WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   207,629:    31,972     72,617     21,056    119,722     84,730    172,750    178,403:    34,879     29,226
Old  :   169,918:    39,863     70,717      7,401     94,601     69,131    141,865    147,249:    28,053     22,669
Other:    37,711:     3,709     13,500      2,055     25,121     15,599     30,885     31,154:     6,826      6,557
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     3,335:    -4,796     -4,556      2,094      3,675      4,371        973      1,909:     2,362      1,426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       35.0       10.1       57.7       40.8       83.2       85.9:      16.8       14.1
Old  :     100.0:      23.5       41.6        4.4       55.7       40.7       83.5       86.7:      16.5       13.3
Other:     100.0:       9.8       35.8        5.4       66.6       41.4       81.9       82.6:      18.1       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        73         86         50         48         50        145        170:
Old  :       227:        80         82         29         37         47        126        151:
Other:        99:        23         34         20         26         33         64         74:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       27.1       46.8       34.2       32.6       26.2       46.4       33.3
Old  :                 36.4       28.1       48.9       36.4       36.4       28.1       48.9       36.4
Other:                 57.6       32.7       64.2       43.0       56.4       29.0       59.8       39.0
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   204,294:    36,768     77,173     18,962    116,047     80,359    171,777    176,494:    32,517     27,800
Old  :   168,544:    45,235     75,403      5,472     91,738     65,370    142,445    146,245:    26,099     22,299
Other:    35,750:     3,351     13,588      1,672     24,309     14,989     29,332     30,249:     6,418      5,501
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    11,311:      -245     10,747      2,570      6,533     -2,434      8,858     10,883:     2,453        428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       37.8        9.3       56.8       39.3       84.1       86.4:      15.9       13.6
Old  :     100.0:      26.8       44.7        3.2       54.4       38.8       84.5       86.8:      15.5       13.2
Other:     100.0:       9.4       38.0        4.7       68.0       41.9       82.0       84.6:      18.0       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:        91        105         57         50         63        170        207:
Old  :       281:       102        101         38         40         58        154        187:
Other:       110:        22         36         18         29         43         64         85:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       24.3       46.5       31.4       32.2       23.8       46.1       30.2
Old  :                 36.5       24.9       49.3       32.7       36.5       24.9       49.3       32.6
Other:                 56.2       37.1       64.4       47.3       56.0       34.3       60.7       44.3
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   644,934:    73,589    186,076     41,383    402,070    244,588    517,042    472,047:   127,892    172,887
Old  :   561,920:    71,318    179,643     34,059    339,982    209,312    445,359    423,014:   116,561    138,906
Other:    83,014:     8,910     13,072        685     62,088     35,276     71,683     49,033:    11,331     33,981
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    13,377:    -6,616     -8,133     10,768    -18,168    -21,200    -14,016    -18,565:    27,393     31,942
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       28.9        6.4       62.3       37.9       80.2       73.2:      19.8       26.8
Old  :     100.0:      12.7       32.0        6.1       60.5       37.2       79.3       75.3:      20.7       24.7
Other:     100.0:      10.7       15.7        0.8       74.8       42.5       86.4       59.1:      13.6       40.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       470:       111        137         79        164        148        321        328:
Old  :       460:       117        130         67        157        131        308        299:
Other:       227:        33         48         10         57        118         96        170:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       13.4       29.2       18.9       17.9       12.1       28.6       16.8
Old  :                 18.6       14.4       29.6       20.2       18.6       13.2       29.3       18.2
Other:                 48.5       11.2       57.3       19.4       48.5       10.9       57.3       19.0
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   631,557:    80,205    194,209     30,615    420,238    265,788    531,058    490,612:   100,499    140,945
Old  :   551,560:    76,137    187,964     24,722    358,163    225,309    459,022    437,995:    92,538    113,565
Other:    79,997:     9,273     11,450        688     62,075     40,479     72,036     52,617:     7,961     27,380
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    18,484:    -4,300     42,768      2,067     16,783    -29,019     14,550     15,816:     3,934      2,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       30.8        4.8       66.5       42.1       84.1       77.7:      15.9       22.3
Old  :     100.0:      13.8       34.1        4.5       64.9       40.8       83.2       79.4:      16.8       20.6
Other:     100.0:      11.6       14.3        0.9       77.6       50.6       90.0       65.8:      10.0       34.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       673:       150        185        104        244        227        455        469:
Old  :       661:       149        186         88        233        207        436        436:
Other:       339:        49         66         10         80        178        134        249:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       13.8       29.1       18.7       17.9       13.0       28.9       17.4
Old  :                 18.9       14.2       30.1       19.7       18.9       13.7       29.8       18.7
Other:                 47.1       14.2       56.4       22.4       47.1       13.9       56.4       22.1
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     8,522:     3,234        388         75      1,254      5,695      4,563      6,158:     3,959      2,364
Old  :     8,018:     3,189        403         52      1,159      5,504      4,400      5,959:     3,618      2,059
Other:       504:        68          8          0         95        191        163        199:       341        305
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       560:       563        160        -32        149        537        680        665:      -120       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9        4.6        0.9       14.7       66.8       53.5       72.3:      46.5       27.7
Old  :     100.0:      39.8        5.0        0.6       14.5       68.6       54.9       74.3:      45.1       25.7
Other:     100.0:      13.5        1.6        0.0       18.8       37.9       32.3       39.5:      67.7       60.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        17          4          3          9         15         27         21:
Old  :        36:        17          4          3          9         15         27         21:
Other:        11:         3          2          0          2          5          5          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       40.1       39.7       54.9       25.0       36.7       32.6       47.3
Old  :                 29.3       41.5       41.0       56.9       26.5       37.9       34.5       49.4
Other:                 31.9       34.7       32.3       39.5       31.9       34.3       31.9       39.1
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     7,962:     2,671        228        107      1,105      5,158      3,883      5,493:     4,079      2,469
Old  :     7,580:     2,625        273         55      1,045      5,048      3,725      5,376:     3,855      2,204
Other:       382:        93          2          5         60        110        158        117:       224        265
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,038:       788       -372         58       -299        586        547        272:       491        766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        2.9        1.3       13.9       64.8       48.8       69.0:      51.2       31.0
Old  :     100.0:      34.6        3.6        0.7       13.8       66.6       49.1       70.9:      50.9       29.1
Other:     100.0:      24.3        0.5        1.3       15.7       28.8       41.4       30.6:      58.6       69.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        19          3          4          8         14         29         19:
Old  :        36:        19          3          4          8         14         29         19:
Other:        10:         4          1          1          2          4          6          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  :                 23.8       45.1       33.3       58.8       18.5       41.0       26.1       49.6
Old  :                 24.2       46.1       34.2       60.3       19.4       41.9       27.5       51.5
Other:                 38.7       28.8       41.4       30.6       37.4       28.3       39.5       28.8
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   253,102:    27,221     99,935     19,999    151,859     71,612    199,079    191,546:    54,023     61,556
Old  :   232,341:    26,643    103,679     12,975    144,377     60,248    183,995    176,902:    48,346     55,439
Other:    20,761:     7,444      3,122        158      7,482     11,364     15,084     14,644:     5,677      6,117
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     5,400:      -234     -1,834      3,571     -6,488     -6,163     -3,151     -4,426:     8,551      9,826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       39.5        7.9       60.0       28.3       78.7       75.7:      21.3       24.3
Old  :     100.0:      11.5       44.6        5.6       62.1       25.9       79.2       76.1:      20.8       23.9
Other:     100.0:      35.9       15.0        0.8       36.0       54.7       72.7       70.5:      27.3       29.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        69        109         71         77         87        195        231:
Old  :       293:        68        114         55         75         77        177        217:
Other:       118:        37         24          5         22         45         63         70:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       16.7       39.1       23.3       28.1       15.3       38.4       21.0
Old  :                 29.8       17.6       41.3       24.0       29.7       17.2       40.8       23.5
Other:                 33.9       43.0       46.2       49.7       33.8       41.8       46.1       48.1
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   247,702:    27,455    101,769     16,428    158,347     77,775    202,230    195,972:    45,472     51,730
Old  :   227,360:    26,489    105,063      9,930    150,833     65,734    187,252    180,727:    40,108     46,633
Other:    20,342:     7,371      3,111         93      7,514     12,041     14,978     15,245:     5,364      5,097
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    14,107:    -1,144     21,632        638      6,881    -10,801      6,375     11,469:     7,732      2,638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       41.1        6.6       63.9       31.4       81.6       79.1:      18.4       20.9
Old  :     100.0:      11.7       46.2        4.4       66.3       28.9       82.4       79.5:      17.6       20.5
Other:     100.0:      36.2       15.3        0.5       36.9       59.2       73.6       74.9:      26.4       25.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:        75        164         78         96        114        232        307:
Old  :       385:        78        166         55         94        102        210        288:
Other:       131:        36         28          4         25         53         64         82:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       16.1       42.3       22.8       29.0       15.4       39.5       21.1
Old  :                 31.6       17.2       44.7       23.6       31.1       17.1       44.0       23.4
Other:                 34.2       44.4       47.3       51.5       34.1       43.6       47.2       50.8
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   163,297:    22,403     50,841     18,986     99,880     70,566    141,269    140,393:    22,028     22,904
Old  :   145,112:    22,057     51,841     11,648     92,668     60,461    126,373    123,950:    18,739     21,162
Other:    18,185:     4,238      2,892      3,446      7,212     10,105     14,896     16,443:     3,289      1,742
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -1,840:     1,391     -2,155      1,033     -3,221       -554       -797     -1,676:    -1,043       -164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       31.1       11.6       61.2       43.2       86.5       86.0:      13.5       14.0
Old  :     100.0:      15.2       35.7        8.0       63.9       41.7       87.1       85.4:      12.9       14.6
Other:     100.0:      23.3       15.9       18.9       39.7       55.6       81.9       90.4:      18.1        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        33         46         28         53         41        103        111:
Old  :       156:        40         50         25         52         40        102        107:
Other:        44:        12         10         10         20         10         37         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  :                 22.7       27.3       35.9       35.8       19.6       20.9       29.4       27.9
Old  :                 24.0       28.2       37.7       36.0       23.2       25.1       36.1       32.9
Other:                 33.5       54.5       50.9       71.4       25.0       46.7       38.5       55.2
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   165,137:    21,012     52,996     17,953    103,101     71,120    142,066    142,069:    23,071     23,068
Old  :   148,386:    21,785     53,863     10,921     95,807     61,823    128,513    126,607:    19,873     21,779
Other:    16,751:     3,231      3,137      3,028      7,294      9,297     13,553     15,462:     3,198      1,289
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    12,179:       275     10,554      1,782      8,149     -2,208     10,206     10,128:     1,973      2,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       32.1       10.9       62.4       43.1       86.0       86.0:      14.0       14.0
Old  :     100.0:      14.7       36.3        7.4       64.6       41.7       86.6       85.3:      13.4       14.7
Other:     100.0:      19.3       18.7       18.1       43.5       55.5       80.9       92.3:      19.1        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        30         51         29         52         40        104        112:
