WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   183,042:    37,754     67,376     13,609    106,574     80,526    157,937    161,511:    25,105     21,531
Old  :   157,956:    42,579     65,788      4,543     89,063     69,706    136,185    140,037:    21,771     17,919
Other:    25,086:     3,071      9,484      1,170     17,511     10,820     21,752     21,474:     3,334      3,612
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -1,659:      -532     -1,321       -453      1,353        794        368       -980:    -2,027       -679
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       36.8        7.4       58.2       44.0       86.3       88.2:      13.7       11.8
Old  :     100.0:      27.0       41.6        2.9       56.4       44.1       86.2       88.7:      13.8       11.3
Other:     100.0:      12.2       37.8        4.7       69.8       43.1       86.7       85.6:      13.3       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        86         83         46         52         58        156        175:
Old  :       250:        89         81         28         48         53        146        155:
Other:        98:        19         28         15         21         41         49         77:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       30.5       44.0       38.1       30.4       29.7       43.7       36.9
Old  :                 33.1       31.3       45.1       39.5       33.0       30.4       44.8       38.6
Other:                 60.9       42.1       72.0       54.6       60.7       39.9       68.8       52.4
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   184,701:    38,286     68,697     14,062    105,221     79,732    157,569    162,491:    27,132     22,210
Old  :   160,082:    43,451     67,041      4,624     87,931     69,738    136,006    141,403:    24,076     18,679
Other:    24,619:     3,266     10,087      1,007     17,290      9,994     21,563     21,088:     3,056      3,531
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :    -1,860:     2,021     -6,372     -1,057     -1,546      6,499       -582       -930:    -1,278       -930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       37.2        7.6       57.0       43.2       85.3       88.0:      14.7       12.0
Old  :     100.0:      27.1       41.9        2.9       54.9       43.6       85.0       88.3:      15.0       11.7
Other:     100.0:      13.3       41.0        4.1       70.2       40.6       87.6       85.7:      12.4       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        90         87         49         54         58        166        180:
Old  :       260:        94         86         32         50         53        154        162:
Other:       100:        18         31         12         21         41         47         78:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       30.1       43.1       37.8       30.0       29.3       42.7       36.6
Old  :                 32.4       31.1       43.7       39.2       32.4       30.1       43.6       38.2
Other:                 61.5       40.8       72.7       53.7       61.3       38.8       69.6       51.8
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   592,919:    80,354    161,481     33,313    386,856    269,356    500,523    464,150:    92,396    128,769
Old  :   531,280:    77,238    155,996     29,020    339,538    239,192    445,796    424,208:    85,484    107,072
Other:    61,639:     7,034      9,403        375     47,318     30,164     54,727     39,942:     6,912     21,697
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -1,710:     1,805     -8,279     -1,712       -770      5,616       -677     -4,375:    -1,033      2,665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       27.2        5.6       65.2       45.4       84.4       78.3:      15.6       21.7
Old  :     100.0:      14.5       29.4        5.5       63.9       45.0       83.9       79.8:      16.1       20.2
Other:     100.0:      11.4       15.3        0.6       76.8       48.9       88.8       64.8:      11.2       35.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       653:       145        163         91        229        241        425        460:
Old  :       642:       146        160         82        220        227        410        436:
Other:       328:        42         59          3         70        182        113        243:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       16.7       27.3       22.3       16.6       16.1       27.0       21.5
Old  :                 17.7       18.2       28.1       24.0       17.5       17.6       27.7       23.3
Other:                 47.4       11.3       55.4       20.0       47.4       11.2       55.4       19.9
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   594,629:    78,549    169,760     35,025    387,626    263,740    501,200    468,525:    93,429    126,104
Old  :   534,060:    77,689    165,564     28,859    340,825    234,370    447,373    428,793:    86,687    105,267
Other:    60,569:     6,656      9,992        370     46,801     29,370     53,827     39,732:     6,742     20,837
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :     5,543:     2,811     -3,343      1,763        956      6,198      5,530      4,618:        13        925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       28.5        5.9       65.2       44.4       84.3       78.8:      15.7       21.2
Old  :     100.0:      14.5       31.0        5.4       63.8       43.9       83.8       80.3:      16.2       19.7
Other:     100.0:      11.0       16.5        0.6       77.3       48.5       88.9       65.6:      11.1       34.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       652:       148        157         98        224        241        429        459:
Old  :       641:       150        156         87        216        226        417        431:
Other:       329:        42         58          3         69        185        112        245:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       16.9       27.0       22.5       16.5       16.2       26.7       21.8
Old  :                 17.6       18.4       27.7       24.4       17.4       17.8       27.4       23.7
Other:                 47.5       11.6       55.4       20.3       47.5       11.6       55.4       20.2
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     7,165:     1,381        815         26      1,978      4,630      3,385      5,471:     3,780      1,694
Old  :     7,010:     1,323        815         26      1,956      4,529      3,305      5,370:     3,705      1,640
Other:       155:        58          0          0         22        101         80        101:        75         54
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       436:       331         73         10       -176        236        165        319:       271        117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       11.4        0.4       27.6       64.6       47.2       76.4:      52.8       23.6
Old  :     100.0:      18.9       11.6        0.4       27.9       64.6       47.1       76.6:      52.9       23.4
Other:     100.0:      37.4        0.0        0.0       14.2       65.2       51.6       65.2:      48.4       34.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        13          5          1         14         11         28         16:
Old  :        35:        13          5          1         14         11         28         16:
Other:         8:         2          0          0          2          6          4          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       49.9       29.3       65.7       13.1       48.2       21.8       61.4
Old  :                 19.3       49.7       29.3       65.8       13.3       48.3       21.8       61.8
Other:                 51.6       63.9       51.6       65.2       43.9       56.8       43.9       57.4
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     6,729:     1,050        742         16      2,154      4,394      3,220      5,152:     3,509      1,577
Old  :     6,586:     1,022        742         16      2,132      4,314      3,170      5,072:     3,416      1,514
Other:       143:        28          0          0         22         80         50         80:        93         63
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :       136:       -43       -441          6       -310        368       -347        -67:       483        203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       11.0        0.2       32.0       65.3       47.9       76.6:      52.1       23.4
Old  :     100.0:      15.5       11.3        0.2       32.4       65.5       48.1       77.0:      51.9       23.0
Other:     100.0:      19.6        0.0        0.0       15.4       55.9       35.0       55.9:      65.0       44.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        11          4          1         15         12         27         16:
Old  :        34:        11          4          1         15         12         27         16:
Other:         7:         1          0          0          2          6          3          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       50.7       30.8       65.4       15.6       48.4       23.4       60.5
Old  :                 21.8       50.8       31.1       65.6       15.7       48.7       23.5       61.1
Other:                 35.0       54.5       35.0       55.9       26.6       46.9       26.6       47.6
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   236,272:    36,521     67,090     16,287    144,920    100,484    197,728    183,861:    38,544     52,411
Old  :   220,436:    36,159     69,469     10,985    138,726     92,090    185,870    172,544:    34,566     47,892
Other:    15,836:     5,607      2,866         57      6,194      8,394     11,858     11,317:     3,978      4,519
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -6,418:    -1,041     -3,477     -1,518      3,318      1,216        759     -3,779:    -7,177     -2,639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       28.4        6.9       61.3       42.5       83.7       77.8:      16.3       22.2
Old  :     100.0:      16.4       31.5        5.0       62.9       41.8       84.3       78.3:      15.7       21.7
Other:     100.0:      35.4       18.1        0.4       39.1       53.0       74.9       71.5:      25.1       28.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       356:        88        125         76         92        109        235        264:
Old  :       349:        85        126         64         89        102        218        253:
Other:       114:        31         22          3         22         48         55         71:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       18.0       39.5       25.6       26.5       16.1       35.0       21.0
Old  :                 30.6       18.1       41.6       25.4       28.0       17.7       37.9       22.9
Other:                 39.6       38.2       51.0       46.7       39.3       37.3       50.8       45.7
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   242,690:    37,562     70,567     17,805    141,602     99,268    196,969    187,640:    45,721     55,050
Old  :   227,191:    37,057     72,827     12,672    135,656     91,280    185,385    176,779:    41,806     50,412
Other:    15,499:     5,398      2,633        240      5,946      7,988     11,584     10,861:     3,915      4,638
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :   -10,365:     5,510        993     -5,180     -7,097     -1,863     -6,767     -6,050:    -3,598     -4,315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       29.1        7.3       58.3       40.9       81.2       77.3:      18.8       22.7
Old  :     100.0:      16.3       32.1        5.6       59.7       40.2       81.6       77.8:      18.4       22.2
Other:     100.0:      34.8       17.0        1.5       38.4       51.5       74.7       70.1:      25.3       29.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       385:       103        136         87         95        110        261        281:
Old  :       378:        98        139         81         93        105        249        274:
Other:       113:        32         20          4         22         47         56         69:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       18.2       36.1       25.2       23.8       15.7       32.0       20.4
Old  :                 27.1       18.0       37.9       24.8       25.1       17.2       34.0       22.1
Other:                 39.1       37.3       50.2       46.0       38.9       36.3       49.9       45.0
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   149,081:    20,699     34,895     17,696     86,979     75,816    125,374    128,407:    23,707     20,674
Old  :   134,690:    22,097     35,637     11,389     80,446     67,914    113,932    114,940:    20,758     19,750
Other:    14,391:     2,279      2,935      2,630      6,533      7,902     11,442     13,467:     2,949        924
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -473:     4,877     -9,201        629     -6,172      7,047       -666     -1,525:       193      1,052
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       23.4       11.9       58.3       50.9       84.1       86.1:      15.9       13.9
Old  :     100.0:      16.4       26.5        8.5       59.7       50.4       84.6       85.3:      15.4       14.7
Other:     100.0:      15.8       20.4       18.3       45.4       54.9       79.5       93.6:      20.5        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        35         31         28         50         45        102         99:
Old  :       136:        38         33         24         49         44         98         95:
Other:        38:         7         11         10         17          9         32         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       32.1       31.7       40.6       15.7       24.8       24.7       33.0
Old  :                 22.0       32.2       31.9       41.3       19.4       27.9       29.0       36.9
Other:                 35.5       54.6       52.0       75.9       25.4       43.8       36.2       53.7
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   149,554:    15,822     44,096     17,067     93,151     68,769    126,040    129,932:    23,514     19,622
Old  :   135,516:    17,554     45,037     10,693     86,745     61,130    114,992    116,860:    20,524     18,656
Other:    14,038:     2,287      3,078      2,355      6,406      7,639     11,048     13,072:     2,990        966
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :    -5,119:    -1,677     -3,349        321     -2,244        284     -3,600     -2,744:    -1,519     -2,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       29.5       11.4       62.3       46.0       84.3       86.9:      15.7       13.1
Old  :     100.0:      13.0       33.2        7.9       64.0       45.1       84.9       86.2:      15.1       13.8
Other:     100.0:      16.3       21.9       16.8       45.6       54.4       78.7       93.1:      21.3        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        29         36         30         53         42        101        103:
Old  :       138:        35         38         26         52         40         98         98:
Other:        40:         8         11          9         18          9         32         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       29.7       34.1       38.7       18.2       21.9       28.1       30.2
Old  :                 23.3       29.8       34.8       39.3       22.1       25.2       32.8       34.2
Other:                 35.4       54.7       51.5       75.9       26.1       44.2       36.5       55.2
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   602,846:   160,159     95,122     26,520    328,180    375,187    514,859    496,829:    87,987    106,017
Old  :   602,846:   160,159     95,122     26,520    328,180    375,187    514,859    496,829:    87,987    106,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :   -46,450:   -24,397     -3,960     -1,974     -7,538    -37,289    -33,909    -43,223:   -12,541     -3,227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       15.8        4.4       54.4       62.2       85.4       82.4:      14.6       17.6
Old  :     100.0:      26.6       15.8        4.4       54.4       62.2       85.4       82.4:      14.6       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        40         38         17         56         80        108        125:
Old  :       182:        40         38         17         56         80        108        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       18.3       39.3       31.2       21.0       17.5       29.5       27.2
Old  :                 26.7       18.3       39.3       31.2       21.0       17.5       29.5       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   649,296:   184,556     99,082     28,494    335,718    412,476    548,768    540,052:   100,528    109,244
Old  :   649,296:   184,556     99,082     28,494    335,718    412,476    548,768    540,052:   100,528    109,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :     5,119:   -10,040     10,488       -400     21,255      4,525     10,815     14,613:    -5,696     -9,494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       15.3        4.4       51.7       63.5       84.5       83.2:      15.5       16.8
Old  :     100.0:      28.4       15.3        4.4       51.7       63.5       84.5       83.2:      15.5       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        43         43         21         58         91        116        142:
Old  :       198:        43         43         21         58         91        116        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       18.4       36.6       30.7       20.0       16.7       28.8       26.9
Old  :                 25.3       18.4       36.6       30.7       20.0       16.7       28.8       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   144,477:     8,532     26,662     23,153     86,088     69,968    117,773    119,783:    26,704     24,694
Old  :   131,278:    12,048     26,729     15,927     78,451     65,576    106,426    108,232:    24,852     23,046
Other:    13,199:     1,257      4,706      2,453      7,637      4,392     11,347     11,551:     1,852      1,648
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -476:     1,834     -1,418       -158       -268      1,446      1,408       -130:    -1,884       -346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       18.5       16.0       59.6       48.4       81.5       82.9:      18.5       17.1
Old  :     100.0:       9.2       20.4       12.1       59.8       50.0       81.1       82.4:      18.9       17.6
Other:     100.0:       9.5       35.7       18.6       57.9       33.3       86.0       87.5:      14.0       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        23         47         42         50         50        108        120:
Old  :       150:        28         46         40         50         49        106        118:
Other:        51:        11         12          8         24          9         42         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       23.0       35.6       32.2       22.0       14.5       29.7       22.4
Old  :                 24.7       22.6       34.8       31.8       22.3       16.1       30.5       24.9
Other:                 44.4       56.8       60.2       72.6       41.9       43.1       51.2       54.7
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   144,953:     6,698     28,080     23,311     86,356     68,522    116,365    119,913:    28,588     25,040
Old  :   131,857:    10,151     28,087     16,301     78,939     64,320    105,391    108,708:    26,466     23,149
Other:    13,096:       994      4,440      2,563      7,417      4,202     10,974     11,205:     2,122      1,891
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :      -555:    -3,182     -1,169      1,391      2,553     -3,527        762     -3,305:    -1,317      2,750
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       19.4       16.1       59.6       47.3       80.3       82.7:      19.7       17.3
Old  :     100.0:       7.7       21.3       12.4       59.9       48.8       79.9       82.4:      20.1       17.6
Other:     100.0:       7.6       33.9       19.6       56.6       32.1       83.8       85.6:      16.2       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        19         44         41         53         46        106        116:
Old  :       146:        26         42         40         53         45        105        114:
Other:        48:        10         13          8         23          8         40         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       23.7       35.8       33.5       22.2       14.9       30.7       22.6
Old  :                 24.2       23.2       34.8       32.6       22.5       16.6       31.5       25.1
Other:                 44.0       56.7       60.4       72.3       41.1       42.7       50.1       53.5
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     4,426:     1,358      1,331        103        888      1,678      2,349      3,112:     2,077      1,314
Old  :     4,424:     1,358      1,331        101        888      1,678      2,347      3,110:     2,077      1,314
Other:         2:         0          0          2          0          0          2          2:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       -64:       159        134          2       -261       -190       -100        -54:        36        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       30.1        2.3       20.1       37.9       53.1       70.3:      46.9       29.7
Old  :     100.0:      30.7       30.1        2.3       20.1       37.9       53.1       70.3:      46.9       29.7
Other:     100.0:       0.0        0.0      100.0        0.0        0.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         7          9          3          4          7         14         16:
Old  :        27:         7          9          3          4          7         14         16:
Other:         2:         0          0          2          0          0          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       43.9       46.1       58.6       34.7       43.9       46.1       58.6
Old  :                 34.7       43.9       46.1       58.6       34.7       43.9       46.1       58.6
Other:                100.0      100.0      100.0      100.0        0.0        0.0        0.0        0.0
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     4,490:     1,199      1,197        101      1,149      1,868      2,449      3,166:     2,041      1,324
Old  :     4,488:     1,199      1,197         99      1,149      1,868      2,447      3,164:     2,041      1,324
Other:         2:         0          0          2          0          0          2          2:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :        58:       -85       -112        -28       -172        259       -285        119:       343        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       26.7        2.2       25.6       41.6       54.5       70.5:      45.5       29.5
Old  :     100.0:      26.7       26.7        2.2       25.6       41.6       54.5       70.5:      45.5       29.5
Other:     100.0:       0.0        0.0      100.0        0.0        0.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         7          6          4          9          8         18         16:
Old  :        27:         7          6          4          9          8         18         16:
Other:         2:         0          0          2          0          0          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       44.0       44.4       58.3       33.5       41.2       43.3       55.0
Old  :                 33.5       44.0       44.4       58.3       33.5       41.2       43.3       55.0
Other:                100.0      100.0      100.0      100.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   248,617:    62,456     70,027      1,400    159,101    128,534    222,957    199,961:    25,660     48,656
Old  :   248,617:    62,456     70,027      1,400    159,101    128,534    222,957    199,961:    25,660     48,656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     1,240:     3,880      5,258     -2,371          4     -2,611      1,513        276:      -273        964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       28.2        0.6       64.0       51.7       89.7       80.4:      10.3       19.6
Old  :     100.0:      25.1       28.2        0.6       64.0       51.7       89.7       80.4:      10.3       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        18         49          5         44         66         65        117:
Old  :       152:        18         49          5         44         66         65        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       14.0       47.9       22.5       30.6       13.6       43.0       21.0
Old  :                 34.5       14.0       47.9       22.5       30.6       13.6       43.0       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   247,377:    58,576     64,769      3,771    159,097    131,145    221,444    199,685:    25,933     47,692
Old  :   247,377:    58,576     64,769      3,771    159,097    131,145    221,444    199,685:    25,933     47,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :     8,737:      -183      1,531     -1,934     10,349     12,677      8,232     12,274:       505     -3,537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       26.2        1.5       64.3       53.0       89.5       80.7:      10.5       19.3
Old  :     100.0:      23.7       26.2        1.5       64.3       53.0       89.5       80.7:      10.5       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        17         50          8         47         69         69        123:
Old  :       155:        17         50          8         47         69         69        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       13.6       47.8       22.3       30.8       13.2       43.1       19.9
Old  :                 34.6       13.6       47.8       22.3       30.8       13.2       43.1       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,611,687:   395,758    348,175     19,059  1,045,916    965,333  1,460,733  1,332,567:   150,954    279,120
Old  : 1,611,687:   395,758    348,175     19,059  1,045,916    965,333  1,460,733  1,332,567:   150,954    279,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     9,726:    23,427      5,434     -2,884     11,276      7,087     31,819      9,637:   -22,093         89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       21.6        1.2       64.9       59.9       90.6       82.7:       9.4       17.3
Old  :     100.0:      24.6       21.6        1.2       64.9       59.9       90.6       82.7:       9.4       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:        53        101         28         91        170        162        281:
Old  :       353:        53        101         28         91        170        162        281:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       17.6       58.0       26.5       46.6       15.8       55.8       23.0
Old  :                 47.0       17.6       58.0       26.5       46.6       15.8       55.8       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,601,961:   372,331    342,741     21,943  1,034,640    958,246  1,428,914  1,322,930:   173,047    279,031
Old  : 1,601,961:   372,331    342,741     21,943  1,034,640    958,246  1,428,914  1,322,930:   173,047    279,031
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :   -63,055:   -30,236    -10,551    -13,085    -25,888     -3,967    -69,209    -27,603:     6,154    -35,452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       21.4        1.4       64.6       59.8       89.2       82.6:      10.8       17.4
Old  :     100.0:      23.2       21.4        1.4       64.6       59.8       89.2       82.6:      10.8       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:        53        119         38         93        171        175        300:
Old  :       374:        53        119         38         93        171        175        300:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       16.9       56.3       25.3       44.8       14.8       53.9       21.2
Old  :                 45.2       16.9       56.3       25.3       44.8       14.8       53.9       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,154,246:   322,838    206,128     43,306    712,896    739,723  1,079,040    989,157:    75,206    165,089
Old  : 1,154,246:   322,838    206,128     43,306    712,896    739,723  1,079,040    989,157:    75,206    165,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :   -35,141:   -10,602    -12,328     -6,182     -3,600     -6,096    -20,384    -24,606:   -14,757    -10,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       17.9        3.8       61.8       64.1       93.5       85.7:       6.5       14.3
Old  :     100.0:      28.0       17.9        3.8       61.8       64.1       93.5       85.7:       6.5       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        46         86         16         73        130        126        225:
Old  :       288:        46         86         16         73        130        126        225:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       19.2       44.2       29.4       24.4       18.6       40.8       27.7
Old  :                 26.4       19.2       44.2       29.4       24.4       18.6       40.8       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,189,387:   333,440    218,456     49,488    716,496    745,819  1,099,424  1,013,763:    89,963    175,624
Old  : 1,189,387:   333,440    218,456     49,488    716,496    745,819  1,099,424  1,013,763:    89,963    175,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :  -224,741:   -37,998     -9,348   -143,515    -28,909    -74,250   -210,422   -227,113:   -14,319      2,372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       18.4        4.2       60.2       62.7       92.4       85.2:       7.6       14.8
Old  :     100.0:      28.0       18.4        4.2       60.2       62.7       92.4       85.2:       7.6       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:        54         88         18         75        132        137        230:
Old  :       301:        54         88         18         75        132        137        230:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       17.4       44.5       26.8       24.7       16.8       40.3       25.5
Old  :                 27.3       17.4       44.5       26.8       24.7       16.8       40.3       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   471,762:   182,569     43,796     54,237    208,147    357,458    444,953    455,491:    26,809     16,271
Old  :   471,762:   182,569     43,796     54,237    208,147    357,458    444,953    455,491:    26,809     16,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     3,165:     3,192      5,537     -2,182      2,193       -514      3,203      2,841:       -38        324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        9.3       11.5       44.1       75.8       94.3       96.6:       5.7        3.4
Old  :     100.0:      38.7        9.3       11.5       44.1       75.8       94.3       96.6:       5.7        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        52         20         27         64         59        125         98:
Old  :       152:        52         20         27         64         59        125         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       34.6       37.3       47.0       19.1       34.0       29.8       45.4
Old  :                 23.6       34.6       37.3       47.0       19.1       34.0       29.8       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   468,597:   179,377     38,259     56,419    205,954    357,972    441,750    452,650:    26,847     15,947
Old  :   468,597:   179,377     38,259     56,419    205,954    357,972    441,750    452,650:    26,847     15,947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :      -877:   -10,213     -6,274     -7,604     12,947     11,131     -4,870     -2,747:     3,993      1,870
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3        8.2       12.0       44.0       76.4       94.3       96.6:       5.7        3.4
Old  :     100.0:      38.3        8.2       12.0       44.0       76.4       94.3       96.6:       5.7        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        51         16         24         63         60        121         94:
Old  :       147:        51         16         24         63         60        121         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       34.5       37.3       47.8       18.8       34.2       29.8       45.8
Old  :                 23.6       34.5       37.3       47.8       18.8       34.2       29.8       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    49,296:    19,620      9,541         31     25,133     32,690     44,784     42,262:     4,512      7,034
Old  :    49,296:    19,620      9,541         31     25,133     32,690     44,784     42,262:     4,512      7,034
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     1,070:     1,914        229         -2        283        770      2,195        997:    -1,125         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       19.4        0.1       51.0       66.3       90.8       85.7:       9.2       14.3
Old  :     100.0:      39.8       19.4        0.1       51.0       66.3       90.8       85.7:       9.2       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        32         18          1         21         12         54         30:
Old  :        80:        32         18          1         21         12         54         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       64.9       58.3       75.2       36.9       64.9       58.3       74.6
Old  :                 36.9       64.9       58.3       75.2       36.9       64.9       58.3       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    48,226:    17,706      9,312         33     24,850     31,920     42,589     41,265:     5,637      6,961
Old  :    48,226:    17,706      9,312         33     24,850     31,920     42,589     41,265:     5,637      6,961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :   -23,349:    -2,321     -3,435     -1,140    -12,080     -6,646    -15,541    -11,221:    -7,808    -12,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7       19.3        0.1       51.5       66.2       88.3       85.6:      11.7       14.4
Old  :     100.0:      36.7       19.3        0.1       51.5       66.2       88.3       85.6:      11.7       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        31         17          1         19         11         51         28:
Old  :        77:        31         17          1         19         11         51         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       65.8       56.0       75.4       37.6       65.8       56.0       75.1
Old  :                 37.6       65.8       56.0       75.4       37.6       65.8       56.0       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    35,701:     8,476     10,811        226     19,437     15,773     28,139     26,810:     7,562      8,891
Old  :    35,701:     8,476     10,811        226     19,437     15,773     28,139     26,810:     7,562      8,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -5,247:       766      1,977       -203      1,884      1,847      2,447      3,621:    -7,694     -8,868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       30.3        0.6       54.4       44.2       78.8       75.1:      21.2       24.9
Old  :     100.0:      23.7       30.3        0.6       54.4       44.2       78.8       75.1:      21.2       24.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        22         22          2         22         11         44         35:
Old  :        74:        22         22          2         22         11         44         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       49.0       50.9       58.3       36.9       49.0       50.4       58.3
Old  :                 37.0       49.0       50.9       58.3       36.9       49.0       50.4       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    40,948:     7,710      8,834        429     17,553     13,926     25,692     23,189:    15,256     17,759
Old  :    40,948:     7,710      8,834        429     17,553     13,926     25,692     23,189:    15,256     17,759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :   -40,399:    -6,547     -7,116     -1,683    -26,029    -36,161    -34,259    -44,960:    -6,140      4,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       21.6        1.0       42.9       34.0       62.7       56.6:      37.3       43.4
Old  :     100.0:      18.8       21.6        1.0       42.9       34.0       62.7       56.6:      37.3       43.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        21         23          2         18         12         39         37:
Old  :        71:        21         23          2         18         12         39         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       33.3       44.3       40.6       30.7       33.3       43.6       40.6
Old  :                 30.8       33.3       44.3       40.6       30.7       33.3       43.6       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    36,307:     2,031      6,400      1,006     32,906     27,529     35,943     34,935:       364      1,372
Old  :    36,307:     2,031      6,400      1,006     32,906     27,529     35,943     34,935:       364      1,372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -705:      -295       -614          0       -577        -96       -872       -710:       167          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       17.6        2.8       90.6       75.8       99.0       96.2:       1.0        3.8
Old  :     100.0:       5.6       17.6        2.8       90.6       75.8       99.0       96.2:       1.0        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         4         21          2         17         15         23         36:
Old  :        53:         4         21          2         17         15         23         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       51.9       79.6       72.3       52.6       51.4       79.5       71.8
Old  :                 52.6       51.9       79.6       72.3       52.6       51.4       79.5       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    37,012:     2,326      7,014      1,006     33,483     27,625     36,815     35,645:       197      1,367
Old  :    37,012:     2,326      7,014      1,006     33,483     27,625     36,815     35,645:       197      1,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :       278:        64         13          0        293        347        357        360:       -79        -82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       19.0        2.7       90.5       74.6       99.5       96.3:       0.5        3.7
Old  :     100.0:       6.3       19.0        2.7       90.5       74.6       99.5       96.3:       0.5        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         4         22          2         17         15         23         37:
Old  :        54:         4         22          2         17         15         23         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       50.9       80.2       71.1       53.7       50.4       80.1       70.6
Old  :                 53.7       50.9       80.2       71.1       53.7       50.4       80.1       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    13,126:       681      1,580          0     12,433     11,090     13,114     12,670:        12        456
Old  :    13,126:       681      1,580          0     12,433     11,090     13,114     12,670:        12        456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -386:       296        -76          0       -669       -122       -373       -198:       -13       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       12.0        0.0       94.7       84.5       99.9       96.5:       0.1        3.5
Old  :     100.0:       5.2       12.0        0.0       94.7       84.5       99.9       96.5:       0.1        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          7          0          8         10         10         17:
Old  :        26:         2          7          0          8         10         10         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.6       74.7       97.2       86.1       82.6       71.8       96.8       83.2
Old  :                 82.6       74.7       97.2       86.1       82.6       71.8       96.8       83.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    13,512:       385      1,656          0     13,102     11,212     13,487     12,868:        25        644
Old  :    13,512:       385      1,656          0     13,102     11,212     13,487     12,868:        25        644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :       684:      -194       -120          0        862        608        668        488:        16        196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       12.3        0.0       97.0       83.0       99.8       95.2:       0.2        4.8
Old  :     100.0:       2.8       12.3        0.0       97.0       83.0       99.8       95.2:       0.2        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          8          0          8          9         10         17:
Old  :        26:         2          8          0          8          9         10         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.1       74.0       97.0       85.2       81.1       71.2       96.0       82.4
Old  :                 81.1       74.0       97.0       85.2       81.1       71.2       96.0       82.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    24,130:     4,206      2,156      1,145     16,676     16,563     22,027     19,864:     2,103      4,266
Old  :    24,130:     4,206      2,156      1,145     16,676     16,563     22,027     19,864:     2,103      4,266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       719:       184        187         78        749        821      1,011      1,086:      -292       -367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        8.9        4.7       69.1       68.6       91.3       82.3:       8.7       17.7
Old  :     100.0:      17.4        8.9        4.7       69.1       68.6       91.3       82.3:       8.7       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        22          9         15         33         42         60         61:
Old  :        86:        22          9         15         33         42         60         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       30.6       61.4       46.4       47.7       30.2       57.4       45.3
Old  :                 47.7       30.6       61.4       46.4       47.7       30.2       57.4       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    23,411:     4,022      1,969      1,067     15,927     15,742     21,016     18,778:     2,395      4,633
Old  :    23,411:     4,022      1,969      1,067     15,927     15,742     21,016     18,778:     2,395      4,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :       722:        88         43        103        279        369        470        515:       252        207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        8.4        4.6       68.0       67.2       89.8       80.2:      10.2       19.8
Old  :     100.0:      17.2        8.4        4.6       68.0       67.2       89.8       80.2:      10.2       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        22          9         13         31         41         58         58:
Old  :        85:        22          9         13         31         41         58         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       30.2       59.1       45.7       46.2       28.9       55.6       43.6
Old  :                 46.2       30.2       59.1       45.7       46.2       28.9       55.6       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :    96,092:    24,370      7,192     14,677     38,088     41,546     77,135     63,415:    18,957     32,677
