COMMITMENTS
     808    9,720    2,656   23,510   15,825   26,974   28,201    8,475    7,248

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        601)
      74      320     -341    1,286      948    1,018      926     -417     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     27.4      7.5     66.3     44.6     76.1     79.6     23.9     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       9       22       10       36       23       49       52
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      112,882
COMMITMENTS
  15,975   29,895   25,171   58,926   51,580  100,073  106,646   12,809    6,235

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -970)
   2,480   -5,336    1,078   -4,746    4,297   -1,188       40      218   -1,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     26.5     22.3     52.2     45.7     88.7     94.5     11.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     132       99       92       94       83      272      234
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       63,410
COMMITMENTS
  11,838    2,721   19,878   25,229   38,646   56,945   61,244    6,465    2,166

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        514)
     884      -91      408     -179       67    1,113      384     -599      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      4.3     31.3     39.8     60.9     89.8     96.6     10.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      64       24       36       33       27      114       72
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      129,378
COMMITMENTS
  14,992    6,148    7,665   99,805  112,828  122,462  126,640    6,916    2,738

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      2,828)
    -715    3,193      443    3,707   -1,398    3,435    2,238     -608      590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      4.8      5.9     77.1     87.2     94.7     97.9      5.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      47       21       35       46       37      105       84
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      557,677
COMMITMENTS
 130,374   24,466  125,371  222,144  372,005  477,889  521,842   79,788   35,835

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     29,913)
  21,690    1,980    6,740   -3,097   19,325   25,332   28,045    4,580    1,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      4.4     22.5     39.8     66.7     85.7     93.6     14.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      71       40       57       70       60      180      121
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      151,355
COMMITMENTS
  48,045    7,865   42,740   48,625   94,659  139,410  145,264   11,945    6,091

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -5,112)
  -2,924   -2,389     -869     -863   -1,363   -4,656   -4,621     -456     -491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7      5.2     28.2     32.1     62.5     92.1     96.0      7.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     171       69      118      107      124      326      277
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       24,530
COMMITMENTS
   5,318   14,500    3,730   12,874    2,397   21,923   20,628    2,608    3,902

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -5,419)
    -980   -4,699      -22   -4,626       16   -5,627   -4,704      208     -715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     59.1     15.2     52.5      9.8     89.4     84.1     10.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6       32       10        6       12       19       48
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       23,327
COMMITMENTS
  17,502        0        0      904   20,146   18,406   20,146    4,921    3,181

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,754)
    -798   -1,145        0      134     -932     -664   -2,077   -1,090      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.0      0.0      0.0      3.9     86.4     78.9     86.4     21.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        0        0        1       12        9       12
 
 
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      113,851
COMMITMENTS
  13,495   35,230   24,093   63,672   47,283  101,261  106,607   12,591    7,245

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        396)
  -1,304    1,213      658      274   -1,109     -372      763      767     -367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     30.9     21.2     55.9     41.5     88.9     93.6     11.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     122      107       80       94       80      252      234
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       62,896
COMMITMENTS
  10,953    2,812   19,470   25,409   38,578   55,832   60,860    7,065    2,037

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,484)
     519       21   -1,715      -93      307   -1,289   -1,387     -195      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      4.5     31.0     40.4     61.3     88.8     96.8     11.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      63       24       34       33       26      112       71
 
 
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,949
COMMITMENTS
   6,298   19,199    3,752   17,500    2,381   27,550   25,332    2,400    4,617

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      3,642)
     649    1,667      139    2,792      725    3,579    2,531       63    1,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     64.1     12.5     58.4      7.9     92.0     84.6      8.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4       36       10        6       12       17       52
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       25,080
COMMITMENTS
  18,300    1,145        0      770   21,078   19,070   22,223    6,010    2,857

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        487)
     219       11        0       -9     -295      210     -284      277      771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.0      4.6      0.0      3.1     84.0     76.0     88.6     24.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        1        0        1       13        9       14
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      188,995
COMMITMENTS
  11,580   24,676   34,199  114,980  102,800  160,759  161,675   28,237   27,321

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -7,395)
     -82    2,002    1,232   -9,166   -9,814   -8,015   -6,580      621     -814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     13.1     18.1     60.8     54.4     85.1     85.5     14.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      18       32       37       65       71      110      116
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      196,390
COMMITMENTS
  11,662   22,674   32,967  124,146  112,614  168,774  168,255   27,616   28,135

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -34,029)
  -5,020   -4,424  -19,603   -3,550   -7,995  -28,172  -32,022   -5,857   -2,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     11.5     16.8     63.2     57.3     85.9     85.7     14.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      23       28       34       70       72      116      113
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      681,696
COMMITMENTS
  28,266   61,663  259,960  330,082  325,790  618,308  647,413   63,388   34,283