Old  :       156:        38         52         27         51         39        103        109:
Other:        44:        11         10         11         20         11         37         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       27.2       34.5       35.9       18.2       21.0       29.3       28.3
Old  :                 23.2       27.4       36.0       36.1       22.0       24.8       34.8       32.9
Other:                 35.2       53.1       51.5       71.9       25.3       47.2       38.2       56.3
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   719,351:   187,206    156,913     11,043    372,803    376,880    571,052    544,836:   148,299    174,515
Old  :   719,351:   187,206    156,913     11,043    372,803    376,880    571,052    544,836:   148,299    174,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    39,829:    -2,328     35,175      3,660      5,646    -48,763      6,978     -9,928:    32,851     49,757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       21.8        1.5       51.8       52.4       79.4       75.7:      20.6       24.3
Old  :     100.0:      26.0       21.8        1.5       51.8       52.4       79.4       75.7:      20.6       24.3
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  :       166:        40         33         17         53         75        102        117:
Old  :       166:        40         33         17         53         75        102        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  :                 23.5       16.2       34.0       27.1       17.6       15.8       25.6       23.7
Old  :                 23.5       16.2       34.0       27.1       17.6       15.8       25.6       23.7
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   679,522:   189,534    121,738      7,383    367,157    425,643    564,074    554,764:   115,448    124,758
Old  :   679,522:   189,534    121,738      7,383    367,157    425,643    564,074    554,764:   115,448    124,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    33,877:     3,246      9,178      1,219     25,715     22,387     30,180     32,784:     3,697      1,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       17.9        1.1       54.0       62.6       83.0       81.6:      17.0       18.4
Old  :     100.0:      27.9       17.9        1.1       54.0       62.6       83.0       81.6:      17.0       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        50         47         18         69         91        132        144:
Old  :       214:        50         47         18         69         91        132        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       18.1       35.7       29.2       20.1       17.5       28.1       26.1
Old  :                 25.6       18.1       35.7       29.2       20.1       17.5       28.1       26.1
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   156,537:     9,151     41,560     26,965     91,856     61,749    127,972    130,274:    28,565     26,263
Old  :   139,820:    12,437     40,055     18,565     82,257     56,305    113,259    114,925:    26,561     24,895
Other:    16,717:     1,986      6,777      3,128      9,599      5,444     14,713     15,349:     2,004      1,368
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -3,456:     1,902      1,559        164     -7,147     -6,876     -5,081     -5,153:     1,625      1,697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       26.5       17.2       58.7       39.4       81.8       83.2:      18.2       16.8
Old  :     100.0:       8.9       28.6       13.3       58.8       40.3       81.0       82.2:      19.0       17.8
Other:     100.0:      11.9       40.5       18.7       57.4       32.6       88.0       91.8:      12.0        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        17         58         52         52         48        114        135:
Old  :       163:        28         54         46         50         46        108        131:
Other:        63:        15         16         13         27         12         52         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  :                 25.9       19.9       37.8       27.8       22.4        9.3       29.5       15.8
Old  :                 25.8       19.3       37.2       27.3       23.2       11.3       31.2       18.0
Other:                 40.7       51.8       57.2       69.1       37.4       43.6       47.1       55.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   159,993:     7,249     40,001     26,801     99,003     68,625    133,053    135,427:    26,940     24,566
Old  :   144,407:    10,781     39,055     18,574     90,248     62,983    119,603    120,612:    24,804     23,795
Other:    15,586:     1,494      5,972      3,201      8,755      5,642     13,450     14,815:     2,136        771
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    10,802:    -6,841     13,196      2,338     14,991     -6,586     10,488      8,948:       314      1,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       25.0       16.8       61.9       42.9       83.2       84.6:      16.8       15.4
Old  :     100.0:       7.5       27.0       12.9       62.5       43.6       82.8       83.5:      17.2       16.5
Other:     100.0:       9.6       38.3       20.5       56.2       36.2       86.3       95.1:      13.7        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        22         52         47         54         47        113        129:
Old  :       161:        30         50         43         52         45        109        125:
Other:        60:        11         17         12         28         13         49         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  :                 28.0       22.6       40.8       30.9       25.0       11.4       31.9       18.0
Old  :                 28.4       22.0       40.4       30.4       26.4       12.3       34.0       19.7
Other:                 39.5       52.8       55.5       67.7       35.1       40.1       44.1       51.4
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     4,231:     1,606      1,518         63      1,100      1,215      2,769      2,796:     1,462      1,435
Old  :     4,225:     1,606      1,522         57      1,100      1,212      2,763      2,791:     1,462      1,434
Other:         6:         4          0          2          0          3          6          5:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :        88:       -25        -35        -26         -5         53        -56         -8:       144         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       35.9        1.5       26.0       28.7       65.4       66.1:      34.6       33.9
Old  :     100.0:      38.0       36.0        1.3       26.0       28.7       65.4       66.1:      34.6       33.9
Other:     100.0:      66.7        0.0       33.3        0.0       50.0      100.0       83.3:       0.0       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        12          9          3          8          8         23         17:
Old  :        32:        12          9          2          8          8         22         17:
Other:         4:         1          0          2          0          1          3          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  :                 35.4       41.1       46.4       53.3       31.6       40.4       42.6       51.3
Old  :                 35.4       41.1       46.5       53.3       31.6       40.4       42.7       51.4
Other:                100.0       83.3      100.0       83.3       66.7       50.0       66.7       50.0
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     4,143:     1,631      1,553         89      1,105      1,162      2,825      2,804:     1,318      1,339
Old  :     4,140:     1,631      1,554         86      1,105      1,161      2,822      2,801:     1,318      1,339
Other:         3:         1          0          2          0          1          3          3:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       109:         4         41         42        132         48        178        131:       -69        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4       37.5        2.1       26.7       28.0       68.2       67.7:      31.8       32.3
Old  :     100.0:      39.4       37.5        2.1       26.7       28.0       68.2       67.7:      31.8       32.3
Other:     100.0:      33.3        0.0       66.7        0.0       33.3      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        10         10          3          8          7         21         17:
Old  :        31:        10         10          3          8          7         21         17:
Other:         4:         1          0          2          0          1          3          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  :                 36.0       42.3       50.3       53.6       36.0       41.5       47.8       52.1
Old  :                 36.0       42.3       50.3       53.6       36.0       41.5       47.8       52.1
Other:                100.0      100.0      100.0      100.0       33.3       33.3       33.3       33.3
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   311,966:    80,008     80,034        700    182,049    136,803    262,757    217,537:    49,209     94,429
Old  :   311,966:    80,008     80,034        700    182,049    136,803    262,757    217,537:    49,209     94,429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    16,363:       376     -8,680       -374     -3,790    -11,531     -3,788    -20,585:    20,151     36,948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       25.7        0.2       58.4       43.9       84.2       69.7:      15.8       30.3
Old  :     100.0:      25.6       25.7        0.2       58.4       43.9       84.2       69.7:      15.8       30.3
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  :       108:        14         32          1         37         43         52         75:
Old  :       108:        14         32          1         37         43         52         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       16.6       45.9       24.7       31.8       16.6       44.8       24.3
Old  :                 32.2       16.6       45.9       24.7       31.8       16.6       44.8       24.3
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   295,603:    79,632     88,714      1,074    185,839    148,334    266,545    238,122:    29,058     57,481
Old  :   295,603:    79,632     88,714      1,074    185,839    148,334    266,545    238,122:    29,058     57,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    23,430:     6,453      1,063        700     12,531     17,710     19,684     19,473:     3,746      3,957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       30.0        0.4       62.9       50.2       90.2       80.6:       9.8       19.4
Old  :     100.0:      26.9       30.0        0.4       62.9       50.2       90.2       80.6:       9.8       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        26         56          3         49         70         77        127:
Old  :       175:        26         56          3         49         70         77        127:
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       17.6       44.9       25.9       29.9       17.5       43.8       25.0
Old  :                 30.3       17.6       44.9       25.9       29.9       17.5       43.8       25.0
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,643,461:   276,629    330,215     34,437  1,068,279    790,416  1,379,345  1,155,068:   264,116    488,393
Old  : 1,643,461:   276,629    330,215     34,437  1,068,279    790,416  1,379,345  1,155,068:   264,116    488,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :   -24,687:  -138,339    -51,207      5,545     15,078   -140,353   -117,716   -186,015:    93,029    161,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       20.1        2.1       65.0       48.1       83.9       70.3:      16.1       29.7
Old  :     100.0:      16.8       20.1        2.1       65.0       48.1       83.9       70.3:      16.1       29.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        45         64         33         77        124        141        202:
Old  :       254:        45         64         33         77        124        141        202:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       12.4       49.1       21.3       36.6       11.1       44.8       17.7
Old  :                 39.5       12.4       49.1       21.3       36.6       11.1       44.8       17.7
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,668,148:   414,968    381,422     28,892  1,053,201    930,769  1,497,061  1,341,083:   171,087    327,065
Old  : 1,668,148:   414,968    381,422     28,892  1,053,201    930,769  1,497,061  1,341,083:   171,087    327,065
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :   -15,543:    12,005    -26,678      1,771    -25,314     14,671    -11,538    -10,236:    -4,005     -5,307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       22.9        1.7       63.1       55.8       89.7       80.4:      10.3       19.6
Old  :     100.0:      24.9       22.9        1.7       63.1       55.8       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  :       382:        59        114         41        105        177        189        308:
Old  :       382:        59        114         41        105        177        189        308:
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  :                 44.9       14.4       56.0       22.8       44.4       12.9       52.0       18.9
Old  :                 44.9       14.4       56.0       22.8       44.4       12.9       52.0       18.9
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,159,390:   282,440    174,527     11,958    739,415    686,840  1,033,813    873,325:   125,577    286,065
Old  : 1,159,390:   282,440    174,527     11,958    739,415    686,840  1,033,813    873,325:   125,577    286,065
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -8,589:   -45,664    -47,450       -263    -17,357    -82,049    -63,284   -129,762:    54,695    121,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       15.1        1.0       63.8       59.2       89.2       75.3:      10.8       24.7
Old  :     100.0:      24.4       15.1        1.0       63.8       59.2       89.2       75.3:      10.8       24.7
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  :       187:        37         41         20         62         88        109        139:
Old  :       187:        37         41         20         62         88        109        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       19.9       44.7       30.3       23.7       18.8       39.2       27.4
Old  :                 27.6       19.9       44.7       30.3       23.7       18.8       39.2       27.4
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,167,979:   328,104    221,977     12,221    756,772    768,889  1,097,097  1,003,087:    70,882    164,892