Old  :    95,673:    24,418      7,117     14,629     37,947     41,462     76,994     63,208:    18,679     32,465
Other:       419:         0        123          0        141         84        141        207:       278        212
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     2,775:       138        650        883        719        137      1,740      1,670:     1,035      1,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        7.5       15.3       39.6       43.2       80.3       66.0:      19.7       34.0
Old  :     100.0:      25.5        7.4       15.3       39.7       43.3       80.5       66.1:      19.5       33.9
Other:     100.0:       0.0       29.4        0.0       33.7       20.0       33.7       49.4:      66.3       50.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        51         34         45         24         35        111         89:
Old  :       144:        51         34         45         24         35        111         89:
Other:         8:         0          2          0          4          3          4          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       24.8       35.6       32.6       26.2       23.4       35.6       30.9
Old  :                 26.3       24.9       35.7       32.8       26.3       23.7       35.7       31.2
Other:                 33.7       49.2       33.7       49.4       30.8       46.5       30.8       46.5
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :    93,317:    24,232      6,542     13,794     37,369     41,409     75,395     61,745:    17,922     31,572
Old  :    92,941:    24,329      6,521     13,652     37,291     41,335     75,272     61,508:    17,669     31,433
Other:       376:        45        163          0         78         74        123        237:       253        139
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :    -4,265:       357       -254     -2,504     -1,921     -3,616     -4,068     -6,374:      -197      2,109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        7.0       14.8       40.0       44.4       80.8       66.2:      19.2       33.8
Old  :     100.0:      26.2        7.0       14.7       40.1       44.5       81.0       66.2:      19.0       33.8
Other:     100.0:      12.0       43.4        0.0       20.7       19.7       32.7       63.0:      67.3       37.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        53         31         47         23         33        109         89:
Old  :       142:        53         33         47         23         33        109         89:
Other:        10:         2          2          0          3          3          5          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       26.0       36.4       33.8       26.6       24.8       36.4       32.4
Old  :                 26.7       26.1       36.5       34.0       26.7       24.9       36.5       32.6
Other:                 32.4       62.8       32.7       63.0       32.4       62.8       32.7       63.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     1,953:       551        422        150        725        312      1,426        884:       527      1,069
Old  :     1,953:       551        422        150        725        312      1,426        884:       527      1,069
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :        44:      -126         19         37        158         65         69        121:       -25        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       21.6        7.7       37.1       16.0       73.0       45.3:      27.0       54.7
Old  :     100.0:      28.2       21.6        7.7       37.1       16.0       73.0       45.3:      27.0       54.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         6         11          1          5          2         11         14:
Old  :        23:         6         11          1          5          2         11         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       29.2       67.7       39.3       45.8       23.0       57.6       29.3
Old  :                 48.6       29.2       67.7       39.3       45.8       23.0       57.6       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     1,909:       677        403        113        567        247      1,357        763:       552      1,146
Old  :     1,909:       677        403        113        567        247      1,357        763:       552      1,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :       -62:       -79        -27         13        124         40         58         26:      -120        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       21.1        5.9       29.7       12.9       71.1       40.0:      28.9       60.0
Old  :     100.0:      35.5       21.1        5.9       29.7       12.9       71.1       40.0:      28.9       60.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6         10          2          3          2         10         13:
Old  :        20:         6         10          2          3          2         10         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       24.4       69.3       35.1       52.0       20.4       59.3       26.9
Old  :                 52.8       24.4       69.3       35.1       52.0       20.4       59.3       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   133,896:    38,997     15,438     16,185     63,737     70,944    118,919    102,567:    14,977     31,329
Old  :   133,896:    38,997     15,438     16,185     63,737     70,944    118,919    102,567:    14,977     31,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     6,463:     4,615       -582        197      1,117      5,103      5,929      4,718:       534      1,745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       11.5       12.1       47.6       53.0       88.8       76.6:      11.2       23.4
Old  :     100.0:      29.1       11.5       12.1       47.6       53.0       88.8       76.6:      11.2       23.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        53         38         36         40         95        109        156:
Old  :       199:        53         38         36         40         95        109        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       15.8       43.6       25.5       22.1       11.2       35.5       19.0
Old  :                 25.1       15.8       43.6       25.5       22.1       11.2       35.5       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   127,433:    34,382     16,020     15,988     62,620     65,841    112,990     97,849:    14,443     29,584
Old  :   127,433:    34,382     16,020     15,988     62,620     65,841    112,990     97,849:    14,443     29,584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :     9,267:     8,094       -165        977      1,238      5,085     10,309      5,897:    -1,042      3,370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       12.6       12.5       49.1       51.7       88.7       76.8:      11.3       23.2
Old  :     100.0:      27.0       12.6       12.5       49.1       51.7       88.7       76.8:      11.3       23.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        43         39         37         37         88         98        147:
Old  :       181:        43         39         37         37         88         98        147:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       16.9       45.1       26.8       22.9       12.2       37.5       20.6
Old  :                 26.0       16.9       45.1       26.8       22.9       12.2       37.5       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,875:       814        692        209        808      1,556      1,831      2,457:     2,044      1,418
Old  :     3,875:       814        692        209        808      1,556      1,831      2,457:     2,044      1,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       303:       267        -92        -23        -86        269        158        154:       145        149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       17.9        5.4       20.9       40.2       47.3       63.4:      52.7       36.6
Old  :     100.0:      21.0       17.9        5.4       20.9       40.2       47.3       63.4:      52.7       36.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        12          9          9          6         12         24         24:
Old  :        35:        12          9          9          6         12         24         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       39.0       29.3       49.6       17.9       39.0       28.3       48.9
Old  :                 18.5       39.0       29.3       49.6       17.9       39.0       28.3       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,572:       547        784        232        894      1,287      1,673      2,303:     1,899      1,269
Old  :     3,572:       547        784        232        894      1,287      1,673      2,303:     1,899      1,269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :       183:       -74         35         94        -80       -121        -60          8:       243        175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       21.9        6.5       25.0       36.0       46.8       64.5:      53.2       35.5
Old  :     100.0:      15.3       21.9        6.5       25.0       36.0       46.8       64.5:      53.2       35.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         9         10          7          9          9         23         22:
Old  :        36:         9         10          7          9          9         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       38.7       27.4       49.7       16.6       38.7       26.8       49.6
Old  :                 17.1       38.7       27.4       49.7       16.6       38.7       26.8       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    16,027:     3,668      2,701      1,465      6,521      2,861     11,654      7,027:     4,373      9,000
Old  :    16,027:     3,668      2,701      1,465      6,521      2,861     11,654      7,027:     4,373      9,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       428:       443        142       -146        -29        -27        268        -31:       160        459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       16.9        9.1       40.7       17.9       72.7       43.8:      27.3       56.2
Old  :     100.0:      22.9       16.9        9.1       40.7       17.9       72.7       43.8:      27.3       56.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        19         23         13         27         28         54         57:
Old  :        87:        19         23         13         27         28         54         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       12.9       36.1       19.8       23.6       10.9       33.1       15.8
Old  :                 23.8       12.9       36.1       19.8       23.6       10.9       33.1       15.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    15,599:     3,225      2,559      1,611      6,550      2,888     11,386      7,058:     4,213      8,541
Old  :    15,599:     3,225      2,559      1,611      6,550      2,888     11,386      7,058:     4,213      8,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :       -46:     1,165       -865       -339       -662        162        164     -1,042:      -210        996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       16.4       10.3       42.0       18.5       73.0       45.2:      27.0       54.8
Old  :     100.0:      20.7       16.4       10.3       42.0       18.5       73.0       45.2:      27.0       54.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        20         23         19         27         29         60         61:
Old  :        91:        20         23         19         27         29         60         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       13.0       35.0       20.0       22.2       11.0       33.0       15.5
Old  :                 22.4       13.0       35.0       20.0       22.2       11.0       33.0       15.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    66,171:    19,215     13,081        366     17,599     41,225     37,180     54,672:    28,991     11,499
Old  :    66,171:    19,215     13,081        366     17,599     41,225     37,180     54,672:    28,991     11,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       719:    -1,207     -1,065          0      2,326      3,219      1,119      2,154:      -400     -1,435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       19.8        0.6       26.6       62.3       56.2       82.6:      43.8       17.4
Old  :     100.0:      29.0       19.8        0.6       26.6       62.3       56.2       82.6:      43.8       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        15          8          2         19         17         34         27:
Old  :        51:        15          8          2         19         17         34         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       45.2       33.3       63.1       20.7       45.2       32.0       62.3
Old  :                 20.8       45.2       33.3       63.1       20.7       45.2       32.0       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    65,452:    20,422     14,146        366     15,273     38,006     36,061     52,518:    29,391     12,934
Old  :    65,452:    20,422     14,146        366     15,273     38,006     36,061     52,518:    29,391     12,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :   -35,861:    -1,467      1,334         -2    -35,554    -28,106    -37,023    -26,774:     1,162     -9,087
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       21.6        0.6       23.3       58.1       55.1       80.2:      44.9       19.8
Old  :     100.0:      31.2       21.6        0.6       23.3       58.1       55.1       80.2:      44.9       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        19          8          2         17         18         36         28:
Old  :        55:        19          8          2         17         18         36         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       42.1       28.3       59.7       18.1       42.1       28.1       58.9
Old  :                 18.1       42.1       28.3       59.7       18.1       42.1       28.1       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    60,282:    33,728      8,739          0      7,955     44,575     41,683     53,314:    18,599      6,968
Old  :    60,282:    33,728      8,739          0      7,955     44,575     41,683     53,314:    18,599      6,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     3,448:     3,623     -9,814          0     -1,311     12,961      2,312      3,147:     1,136        301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.0       14.5        0.0       13.2       73.9       69.1       88.4:      30.9       11.6
Old  :     100.0:      56.0       14.5        0.0       13.2       73.9       69.1       88.4:      30.9       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        21          3          0          8          9         29         12:
Old  :        38:        21          3          0          8          9         29         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       67.9       39.2       83.8       25.2       67.8       39.2       82.8
Old  :                 25.2       67.9       39.2       83.8       25.2       67.8       39.2       82.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    56,834:    30,105     18,553          0      9,266     31,614     39,371     50,167:    17,463      6,667
Old  :    56,834:    30,105     18,553          0      9,266     31,614     39,371     50,167:    17,463      6,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :       163:    -4,214      1,794          0      4,108     -1,483       -106        311:       269       -148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.0       32.6        0.0       16.3       55.6       69.3       88.3:      30.7       11.7
Old  :     100.0:      53.0       32.6        0.0       16.3       55.6       69.3       88.3:      30.7       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        21          4          0         11          8         32         12:
Old  :        40:        21          4          0         11          8         32         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       59.5       39.5       80.9       25.9       59.5       39.5       80.2
Old  :                 25.9       59.5       39.5       80.9       25.9       59.5       39.5       80.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    85,605:    54,120      6,053        666     20,840     72,692     75,626     79,411:     9,979      6,194
Old  :    85,605:    54,120      6,053        666     20,840     72,692     75,626     79,411:     9,979      6,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       -96:    -2,976        -24        666      2,716       -719        406        -77:      -502        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.2        7.1        0.8       24.3       84.9       88.3       92.8:      11.7        7.2
Old  :     100.0:      63.2        7.1        0.8       24.3       84.9       88.3       92.8:      11.7        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        47         12          2         15         17         64         30:
Old  :        88:        47         12          2         15         17         64         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       59.8       49.9       78.1       34.1       59.1       49.9       77.0
Old  :                 34.1       59.8       49.9       78.1       34.1       59.1       49.9       77.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    85,701:    57,096      6,077          0     18,124     73,411     75,220     79,488:    10,481      6,213
Old  :    85,701:    57,096      6,077          0     18,124     73,411     75,220     79,488:    10,481      6,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :     2,658:       730       -179       -197      1,406      2,163      1,939      1,787:       719        871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.6        7.1        0.0       21.1       85.7       87.8       92.8:      12.2        7.2
Old  :     100.0:      66.6        7.1        0.0       21.1       85.7       87.8       92.8:      12.2        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        47         10          0         15         17         62         27:
Old  :        85:        47         10          0         15         17         62         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       62.3       51.9       80.2       34.4       62.0       51.9       79.6
Old  :                 34.4       62.3       51.9       80.2       34.4       62.0       51.9       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    77,644:    33,131     12,980          0     19,585     53,575     52,716     66,555:    24,928     11,089
Old  :    77,644:    33,131     12,980          0     19,585     53,575     52,716     66,555:    24,928     11,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -3,438:    -4,361     10,270          0      1,996    -12,873     -2,365     -2,603:    -1,073       -835
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7       16.7        0.0       25.2       69.0       67.9       85.7:      32.1       14.3
Old  :     100.0:      42.7       16.7        0.0       25.2       69.0       67.9       85.7:      32.1       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        23         10          0          9         13         32         23:
Old  :        52:        23         10          0          9         13         32         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       55.8       37.2       77.9       23.9       55.8       37.2       76.5
Old  :                 23.9       55.8       37.2       77.9       23.9       55.8       37.2       76.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    81,082:    37,492      2,710          0     17,589     66,448     55,081     69,158:    26,001     11,924
Old  :    81,082:    37,492      2,710          0     17,589     66,448     55,081     69,158:    26,001     11,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :     3,751:    -3,743        261          0      6,791      2,302      3,048      2,563:       703      1,188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.2        3.3        0.0       21.7       82.0       67.9       85.3:      32.1       14.7
Old  :     100.0:      46.2        3.3        0.0       21.7       82.0       67.9       85.3:      32.1       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        26          8          0          9         13         35         21:
Old  :        53:        26          8          0          9         13         35         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       55.8       36.1       78.0       22.4       55.8       36.1       76.6
Old  :                 22.4       55.8       36.1       78.0       22.4       55.8       36.1       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   150,488:    39,240     11,487        177     74,288    124,182    113,705    135,846:    36,783     14,642
Old  :   150,488:    39,240     11,487        177     74,288    124,182    113,705    135,846:    36,783     14,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     4,783:     5,867     -1,310        -19     -3,004      8,484      2,844      7,155:     1,939     -2,372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        7.6        0.1       49.4       82.5       75.6       90.3:      24.4        9.7
Old  :     100.0:      26.1        7.6        0.1       49.4       82.5       75.6       90.3:      24.4        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        26         14          2         16         20         42         36:
Old  :        68:        26         14          2         16         20         42         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.7       65.6       53.0       77.3       31.9       56.0       41.2       64.2