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     36,156)
   4,530    4,394   14,729   18,588   13,779   37,847   32,902   -1,691    3,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      9.0     38.1     48.4     47.8     90.7     95.0      9.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      43       62       72       97       85      179      184
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      645,539
COMMITMENTS
  23,736   57,269  245,231  311,494  312,011  580,461  614,510   65,078   31,029

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -40,914)
   3,152    1,347  -17,419  -25,041  -24,602  -39,308  -40,675   -1,607     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      8.9     38.0     48.3     48.3     89.9     95.2     10.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      47       56       75       95       83      181      181
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,474
COMMITMENTS
   3,015    6,420    2,121   58,767   58,715   63,903   67,256    4,571    1,218

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -2,096)
   2,363        0     -651   -4,106   -1,228   -2,394   -1,879      298     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      9.4      3.1     85.8     85.7     93.3     98.2      6.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       28       23       29       25
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,570
COMMITMENTS
     652    6,420    2,772   62,873   59,943   66,297   69,135    4,273    1,435

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        652)
     -56        0       56      652      596      652      652        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      9.1      3.9     89.1     84.9     93.9     98.0      6.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       27       23       28       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,627
COMMITMENTS
   5,266    2,464      428   36,694   36,126   42,388   39,018    2,239    5,609

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -6,258)
     578   -7,468   -1,712   -4,935    2,448   -6,069   -6,732     -189      474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      5.5      1.0     82.2     81.0     95.0     87.4      5.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       15       12       17       14
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,885
COMMITMENTS
   4,688    9,932    2,140   41,629   33,678   48,457   45,750    2,428    5,135

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -2,630)
   2,996        0   -2,996   -2,962        0   -2,962   -2,996      332      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     19.5      4.2     81.8     66.2     95.2     89.9      4.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       15       13       17       16
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,419
COMMITMENTS
     879      955    1,424   32,002   33,598   34,305   35,977    4,114    2,442

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -142)
     -13      483      655   -1,150   -1,218     -508      -80      366      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      2.5      3.7     83.3     87.5     89.3     93.6     10.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       11       13       13       16
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       30,047
COMMITMENTS
   1,639    2,021    1,104   24,457   25,398   27,200   28,523    2,847    1,524

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -6,066)
  -1,315   -1,377     -153   -4,288   -4,529   -5,756   -6,059     -310       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      6.7      3.7     81.4     84.5     90.5     94.9      9.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        2       18       15       21       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,113
COMMITMENTS
   2,954    3,398    1,257   28,745   29,927   32,956   34,582    3,157    1,531

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        148)
       5        0     -254      248      948       -1      694      149     -546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      9.4      3.5     79.6     82.9     91.3     95.8      8.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       20       16       23       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,102
COMMITMENTS
   1,736      284      866   44,563   43,013   47,165   44,163    2,937    5,939

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -2,279)
     186      124     -310   -2,310   -2,966   -2,434   -3,152      155      873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.6      1.7     88.9     85.9     94.1     88.1      5.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       22       18       24       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,381
COMMITMENTS
   1,550      160    1,176   46,873   45,979   49,599   47,315    2,782    5,066

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        701)
       0     -124      124    1,005      639    1,129      639     -428       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.3      2.2     89.5     87.8     94.7     90.3      5.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       22       19       24       21
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       27,346
COMMITMENTS
   4,712    3,488        0   21,792   19,732   26,504   23,220      842    4,126

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     12.8      0.0     79.7     72.2     96.9     84.9      3.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        0       11       11       14       13
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      852,117
COMMITMENTS
 186,172   59,260  127,924  524,746  659,923  838,842  847,107   13,275    5,010

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:    -27,206)
  14,014    5,912   -1,085  -41,141  -26,191  -28,212  -21,364    1,006   -5,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      7.0     15.0     61.6     77.4     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      14       12       24       72       68       99       93
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      879,323
COMMITMENTS
 172,158   53,348  129,009  565,887  686,114  867,054  868,471   12,269   10,852

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     14,721)
  -6,164   -5,623    6,133   11,754   14,106   11,723   14,616    2,998      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      6.1     14.7     64.4     78.0     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      16       13       23       88       77      114      104
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,421
COMMITMENTS
   7,518   14,597   21,595   34,270   29,761   63,383   65,953    4,038    1,468

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      6,367)
  -1,587      567    2,731    6,002    4,262    7,146    7,560     -779   -1,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     21.7     32.0     50.8     44.1     94.0     97.8      6.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        5        9       19       20       30       29
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,054
COMMITMENTS
   9,105   14,030   18,864   28,268   25,499   56,237   58,393    4,817    2,661

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -16,533)
  -7,226   -9,162   -1,221   -9,551   -7,394  -17,998  -17,777    1,465    1,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     23.0     30.9     46.3     41.8     92.1     95.6      7.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        4        8       18       17       28       25
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       33,726
COMMITMENTS
   5,000      178    5,725   22,721   27,003   33,446   32,906      280      820