Old  : 1,167,979:   328,104    221,977     12,221    756,772    768,889  1,097,097  1,003,087:    70,882    164,892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,502:     9,982    -16,671        766     -4,637     22,368      6,111      6,463:    -4,609     -4,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       19.0        1.0       64.8       65.8       93.9       85.9:       6.1       14.1
Old  :     100.0:      28.1       19.0        1.0       64.8       65.8       93.9       85.9:       6.1       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  :       307:        56         88         22         78        134        144        235:
Old  :       307:        56         88         22         78        134        144        235:
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       19.2       42.6       29.7       22.0       18.4       37.8       27.2
Old  :                 26.0       19.2       42.6       29.7       22.0       18.4       37.8       27.2
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   442,101:   158,856     55,829     49,874    203,849    312,315    412,579    418,018:    29,522     24,083
Old  :   442,101:   158,856     55,829     49,874    203,849    312,315    412,579    418,018:    29,522     24,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    70,745:    30,179     13,759       -907     30,104     48,514     59,376     61,366:    11,369      9,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       12.6       11.3       46.1       70.6       93.3       94.6:       6.7        5.4
Old  :     100.0:      35.9       12.6       11.3       46.1       70.6       93.3       94.6:       6.7        5.4
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  :       112:        36         14         21         48         48         90         78:
Old  :       112:        36         14         21         48         48         90         78:
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       37.7       49.9       52.1       27.2       36.9       39.8       48.8
Old  :                 35.4       37.7       49.9       52.1       27.2       36.9       39.8       48.8
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   371,356:   128,677     42,070     50,781    173,745    263,801    353,203    356,652:    18,153     14,704
Old  :   371,356:   128,677     42,070     50,781    173,745    263,801    353,203    356,652:    18,153     14,704
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    18,365:     9,089       -730      8,755      3,758     13,797     21,602     21,822:    -3,237     -3,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       11.3       13.7       46.8       71.0       95.1       96.0:       4.9        4.0
Old  :     100.0:      34.7       11.3       13.7       46.8       71.0       95.1       96.0:       4.9        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        39         20         27         53         56        103         92:
Old  :       131:        39         20         27         53         56        103         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       34.1       45.5       49.4       26.9       32.9       38.0       45.8
Old  :                 30.7       34.1       45.5       49.4       26.9       32.9       38.0       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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    48,169:    13,479      9,905         10     22,613     31,301     36,102     41,216:    12,067      6,953
Old  :    48,169:    13,479      9,905         10     22,613     31,301     36,102     41,216:    12,067      6,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,587:    -1,412      1,216        -59     -2,758       -935     -4,229        222:     5,816      1,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       20.6        0.0       46.9       65.0       74.9       85.6:      25.1       14.4
Old  :     100.0:      28.0       20.6        0.0       46.9       65.0       74.9       85.6:      25.1       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  :        68:        25         15          1         20         11         46         26:
Old  :        68:        25         15          1         20         11         46         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  :                 31.5       64.7       45.3       74.9       31.5       64.2       45.3       74.3
Old  :                 31.5       64.7       45.3       74.9       31.5       64.2       45.3       74.3
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    46,582:    14,891      8,689         69     25,371     32,236     40,331     40,994:     6,251      5,588
Old  :    46,582:    14,891      8,689         69     25,371     32,236     40,331     40,994:     6,251      5,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -1,085:    -2,278       -918        -34        117       -332     -2,195     -1,284:     1,110        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       18.7        0.1       54.5       69.2       86.6       88.0:      13.4       12.0
Old  :     100.0:      32.0       18.7        0.1       54.5       69.2       86.6       88.0:      13.4       12.0
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  :        84:        32         18          2         26         12         60         30:
Old  :        84:        32         18          2         26         12         60         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  :                 37.4       67.3       54.5       78.9       37.4       67.3       54.5       78.4
Old  :                 37.4       67.3       54.5       78.9       37.4       67.3       54.5       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    67,194:     9,570     25,452        278     46,228     25,197     56,076     50,927:    11,118     16,267
Old  :    67,194:     9,570     25,452        278     46,228     25,197     56,076     50,927:    11,118     16,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     8,052:    -3,864      4,315         97      8,411     -3,792      4,644        620:     3,408      7,432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       37.9        0.4       68.8       37.5       83.5       75.8:      16.5       24.2
Old  :     100.0:      14.2       37.9        0.4       68.8       37.5       83.5       75.8:      16.5       24.2
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  :        68:        19         21          3         21         11         40         35:
Old  :        68:        19         21          3         21         11         40         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  :                 47.4       50.3       63.2       57.6       47.3       50.3       63.1       57.1
Old  :                 47.4       50.3       63.2       57.6       47.3       50.3       63.1       57.1
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    59,142:    13,434     21,137        181     37,817     28,989     51,432     50,307:     7,710      8,835
Old  :    59,142:    13,434     21,137        181     37,817     28,989     51,432     50,307:     7,710      8,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     3,430:     2,400      3,170        -83      2,255        419      4,572      3,506:    -1,142        -76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       35.7        0.3       63.9       49.0       87.0       85.1:      13.0       14.9
Old  :     100.0:      22.7       35.7        0.3       63.9       49.0       87.0       85.1:      13.0       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        27         28          1         24         16         52         44:
Old  :        90:        27         28          1         24         16         52         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  :                 38.2       62.4       59.1       69.8       38.0       62.4       58.9       69.1
Old  :                 38.2       62.4       59.1       69.8       38.0       62.4       58.9       69.1
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    39,125:     7,850     10,239      1,014     29,977     26,480     38,841     37,733:       284      1,392
Old  :    39,125:     7,850     10,239      1,014     29,977     26,480     38,841     37,733:       284      1,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -772:     5,958        -98          0     -6,803       -759       -845       -857:        73         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       26.2        2.6       76.6       67.7       99.3       96.4:       0.7        3.6
Old  :     100.0:      20.1       26.2        2.6       76.6       67.7       99.3       96.4:       0.7        3.6
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  :        55:         6         21          3         17         15         26         36:
Old  :        55:         6         21          3         17         15         26         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  :                 52.3       47.8       76.6       72.4       52.3       47.4       76.5       71.9
Old  :                 52.3       47.8       76.6       72.4       52.3       47.4       76.5       71.9
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    39,897:     1,892     10,337      1,014     36,780     27,239     39,686     38,590:       211      1,307
Old  :    39,897:     1,892     10,337      1,014     36,780     27,239     39,686     38,590:       211      1,307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     4,022:       196      3,942          8      3,937        153      4,141      4,103:      -119        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       25.9        2.5       92.2       68.3       99.5       96.7:       0.5        3.3
Old  :     100.0:       4.7       25.9        2.5       92.2       68.3       99.5       96.7:       0.5        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         4         22          3         17         16         24         38:
Old  :        55:         4         22          3         17         16         24         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  :                 52.1       47.2       79.9       71.5       52.1       46.8       79.8       71.0
Old  :                 52.1       47.2       79.9       71.5       52.1       46.8       79.8       71.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    14,214:     5,718      1,587          0      8,480     12,167     14,198     13,754:        16        460
Old  :    14,214:     5,718      1,587          0      8,480     12,167     14,198     13,754:        16        460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       751:     5,718       -160          0     -4,971        915        747        755:         4         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       11.2        0.0       59.7       85.6       99.9       96.8:       0.1        3.2
Old  :     100.0:      40.2       11.2        0.0       59.7       85.6       99.9       96.8:       0.1        3.2
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  :        24:         2          6          0          7         10          9         16:
Old  :        24:         2          6          0          7         10          9         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  :                 84.4       75.5       99.5       87.0       84.4       72.8       97.2       84.3
Old  :                 84.4       75.5       99.5       87.0       84.4       72.8       97.2       84.3
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    13,463:         0      1,747          0     13,451     11,252     13,451     12,999:        12        464
Old  :    13,463:         0      1,747          0     13,451     11,252     13,451     12,999:        12        464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       197:         0        193          0        197          0        197        193:         0          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       13.0        0.0       99.9       83.6       99.9       96.6:       0.1        3.4
Old  :     100.0:       0.0       13.0        0.0       99.9       83.6       99.9       96.6:       0.1        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  :        24:         0          7          0          8         10          8         17:
Old  :        24:         0          7          0          8         10          8         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  :                 84.0       73.7       99.9       84.9       84.0       70.9       97.1       82.1
Old  :                 84.0       73.7       99.9       84.9       84.0       70.9       97.1       82.1
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    26,080:     2,815      2,990      1,134     17,295     15,393     21,244     19,517:     4,836      6,563
Old  :    26,080:     2,815      2,990      1,134     17,295     15,393     21,244     19,517:     4,836      6,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,467:      -110        219         35       -579     -1,275       -654     -1,021:     2,121      2,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       11.5        4.3       66.3       59.0       81.5       74.8:      18.5       25.2
Old  :     100.0:      10.8       11.5        4.3       66.3       59.0       81.5       74.8:      18.5       25.2
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  :        53:        14          6         10         25         21         43         33:
Old  :        53:        14          6         10         25         21         43         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  :                 49.7       35.7       60.5       53.1       49.7       35.4       57.2       51.3
Old  :                 49.7       35.7       60.5       53.1       49.7       35.4       57.2       51.3
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    24,613:     2,925      2,771      1,099     17,874     16,668     21,898     20,538:     2,715      4,075
Old  :    24,613:     2,925      2,771      1,099     17,874     16,668     21,898     20,538:     2,715      4,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,867:       803        370        207        759      1,017      1,769      1,594:        98        273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       11.3        4.5       72.6       67.7       89.0       83.4:      11.0       16.6
Old  :     100.0:      11.9       11.3        4.5       72.6       67.7       89.0       83.4:      11.0       16.6
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  :        83:        24          7         13         32         33         60         49:
Old  :        83:        24          7         13         32         33         60         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       34.6       60.4       51.7       51.8       34.2       58.7       49.9
Old  :                 51.8       34.6       60.4       51.7       51.8       34.2       58.7       49.9
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   100,333:    26,129      5,861     16,898     37,276     43,420     80,303     66,179:    20,030     34,154
Old  :    99,361:    26,328      5,868     16,692     36,834     43,256     79,854     65,816:    19,507     33,545