Old  :                 41.7       65.6       53.0       77.3       31.9       56.0       41.2       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   145,705:    33,373     12,797        196     77,292    115,698    110,861    128,691:    34,844     17,014
Old  :   145,705:    33,373     12,797        196     77,292    115,698    110,861    128,691:    34,844     17,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :      -273:      -263        562         19     -1,141       -775     -1,385       -194:     1,112        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        8.8        0.1       53.0       79.4       76.1       88.3:      23.9       11.7
Old  :     100.0:      22.9        8.8        0.1       53.0       79.4       76.1       88.3:      23.9       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        27         11          3         17         19         45         32:
Old  :        66:        27         11          3         17         19         45         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       63.0       53.1       76.4       32.6       51.7       40.1       61.5
Old  :                 42.7       63.0       53.1       76.4       32.6       51.7       40.1       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   147,687:    44,526     27,712      1,347     42,625     65,999     88,498     95,058:    59,189     52,629
Old  :   147,687:    44,526     27,712      1,347     42,625     65,999     88,498     95,058:    59,189     52,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       537:     5,059    -23,919        350     -6,011     19,325       -602     -4,244:     1,139      4,781
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       18.8        0.9       28.9       44.7       59.9       64.4:      40.1       35.6
Old  :     100.0:      30.1       18.8        0.9       28.9       44.7       59.9       64.4:      40.1       35.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        33         25          6         28         18         66         45:
Old  :        94:        33         25          6         28         18         66         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       31.1       26.8       47.1       17.1       30.8       25.9       44.8
Old  :                 17.5       31.1       26.8       47.1       17.1       30.8       25.9       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   147,150:    39,467     51,631        997     48,636     46,674     89,100     99,302:    58,050     47,848
Old  :   147,150:    39,467     51,631        997     48,636     46,674     89,100     99,302:    58,050     47,848
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :    10,737:     2,703        325        460      2,584      5,405      5,747      6,190:     4,990      4,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       35.1        0.7       33.1       31.7       60.6       67.5:      39.4       32.5
Old  :     100.0:      26.8       35.1        0.7       33.1       31.7       60.6       67.5:      39.4       32.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        31         20          6         25         19         59         42:
Old  :        84:        31         20          6         25         19         59         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       34.8       30.9       51.5       21.9       34.7       30.8       49.5
Old  :                 21.9       34.8       30.9       51.5       21.9       34.7       30.8       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    40,657:    10,186          0        100     28,214     36,882     38,500     36,982:     2,157      3,675
Old  :    40,657:    10,186          0        100     28,214     36,882     38,500     36,982:     2,157      3,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     1,135:     1,286       -354          0        -92      1,172      1,194        818:       -59        317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        0.0        0.2       69.4       90.7       94.7       91.0:       5.3        9.0
Old  :     100.0:      25.1        0.0        0.2       69.4       90.7       94.7       91.0:       5.3        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          0          1         15         25         18         26:
Old  :        34:         3          0          1         15         25         18         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       34.7       73.9       53.6       47.6       27.3       60.2       42.7
Old  :                 50.3       34.7       73.9       53.6       47.6       27.3       60.2       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    39,522:     8,900        354        100     28,306     35,710     37,306     36,164:     2,216      3,358
Old  :    39,522:     8,900        354        100     28,306     35,710     37,306     36,164:     2,216      3,358
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :     5,674:      -448       -586          0      4,938      5,161      4,490      4,575:     1,184      1,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        0.9        0.3       71.6       90.4       94.4       91.5:       5.6        8.5
Old  :     100.0:      22.5        0.9        0.3       71.6       90.4       94.4       91.5:       5.6        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3          1          1         16         25         19         27:
Old  :        36:         3          1          1         16         25         19         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       32.6       72.8       53.1       45.4       28.2       59.0       43.8
Old  :                 46.5       32.6       72.8       53.1       45.4       28.2       59.0       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 6,626,943:   593,628    951,081    954,072  4,683,924  4,069,589  6,231,624  5,974,742:   395,319    652,201
Old  : 6,626,943:   593,628    951,081    954,072  4,683,924  4,069,589  6,231,624  5,974,742:   395,319    652,201
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    85,380:    26,121     47,213      7,481     94,499     56,750    128,101    111,444:   -42,721    -26,064
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       14.4       14.4       70.7       61.4       94.0       90.2:       6.0        9.8
Old  :     100.0:       9.0       14.4       14.4       70.7       61.4       94.0       90.2:       6.0        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:        65         98        115        170        195        303        361:
Old  :       390:        65         98        115        170        195        303        361:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       13.6       47.5       22.5       27.7       12.0       40.4       19.1
Old  :                 30.3       13.6       47.5       22.5       27.7       12.0       40.4       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 6,541,563:   567,507    903,868    946,591  4,589,425  4,012,839  6,103,523  5,863,298:   438,040    678,265
Old  : 6,541,563:   567,507    903,868    946,591  4,589,425  4,012,839  6,103,523  5,863,298:   438,040    678,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :   213,480:    45,574    214,678     39,546    193,185     33,504    278,305    287,728:   -64,825    -74,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       13.8       14.5       70.2       61.3       93.3       89.6:       6.7       10.4
Old  :     100.0:       8.7       13.8       14.5       70.2       61.3       93.3       89.6:       6.7       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:        63        105        117        167        194        302        361:
Old  :       390:        63        105        117        167        194        302        361:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       13.7       46.6       22.9       27.5       12.0       39.4       18.9
Old  :                 30.0       13.7       46.6       22.9       27.5       12.0       39.4       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   667,211:    56,327     59,991      2,551    453,884    503,665    512,762    566,207:   154,449    101,004
Old  :   667,211:    56,327     59,991      2,551    453,884    503,665    512,762    566,207:   154,449    101,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -4,170:      -634       -480        384     -1,354      1,127     -1,604      1,031:    -2,566     -5,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        9.0        0.4       68.0       75.5       76.9       84.9:      23.1       15.1
Old  :     100.0:       8.4        9.0        0.4       68.0       75.5       76.9       84.9:      23.1       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        32         29         10         87         64        127         95:
Old  :       177:        32         29         10         87         64        127         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       32.6       30.3       46.7       20.3       32.5       29.3       46.6
Old  :                 21.2       32.6       30.3       46.7       20.3       32.5       29.3       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   671,381:    56,961     60,471      2,167    455,238    502,538    514,366    565,176:   157,015    106,205
Old  :   671,381:    56,961     60,471      2,167    455,238    502,538    514,366    565,176:   157,015    106,205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :  -113,383:   -13,523     -9,307     -8,214    -47,233    -37,956    -68,970    -55,477:   -44,413    -57,906
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        9.0        0.3       67.8       74.9       76.6       84.2:      23.4       15.8
Old  :     100.0:       8.5        9.0        0.3       67.8       74.9       76.6       84.2:      23.4       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        33         26          8         85         63        125         90:
Old  :       173:        33         26          8         85         63        125         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       32.7       30.3       46.3       20.2       32.7       29.3       46.3
Old  :                 21.2       32.7       30.3       46.3       20.2       32.7       29.3       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  :   727,822:   188,587     78,516      7,202    300,558    586,286    496,347    672,004:   231,475     55,818
Old  :   727,822:   188,587     78,516      7,202    300,558    586,286    496,347    672,004:   231,475     55,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    13,628:   -13,176     -9,030      1,512     20,864     31,468      9,200     23,950:     4,428    -10,322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       10.8        1.0       41.3       80.6       68.2       92.3:      31.8        7.7
Old  :     100.0:      25.9       10.8        1.0       41.3       80.6       68.2       92.3:      31.8        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:        79         66         16         67         64        156        136:
Old  :       247:        79         66         16         67         64        156        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       41.9       31.8       60.0       21.2       37.8       30.0       54.9
Old  :                 21.3       41.9       31.8       60.0       21.2       37.8       30.0       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  :   714,194:   201,763     87,546      5,690    279,694    554,818    487,147    648,054:   227,047     66,140
Old  :   714,194:   201,763     87,546      5,690    279,694    554,818    487,147    648,054:   227,047     66,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :  -568,410:   -65,593    -98,491    -53,663   -277,286   -344,798   -396,542   -496,952:  -171,868    -71,458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       12.3        0.8       39.2       77.7       68.2       90.7:      31.8        9.3
Old  :     100.0:      28.3       12.3        0.8       39.2       77.7       68.2       90.7:      31.8        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        77         67         12         64         67        149        138:
Old  :       249:        77         67         12         64         67        149        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       42.5       30.7       57.2       20.7       37.6       28.9       52.2
Old  :                 20.8       42.5       30.7       57.2       20.7       37.6       28.9       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    13,122:     1,746        256          0      8,743     11,604     10,489     11,860:     2,633      1,262
Old  :    13,122:     1,746        256          0      8,743     11,604     10,489     11,860:     2,633      1,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :        24:       126        146          0       -145       -467        -19       -321:        43        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        2.0        0.0       66.6       88.4       79.9       90.4:      20.1        9.6
Old  :     100.0:      13.3        2.0        0.0       66.6       88.4       79.9       90.4:      20.1        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         6          2          0         23         16         29         18:
Old  :        46:         6          2          0         23         16         29         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       45.5       44.5       68.9       27.0       45.5       44.5       68.5
Old  :                 27.0       45.5       44.5       68.9       27.0       45.5       44.5       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    13,098:     1,620        110          0      8,888     12,071     10,508     12,181:     2,590        917
Old  :    13,098:     1,620        110          0      8,888     12,071     10,508     12,181:     2,590        917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :    -6,371:        83       -892       -694     -4,609     -2,866     -5,220     -4,452:    -1,151     -1,919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        0.8        0.0       67.9       92.2       80.2       93.0:      19.8        7.0
Old  :     100.0:      12.4        0.8        0.0       67.9       92.2       80.2       93.0:      19.8        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         5          1          0         22         18         27         19:
Old  :        44:         5          1          0         22         18         27         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       45.7       45.7       69.1       27.2       45.7       45.6       68.9
Old  :                 27.2       45.7       45.7       69.1       27.2       45.7       45.6       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    22,130:     2,789      3,665        141     16,354     15,697     19,284     19,503:     2,846      2,627
Old  :    22,130:     2,789      3,665        141     16,354     15,697     19,284     19,503:     2,846      2,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     1,192:       729       -435         45        145      1,043        919        653:       273        539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       16.6        0.6       73.9       70.9       87.1       88.1:      12.9       11.9
Old  :     100.0:      12.6       16.6        0.6       73.9       70.9       87.1       88.1:      12.9       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         8          5          2         25         19         35         24:
Old  :        51:         8          5          2         25         19         35         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       42.0       52.8       64.4       38.0       40.2       51.5       62.6
Old  :                 38.1       42.0       52.8       64.4       38.0       40.2       51.5       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    20,938:     2,060      4,100         96     16,209     14,654     18,365     18,850:     2,573      2,088
Old  :    20,938:     2,060      4,100         96     16,209     14,654     18,365     18,850:     2,573      2,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :   -25,818:    -5,761         55     -3,058     -9,738    -21,248    -18,557    -24,251:    -7,261     -1,567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       19.6        0.5       77.4       70.0       87.7       90.0:      12.3       10.0
Old  :     100.0:       9.8       19.6        0.5       77.4       70.0       87.7       90.0:      12.3       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         5          7          1         24         19         30         26:
Old  :        50:         5          7          1         24         19         30         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       42.9       61.2       61.3       46.3       39.6       60.6       58.0
Old  :                 46.3       42.9       61.2       61.3       46.3       39.6       60.6       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    65,015:    13,252     13,097        139     32,179     43,884     45,570     57,120:    19,445      7,895
Old  :    65,015:    13,252     13,097        139     32,179     43,884     45,570     57,120:    19,445      7,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -1,793:    -1,811        847       -152      1,565     -1,274       -398       -579:    -1,395     -1,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       20.1        0.2       49.5       67.5       70.1       87.9:      29.9       12.1
Old  :     100.0:      20.4       20.1        0.2       49.5       67.5       70.1       87.9:      29.9       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        24         32          1         49         32         73         65:
Old  :       127:        24         32          1         49         32         73         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       45.9       33.1       60.2       21.5       44.3       32.6       58.4
Old  :                 22.0       45.9       33.1       60.2       21.5       44.3       32.6       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    66,808:    15,063     12,250        291     30,614     45,158     45,968     57,699:    20,840      9,109
Old  :    66,808:    15,063     12,250        291     30,614     45,158     45,968     57,699:    20,840      9,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :   -56,153:    -2,552      2,745     -4,720    -42,940     -5,128    -50,212     -7,103:    -5,941    -49,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       18.3        0.4       45.8       67.6       68.8       86.4:      31.2       13.6
Old  :     100.0:      22.5       18.3        0.4       45.8       67.6       68.8       86.4:      31.2       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        25         33          2         44         34         70         69:
Old  :       127:        25         33          2         44         34         70         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       44.3       33.7       57.6       21.3       42.7       33.2       55.8
Old  :                 21.8       44.3       33.7       57.6       21.3       42.7       33.2       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   265,898:   133,621     38,507      3,062    103,535    154,191    240,218    195,760:    25,680     70,138
Old  :   265,898:   133,621     38,507      3,062    103,535    154,191    240,218    195,760:    25,680     70,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    19,828:     4,933      4,706      1,801     12,442     11,108     19,176     17,615:       652      2,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.3       14.5        1.2       38.9       58.0       90.3       73.6:       9.7       26.4
Old  :     100.0:      50.3       14.5        1.2       38.9       58.0       90.3       73.6:       9.7       26.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        89         60          8         41         40        135        103:
Old  :       221:        89         60          8         41         40        135        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       30.3       44.9       44.5       26.9       29.5       40.4       40.2
Old  :                 28.2       30.3       44.9       44.5       26.9       29.5       40.4       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   246,070:   128,688     33,801      1,261     91,093    143,083    221,042    178,145:    25,028     67,925
Old  :   246,070:   128,688     33,801      1,261     91,093    143,083    221,042    178,145:    25,028     67,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :  -295,138:   -20,776    -34,221    -15,804    -33,804   -229,215    -70,384   -279,240:  -224,754    -15,898
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.3       13.7        0.5       37.0       58.1       89.8       72.4:      10.2       27.6
Old  :     100.0:      52.3       13.7        0.5       37.0       58.1       89.8       72.4:      10.2       27.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        91         54          8         43         42        139         99:
Old  :       221:        91         54          8         43         42        139         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       31.4       43.1       43.5       27.9       30.5       39.0       39.0
Old  :                 28.9       31.4       43.1       43.5       27.9       30.5       39.0       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    60,977:    30,330         73         75      8,428     51,620     38,833     51,768:    22,144      9,209
Old  :    60,977:    30,330         73         75      8,428     51,620     38,833     51,768:    22,144      9,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     1,694:     1,261          8         -8       -528      2,926        725      2,926:       969     -1,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.7        0.1        0.1       13.8       84.7       63.7       84.9:      36.3       15.1
Old  :     100.0:      49.7        0.1        0.1       13.8       84.7       63.7       84.9:      36.3       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        18          1          1          7         15         26         16:
Old  :        36:        18          1          1          7         15         26         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       54.2       42.0       75.1       26.3       54.0       42.0       74.7
Old  :                 26.3       54.2       42.0       75.1       26.3       54.0       42.0       74.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    59,283:    29,069         65         83      8,956     48,694     38,108     48,842:    21,175     10,441
Old  :    59,283:    29,069         65         83      8,956     48,694     38,108     48,842:    21,175     10,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :     2,446:      -558         -1          1      1,459      1,535        902      1,535:     1,544        911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.0        0.1        0.1       15.1       82.1       64.3       82.4:      35.7       17.6
Old  :     100.0:      49.0        0.1        0.1       15.1       82.1       64.3       82.4:      35.7       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        18          1          1          6         14         25         15:
Old  :        35:        18          1          1          6         14         25         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       53.5       42.1       73.2       26.9       53.3       41.7       72.9
Old  :                 26.9       53.5       42.1       73.2       26.9       53.3       41.7       72.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    20,569:     1,811      5,386         21     14,833     12,068     16,665     17,475:     3,904      3,094
Old  :    20,569:     1,811      5,386         21     14,833     12,068     16,665     17,475:     3,904      3,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -521:         7       -204          0       -277         64       -270       -140:      -251       -381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       26.2        0.1       72.1       58.7       81.0       85.0:      19.0       15.0
Old  :     100.0:       8.8       26.2        0.1       72.1       58.7       81.0       85.0:      19.0       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:         7         18          1         39         21         47         39:
Old  :        82:         7         18          1         39         21         47         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       34.1       38.6       46.8       24.7       34.1       37.8       46.8
Old  :                 25.5       34.1       38.6       46.8       24.7       34.1       37.8       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    21,090:     1,804      5,590         21     15,110     12,004     16,935     17,615:     4,155      3,475
Old  :    21,090:     1,804      5,590         21     15,110     12,004     16,935     17,615:     4,155      3,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :   -18,555:    -2,362     -1,698     -1,648    -12,682     -3,631    -16,692     -6,977:    -1,863    -11,578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       26.5        0.1       71.6       56.9       80.3       83.5:      19.7       16.5
Old  :     100.0:       8.6       26.5        0.1       71.6       56.9       80.3       83.5:      19.7       16.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:         7         19          1         39         22         47         41:
Old  :        83:         7         19          1         39         22         47         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       32.5       37.8       45.0       24.1       32.5       37.0       45.0
Old  :                 24.9       32.5       37.8       45.0       24.1       32.5       37.0       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   101,381:    18,356     18,161        568     71,818     77,784     90,742     96,513:    10,639      4,868
Old  :   101,381:    18,356     18,161        568     71,818     77,784     90,742     96,513:    10,639      4,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -3,264:     1,118     -2,918         10       -558      2,732        570       -176:    -3,834     -3,088
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       17.9        0.6       70.8       76.7       89.5       95.2:      10.5        4.8
Old  :     100.0:      18.1       17.9        0.6       70.8       76.7       89.5       95.2:      10.5        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        24         28          6         38         37         65         68:
Old  :       111:        24         28          6         38         37         65         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       41.3       53.1       55.4       36.1       40.1       50.9       52.8
Old  :                 36.9       41.3       53.1       55.4       36.1       40.1       50.9       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   104,645:    17,238     21,079        558     72,376     75,052     90,172     96,689:    14,473      7,956
Old  :   104,645:    17,238     21,079        558     72,376     75,052     90,172     96,689:    14,473      7,956
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :   -85,728:    -4,605    -22,573     -5,249    -29,745    -57,681    -39,599    -85,503:   -46,129       -225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       20.1        0.5       69.2       71.7       86.2       92.4:      13.8        7.6
Old  :     100.0:      16.5       20.1        0.5       69.2       71.7       86.2       92.4:      13.8        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        25         28          5         36         34         64         64:
Old  :       108:        25         28          5         36         34         64         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       40.6       52.9       54.9       34.7       40.0       48.5       53.2
Old  :                 35.4       40.6       52.9       54.9       34.7       40.0       48.5       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    28,598:    12,317      8,975         87      9,160     15,732     21,564     24,794:     7,034      3,804
Old  :    28,598:    12,317      8,975         87      9,160     15,732     21,564     24,794:     7,034      3,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       595:     1,218        703         -7        117        628      1,328      1,324:      -733       -729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1       31.4        0.3       32.0       55.0       75.4       86.7:      24.6       13.3
Old  :     100.0:      43.1       31.4        0.3       32.0       55.0       75.4       86.7:      24.6       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        38         22          2         23         21         62         44:
Old  :       101:        38         22          2         23         21         62         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       32.3       26.0       46.9       14.7       32.3       25.0       46.5
Old  :                 15.1       32.3       26.0       46.9       14.7       32.3       25.0       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    28,003:    11,099      8,272         94      9,043     15,104     20,236     23,470:     7,767      4,533
Old  :    28,003:    11,099      8,272         94      9,043     15,104     20,236     23,470:     7,767      4,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :    -1,772:       547     -2,221         79     -2,639      1,016     -2,013     -1,126:       241       -646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6       29.5        0.3       32.3       53.9       72.3       83.8:      27.7       16.2
Old  :     100.0:      39.6       29.5        0.3       32.3       53.9       72.3       83.8:      27.7       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        35         20          2         21         21         57         42:
Old  :        93:        35         20          2         21         21         57         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       33.4       28.3       46.8       16.9       33.3       26.9       46.6
Old  :                 17.6       33.4       28.3       46.8       16.9       33.3       26.9       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :     7,182:     3,034        883          0      1,767        290      4,801      1,173:     2,381      6,009
Old  :     7,182:     3,034        883          0      1,767        290      4,801      1,173:     2,381      6,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :    -2,836:       987         32       -316        765     -2,800      1,436     -3,084:    -4,272        248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.2       12.3        0.0       24.6        4.0       66.8       16.3:      33.2       83.7
Old  :     100.0:      42.2       12.3        0.0       24.6        4.0       66.8       16.3:      33.2       83.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         8          6          0          5          2         13          8:
Old  :        20:         8          6          0          5          2         13          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       10.5       57.9       16.3       41.1       10.5       56.5       14.9
Old  :                 42.5       10.5       57.9       16.3       41.1       10.5       56.5       14.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :   112,568:       432      6,593      2,574     46,087     77,949     49,093     87,116:    63,475     25,452
Old  :   112,568:       432      6,593      2,574     46,087     77,949     49,093     87,116:    63,475     25,452
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       820:      -265          1          0        -41      1,202       -306      1,203:     1,126       -383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        5.9        2.3       40.9       69.2       43.6       77.4:      56.4       22.6
Old  :     100.0:       0.4        5.9        2.3       40.9       69.2       43.6       77.4:      56.4       22.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         3         14          3         13         23         18         39:
Old  :        45:         3         14          3         13         23         18         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       58.2       41.9       66.8        5.2       29.7        5.9       33.9
Old  :                 38.4       58.2       41.9       66.8        5.2       29.7        5.9       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :   111,748:       697      6,592      2,574     46,128     76,747     49,399     85,913:    62,349     25,835
Old  :   111,748:       697      6,592      2,574     46,128     76,747     49,399     85,913:    62,349     25,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :    -4,016:        82       -330          0      1,880     -3,675      1,962     -4,005:    -5,978        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        5.9        2.3       41.3       68.7       44.2       76.9:      55.8       23.1
Old  :     100.0:       0.6        5.9        2.3       41.3       68.7       44.2       76.9:      55.8       23.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         4         14          3         12         22         18         38:
Old  :        44:         4         14          3         12         22         18         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       58.5       42.5       67.2        5.3       29.2        5.8       33.2
Old  :                 39.2       58.5       42.5       67.2        5.3       29.2        5.8       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :    99,266:    42,318      4,612      4,943     21,040     82,284     68,301     91,839:    30,965      7,427
Old  :    99,266:    42,318      4,612      4,943     21,040     82,284     68,301     91,839:    30,965      7,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       840:       101         59         49       -298         51       -148        159:       988        681
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6        4.6        5.0       21.2       82.9       68.8       92.5:      31.2        7.5
Old  :     100.0:      42.6        4.6        5.0       21.2       82.9       68.8       92.5:      31.2        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        86         13         24         20         33        114         64:
Old  :       141:        86         13         24         20         33        114         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       37.2       31.2       56.3       16.9       32.6       24.4       49.8
Old  :                 21.4       37.2       31.2       56.3       16.9       32.6       24.4       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :    98,426:    42,217      4,553      4,894     21,338     82,233     68,449     91,680:    29,977      6,746
Old  :    98,426:    42,217      4,553      4,894     21,338     82,233     68,449     91,680:    29,977      6,746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :    -3,345:    -4,339      1,222        247      1,264     -4,803     -2,828     -3,334:      -517        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.9        4.6        5.0       21.7       83.5       69.5       93.1:      30.5        6.9
Old  :     100.0:      42.9        4.6        5.0       21.7       83.5       69.5       93.1:      30.5        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        89         15         25         19         35        117         68:
Old  :       147:        89         15         25         19         35        117         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       37.3       31.0       56.5       16.7       32.6       24.2       49.7
Old  :                 21.4       37.3       31.0       56.5       16.7       32.6       24.2       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :    93,230:    33,281      6,758     10,909     34,586     68,186     78,776     85,853:    14,454      7,377
Old  :    93,230:    33,281      6,758     10,909     34,586     68,186     78,776     85,853:    14,454      7,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     7,056:     4,560      1,254      1,380       -399      3,493      5,541      6,127:     1,515        929
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7        7.2       11.7       37.1       73.1       84.5       92.1:      15.5        7.9
Old  :     100.0:      35.7        7.2       11.7       37.1       73.1       84.5       92.1:      15.5        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        64         28         23         35         39        112         80:
Old  :       142:        64         28         23         35         39        112         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       45.1       36.6       58.6       22.3       40.9       31.8       52.1
Old  :                 25.3       45.1       36.6       58.6       22.3       40.9       31.8       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :    86,174:    28,721      5,504      9,529     34,985     64,693     73,235     79,726:    12,939      6,448
Old  :    86,174:    28,721      5,504      9,529     34,985     64,693     73,235     79,726:    12,939      6,448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :     2,641:     3,162        555        254     -1,132      1,985      2,284      2,794:       357       -153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3        6.4       11.1       40.6       75.1       85.0       92.5:      15.0        7.5
Old  :     100.0:      33.3        6.4       11.1       40.6       75.1       85.0       92.5:      15.0        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        61         29         24         36         40        111         81:
Old  :       139:        61         29         24         36         40        111         81:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       46.5       39.3       59.5       23.6       42.8       33.9       53.1
Old  :                 27.0       46.5       39.3       59.5       23.6       42.8       33.9       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                               
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   330,965:   169,514     70,761     19,125     85,507    223,002    274,146    312,888:    56,819     18,077
Old  :   330,965:   169,514     70,761     19,125     85,507    223,002    274,146    312,888:    56,819     18,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    11,010:     7,118     -1,382        354      1,246     12,423      8,718     11,395:     2,292       -385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.2       21.4        5.8       25.8       67.4       82.8       94.5:      17.2        5.5
Old  :     100.0:      51.2       21.4        5.8       25.8       67.4       82.8       94.5:      17.2        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:       129         41         34         35         42        187         99:
Old  :       231:       129         41         34         35         42        187         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       33.7       36.1       55.9       25.9       29.1       33.2       47.6
Old  :                 25.9       33.7       36.1       55.9       25.9       29.1       33.2       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                               
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   319,955:   162,396     72,143     18,771     84,261    210,579    265,428    301,493:    54,527     18,462
Old  :   319,955:   162,396     72,143     18,771     84,261    210,579    265,428    301,493:    54,527     18,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :     3,926:     2,394        -65      1,489        182      3,702      4,065      5,126:      -139     -1,200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.8       22.5        5.9       26.3       65.8       83.0       94.2:      17.0        5.8
Old  :     100.0:      50.8       22.5        5.9       26.3       65.8       83.0       94.2:      17.0        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:       128         45         33         34         42        185        103:
Old  :       234:       128         45         33         34         42        185        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       33.6       36.4       54.4       25.9       29.7       33.5       47.7
Old  :                 26.0       33.6       36.4       54.4       25.9       29.7       33.5       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COCOA - COFFEE, SUGAR AND COCOA EXCHANGE                                          
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   116,541:    16,830      2,875      2,103     91,132    110,206    110,065    115,184:     6,476      1,357
Old  :    80,380:    16,385      2,565      1,410     56,374     75,151     74,169     79,126:     6,211      1,254
Other:    36,161:       742        607        396     34,758     35,055     35,896     36,058:       265        103
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -3,176:    -2,498        696        154       -392     -3,738     -2,736     -2,888:      -440       -288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        2.5        1.8       78.2       94.6       94.4       98.8:       5.6        1.2
Old  :     100.0:      20.4        3.2        1.8       70.1       93.5       92.3       98.4:       7.7        1.6
Other:     100.0:       2.1        1.7        1.1       96.1       96.9       99.3       99.7:       0.7        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        41         18         16         43         34         94         62:
Old  :       112:        42         18         16         38         33         89         60:
Other:        37:         2          5          3         22         17         26         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       51.7       53.1       70.3       19.9       30.3       29.5       39.1
Old  :                 33.2       45.5       48.8       65.4       29.5       38.8       44.1       56.2
Other:                 68.7       79.6       81.5       90.1       50.0       66.3       61.9       72.6
 
                            COCOA - COFFEE, SUGAR AND COCOA EXCHANGE                                          
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   119,717:    19,328      2,179      1,949     91,524    113,944    112,801    118,072:     6,916      1,645
Old  :    84,764:    18,618      1,958      1,310     58,230     79,930     78,158     83,198:     6,606      1,566
Other:    34,953:       831        342        518     33,294     34,014     34,643     34,874:       310         79
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :       613:      -304       -187        292      1,788      2,033      1,776      2,138:    -1,163     -1,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        1.8        1.6       76.5       95.2       94.2       98.6:       5.8        1.4
Old  :     100.0:      22.0        2.3        1.5       68.7       94.3       92.2       98.2:       7.8        1.8
Other:     100.0:       2.4        1.0        1.5       95.3       97.3       99.1       99.8:       0.9        0.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        44         16         16         41         34         97         58:
Old  :       112:        44         19         16         38         33         94         56:
Other:        38:         7          2          5         20         18         27         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       52.2       52.1       71.5       18.8       31.4       28.4       40.4
Old  :                 32.3       44.6       47.4       67.3       27.3       38.6       42.0       57.4
Other:                 71.8       81.0       84.3       90.9       52.2       67.3       64.5       73.2
 
                         SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE                                      
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   353,075:    91,292     51,285     27,806    173,679    245,268    292,777    324,359:    60,298     28,716