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,353)
     271       -2     -104   -1,283   -1,147   -1,116   -1,252     -237     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      0.5     17.0     67.4     80.1     99.2     97.6      0.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        5       22       24       27       29
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       35,079
COMMITMENTS
   4,729      180    5,829   24,005   28,150   34,562   34,158      517      921

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:         33)
      38      -30      372     -466     -807      -55     -465       89      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      0.5     16.6     68.4     80.2     98.5     97.4      1.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        1        5       25       24       30       30
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,414
COMMITMENTS
   1,681    3,806      840   16,893   14,768   19,414   19,414        0        0

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,940)
    -276   -1,242     -230   -1,434     -468   -1,940   -1,940        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     19.6      4.3     87.0     76.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       15       12       17       15
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       21,354
COMMITMENTS
   1,957    5,048    1,070   18,327   15,236   21,354   21,354        0        0

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        -90)
       0        0        0       82       82       82       82     -172     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     23.6      5.0     85.8     71.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       17       16       20       20
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        6,860
COMMITMENTS
     842    2,550      634    5,384    3,424    6,860    6,608        0      252

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -794)
     -46      460     -460     -265   -1,046     -771   -1,046      -23      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     37.2      9.2     78.5     49.9    100.0     96.3      0.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       10       10       13       13
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,654
COMMITMENTS
     888    2,090    1,094    5,649    4,470    7,631    7,654       23        0

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     27.3     14.3     73.8     58.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        3       12       12       17       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,112,277
COMMITMENTS
  76,249   38,191  265,395  705,292  723,596  1046936  1027183   65,341   85,095

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     15,335)
   3,916     -443   -2,255    1,975    4,468    3,636    1,771   11,699   13,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      3.4     23.9     63.4     65.1     94.1     92.3      5.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      54       71       80       82       86      185      194
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,096,942
COMMITMENTS
  72,333   38,634  267,650  703,318  719,128  1043300  1025411   53,643   71,531

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     36,563)
     297   -3,641   18,545   26,034   25,625   44,876   40,528   -8,313   -3,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      3.5     24.4     64.1     65.6     95.1     93.5      4.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      58       60       81       84       85      186      191
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,598
COMMITMENTS
   7,255    2,657       34    2,598    8,766    9,887   11,457    2,711    1,141

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        -38)
      48      163      -57       19     -131       10      -25      -48      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.6     21.1      0.3     20.6     69.6     78.5     90.9     21.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      61       20        1        9       23       71       43
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,636
COMMITMENTS
   7,207    2,494       91    2,579    8,897    9,877   11,482    2,759    1,154

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        521)
     346      384      -59      262      194      549      519      -28        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.0     19.7      0.7     20.4     70.4     78.2     90.9     21.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      63       15        3       10       22       74       40
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        6,205
COMMITMENTS
   2,293      167       80    2,404    5,183    4,777    5,430    1,428      775

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -124)
      -6       11       80      -18       87       56      178     -180     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0      2.7      1.3     38.7     83.5     77.0     87.5     23.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      16        2        1       10       14       26       17
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        6,329
COMMITMENTS
   2,299      156        0    2,422    5,096    4,721    5,252    1,608    1,077

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        -49)
     632     -800     -296     -463      938     -127     -158       78      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3      2.5      0.0     38.3     80.5     74.6     83.0     25.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        2        0       10       12       25       14
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      180,803
COMMITMENTS
  16,515   13,345   26,648  125,239  125,389  168,402  165,382   12,401   15,421

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -2,763)
   1,554     -275    2,739   -5,870   -3,190   -1,578     -726   -1,186   -2,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      7.4     14.7     69.3     69.4     93.1     91.5      6.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      32       29       37       77       73      129      124
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      183,567
COMMITMENTS
  14,961   13,620   23,909  131,110  128,579  169,980  166,108   13,587   17,459

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      3,262)
     609    3,577   -3,069    5,492    1,863    3,033    2,371      229      891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      7.4     13.0     71.4     70.0     92.6     90.5      7.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      27       27       32       75       74      121      121
 
 
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,115
COMMITMENTS
       0    3,805    4,320   13,615    9,990   17,935   18,115      180        0

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,093)
     -15      666     -766     -312     -993   -1,093   -1,093        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     21.0     23.8     75.2     55.1     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        5        2       14       13       16       18
 
 
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,208
COMMITMENTS
      15    3,139    5,086   13,927   10,983   19,028   19,208      180        0

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        224)
       0      -81       15      329      290      344      224     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1     16.3     26.5     72.5     57.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        6        3       17       16       20       23
 
 
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,677
COMMITMENTS
     450    2,106      402    7,825    6,169    8,677    8,677        0        0

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -330)
    -100     -410      -45     -185      125     -330     -330        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     24.3      4.6     90.2     71.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       15       14       17       16
 
 
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,007
COMMITMENTS
     550    2,516      447    8,010    6,044    9,007    9,007        0        0

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        150)
       0      150        0      150        0      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     27.9      5.0     88.9     67.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       16       14       18       16
 

Updated January 11, 2005