Other:       972:         7        199          0        442        164        449        363:       523        609
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -3,582:    -4,899       -106      1,249        928     -4,111     -2,722     -2,968:      -860       -614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        5.8       16.8       37.2       43.3       80.0       66.0:      20.0       34.0
Old  :     100.0:      26.5        5.9       16.8       37.1       43.5       80.4       66.2:      19.6       33.8
Other:     100.0:       0.7       20.5        0.0       45.5       16.9       46.2       37.3:      53.8       62.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        54         26         41         24         33        113         84:
Old  :       144:        54         26         40         23         33        112         83:
Other:         9:         1          1          0          4          4          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  :                 24.0       23.4       34.9       33.6       24.0       22.8       33.7       31.0
Old  :                 24.2       23.6       35.2       33.9       24.2       23.3       34.0       31.6
Other:                 45.5       36.9       46.2       37.3       43.6       35.5       44.3       35.5
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   103,915:    31,028      5,967     15,649     36,348     47,531     83,025     69,147:    20,890     34,768
Old  :   103,057:    31,181      5,967     15,489     36,016     47,377     82,686     68,833:    20,371     34,224
Other:       858:         7        160          0        332        154        339        314:       519        544
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       361:       530       -247         84     -1,480        400       -866        237:     1,227        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        5.7       15.1       35.0       45.7       79.9       66.5:      20.1       33.5
Old  :     100.0:      30.3        5.8       15.0       34.9       46.0       80.2       66.8:      19.8       33.2
Other:     100.0:       0.8       18.6        0.0       38.7       17.9       39.5       36.6:      60.5       63.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        65         21         47         22         32        123         87:
Old  :       152:        65         21         47         21         32        122         87:
Other:         9:         1          1          0          5          3          6          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       26.4       33.6       36.3       22.9       25.8       32.5       34.0
Old  :                 23.1       26.6       33.9       36.6       23.1       26.2       32.7       34.5
Other:                 38.1       36.6       39.5       36.6       36.0       34.5       37.4       34.5
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     2,003:       439        541         93        844        438      1,376      1,072:       627        931
Old  :     2,003:       439        541         93        844        438      1,376      1,072:       627        931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       -19:        64         78          3        -77         35        -10        116:        -9       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       27.0        4.6       42.1       21.9       68.7       53.5:      31.3       46.5
Old  :     100.0:      21.9       27.0        4.6       42.1       21.9       68.7       53.5:      31.3       46.5
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:         5         13          4          7          3         16         16:
Old  :        26:         5         13          4          7          3         16         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  :                 48.3       30.5       59.0       44.2       48.3       26.5       58.0       37.6
Old  :                 48.3       30.5       59.0       44.2       48.3       26.5       58.0       37.6
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     2,022:       375        463         90        921        403      1,386        956:       636      1,066
Old  :     2,022:       375        463         90        921        403      1,386        956:       636      1,066
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :        27:      -137       -143         -1        136         34         -2       -110:        29        137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       22.9        4.5       45.5       19.9       68.5       47.3:      31.5       52.7
Old  :     100.0:      18.5       22.9        4.5       45.5       19.9       68.5       47.3:      31.5       52.7
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  :        25:         4         12          3          7          3         14         16:
Old  :        25:         4         12          3          7          3         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  :                 49.9       28.4       62.0       38.8       49.3       25.1       57.9       31.8
Old  :                 49.9       28.4       62.0       38.8       49.3       25.1       57.9       31.8
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   145,413:    40,369     16,252     22,221     64,227     70,677    126,817    109,150:    18,596     36,263
Old  :   145,413:    40,369     16,252     22,221     64,227     70,677    126,817    109,150:    18,596     36,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,507:    -3,310         18      1,632      2,774          5      1,096      1,655:       411       -148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       11.2       15.3       44.2       48.6       87.2       75.1:      12.8       24.9
Old  :     100.0:      27.8       11.2       15.3       44.2       48.6       87.2       75.1:      12.8       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  :       205:        52         34         38         59        101        130        161:
Old  :       205:        52         34         38         59        101        130        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  :                 23.7       11.8       40.6       21.8       20.5       10.4       34.0       17.8
Old  :                 23.7       11.8       40.6       21.8       20.5       10.4       34.0       17.8
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   143,906:    43,679     16,234     20,589     61,453     70,672    125,721    107,495:    18,185     36,411
Old  :   143,906:    43,679     16,234     20,589     61,453     70,672    125,721    107,495:    18,185     36,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       319:     2,652      1,201        554     -2,657     -1,718        549         37:      -230        282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       11.3       14.3       42.7       49.1       87.4       74.7:      12.6       25.3
Old  :     100.0:      30.4       11.3       14.3       42.7       49.1       87.4       74.7:      12.6       25.3
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  :       206:        57         30         37         48        101        125        156:
Old  :       206:        57         30         37         48        101        125        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  :                 23.1       12.1       39.9       22.1       20.0       10.3       33.6       17.3
Old  :                 23.1       12.1       39.9       22.1       20.0       10.3       33.6       17.3
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,904:     1,513        312         58        502      2,419      2,073      2,789:     1,831      1,115
Old  :     3,904:     1,513        312         58        502      2,419      2,073      2,789:     1,831      1,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       383:       251       -346          3         21        522        275        179:       108        204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        8.0        1.5       12.9       62.0       53.1       71.4:      46.9       28.6
Old  :     100.0:      38.8        8.0        1.5       12.9       62.0       53.1       71.4:      46.9       28.6
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  :        49:        20          5          5         12         21         34         29:
Old  :        49:        20          5          5         12         21         34         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       42.4       29.8       51.7       19.4       42.4       28.5       51.7
Old  :                 20.3       42.4       29.8       51.7       19.4       42.4       28.5       51.7
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,521:     1,262        658         55        481      1,897      1,798      2,610:     1,723        911
Old  :     3,521:     1,262        658         55        481      1,897      1,798      2,610:     1,723        911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -196:      -149         38        -55        -92        -42       -296        -59:       100       -137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       18.7        1.6       13.7       53.9       51.1       74.1:      48.9       25.9
Old  :     100.0:      35.8       18.7        1.6       13.7       53.9       51.1       74.1:      48.9       25.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16          6          5         12         17         30         26:
Old  :        43:        16          6          5         12         17         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  :                 21.8       47.8       31.7       59.4       21.3       47.8       31.1       59.4
Old  :                 21.8       47.8       31.7       59.4       21.3       47.8       31.1       59.4
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    19,949:     6,463      3,223      2,101      7,495      3,628     16,059      8,952:     3,890     10,997
Old  :    19,949:     6,463      3,223      2,101      7,495      3,628     16,059      8,952:     3,890     10,997
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,072:       484        431        116        582         35      1,182        582:      -110        490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       16.2       10.5       37.6       18.2       80.5       44.9:      19.5       55.1
Old  :     100.0:      32.4       16.2       10.5       37.6       18.2       80.5       44.9:      19.5       55.1
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  :       105:        29         16         18         33         39         72         67:
Old  :       105:        29         16         18         33         39         72         67:
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  :                 24.7       13.8       37.5       19.4       21.1       11.5       33.1       16.4
Old  :                 24.7       13.8       37.5       19.4       21.1       11.5       33.1       16.4
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    18,877:     5,979      2,792      1,985      6,913      3,593     14,877      8,370:     4,000     10,507
Old  :    18,877:     5,979      2,792      1,985      6,913      3,593     14,877      8,370:     4,000     10,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       759:       555        -67        322       -106         21        771        276:       -12        483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       14.8       10.5       36.6       19.0       78.8       44.3:      21.2       55.7
Old  :     100.0:      31.7       14.8       10.5       36.6       19.0       78.8       44.3:      21.2       55.7
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  :       102:        26         17         18         27         39         66         65:
Old  :       102:        26         17         18         27         39         66         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  :                 25.5       13.0       38.3       18.0       22.2       11.0       33.3       15.7
Old  :                 25.5       13.0       38.3       18.0       22.2       11.0       33.3       15.7
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    78,850:    17,352     14,699        453     33,085     47,224     50,890     62,376:    27,960     16,474
Old  :    78,850:    17,352     14,699        453     33,085     47,224     50,890     62,376:    27,960     16,474
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,465:    -2,421        426         50      3,823     -2,059      1,452     -1,583:        13      3,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       18.6        0.6       42.0       59.9       64.5       79.1:      35.5       20.9
Old  :     100.0:      22.0       18.6        0.6       42.0       59.9       64.5       79.1:      35.5       20.9
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  :        62:        22         11          4         20         17         42         32:
Old  :        62:        22         11          4         20         17         42         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  :                 22.3       40.1       35.5       55.6       20.4       40.1       32.0       55.5
Old  :                 22.3       40.1       35.5       55.6       20.4       40.1       32.0       55.5
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    77,385:    19,773     14,273        403     29,262     49,283     49,438     63,959:    27,947     13,426
Old  :    77,385:    19,773     14,273        403     29,262     49,283     49,438     63,959:    27,947     13,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     7,535:       456      4,849         -5      6,683      1,804      7,134      6,648:       401        887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       18.4        0.5       37.8       63.7       63.9       82.7:      36.1       17.3
Old  :     100.0:      25.6       18.4        0.5       37.8       63.7       63.9       82.7:      36.1       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  :        61:        19         12          4         22         16         41         32:
Old  :        61:        19         12          4         22         16         41         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  :                 19.1       46.6       31.7       61.8       17.8       46.6       30.2       61.5
Old  :                 19.1       46.6       31.7       61.8       17.8       46.6       30.2       61.5
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    51,069:     8,043     13,224         27     29,808     22,892     37,878     36,143:    13,191     14,926
Old  :    51,069:     8,043     13,224         27     29,808     22,892     37,878     36,143:    13,191     14,926
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -1,082:    -3,174        907         12      2,502     -4,384       -660     -3,465:      -422      2,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       25.9        0.1       58.4       44.8       74.2       70.8:      25.8       29.2
Old  :     100.0:      15.7       25.9        0.1       58.4       44.8       74.2       70.8:      25.8       29.2