Old  :   353,075:    91,292     51,285     27,806    173,679    245,268    292,777    324,359:    60,298     28,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    17,343:     9,249     -2,467      2,530     -2,490     17,034      9,289     17,097:     8,054        246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       14.5        7.9       49.2       69.5       82.9       91.9:      17.1        8.1
Old  :     100.0:      25.9       14.5        7.9       49.2       69.5       82.9       91.9:      17.1        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        59         39         37         60         51        149        100:
Old  :       174:        59         39         37         60         51        149        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       36.6       27.5       52.4       16.0       29.1       25.2       43.6
Old  :                 16.8       36.6       27.5       52.4       16.0       29.1       25.2       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE                                      
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   335,732:    82,043     53,752     25,276    176,169    228,234    283,488    307,262:    52,244     28,470
Old  :   335,732:    82,043     53,752     25,276    176,169    228,234    283,488    307,262:    52,244     28,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :    15,117:   -10,537      3,529      1,517     20,925     12,771     11,905     17,817:     3,212     -2,700
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       16.0        7.5       52.5       68.0       84.4       91.5:      15.6        8.5
Old  :     100.0:      24.4       16.0        7.5       52.5       68.0       84.4       91.5:      15.6        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        52         39         37         56         51        137        101:
Old  :       164:        52         39         37         56         51        137        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       35.9       28.9       52.5       16.6       28.4       26.9       43.3
Old  :                 17.3       35.9       28.9       52.5       16.6       28.4       26.9       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE                                        
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   110,637:    49,418     13,716      9,252     41,645     82,927    100,315    105,895:    10,322      4,742
Old  :   108,830:    49,404     14,778      8,160     41,156     81,440     98,720    104,378:    10,110      4,452
Other:     1,807:     1,086         10         20        489      1,487      1,595      1,517:       212        290
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -1,095:    -1,513        873        353        603       -870       -557        356:      -538     -1,451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7       12.4        8.4       37.6       75.0       90.7       95.7:       9.3        4.3
Old  :     100.0:      45.4       13.6        7.5       37.8       74.8       90.7       95.9:       9.3        4.1
Other:     100.0:      60.1        0.6        1.1       27.1       82.3       88.3       84.0:      11.7       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       343:       146         56         52         88        107        265        196:
Old  :       343:       144         62         51         86        107        262        196:
Other:        58:        10          1          4         20         35         30         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       24.3       28.3       36.7       17.1       19.9       28.0       31.9
Old  :                 17.4       24.3       28.8       36.9       17.4       20.0       28.4       32.2
Other:                 55.9       38.7       76.5       54.1       53.4       38.7       71.0       52.0
 
                           COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE                                        
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   111,732:    50,931     12,843      8,899     41,042     83,797    100,872    105,539:    10,860      6,193
Old  :   109,906:    50,923     13,881      7,817     40,550     82,270     99,290    103,968:    10,616      5,938
Other:     1,826:     1,056         10         34        492      1,527      1,582      1,571:       244        255
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :     7,081:     3,291       -125      2,597      1,292      3,942      7,180      6,414:       -99        667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.6       11.5        8.0       36.7       75.0       90.3       94.5:       9.7        5.5
Old  :     100.0:      46.3       12.6        7.1       36.9       74.9       90.3       94.6:       9.7        5.4
Other:     100.0:      57.8        0.5        1.9       26.9       83.6       86.6       86.0:      13.4       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       342:       140         56         51         90        110        263        197:
Old  :       342:       138         61         51         87        110        260        197:
Other:        58:         9          1          4         20         36         29         41:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       23.8       28.3       36.0       17.1       19.4       27.9       31.2
Old  :                 17.4       23.8       28.7       36.1       17.4       19.5       28.4       31.5
Other:                 54.8       40.4       75.4       54.7       51.6       29.4       64.3       43.6
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :     9,359:     4,600      1,381        243      2,528      7,083      7,371      8,707:     1,988        652
Old  :     9,359:     4,600      1,381        243      2,528      7,083      7,371      8,707:     1,988        652
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       219:        83        246         28        490        343        601        617:      -382       -398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.2       14.8        2.6       27.0       75.7       78.8       93.0:      21.2        7.0
Old  :     100.0:      49.2       14.8        2.6       27.0       75.7       78.8       93.0:      21.2        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        14          4          3          5          6         22         11:
Old  :        25:        14          4          3          5          6         22         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       83.7       67.9       91.6       49.2       71.6       55.9       73.7
Old  :                 55.9       83.7       67.9       91.6       49.2       71.6       55.9       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :     9,140:     4,517      1,135        215      2,038      6,740      6,770      8,090:     2,370      1,050
Old  :     9,140:     4,517      1,135        215      2,038      6,740      6,770      8,090:     2,370      1,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :       566:        94        160        -31        148         91        211        220:       355        346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.4       12.4        2.4       22.3       73.7       74.1       88.5:      25.9       11.5
Old  :     100.0:      49.4       12.4        2.4       22.3       73.7       74.1       88.5:      25.9       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        13          4          2          5          6         20         10:
Old  :        23:        13          4          2          5          6         20         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.5       79.6       64.2       87.4       49.5       71.4       56.2       73.5
Old  :                 53.5       79.6       64.2       87.4       49.5       71.4       56.2       73.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    67,584:    12,252     23,479      3,019     41,054     29,169     56,325     55,667:    11,259     11,917
Old  :    54,698:    11,524     23,793        334     33,938     21,464     45,796     45,591:     8,902      9,107
Other:    12,886:     1,665        623      1,748      7,116      7,705     10,529     10,076:     2,357      2,810
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -1,654:      -217       -604       -672        800        696        -89       -580:    -1,565     -1,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       34.7        4.5       60.7       43.2       83.3       82.4:      16.7       17.6
Old  :     100.0:      21.1       43.5        0.6       62.0       39.2       83.7       83.4:      16.3       16.6
Other:     100.0:      12.9        4.8       13.6       55.2       59.8       81.7       78.2:      18.3       21.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        31         31         18         53         54         91        100:
Old  :       142:        30         35          8         51         44         84         84:
Other:        64:        12         10          5         16         32         31         45:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       23.6       37.4       38.2       21.3       19.4       31.1       32.1
Old  :                 31.5       25.6       43.2       41.8       30.4       25.2       41.9       41.3
Other:                 41.7       47.5       59.2       59.8       36.3       37.7       48.6       44.7
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    69,238:    12,469     24,083      3,691     40,254     28,473     56,414     56,247:    12,824     12,991
Old  :    56,074:    11,726     24,258        624     33,020     20,834     45,370     45,716:    10,704     10,358
Other:    13,164:     1,686        768      2,124      7,234      7,639     11,044     10,531:     2,120      2,633
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :       287:      -490     -1,374        150       -493      1,002       -833       -222:     1,120        509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       34.8        5.3       58.1       41.1       81.5       81.2:      18.5       18.8
Old  :     100.0:      20.9       43.3        1.1       58.9       37.2       80.9       81.5:      19.1       18.5
Other:     100.0:      12.8        5.8       16.1       55.0       58.0       83.9       80.0:      16.1       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        35         34         20         50         53         89        105:
Old  :       146:        32         37         10         48         43         82         89:
Other:        65:        12         11          5         16         33         31         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       23.0       36.4       36.8       20.2       18.9       29.8       30.9
Old  :                 30.0       25.0       41.4       40.5       29.0       24.7       40.2       39.9
Other:                 44.6       49.5       61.7       63.0       36.3       36.4       47.8       44.7
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    33,743:     1,353      9,759      1,838     22,673     15,596     25,864     27,193:     7,879      6,550
Old  :    31,933:     2,221      9,704        935     21,513     15,254     24,669     25,893:     7,264      6,040
Other:     1,810:        34        957          1      1,160        342      1,195      1,300:       615        510
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       654:        40        324       -309      1,335        959      1,066        974:      -412       -320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       28.9        5.4       67.2       46.2       76.6       80.6:      23.4       19.4
Old  :     100.0:       7.0       30.4        2.9       67.4       47.8       77.3       81.1:      22.7       18.9
Other:     100.0:       1.9       52.9        0.1       64.1       18.9       66.0       71.8:      34.0       28.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        10         21          7         36         22         49         48:
Old  :        71:        12         19          5         35         19         48         43:
Other:        27:         3          4          1         10         11         14         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       32.9       47.4       48.9       18.8       22.5       27.0       31.3
Old  :                 38.4       34.7       48.3       51.5       18.5       23.6       27.7       33.0
Other:                 50.2       62.0       62.9       69.2       50.2       61.9       62.9       68.8
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    33,089:     1,313      9,435      2,147     21,338     14,637     24,798     26,219:     8,291      6,870
Old  :    31,289:     2,164      9,394      1,263     20,178     14,296     23,605     24,953:     7,684      6,336
Other:     1,800:        32        924          1      1,160        341      1,193      1,266:       607        534
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :       -57:      -102        381        -76       -707     -1,185       -885       -880:       828        823
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       28.5        6.5       64.5       44.2       74.9       79.2:      25.1       20.8
Old  :     100.0:       6.9       30.0        4.0       64.5       45.7       75.4       79.8:      24.6       20.2
Other:     100.0:       1.8       51.3        0.1       64.4       18.9       66.3       70.3:      33.7       29.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:         9         20          7         35         19         47         45:
Old  :        70:        11         19          6         34         16         46         41:
Other:        26:         3          4          1         10         10         14         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       32.1       46.2       49.5       18.2       22.6       25.6       31.7
Old  :                 35.6       33.9       46.9       51.5       17.4       23.8       25.9       33.4
Other:                 50.5       60.9       63.2       68.2       50.5       60.8       63.2       67.8
 
                             COTTON NO. 2 - NEW YORK COTTON EXCHANGE                                          
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    83,450:    13,466     42,423      3,441     56,342     31,550     73,249     77,414:    10,201      6,036
Old  :    75,027:    12,948     43,056      2,039     50,686     24,515     65,673     69,610:     9,354      5,417
Other:     8,423:     1,663        512        257      5,656      7,035      7,576      7,804:       847        619
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       179:      -440      1,685       -201        323     -1,117       -318        367:       497       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       50.8        4.1       67.5       37.8       87.8       92.8:      12.2        7.2
Old  :     100.0:      17.3       57.4        2.7       67.6       32.7       87.5       92.8:      12.5        7.2
Other:     100.0:      19.7        6.1        3.1       67.1       83.5       89.9       92.7:      10.1        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        77        112         46         72         61        185        189:
Old  :       278:        80        111         41         66         60        174        186:
Other:        72:        24          8          5         28         21         56         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       18.9       38.6       30.9       22.4       16.8       33.0       26.1
Old  :                 26.4       17.5       40.9       29.4       23.7       16.4       35.2       25.1
Other:                 41.3       53.2       59.8       66.4       36.6       52.8       48.8       65.3
 
                             COTTON NO. 2 - NEW YORK COTTON EXCHANGE                                          
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    83,271:    13,906     40,738      3,642     56,019     32,667     73,567     77,047:     9,704      6,224
Old  :    74,956:    13,319     41,150      2,219     50,397     26,005     65,935     69,374:     9,021      5,582
Other:     8,315:     1,735        736        275      5,622      6,662      7,632      7,673:       683        642
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :    -2,281:     1,171     -3,687       -367     -3,906      1,418     -3,102     -2,636:       821        355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       48.9        4.4       67.3       39.2       88.3       92.5:      11.7        7.5
Old  :     100.0:      17.8       54.9        3.0       67.2       34.7       88.0       92.6:      12.0        7.4
Other:     100.0:      20.9        8.9        3.3       67.6       80.1       91.8       92.3:       8.2        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        78        106         44         73         59        185        181:
Old  :       274:        83        103         37         66         58        172        177:
Other:        72:        22         10          5         27         21         54         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       19.6       38.4       31.9       22.1       17.6       32.3       27.0
Old  :                 26.0       18.2       40.5       30.4       23.4       17.2       34.4       26.0
Other:                 44.1       49.7       62.8       62.8       39.3       48.9       51.5       61.2
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE                                 
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    33,998:    13,615      2,152      2,318     12,990     28,358     28,923     32,828:     5,075      1,170
Old  :    33,874:    13,719      2,152      2,214     12,872     28,338     28,805     32,704:     5,069      1,170
Other:       124:         0        104          0        118         20        118        124:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -858:      -344         61       -757        365       -104       -736       -800:      -122        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0        6.3        6.8       38.2       83.4       85.1       96.6:      14.9        3.4
Old  :     100.0:      40.5        6.4        6.5       38.0       83.7       85.0       96.5:      15.0        3.5
Other:     100.0:       0.0       83.9        0.0       95.2       16.1       95.2      100.0:       4.8        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        56         13         20         27         18         88         49:
Old  :       108:        57         13         20         27         18         88         49:
Other:         4:         0          2          0          1          1          1          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       55.2       39.9       76.7       16.7       43.6       25.4       60.3
Old  :                 30.5       55.4       39.7       76.9       16.7       43.7       25.5       60.8
Other:                 95.2      100.0       95.2      100.0       95.2      100.0       95.2      100.0
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE                                 
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    34,856:    13,959      2,091      3,075     12,625     28,462     29,659     33,628:     5,197      1,228
Old  :    34,732:    14,048      2,081      2,981     12,507     28,442     29,536     33,504:     5,196      1,228
Other:       124:         5        104          0        118         20        123        124:         1          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :    -3,709:    -1,939        154     -1,151       -617     -2,685     -3,707     -3,682:        -2        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0        6.0        8.8       36.2       81.7       85.1       96.5:      14.9        3.5
Old  :     100.0:      40.4        6.0        8.6       36.0       81.9       85.0       96.5:      15.0        3.5
Other:     100.0:       4.0       83.9        0.0       95.2       16.1       99.2      100.0:       0.8        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        53         14         26         27         20         89         56:
Old  :       109:        54         14         26         27         20         89         56:
Other:         5:         1          2          0          1          1          2          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       54.6       40.0       74.9       16.9       41.9       25.7       59.9
Old  :                 29.8       54.8       39.8       75.2       16.9       42.1       25.8       60.4
Other:                 99.2      100.0       99.2      100.0       99.2      100.0       99.2      100.0
 
                          U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE                                        
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    27,370:     6,360     19,279      2,021     16,903      2,205     25,284     23,505:     2,086      3,865
Old  :    27,370:     6,360     19,279      2,021     16,903      2,205     25,284     23,505:     2,086      3,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     3,325:       561      1,703        -26      2,685        718      3,220      2,395:       105        930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       70.4        7.4       61.8        8.1       92.4       85.9:       7.6       14.1
Old  :     100.0:      23.2       70.4        7.4       61.8        8.1       92.4       85.9:       7.6       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         6         31          3          5          8         12         42:
Old  :        51:         6         31          3          5          8         12         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.2       40.6       91.5       61.6       79.2       40.6       84.5       57.3
Old  :                 79.2       40.6       91.5       61.6       79.2       40.6       84.5       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE                                        
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    24,045:     5,799     17,576      2,047     14,218      1,487     22,064     21,110:     1,981      2,935
Old  :    24,045:     5,799     17,576      2,047     14,218      1,487     22,064     21,110:     1,981      2,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :      -766:       445     -1,393         -3     -1,316        727       -874       -669:       108        -97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       73.1        8.5       59.1        6.2       91.8       87.8:       8.2       12.2
Old  :     100.0:      24.1       73.1        8.5       59.1        6.2       91.8       87.8:       8.2       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         7         29          4          6          8         15         40:
Old  :        51:         7         29          4          6          8         15         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.4       47.7       90.4       65.1       73.4       45.4       82.4       60.1
Old  :                 73.4       47.7       90.4       65.1       73.4       45.4       82.4       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE                                   
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF EURO 200,000)                               :
     :          :                                                                            :
All  :    25,079:    18,300      1,145          0        770     21,078     19,070     22,223:     6,009      2,856
Old  :    25,079:    18,300      1,145          0        770     21,078     19,070     22,223:     6,009      2,856
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       487:       219         11          0         -9       -295        210       -284:       277        771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.0        4.6        0.0        3.1       84.0       76.0       88.6:      24.0       11.4
Old  :     100.0:      73.0        4.6        0.0        3.1       84.0       76.0       88.6:      24.0       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         8          1          0          1         13          9         14:
Old  :        23:         8          1          0          1         13          9         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.6       48.1       74.1       70.6       61.6       48.1       74.1       70.6
Old  :                 61.6       48.1       74.1       70.6       61.6       48.1       74.1       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE                                   
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF EURO 200,000)                               :
     :          :                                                                            :
All  :    24,592:    18,081      1,134          0        779     21,373     18,860     22,507:     5,732      2,085
Old  :    24,592:    18,081      1,134          0        779     21,373     18,860     22,507:     5,732      2,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :     4,765:     3,892       -619          0        227      5,076      4,119      4,457:       646        308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.5        4.6        0.0        3.2       86.9       76.7       91.5:      23.3        8.5
Old  :     100.0:      73.5        4.6        0.0        3.2       86.9       76.7       91.5:      23.3        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         8          1          0          1         14          9         15:
Old  :        24:         8          1          0          1         14          9         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.1       48.9       74.6       71.9       62.1       48.9       74.6       71.9
Old  :                 62.1       48.9       74.6       71.9       62.1       48.9       74.6       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   159,132:    11,416     22,327     11,466    112,243    100,055    135,125    133,848:    24,007     25,284
Old  :   159,132:    11,416     22,327     11,466    112,243    100,055    135,125    133,848:    24,007     25,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :   -10,803:    -4,500     -5,765     -4,383      1,672        218     -7,211     -9,930:    -3,592       -873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       14.0        7.2       70.5       62.9       84.9       84.1:      15.1       15.9
Old  :     100.0:       7.2       14.0        7.2       70.5       62.9       84.9       84.1:      15.1       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        21         28         30         68         67        111        105:
Old  :       129:        21         28         30         68         67        111        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       17.3       38.7       27.6       21.8       12.5       30.9       19.5
Old  :                 26.5       17.3       38.7       27.6       21.8       12.5       30.9       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   169,935:    15,916     28,092     15,849    110,571     99,837    142,336    143,778:    27,599     26,157
Old  :   169,935:    15,916     28,092     15,849    110,571     99,837    142,336    143,778:    27,599     26,157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :     6,243:     6,750     -2,896     -1,025       -556     10,393      5,169      6,472:     1,074       -229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       16.5        9.3       65.1       58.8       83.8       84.6:      16.2       15.4
Old  :     100.0:       9.4       16.5        9.3       65.1       58.8       83.8       84.6:      16.2       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        25         30         32         67         64        111        109:
Old  :       133:        25         30         32         67         64        111        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       15.5       35.4       25.7       20.2       11.1       28.6       18.0
Old  :                 24.8       15.5       35.4       25.7       20.2       11.1       28.6       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   385,876:    19,946     63,609    103,717    202,233    192,228    325,896    359,554:    59,980     26,322
Old  :   385,876:    19,946     63,609    103,717    202,233    192,228    325,896    359,554:    59,980     26,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :   -10,821:      -715       -144        653    -10,598    -11,724    -10,660    -11,215:      -161        394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       16.5       26.9       52.4       49.8       84.5       93.2:      15.5        6.8
Old  :     100.0:       5.2       16.5       26.9       52.4       49.8       84.5       93.2:      15.5        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        45         50         57         92         71        168        154:
Old  :       195:        45         50         57         92         71        168        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       25.3       30.3       38.8        6.3       10.8        9.5       16.2
Old  :                 19.6       25.3       30.3       38.8        6.3       10.8        9.5       16.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   396,697:    20,661     63,753    103,064    212,831    203,952    336,556    370,769:    60,141     25,928
Old  :   396,697:    20,661     63,753    103,064    212,831    203,952    336,556    370,769:    60,141     25,928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :     5,303:     2,551     10,693     -1,245      4,601     -3,135      5,907      6,313:      -604     -1,010
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       16.1       26.0       53.7       51.4       84.8       93.5:      15.2        6.5
Old  :     100.0:       5.2       16.1       26.0       53.7       51.4       84.8       93.5:      15.2        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        44         52         61        100         79        175        164:
Old  :       200:        44         52         61        100         79        175        164:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       25.1       28.6       38.8        6.1       10.5        9.2       16.4
Old  :                 19.0       25.1       28.6       38.8        6.1       10.5        9.2       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    70,570:       652      6,420      2,772     62,873     59,943     66,297     69,135:     4,273      1,435
Old  :    70,570:       652      6,420      2,772     62,873     59,943     66,297     69,135:     4,273      1,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       652:       -56          0         56        652        596        652        652:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        9.1        3.9       89.1       84.9       93.9       98.0:       6.1        2.0
Old  :     100.0:       0.9        9.1        3.9       89.1       84.9       93.9       98.0:       6.1        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         1          1          1         27         23         28         25:
Old  :        33:         1          1          1         27         23         28         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       56.1       63.6       72.6       42.8       51.5       53.2       62.3
Old  :                 43.1       56.1       63.6       72.6       42.8       51.5       53.2       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    69,918:       708      6,420      2,716     62,221     59,347     65,645     68,483:     4,273      1,435
Old  :    69,918:       708      6,420      2,716     62,221     59,347     65,645     68,483:     4,273      1,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :     1,136:      -646          0        646      1,136        490      1,136      1,136:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0        9.2        3.9       89.0       84.9       93.9       97.9:       6.1        2.1
Old  :     100.0:       1.0        9.2        3.9       89.0       84.9       93.9       97.9:       6.1        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         1          1          1         27         23         28         25:
Old  :        33:         1          1          1         27         23         28         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       55.7       64.7       72.2       43.2       51.1       53.1       62.0
Old  :                 43.5       55.7       64.7       72.2       43.2       51.1       53.1       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    50,885:     4,688      9,932      2,140     41,629     33,678     48,457     45,750:     2,428      5,135
Old  :    50,885:     4,688      9,932      2,140     41,629     33,678     48,457     45,750:     2,428      5,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -2,630:     2,996          0     -2,996     -2,962          0     -2,962     -2,996:       332        366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       19.5        4.2       81.8       66.2       95.2       89.9:       4.8       10.1
Old  :     100.0:       9.2       19.5        4.2       81.8       66.2       95.2       89.9:       4.8       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          2         15         13         17         16:
Old  :        22:         1          2          2         15         13         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       58.0       79.4       76.0       42.9       57.5       68.3       70.7
Old  :                 51.0       58.0       79.4       76.0       42.9       57.5       68.3       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    53,515:     1,692      9,932      5,136     44,591     33,678     51,419     48,746:     2,096      4,769
Old  :    53,515:     1,692      9,932      5,136     44,591     33,678     51,419     48,746:     2,096      4,769
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       18.6        9.6       83.3       62.9       96.1       91.1:       3.9        8.9
Old  :     100.0:       3.2       18.6        9.6       83.3       62.9       96.1       91.1:       3.9        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          2          2         16         14         18         17:
Old  :        23:         1          2          2         16         14         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       57.0       81.2       77.9       50.9       54.7       66.8       67.7
Old  :                 58.9       57.0       81.2       77.9       50.9       54.7       66.8       67.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    38,419:       879        955      1,424     32,002     33,598     34,305     35,977:     4,114      2,442
Old  :    38,419:       879        955      1,424     32,002     33,598     34,305     35,977:     4,114      2,442
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -142:       -13        483        655     -1,150     -1,218       -508        -80:       366        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        2.5        3.7       83.3       87.5       89.3       93.6:      10.7        6.4
Old  :     100.0:       2.3        2.5        3.7       83.3       87.5       89.3       93.6:      10.7        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          2          2         11         13         13         16:
Old  :        20:         1          2          2         11         13         13         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.0       56.7       84.0       79.8       35.2       32.4       42.5       45.3
Old  :                 71.0       56.7       84.0       79.8       35.2       32.4       42.5       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    38,561:       892        472        769     33,152     34,816     34,813     36,057:     3,748      2,504
Old  :    38,561:       892        472        769     33,152     34,816     34,813     36,057:     3,748      2,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        1.2        2.0       86.0       90.3       90.3       93.5:       9.7        6.5
Old  :     100.0:       2.3        1.2        2.0       86.0       90.3       90.3       93.5:       9.7        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          1          2         12         13         14         16:
Old  :        20:         2          1          2         12         13         14         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.2       56.6       83.7       80.5       35.5       32.4       42.4       45.8
Old  :                 71.2       56.6       83.7       80.5       35.5       32.4       42.4       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    36,113:     2,954      3,398      1,257     28,745     29,927     32,956     34,582:     3,157      1,531
Old  :    36,113:     2,954      3,398      1,257     28,745     29,927     32,956     34,582:     3,157      1,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       148:         5          0       -254        248        948         -1        694:       149       -546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        9.4        3.5       79.6       82.9       91.3       95.8:       8.7        4.2
Old  :     100.0:       8.2        9.4        3.5       79.6       82.9       91.3       95.8:       8.7        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          2          2         20         16         23         20:
Old  :        27:         3          2          2         20         16         23         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       49.1       64.9       70.5       38.4       39.4       52.5       58.5
Old  :                 44.1       49.1       64.9       70.5       38.4       39.4       52.5       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    35,965:     2,949      3,398      1,511     28,497     28,979     32,957     33,888:     3,008      2,077
Old  :    35,965:     2,949      3,398      1,511     28,497     28,979     32,957     33,888:     3,008      2,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :       603:       -49          0       -155        776         88        572        -67:        31        670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        9.4        4.2       79.2       80.6       91.6       94.2:       8.4        5.8
Old  :     100.0:       8.2        9.4        4.2       79.2       80.6       91.6       94.2:       8.4        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          2          2         19         16         22         20:
Old  :        27:         3          2          2         19         16         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       49.5       65.8       70.0       38.6       40.7       53.3       58.8
Old  :                 45.0       49.5       65.8       70.0       38.6       40.7       53.3       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    52,381:     1,550        160      1,176     46,873     45,979     49,599     47,315:     2,782      5,066
Old  :    52,381:     1,550        160      1,176     46,873     45,979     49,599     47,315:     2,782      5,066
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       701:         0       -124        124      1,005        639      1,129        639:      -428         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        0.3        2.2       89.5       87.8       94.7       90.3:       5.3        9.7
Old  :     100.0:       3.0        0.3        2.2       89.5       87.8       94.7       90.3:       5.3        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          1          2         22         19         24         21:
Old  :        27:         1          1          2         22         19         24         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.8       59.4       71.1       73.3       42.1       48.4       57.9       59.9
Old  :                 48.8       59.4       71.1       73.3       42.1       48.4       57.9       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    51,680:     1,550        284      1,052     45,868     45,340     48,470     46,676:     3,210      5,004
Old  :    51,680:     1,550        284      1,052     45,868     45,340     48,470     46,676:     3,210      5,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :      -103:      -152       -366         90       -225        235       -287        -41:       184        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        0.5        2.0       88.8       87.7       93.8       90.3:       6.2        9.7
Old  :     100.0:       3.0        0.5        2.0       88.8       87.7       93.8       90.3:       6.2        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          1          2         22         19         24         21:
Old  :        27:         1          1          2         22         19         24         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.5       59.6       71.0       73.7       42.7       50.1       58.6       61.8
Old  :                 49.5       59.6       71.0       73.7       42.7       50.1       58.6       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    27,346:     4,712      3,488          0     21,792     19,732     26,504     23,220:       842      4,126
Old  :    27,346:     4,712      3,488          0     21,792     19,732     26,504     23,220:       842      4,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       12.8        0.0       79.7       72.2       96.9       84.9:       3.1       15.1
Old  :     100.0:      17.2       12.8        0.0       79.7       72.2       96.9       84.9:       3.1       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          2          0         11         11         14         13:
Old  :        25:         3          2          0         11         11         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       60.8       86.7       77.9       64.8       60.8       85.5       77.6
Old  :                 64.8       60.8       86.7       77.9       64.8       60.8       85.5       77.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   879,323:   172,158     53,348    129,009    565,887    686,114    867,054    868,471:    12,269     10,852
Old  :   879,323:   172,158     53,348    129,009    565,887    686,114    867,054    868,471:    12,269     10,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    14,721:    -6,164     -5,623      6,133     11,754     14,106     11,723     14,616:     2,998        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        6.1       14.7       64.4       78.0       98.6       98.8:       1.4        1.2
Old  :     100.0:      19.6        6.1       14.7       64.4       78.0       98.6       98.8:       1.4        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        16         13         23         88         77        114        104:
Old  :       124:        16         13         23         88         77        114        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       23.6       43.2       38.5       23.7       19.7       30.4       29.8
Old  :                 31.1       23.6       43.2       38.5       23.7       19.7       30.4       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   864,602:   178,322     58,971    122,876    554,133    672,008    855,331    853,855:     9,271     10,747
Old  :   864,602:   178,322     58,971    122,876    554,133    672,008    855,331    853,855:     9,271     10,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :    39,246:     7,274     -1,601      8,776     24,657     31,421     40,707     38,596:    -1,461        650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        6.8       14.2       64.1       77.7       98.9       98.8:       1.1        1.2
Old  :     100.0:      20.6        6.8       14.2       64.1       77.7       98.9       98.8:       1.1        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        16         12         24         80         72        107         98:
Old  :       114:        16         12         24         80         72        107         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       23.9       44.6       39.1       25.4       19.6       32.1       30.2