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  :        33:        10          8          2         13          6         23         16:
Old  :        33:        10          8          2         13          6         23         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  :                 42.8       46.1       59.3       61.4       42.8       46.0       59.2       61.2
Old  :                 42.8       46.1       59.3       61.4       42.8       46.0       59.2       61.2
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    52,151:    11,217     12,317         15     27,306     27,276     38,538     39,608:    13,613     12,543
Old  :    52,151:    11,217     12,317         15     27,306     27,276     38,538     39,608:    13,613     12,543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -1,483:      -666        494        -20      1,493     -2,378        807     -1,904:    -2,290        421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       23.6        0.0       52.4       52.3       73.9       75.9:      26.1       24.1
Old  :     100.0:      21.5       23.6        0.0       52.4       52.3       73.9       75.9:      26.1       24.1
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:        13          5          2         13          6         26         13:
Old  :        33:        13          5          2         13          6         26         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  :                 37.0       55.6       52.8       70.7       37.0       55.6       52.8       70.6
Old  :                 37.0       55.6       52.8       70.7       37.0       55.6       52.8       70.6
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    69,088:    42,968      8,088        799     17,953     56,114     61,720     65,001:     7,368      4,087
Old  :    69,088:    42,968      8,088        799     17,953     56,114     61,720     65,001:     7,368      4,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -3,330:    -4,934      2,966        299      3,661     -5,699       -974     -2,434:    -2,356       -896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.2       11.7        1.2       26.0       81.2       89.3       94.1:      10.7        5.9
Old  :     100.0:      62.2       11.7        1.2       26.0       81.2       89.3       94.1:      10.7        5.9
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  :        82:        40         12          3         15         16         58         29:
Old  :        82:        40         12          3         15         16         58         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       52.9       53.6       74.0       35.3       52.7       53.6       73.7
Old  :                 35.3       52.9       53.6       74.0       35.3       52.7       53.6       73.7
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    72,418:    47,902      5,122        500     14,292     61,813     62,694     67,435:     9,724      4,983
Old  :    72,418:    47,902      5,122        500     14,292     61,813     62,694     67,435:     9,724      4,983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     3,261:     9,369     -1,275       -188     -2,919      7,350      6,262      5,887:    -3,001     -2,626
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.1        7.1        0.7       19.7       85.4       86.6       93.1:      13.4        6.9
Old  :     100.0:      66.1        7.1        0.7       19.7       85.4       86.6       93.1:      13.4        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  :        87:        48          8          1         14         18         63         27:
Old  :        87:        48          8          1         14         18         63         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  :                 36.4       56.9       51.9       75.8       36.4       56.0       51.9       74.9
Old  :                 36.4       56.9       51.9       75.8       36.4       56.0       51.9       74.9
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    63,971:    18,616      2,626         47     23,465     45,528     42,128     48,201:    21,843     15,770
Old  :    63,971:    18,616      2,626         47     23,465     45,528     42,128     48,201:    21,843     15,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -537:    -2,391        334         34      1,902     -1,974       -455     -1,606:       -82      1,069
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        4.1        0.1       36.7       71.2       65.9       75.3:      34.1       24.7
Old  :     100.0:      29.1        4.1        0.1       36.7       71.2       65.9       75.3:      34.1       24.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        15          6          2         13         12         29         19:
Old  :        41:        15          6          2         13         12         29         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  :                 26.6       47.1       38.8       68.0       25.6       45.1       37.4       64.7
Old  :                 26.6       47.1       38.8       68.0       25.6       45.1       37.4       64.7
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    64,508:    21,007      2,292         13     21,563     47,502     42,583     49,807:    21,925     14,701
Old  :    64,508:    21,007      2,292         13     21,563     47,502     42,583     49,807:    21,925     14,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -1,959:    -1,749        928          0       -653     -4,164     -2,402     -3,236:       443      1,277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6        3.6        0.0       33.4       73.6       66.0       77.2:      34.0       22.8
Old  :     100.0:      32.6        3.6        0.0       33.4       73.6       66.0       77.2:      34.0       22.8
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  :        43:        20          5          1         11         12         31         18:
Old  :        43:        20          5          1         11         12         31         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       50.3       37.1       71.3       25.0       50.3       35.5       68.1
Old  :                 25.3       50.3       37.1       71.3       25.0       50.3       35.5       68.1
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   162,182:    33,608     32,684        123     90,835    111,336    124,566    144,143:    37,616     18,039
Old  :   162,182:    33,608     32,684        123     90,835    111,336    124,566    144,143:    37,616     18,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -8,927:    -6,264        691        122      2,551     -8,799     -3,591     -7,986:    -5,336       -941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       20.2        0.1       56.0       68.6       76.8       88.9:      23.2       11.1
Old  :     100.0:      20.7       20.2        0.1       56.0       68.6       76.8       88.9:      23.2       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        28         12          2         21         18         50         31:
Old  :        70:        28         12          2         21         18         50         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  :                 42.1       57.4       54.2       70.2       34.3       49.4       43.4       59.7
Old  :                 42.1       57.4       54.2       70.2       34.3       49.4       43.4       59.7
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   171,109:    39,872     31,993          1     88,284    120,135    128,157    152,129:    42,952     18,980
Old  :   171,109:    39,872     31,993          1     88,284    120,135    128,157    152,129:    42,952     18,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     9,241:     4,664     20,530       -197     -3,896    -10,548        571      9,785:     8,670       -544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       18.7        0.0       51.6       70.2       74.9       88.9:      25.1       11.1
Old  :     100.0:      23.3       18.7        0.0       51.6       70.2       74.9       88.9:      25.1       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        27         12          1         21         19         49         31:
Old  :        68:        27         12          1         21         19         49         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  :                 38.1       57.1       50.8       71.3       30.8       50.1       41.3       61.5
Old  :                 38.1       57.1       50.8       71.3       30.8       50.1       41.3       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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   131,203:    25,401     24,633        574     56,009     61,407     81,984     86,614:    49,219     44,589
Old  :   131,203:    25,401     24,633        574     56,009     61,407     81,984     86,614:    49,219     44,589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -458:    -2,979      6,166       -315     11,596       -893      8,302      4,958:    -8,760     -5,416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       18.8        0.4       42.7       46.8       62.5       66.0:      37.5       34.0
Old  :     100.0:      19.4       18.8        0.4       42.7       46.8       62.5       66.0:      37.5       34.0
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  :        94:        32         24          8         31         20         65         50:
Old  :        94:        32         24          8         31         20         65         50:
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  :                 24.7       30.9       34.3       43.0       24.7       28.4       33.6       39.3
Old  :                 24.7       30.9       34.3       43.0       24.7       28.4       33.6       39.3
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   131,661:    28,380     18,467        889     44,413     62,300     73,682     81,656:    57,979     50,005
Old  :   131,661:    28,380     18,467        889     44,413     62,300     73,682     81,656:    57,979     50,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :   -12,124:    -5,034      1,234        319      5,516     -6,558        801     -5,005:   -12,925     -7,119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       14.0        0.7       33.7       47.3       56.0       62.0:      44.0       38.0
Old  :     100.0:      21.6       14.0        0.7       33.7       47.3       56.0       62.0:      44.0       38.0
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  :        85:        31         20          7         29         19         61         45:
Old  :        85:        31         20          7         29         19         61         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  :                 17.7       32.4       26.0       45.2       17.6       31.0       25.5       41.7
Old  :                 17.7       32.4       26.0       45.2       17.6       31.0       25.5       41.7
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    34,546:     8,261          0        100     22,853     28,611     31,214     28,711:     3,332      5,835
Old  :    34,546:     8,261          0        100     22,853     28,611     31,214     28,711:     3,332      5,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :   -15,921:    -1,867       -700          0     -6,418    -16,812     -8,285    -17,512:    -7,636      1,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        0.0        0.3       66.2       82.8       90.4       83.1:       9.6       16.9
Old  :     100.0:      23.9        0.0        0.3       66.2       82.8       90.4       83.1:       9.6       16.9
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  :        25:         3          0          1         11         20         14         21:
Old  :        25:         3          0          1         11         20         14         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  :                 52.9       39.1       77.5       59.4       48.4       39.1       70.2       57.4
Old  :                 52.9       39.1       77.5       59.4       48.4       39.1       70.2       57.4
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    50,467:    10,128        700        100     29,271     45,423     39,499     46,223:    10,968      4,244
Old  :    50,467:    10,128        700        100     29,271     45,423     39,499     46,223:    10,968      4,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     3,473:       -82          0          0     -4,566      3,556     -4,648      3,556:     8,121        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        1.4        0.2       58.0       90.0       78.3       91.6:      21.7        8.4
Old  :     100.0:      20.1        1.4        0.2       58.0       90.0       78.3       91.6:      21.7        8.4
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  :        35:         3          1          1         17         26         20         28:
Old  :        35:         3          1          1         17         26         20         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  :                 39.3       35.9       60.0       55.0       35.2       32.4       49.3       50.3
Old  :                 39.3       35.9       60.0       55.0       35.2       32.4       49.3       50.3
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 7,326,266:   631,152    934,779    762,344  5,114,933  4,272,606  6,508,429  5,969,729:   817,837  1,356,537
Old  : 7,326,266:   631,152    934,779    762,344  5,114,933  4,272,606  6,508,429  5,969,729:   817,837  1,356,537
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :   109,963:    61,586   -261,733   -123,939   -187,681   -101,683   -250,034   -487,355:   359,997    597,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       12.8       10.4       69.8       58.3       88.8       81.5:      11.2       18.5
Old  :     100.0:       8.6       12.8       10.4       69.8       58.3       88.8       81.5:      11.2       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        36         65         69        119        125        199        218:
Old  :       236:        36         65         69        119        125        199        218:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       14.7       47.5       24.6       27.4       12.7       40.3       18.8
Old  :                 29.8       14.7       47.5       24.6       27.4       12.7       40.3       18.8
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 7,216,303:   569,566  1,196,512    886,283  5,302,614  4,374,289  6,758,463  6,457,084:   457,840    759,219
Old  : 7,216,303:   569,566  1,196,512    886,283  5,302,614  4,374,289  6,758,463  6,457,084:   457,840    759,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    53,011:    -5,797      1,646    -21,282    103,981     62,344     76,902     42,708:   -23,891     10,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       16.6       12.3       73.5       60.6       93.7       89.5:       6.3       10.5
Old  :     100.0:       7.9       16.6       12.3       73.5       60.6       93.7       89.5:       6.3       10.5