Old  :                 32.3       23.9       44.6       39.1       25.4       19.6       32.1       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    61,054:     9,105     14,030     18,864     28,268     25,499     56,237     58,393:     4,817      2,661
Old  :    61,054:     9,105     14,030     18,864     28,268     25,499     56,237     58,393:     4,817      2,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :   -16,533:    -7,226     -9,162     -1,221     -9,551     -7,394    -17,998    -17,777:     1,465      1,244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       23.0       30.9       46.3       41.8       92.1       95.6:       7.9        4.4
Old  :     100.0:      14.9       23.0       30.9       46.3       41.8       92.1       95.6:       7.9        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         6          4          8         18         17         28         25:
Old  :        29:         6          4          8         18         17         28         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.4       51.0       68.2       72.4       22.0       27.4       31.3       36.6
Old  :                 52.4       51.0       68.2       72.4       22.0       27.4       31.3       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    77,587:    16,331     23,192     20,085     37,819     32,893     74,235     76,170:     3,352      1,417
Old  :    77,587:    16,331     23,192     20,085     37,819     32,893     74,235     76,170:     3,352      1,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :       480:     3,854     -4,488       -908     -2,058      5,824        888        428:      -408         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       29.9       25.9       48.7       42.4       95.7       98.2:       4.3        1.8
Old  :     100.0:      21.0       29.9       25.9       48.7       42.4       95.7       98.2:       4.3        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         7          8         11         20         21         34         33:
Old  :        37:         7          8         11         20         21         34         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       50.3       65.1       68.1       23.3       26.2       32.6       35.6
Old  :                 46.2       50.3       65.1       68.1       23.3       26.2       32.6       35.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    34,318:     4,663        180      5,481     23,657     27,736     33,801     33,397:       517        921
Old  :    34,318:     4,663        180      5,481     23,657     27,736     33,801     33,397:       517        921
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       -39:       -10        -30        360       -609     -1,029       -259       -699:       220        660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        0.5       16.0       68.9       80.8       98.5       97.3:       1.5        2.7
Old  :     100.0:      13.6        0.5       16.0       68.9       80.8       98.5       97.3:       1.5        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         5          1          5         25         24         30         30:
Old  :        33:         5          1          5         25         24         30         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       67.6       72.9       77.6       46.6       60.6       56.0       63.7
Old  :                 50.7       67.6       72.9       77.6       46.6       60.6       56.0       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    34,357:     4,673        210      5,121     24,266     28,765     34,060     34,096:       297        261
Old  :    34,357:     4,673        210      5,121     24,266     28,765     34,060     34,096:       297        261
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :     1,299:       300       -260      1,350       -171        349      1,479      1,439:      -180       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        0.6       14.9       70.6       83.7       99.1       99.2:       0.9        0.8
Old  :     100.0:      13.6        0.6       14.9       70.6       83.7       99.1       99.2:       0.9        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         4          2          5         25         25         30         31:
Old  :        34:         4          2          5         25         25         30         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       69.5       73.4       78.6       47.0       63.3       57.5       67.2
Old  :                 50.8       69.5       73.4       78.6       47.0       63.3       57.5       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    21,354:     1,957      5,048      1,070     18,327     15,236     21,354     21,354:         0          0
Old  :    21,354:     1,957      5,048      1,070     18,327     15,236     21,354     21,354:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       -90:         0          0          0         82         82         82         82:      -172       -172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       23.6        5.0       85.8       71.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       9.2       23.6        5.0       85.8       71.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          3          2         17         16         20         20:
Old  :        27:         2          3          2         17         16         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.6       61.3       87.7       79.9       71.5       58.7       77.4       72.2
Old  :                 75.6       61.3       87.7       79.9       71.5       58.7       77.4       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    21,444:     1,957      5,048      1,070     18,245     15,154     21,272     21,272:       172        172
Old  :    21,444:     1,957      5,048      1,070     18,245     15,154     21,272     21,272:       172        172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :     1,004:      -854        754         82      1,776        168      1,004      1,004:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       23.5        5.0       85.1       70.7       99.2       99.2:       0.8        0.8
Old  :     100.0:       9.1       23.5        5.0       85.1       70.7       99.2       99.2:       0.8        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          3          2         17         16         20         20:
Old  :        27:         2          3          2         17         16         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.9       61.0       86.9       79.5       70.8       58.4       76.7       71.9
Old  :                 74.9       61.0       86.9       79.5       70.8       58.4       76.7       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     7,654:       888      2,090      1,094      5,649      4,470      7,631      7,654:        23          0
Old  :     7,654:       888      2,090      1,094      5,649      4,470      7,631      7,654:        23          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       27.3       14.3       73.8       58.4       99.7      100.0:       0.3        0.0
Old  :     100.0:      11.6       27.3       14.3       73.8       58.4       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          2          3         12         12         17         15:
Old  :        24:         3          2          3         12         12         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       64.3       89.6       91.5       54.3       50.1       71.9       71.8
Old  :                 61.5       64.3       89.6       91.5       54.3       50.1       71.9       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     7,654:       888      2,090      1,094      5,649      4,470      7,631      7,654:        23          0
Old  :     7,654:       888      2,090      1,094      5,649      4,470      7,631      7,654:        23          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :       875:        88       -630        508        279        997        875        875:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       27.3       14.3       73.8       58.4       99.7      100.0:       0.3        0.0
Old  :     100.0:      11.6       27.3       14.3       73.8       58.4       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          2          3         12         12         17         15:
Old  :        24:         3          2          3         12         12         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       64.3       89.6       91.5       54.3       50.1       71.9       71.8
Old  :                 61.5       64.3       89.6       91.5       54.3       50.1       71.9       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   656,458:    69,987     64,968     73,706    469,138    455,359    612,831    594,033:    43,627     62,425
Old  :   656,458:    69,987     64,968     73,706    469,138    455,359    612,831    594,033:    43,627     62,425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -5,335:       182     -3,199       -658      4,181      3,797      3,705        -60:    -9,040     -5,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        9.9       11.2       71.5       69.4       93.4       90.5:       6.6        9.5
Old  :     100.0:      10.7        9.9       11.2       71.5       69.4       93.4       90.5:       6.6        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        42         60         65         79         81        168        168:
Old  :       201:        42         60         65         79         81        168        168:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       23.9       38.1       36.2       17.1       15.3       26.2       21.3
Old  :                 23.9       23.9       38.1       36.2       17.1       15.3       26.2       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   661,793:    69,805     68,167     74,364    464,957    451,562    609,126    594,093:    52,667     67,700
Old  :   661,793:    69,805     68,167     74,364    464,957    451,562    609,126    594,093:    52,667     67,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :   -42,341:     1,495     -9,215     -9,843    -34,791    -22,796    -43,139    -41,854:       798       -487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       10.3       11.2       70.3       68.2       92.0       89.8:       8.0       10.2
Old  :     100.0:      10.5       10.3       11.2       70.3       68.2       92.0       89.8:       8.0       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        46         54         63         75         78        164        161:
Old  :       196:        46         54         63         75         78        164        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       24.8       37.4       37.0       16.6       15.2       25.2       21.7
Old  :                 23.5       24.8       37.4       37.0       16.6       15.2       25.2       21.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    12,636:     7,207      2,494         91      2,579      8,897      9,877     11,482:     2,759      1,154
Old  :    12,636:     7,207      2,494         91      2,579      8,897      9,877     11,482:     2,759      1,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       521:       346        384        -59        262        194        549        519:       -28          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.0       19.7        0.7       20.4       70.4       78.2       90.9:      21.8        9.1
Old  :     100.0:      57.0       19.7        0.7       20.4       70.4       78.2       90.9:      21.8        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        63         15          3         10         22         74         40:
Old  :       110:        63         15          3         10         22         74         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       42.4       38.6       57.8       25.3       42.4       38.6       57.8
Old  :                 25.3       42.4       38.6       57.8       25.3       42.4       38.6       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    12,115:     6,861      2,110        150      2,317      8,703      9,328     10,963:     2,787      1,152
Old  :    12,115:     6,861      2,110        150      2,317      8,703      9,328     10,963:     2,787      1,152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :       257:      -137        263        -78        228        128         13        313:       244        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.6       17.4        1.2       19.1       71.8       77.0       90.5:      23.0        9.5
Old  :     100.0:      56.6       17.4        1.2       19.1       71.8       77.0       90.5:      23.0        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        61         17          3          9         22         72         41:
Old  :       110:        61         17          3          9         22         72         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       43.2       36.1       58.3       24.1       43.2       36.1       58.3
Old  :                 24.1       43.2       36.1       58.3       24.1       43.2       36.1       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     6,327:     2,299        156          0      2,422      5,096      4,721      5,252:     1,606      1,075
Old  :     6,327:     2,299        156          0      2,422      5,096      4,721      5,252:     1,606      1,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       -47:       628       -800       -292       -463        938       -127       -154:        80        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        2.5        0.0       38.3       80.5       74.6       83.0:      25.4       17.0
Old  :     100.0:      36.3        2.5        0.0       38.3       80.5       74.6       83.0:      25.4       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        15          2          0         10         12         25         14:
Old  :        36:        15          2          0         10         12         25         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       63.4       52.2       76.4       37.6       63.3       52.2       76.2
Old  :                 37.6       63.4       52.2       76.4       37.6       63.3       52.2       76.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     6,374:     1,671        956        292      2,885      4,158      4,848      5,406:     1,526        968
Old  :     6,374:     1,671        956        292      2,885      4,158      4,848      5,406:     1,526        968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :      -164:       -12        -10        212       -281       -388        -81       -186:       -83         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       15.0        4.6       45.3       65.2       76.1       84.8:      23.9       15.2
Old  :     100.0:      26.2       15.0        4.6       45.3       65.2       76.1       84.8:      23.9       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        15          7          3         11         11         27         21:
Old  :        42:        15          7          3         11         11         27         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       53.1       47.8       70.0       35.4       52.9       46.9       69.8
Old  :                 35.4       53.1       47.8       70.0       35.4       52.9       46.9       69.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   164,582:    15,470     13,174     12,037    125,190    123,189    152,697    148,400:    11,885     16,182
Old  :   164,582:    15,470     13,174     12,037    125,190    123,189    152,697    148,400:    11,885     16,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     8,075:       812      2,071        755      5,767      3,659      7,334      6,485:       741      1,590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        8.0        7.3       76.1       74.8       92.8       90.2:       7.2        9.8
Old  :     100.0:       9.4        8.0        7.3       76.1       74.8       92.8       90.2:       7.2        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        25         25         28         73         72        117        113:
Old  :       140:        25         25         28         73         72        117        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       21.2       46.3       32.6       31.2       14.6       38.5       21.5
Old  :                 34.8       21.2       46.3       32.6       31.2       14.6       38.5       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   156,507:    14,658     11,103     11,282    119,423    119,530    145,363    141,915:    11,144     14,592
Old  :   156,507:    14,658     11,103     11,282    119,423    119,530    145,363    141,915:    11,144     14,592
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :    -2,124:      -148     -5,595       -936     -2,748      5,377     -3,832     -1,154:     1,708       -970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        7.1        7.2       76.3       76.4       92.9       90.7:       7.1        9.3
Old  :     100.0:       9.4        7.1        7.2       76.3       76.4       92.9       90.7:       7.1        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        25         28         30         71         75        115        119:
Old  :       141:        25         28         30         71         75        115        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       22.1       46.5       33.0       31.5       15.4       39.3       22.3
Old  :                 35.2       22.1       46.5       33.0       31.5       15.4       39.3       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :    19,208:        15      3,139      5,086     13,927     10,983     19,028     19,208:       180          0
Old  :    19,208:        15      3,139      5,086     13,927     10,983     19,028     19,208:       180          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       224:         0        -81         15        329        290        344        224:      -120          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1       16.3       26.5       72.5       57.2       99.1      100.0:       0.9        0.0
Old  :     100.0:       0.1       16.3       26.5       72.5       57.2       99.1      100.0:       0.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          6          3         17         16         20         23:
Old  :        28:         1          6          3         17         16         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.6       73.6       88.7       86.1       43.2       43.7       54.8       53.9
Old  :                 68.6       73.6       88.7       86.1       43.2       43.7       54.8       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :    18,984:        15      3,220      5,071     13,598     10,693     18,684     18,984:       300          0
Old  :    18,984:        15      3,220      5,071     13,598     10,693     18,684     18,984:       300          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :       150:         0        180         45         75        -75        120        150:        30          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1       17.0       26.7       71.6       56.3       98.4      100.0:       1.6        0.0
Old  :     100.0:       0.1       17.0       26.7       71.6       56.3       98.4      100.0:       1.6        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          6          3         16         16         19         23:
Old  :        27:         1          6          3         16         16         19         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.6       72.7       89.2       85.5       42.5       42.4       54.3       52.7
Old  :                 68.6       72.7       89.2       85.5       42.5       42.4       54.3       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                 
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     9,007:       550      2,516        447      8,010      6,044      9,007      9,007:         0          0
Old  :     9,007:       550      2,516        447      8,010      6,044      9,007      9,007:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       150:         0        150          0        150          0        150        150:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       27.9        5.0       88.9       67.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       6.1       27.9        5.0       88.9       67.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          1          2         16         14         18         16:
Old  :        22:         1          1          2         16         14         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       75.3       80.3       91.1       42.6       50.1       50.8       53.4
Old  :                 58.4       75.3       80.3       91.1       42.6       50.1       50.8       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                 
Commitments of Traders - Futures Only, December 21, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     8,857:       550      2,366        447      7,860      6,044      8,857      8,857:         0          0
Old  :     8,857:       550      2,366        447      7,860      6,044      8,857      8,857:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2004                    :
     :    -1,205:      -150       -501       -530       -525       -174     -1,205     -1,205:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       26.7        5.0       88.7       68.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       6.2       26.7        5.0       88.7       68.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          1          2         16         14         18         16:
Old  :        22:         1          1          2         16         14         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       74.8       81.7       90.9       43.4       49.2       50.0       52.6
Old  :                 59.4       74.8       81.7       90.9       43.4       49.2       50.0       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 7, 2005