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  :       396:        63        113        119        172        191        309        364:
Old  :       396:        63        113        119        172        191        309        364:
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       13.9       48.0       23.6       27.4       12.2       40.6       18.7
Old  :                 30.0       13.9       48.0       23.6       27.4       12.2       40.6       18.7
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   677,594:    71,996     76,502     10,005    456,545    494,499    538,546    581,006:   139,048     96,588
Old  :   677,594:    71,996     76,502     10,005    456,545    494,499    538,546    581,006:   139,048     96,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       697:     2,304     20,394        721        297    -17,255      3,322      3,860:    -2,625     -3,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       11.3        1.5       67.4       73.0       79.5       85.7:      20.5       14.3
Old  :     100.0:      10.6       11.3        1.5       67.4       73.0       79.5       85.7:      20.5       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  :       187:        38         33         18         88         65        140        102:
Old  :       187:        38         33         18         88         65        140        102:
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  :                 20.3       32.0       29.7       46.4       19.6       32.0       28.6       46.2
Old  :                 20.3       32.0       29.7       46.4       19.6       32.0       28.6       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   676,897:    69,692     56,108      9,284    456,248    511,754    535,224    577,146:   141,673     99,751
Old  :   676,897:    69,692     56,108      9,284    456,248    511,754    535,224    577,146:   141,673     99,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -8,713:     6,223     -1,809      1,657     -1,135      1,862      6,745      1,710:   -15,458    -10,423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        8.3        1.4       67.4       75.6       79.1       85.3:      20.9       14.7
Old  :     100.0:      10.3        8.3        1.4       67.4       75.6       79.1       85.3:      20.9       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  :       184:        38         28         19         89         67        140        101:
Old  :       184:        38         28         19         89         67        140        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  :                 20.4       32.1       29.9       46.3       19.7       32.0       28.9       46.2
Old  :                 20.4       32.1       29.9       46.3       19.7       32.0       28.9       46.2
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  :   849,678:   171,832    113,841      9,622    350,095    630,364    531,549    753,827:   318,129     95,851
Old  :   849,678:   171,832    113,841      9,622    350,095    630,364    531,549    753,827:   318,129     95,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     6,355:   -16,569     -9,919       -814        835     -2,145    -16,548    -12,878:    22,903     19,233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       13.4        1.1       41.2       74.2       62.6       88.7:      37.4       11.3
Old  :     100.0:      20.2       13.4        1.1       41.2       74.2       62.6       88.7:      37.4       11.3
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  :       149:        33         37         13         50         53         94         92:
Old  :       149:        33         37         13         50         53         94         92:
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  :                 18.8       34.3       28.6       48.0       16.7       32.5       25.2       44.0
Old  :                 18.8       34.3       28.6       48.0       16.7       32.5       25.2       44.0
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  :   843,323:   188,401    123,760     10,436    349,260    632,509    548,097    766,705:   295,226     76,618
Old  :   843,323:   188,401    123,760     10,436    349,260    632,509    548,097    766,705:   295,226     76,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    23,352:   -19,376     11,172     -1,150     26,460     10,000      5,934     20,022:    17,418      3,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       14.7        1.2       41.4       75.0       65.0       90.9:      35.0        9.1
Old  :     100.0:      22.3       14.7        1.2       41.4       75.0       65.0       90.9:      35.0        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  :       276:        85         81         19         71         71        169        158:
Old  :       276:        85         81         19         71         71        169        158:
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       35.8       29.3       49.5       17.4       33.0       27.1       44.7
Old  :                 18.1       35.8       29.3       49.5       17.4       33.0       27.1       44.7
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    13,021:     1,390          0          0      6,410     11,629      7,800     11,629:     5,221      1,392
Old  :    13,021:     1,390          0          0      6,410     11,629      7,800     11,629:     5,221      1,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :        64:      -665          0          0     -1,735       -482     -2,400       -482:     2,464        546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        0.0        0.0       49.2       89.3       59.9       89.3:      40.1       10.7
Old  :     100.0:      10.7        0.0        0.0       49.2       89.3       59.9       89.3:      40.1       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          0          0         13         13         15         13:
Old  :        28:         2          0          0         13         13         15         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  :                 26.3       44.2       43.3       72.5       26.3       44.2       43.3       72.5
Old  :                 26.3       44.2       43.3       72.5       26.3       44.2       43.3       72.5
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    12,957:     2,055          0          0      8,145     12,111     10,200     12,111:     2,757        846
Old  :    12,957:     2,055          0          0      8,145     12,111     10,200     12,111:     2,757        846
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -114:       128          0          0       -268         88       -140         88:        26       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        0.0        0.0       62.9       93.5       78.7       93.5:      21.3        6.5
Old  :     100.0:      15.9        0.0        0.0       62.9       93.5       78.7       93.5:      21.3        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  :        48:         8          0          0         23         18         31         18:
Old  :        48:         8          0          0         23         18         31         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  :                 26.2       44.5       44.4       72.4       26.2       44.5       44.4       72.4
Old  :                 26.2       44.5       44.4       72.4       26.2       44.5       44.4       72.4
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    26,760:       625      5,242        100     22,989     16,118     23,714     21,460:     3,046      5,300
Old  :    26,760:       625      5,242        100     22,989     16,118     23,714     21,460:     3,046      5,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,494:    -1,117        889       -242      2,408     -1,532      1,049       -885:       445      2,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       19.6        0.4       85.9       60.2       88.6       80.2:      11.4       19.8
Old  :     100.0:       2.3       19.6        0.4       85.9       60.2       88.6       80.2:      11.4       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  :        35:         1          6          1         19         16         21         22:
Old  :        35:         1          6          1         19         16         21         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  :                 52.0       42.0       71.3       60.6       50.1       37.4       64.8       51.9
Old  :                 52.0       42.0       71.3       60.6       50.1       37.4       64.8       51.9
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    25,266:     1,742      4,353        342     20,581     17,650     22,665     22,345:     2,601      2,921
Old  :    25,266:     1,742      4,353        342     20,581     17,650     22,665     22,345:     2,601      2,921
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -514:       661        594        -20     -1,491       -463       -850        111:       336       -625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       17.2        1.4       81.5       69.9       89.7       88.4:      10.3       11.6
Old  :     100.0:       6.9       17.2        1.4       81.5       69.9       89.7       88.4:      10.3       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  :        51:         4          7          2         24         22         29         30:
Old  :        51:         4          7          2         24         22         29         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  :                 51.5       41.6       67.3       62.9       48.7       37.6       61.7       55.5
Old  :                 51.5       41.6       67.3       62.9       48.7       37.6       61.7       55.5
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    76,455:     6,908     15,306        166     32,111     49,339     39,185     64,811:    37,270     11,644
Old  :    76,455:     6,908     15,306        166     32,111     49,339     39,185     64,811:    37,270     11,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,845:    -1,332        664       -152     -1,518     -1,721     -3,002     -1,209:     4,847      3,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       20.0        0.2       42.0       64.5       51.3       84.8:      48.7       15.2
Old  :     100.0:       9.0       20.0        0.2       42.0       64.5       51.3       84.8:      48.7       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  :        85:        15         21          2         34         26         49         49:
Old  :        85:        15         21          2         34         26         49         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       41.7       25.0       57.5       15.9       36.3       22.8       51.5
Old  :                 16.4       41.7       25.0       57.5       15.9       36.3       22.8       51.5
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    74,610:     8,240     14,642        318     33,629     51,060     42,187     66,020:    32,423      8,590
Old  :    74,610:     8,240     14,642        318     33,629     51,060     42,187     66,020:    32,423      8,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     2,470:    -4,579        367        167      1,645      1,816     -2,767      2,350:     5,237        120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       19.6        0.4       45.1       68.4       56.5       88.5:      43.5       11.5
Old  :     100.0:      11.0       19.6        0.4       45.1       68.4       56.5       88.5:      43.5       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  :       137:        26         37          3         51         37         78         76:
Old  :       137:        26         37          3         51         37         78         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       42.0       25.5       56.4       15.8       37.0       22.2       50.3
Old  :                 16.4       42.0       25.5       56.4       15.8       37.0       22.2       50.3
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   352,719:   117,011     78,546      3,258    192,873    140,497    313,142    222,301:    39,577    130,418
Old  :   352,719:   117,011     78,546      3,258    192,873    140,497    313,142    222,301:    39,577    130,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    10,852:    -4,165     13,240     -1,279     10,545     -9,862      5,101      2,099:     5,751      8,753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       22.3        0.9       54.7       39.8       88.8       63.0:      11.2       37.0
Old  :     100.0:      33.2       22.3        0.9       54.7       39.8       88.8       63.0:      11.2       37.0
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  :       204:        80         55         11         46         36        130         98:
Old  :       204:        80         55         11         46         36        130         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  :                 32.7       24.5       49.2       37.2       26.3       20.9       42.3       28.9
Old  :                 32.7       24.5       49.2       37.2       26.3       20.9       42.3       28.9
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   341,867:   121,176     65,306      4,537    182,328    150,359    308,041    220,202:    33,826    121,665
Old  :   341,867:   121,176     65,306      4,537    182,328    150,359    308,041    220,202:    33,826    121,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    16,274:      -418       -801       -150     20,144     11,804     19,576     10,853:    -3,302      5,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       19.1        1.3       53.3       44.0       90.1       64.4:       9.9       35.6
Old  :     100.0:      35.4       19.1        1.3       53.3       44.0       90.1       64.4:       9.9       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  :       233:        87         65         12         50         42        141        115:
Old  :       233:        87         65         12         50         42        141        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       23.4       50.6       33.1       29.9       21.1       46.3       28.6
Old  :                 34.2       23.4       50.6       33.1       29.9       21.1       46.3       28.6
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    71,814:    31,905      1,002         12     16,991     59,467     48,908     60,481:    22,906     11,333
Old  :    71,814:    31,905      1,002         12     16,991     59,467     48,908     60,481:    22,906     11,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     6,733:     4,156        468         -3      1,572      5,334      5,725      5,799:     1,008        934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4        1.4        0.0       23.7       82.8       68.1       84.2:      31.9       15.8
Old  :     100.0:      44.4        1.4        0.0       23.7       82.8       68.1       84.2:      31.9       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  :        40:        16          3          1         12         16         29         19:
Old  :        40:        16          3          1         12         16         29         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  :                 31.9       52.4       45.9       75.5       31.6       52.3       45.6       74.8
Old  :                 31.9       52.4       45.9       75.5       31.6       52.3       45.6       74.8
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    65,081:    27,749        534         15     15,419     54,133     43,183     54,682:    21,898     10,399
Old  :    65,081:    27,749        534         15     15,419     54,133     43,183     54,682:    21,898     10,399
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     2,396:     1,255         17        -55        758      1,405      1,958      1,367:       438      1,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6        0.8        0.0       23.7       83.2       66.4       84.0:      33.6       16.0
Old  :     100.0:      42.6        0.8        0.0       23.7       83.2       66.4       84.0:      33.6       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        17          2          1         10         14         28         16:
Old  :        37:        17          2          1         10         14         28         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  :                 31.5       52.6       46.1       76.7       31.2       52.4       45.7       76.3
Old  :                 31.5       52.6       46.1       76.7       31.2       52.4       45.7       76.3
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    23,758:     1,038      8,557          0     15,895     10,449     16,933     19,006:     6,825      4,752
Old  :    23,758:     1,038      8,557          0     15,895     10,449     16,933     19,006:     6,825      4,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,208:    -1,001        387       -106       -580       -840     -1,687       -559:     2,895      1,767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       36.0        0.0       66.9       44.0       71.3       80.0:      28.7       20.0
Old  :     100.0:       4.4       36.0        0.0       66.9       44.0       71.3       80.0:      28.7       20.0
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  :        51:         3         11          0         26         17         29         28:
Old  :        51:         3         11          0         26         17         29         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  :                 28.0       43.3       41.2       53.7       21.9       38.6       33.7       48.0
Old  :                 28.0       43.3       41.2       53.7       21.9       38.6       33.7       48.0
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    22,550:     2,039      8,170        106     16,475     11,289     18,620     19,565:     3,930      2,985
Old  :    22,550:     2,039      8,170        106     16,475     11,289     18,620     19,565:     3,930      2,985
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       945:       -41        758         11        843        -10        813        759:       132        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       36.2        0.5       73.1       50.1       82.6       86.8:      17.4       13.2
Old  :     100.0:       9.0       36.2        0.5       73.1       50.1       82.6       86.8:      17.4       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:         9         20          3         41         22         52         43:
Old  :        85:         9         20          3         41         22         52         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       40.2       37.5       51.1       23.8       36.6       36.5       47.5
Old  :                 24.0       40.2       37.5       51.1       23.8       36.6       36.5       47.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   159,560:    30,381     23,330      1,053    115,635    118,839    147,069    143,222:    12,491     16,338
Old  :   159,560:    30,381     23,330      1,053    115,635    118,839    147,069    143,222:    12,491     16,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    17,038:     7,644      5,836       -100     12,379     10,337     19,923     16,073:    -2,885        965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       14.6        0.7       72.5       74.5       92.2       89.8:       7.8       10.2
Old  :     100.0:      19.0       14.6        0.7       72.5       74.5       92.2       89.8:       7.8       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  :        92:        13         26          4         29         37         45         64:
Old  :        92:        13         26          4         29         37         45         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  :                 57.6       35.7       70.4       51.4       54.5       35.3       65.2       49.5
Old  :                 57.6       35.7       70.4       51.4       54.5       35.3       65.2       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   142,522:    22,737     17,494      1,153    103,256    108,502    127,146    127,149:    15,376     15,373
Old  :   142,522:    22,737     17,494      1,153    103,256    108,502    127,146    127,149:    15,376     15,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     7,515:     1,998         36        -31     -1,570      4,790        397      4,795:     7,118      2,720
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       12.3        0.8       72.4       76.1       89.2       89.2:      10.8       10.8
Old  :     100.0:      16.0       12.3        0.8       72.4       76.1       89.2       89.2:      10.8       10.8
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  :       112:        21         31          5         38         37         62         70:
Old  :       112:        21         31          5         38         37         62         70:
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  :                 45.3       38.3       60.2       54.6       42.7       36.5       53.9       49.0
Old  :                 45.3       38.3       60.2       54.6       42.7       36.5       53.9       49.0
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    33,231:     9,448      5,790        132     10,345     21,244     19,925     27,166:    13,306      6,065
Old  :    33,231:     9,448      5,790        132     10,345     21,244     19,925     27,166:    13,306      6,065
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       659:    -3,957       -862         42         21      1,420     -3,894        600:     4,553         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       17.4        0.4       31.1       63.9       60.0       81.7:      40.0       18.3
Old  :     100.0:      28.4       17.4        0.4       31.1       63.9       60.0       81.7:      40.0       18.3
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  :        66:        19         14          2         18         21         38         36:
Old  :        66:        19         14          2         18         21         38         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  :                 15.5       34.5       25.9       49.4       12.4       29.1       21.4       41.7
Old  :                 15.5       34.5       25.9       49.4       12.4       29.1       21.4       41.7
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    32,572:    13,405      6,652         90     10,324     19,824     23,819     26,566:     8,753      6,006
Old  :    32,572:    13,405      6,652         90     10,324     19,824     23,819     26,566:     8,753      6,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,264:       372       -547          8      1,155        907      1,535        368:      -271        896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.2       20.4        0.3       31.7       60.9       73.1       81.6:      26.9       18.4
Old  :     100.0:      41.2       20.4        0.3       31.7       60.9       73.1       81.6:      26.9       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        42         19          2         26         25         69         45:
Old  :       108:        42         19          2         26         25         69         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  :                 15.6       34.1       25.8       49.4       14.6       29.2       23.8       43.1
Old  :                 15.6       34.1       25.8       49.4       14.6       29.2       23.8       43.1
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :   122,244:       351      6,551      2,732     57,472     77,641     60,555     86,924:    61,689     35,320
Old  :   122,244:       351      6,551      2,732     57,472     77,641     60,555     86,924:    61,689     35,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -4,196:        52        667          0     -3,470     -5,597     -3,418     -4,930:      -778        734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        5.4        2.2       47.0       63.5       49.5       71.1:      50.5       28.9
Old  :     100.0:       0.3        5.4        2.2       47.0       63.5       49.5       71.1:      50.5       28.9
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  :        44:         3         15          3         15         22         20         39:
Old  :        44:         3         15          3         15         22         20         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  :                 42.3       54.1       47.1       61.2        5.8       20.3        6.6       23.9
Old  :                 42.3       54.1       47.1       61.2        5.8       20.3        6.6       23.9
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :   126,440:       299      5,884      2,732     60,942     83,238     63,973     91,854:    62,467     34,586
Old  :   126,440:       299      5,884      2,732     60,942     83,238     63,973     91,854:    62,467     34,586
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    10,661:       100       -502       -150      4,588      5,166      4,538      4,514:     6,123      6,147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        4.7        2.2       48.2       65.8       50.6       72.6:      49.4       27.4
Old  :     100.0:       0.2        4.7        2.2       48.2       65.8       50.6       72.6:      49.4       27.4
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  :        44:         3         12          3         15         24         20         38:
Old  :        44:         3         12          3         15         24         20         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  :                 43.1       55.0       47.8       62.0        6.3       20.2        7.3       24.7
Old  :                 43.1       55.0       47.8       62.0        6.3       20.2        7.3       24.7
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :    96,891:    40,809     10,583      6,161     18,862     70,949     65,832     87,693:    31,059      9,198
Old  :    96,891:    40,809     10,583      6,161     18,862     70,949     65,832     87,693:    31,059      9,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -2,071:    -1,479        941        -92     -1,758     -3,280     -3,329     -2,431:     1,258        360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.1       10.9        6.4       19.5       73.2       67.9       90.5:      32.1        9.5
Old  :     100.0:      42.1       10.9        6.4       19.5       73.2       67.9       90.5:      32.1        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  :       154:        89         19         29         21         38        118         80:
Old  :       154:        89         19         29         21         38        118         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  :                 17.9       31.8       27.0       48.6       16.4       31.1       24.4       47.2
Old  :                 17.9       31.8       27.0       48.6       16.4       31.1       24.4       47.2
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :    98,962:    42,288      9,642      6,253     20,620     74,229     69,161     90,124:    29,801      8,838
Old  :    98,962:    42,288      9,642      6,253     20,620     74,229     69,161     90,124:    29,801      8,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       773:       118        590         21      1,197        295      1,336        906:      -563       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7        9.7        6.3       20.8       75.0       69.9       91.1:      30.1        8.9
Old  :     100.0:      42.7        9.7        6.3       20.8       75.0       69.9       91.1:      30.1        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        96         16         30         22         36        125         77:
Old  :       158:        96         16         30         22         36        125         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       34.3       27.1       50.3       15.7       30.0       22.5       45.7
Old  :                 18.4       34.3       27.1       50.3       15.7       30.0       22.5       45.7
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :    87,458:    27,127      7,247     13,112     33,376     59,393     73,615     79,752:    13,843      7,706
Old  :    87,458:    27,127      7,247     13,112     33,376     59,393     73,615     79,752:    13,843      7,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     6,210:     3,710      1,411      2,508       -764      1,959      5,454      5,878:       756        332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0        8.3       15.0       38.2       67.9       84.2       91.2:      15.8        8.8
Old  :     100.0:      31.0        8.3       15.0       38.2       67.9       84.2       91.2:      15.8        8.8
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  :       143:        55         36         26         36         37        110         86:
Old  :       143:        55         36         26         36         37        110         86:
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  :                 24.4       47.4       37.1       61.6       21.3       43.0       32.7       53.5
Old  :                 24.4       47.4       37.1       61.6       21.3       43.0       32.7       53.5
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :    81,248:    23,417      5,836     10,604     34,140     57,434     68,161     73,874:    13,087      7,374
Old  :    81,248:    23,417      5,836     10,604     34,140     57,434     68,161     73,874:    13,087      7,374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       -11:       229        720         58       -675     -1,651       -388       -873:       377        862
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        7.2       13.1       42.0       70.7       83.9       90.9:      16.1        9.1
Old  :     100.0:      28.8        7.2       13.1       42.0       70.7       83.9       90.9:      16.1        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  :       134:        50         32         22         37         40        103         82:
Old  :       134:        50         32         22         37         40        103         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       46.7       37.7       60.6       21.8       43.7       33.3       53.5
Old  :                 25.2       46.7       37.7       60.6       21.8       43.7       33.3       53.5
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   273,430:   107,378     79,033     18,722     86,831    146,415    212,931    244,170:    60,499     29,260
Old  :   273,430:   107,378     79,033     18,722     86,831    146,415    212,931    244,170:    60,499     29,260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -2,200:      -447        774     -1,316     -6,488     -9,844     -8,251    -10,386:     6,051      8,186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       28.9        6.8       31.8       53.5       77.9       89.3:      22.1       10.7
Old  :     100.0:      39.3       28.9        6.8       31.8       53.5       77.9       89.3:      22.1       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:       108         47         42         36         33        171        108:
Old  :       213:       108         47         42         36         33        171        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       29.9       34.1       48.6       23.8       27.5       30.1       42.3
Old  :                 26.1       29.9       34.1       48.6       23.8       27.5       30.1       42.3
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   275,630:   107,825     78,259     20,038     93,319    156,259    221,182    254,556:    54,448     21,074
Old  :   275,630:   107,825     78,259     20,038     93,319    156,259    221,182    254,556:    54,448     21,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       169:    -1,672      5,549        868     -1,114     -8,521     -1,918     -2,104:     2,087      2,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       28.4        7.3       33.9       56.7       80.2       92.4:      19.8        7.6
Old  :     100.0:      39.1       28.4        7.3       33.9       56.7       80.2       92.4:      19.8        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  :       216:       108         50         39         39         35        174        105:
Old  :       216:       108         50         39         39         35        174        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  :                 24.8       30.8       33.7       49.2       22.7       27.7       29.1       42.4
Old  :                 24.8       30.8       33.7       49.2       22.7       27.7       29.1       42.4
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :     9,034:     4,617        632        290      2,370      7,594      7,277      8,516:     1,757        518
Old  :     9,034:     4,617        632        290      2,370      7,594      7,277      8,516:     1,757        518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -1,372:      -107       -637         42     -1,043       -773     -1,108     -1,368:      -264         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.1        7.0        3.2       26.2       84.1       80.6       94.3:      19.4        5.7
Old  :     100.0:      51.1        7.0        3.2       26.2       84.1       80.6       94.3:      19.4        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        13          4          4          5          6         22         11:
Old  :        24:        13          4          4          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  :                 57.6       88.7       69.4       93.4       47.0       73.2       56.2       73.7
Old  :                 57.6       88.7       69.4       93.4       47.0       73.2       56.2       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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    10,406:     4,724      1,269        248      3,413      8,367      8,385      9,884:     2,021        522
Old  :    10,406:     4,724      1,269        248      3,413      8,367      8,385      9,884:     2,021        522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       482:       -89       -145          3      1,138      1,258      1,052      1,116:      -570       -634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4       12.2        2.4       32.8       80.4       80.6       95.0:      19.4        5.0
Old  :     100.0:      45.4       12.2        2.4       32.8       80.4       80.6       95.0:      19.4        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        15          5          3          4          6         21         13:
Old  :        27:        15          5          3          4          6         21         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  :                 58.4       86.8       70.0       92.4       41.5       63.5       48.6       65.7
Old  :                 58.4       86.8       70.0       92.4       41.5       63.5       48.6       65.7
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    66,622:     9,154     18,575      3,983     38,342     27,207     51,479     49,765:    15,143     16,857
Old  :    50,107:     8,764     17,983        469     30,309     18,581     39,542     37,033:    10,565     13,074
Other:    16,515:     1,876      2,078      2,028      8,033      8,626     11,937     12,732:     4,578      3,783
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -2,456:    -2,730        284       -551     -1,150     -3,954     -4,431     -4,221:     1,975      1,765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       27.9        6.0       57.6       40.8       77.3       74.7:      22.7       25.3
Old  :     100.0:      17.5       35.9        0.9       60.5       37.1       78.9       73.9:      21.1       26.1
Other:     100.0:      11.4       12.6       12.3       48.6       52.2       72.3       77.1:      27.7       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        22         30         17         47         42         78         83:
Old  :       111:        24         28          6         39         36         66         67:
Other:        59:        12         12          6         20         23         34         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  :                 25.2       21.1       36.0       33.3       19.5       17.1       28.2       26.8
Old  :                 31.1       23.0       43.2       37.0       29.0       23.0       40.5       36.1
Other:                 31.0       41.0       47.0       56.7       30.6       37.7       37.9       44.3
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    69,078:    11,884     18,291      4,534     39,492     31,161     55,910     53,986:    13,168     15,092
Old  :    53,237:    11,957     18,083      1,334     30,423     22,205     43,714     41,622:     9,523     11,615
Other:    15,841:     1,695      1,976      1,432      9,069      8,956     12,196     12,364:     3,645      3,477
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     2,136:     1,457        661      1,187     -1,931     -1,084        713        764:     1,423      1,372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       26.5        6.6       57.2       45.1       80.9       78.2:      19.1       21.8
Old  :     100.0:      22.5       34.0        2.5       57.1       41.7       82.1       78.2:      17.9       21.8
Other:     100.0:      10.7       12.5        9.0       57.3       56.5       77.0       78.1:      23.0       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        34         31         20         62         57        104        103:
Old  :       147:        33         31         10         57         48         94         85:
Other:        75:        14         10          6         26         38         43         52:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       21.6       33.7       34.0       19.1       16.8       27.4       27.4
Old  :                 26.9       23.1       38.8       37.2       26.7       23.0       37.6       37.0
Other:                 34.1       42.2       51.8       56.1       32.4       37.1       43.3       44.9
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    40,736:     1,239      9,625      1,354     26,983     21,254     29,576     32,233:    11,160      8,503
Old  :    36,052:     1,991      9,495        530     23,916     18,603     26,437     28,628:     9,615      7,424
Other:     4,684:        72        954          0      3,067      2,651      3,139      3,605:     1,545      1,079
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     4,286:       259     -1,062        144      1,034      4,072      1,437      3,154:     2,849      1,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0       23.6        3.3       66.2       52.2       72.6       79.1:      27.4       20.9
Old  :     100.0:       5.5       26.3        1.5       66.3       51.6       73.3       79.4:      26.7       20.6
Other:     100.0:       1.5       20.4        0.0       65.5       56.6       67.0       77.0:      33.0       23.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         7         15          5         26         23         34         42:
Old  :        53:         7         15          3         26         22         34         39:
Other:        24:         3          3          0         10         13         13         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       27.7       50.7       44.4       25.2       19.5       31.2       28.2
Old  :                 36.9       27.7       50.8       46.0       24.0       21.9       31.3       30.2
Other:                 46.3       49.8       64.9       70.8       42.9       47.1       52.5       61.0
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    36,450:       980     10,687      1,210     25,949     17,182     28,139     29,079:     8,311      7,371
Old  :    32,630:     1,664     10,671        318     23,256     15,164     25,238     26,153:     7,392      6,477
Other:     3,820:        46        746        162      2,693      2,018      2,901      2,926:       919        894
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,297:       158        -53        138        453        401        749        486:       548        811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       29.3        3.3       71.2       47.1       77.2       79.8:      22.8       20.2
Old  :     100.0:       5.1       32.7        1.0       71.3       46.5       77.3       80.2:      22.7       19.8
Other:     100.0:       1.2       19.5        4.2       70.5       52.8       75.9       76.6:      24.1       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:         8         20          6         34         26         45         50:
Old  :        69:        10         19          4         33         24         44         46:
Other:        30:         4          4          2         13         15         19         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       27.7       50.4       43.3       27.7       20.2       33.8       29.8
Old  :                 39.8       29.9       51.3       46.0       27.0       22.4       34.6       33.1
Other:                 51.8       45.6       67.4       66.2       44.9       43.5       56.0       56.1
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    98,269:    30,012     20,857      6,610     44,422     61,929     81,044     89,396:    17,225      8,873
Old  :    90,243:    29,879     21,812      5,025     39,383     54,967     74,287     81,804:    15,956      8,439
Other:     8,026:     1,324        236        394      5,039      6,962      6,757      7,592:     1,269        434
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     3,538:     2,118     -4,023       -349     -2,519      5,059       -750        687:     4,288      2,851
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       21.2        6.7       45.2       63.0       82.5       91.0:      17.5        9.0
Old  :     100.0:      33.1       24.2        5.6       43.6       60.9       82.3       90.6:      17.7        9.4
Other:     100.0:      16.5        2.9        4.9       62.8       86.7       84.2       94.6:      15.8        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        85         61         58         55         55        178        146:
Old  :       225:        83         66         50         45         54        162        143:
Other:        77:        25         14          4         25         24         50         42:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       30.6       32.6       41.3       20.7       28.3       31.1       36.7
Old  :                 22.6       30.3       34.3       41.6       22.6       28.7       33.9       37.4
Other:                 41.8       50.2       54.8       64.6       33.4       49.8       43.3       62.8
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    94,731:    27,894     24,880      6,959     46,941     56,870     81,794     88,709:    12,937      6,022
Old  :    86,666:    27,899     25,852      5,074     41,538     50,044     74,511     80,970:    12,155      5,696
Other:     8,065:     1,383        416        497      5,403      6,826      7,283      7,739:       782        326
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     2,675:       607       -687       -286      1,801      3,515      2,122      2,542:       553        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       26.3        7.3       49.6       60.0       86.3       93.6:      13.7        6.4
Old  :     100.0:      32.2       29.8        5.9       47.9       57.7       86.0       93.4:      14.0        6.6
Other:     100.0:      17.1        5.2        6.2       67.0       84.6       90.3       96.0:       9.7        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:       109         88         60         66         65        220        180:
Old  :       295:       109         88         52         55         64        202        177:
Other:        83:        24         14          9         28         24         60         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       28.5       33.2       37.8       21.4       25.9       31.3       34.2
Old  :                 23.4       28.0       35.1       37.3       23.4       26.1       34.1       34.1
Other:                 41.7       50.1       56.4       63.3       33.7       49.7       44.2       62.2
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    34,142:     9,487      1,758      3,871     16,400     27,178     29,758     32,807:     4,384      1,335
Old  :    34,116:     9,492      1,759      3,865     16,381     27,158     29,738     32,782:     4,378      1,334
Other:        26:         1          5          0         19         20         20         25:         6          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       715:      -502        214        490        772       -489        760        215:       -45        500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        5.1       11.3       48.0       79.6       87.2       96.1:      12.8        3.9
Old  :     100.0:      27.8        5.2       11.3       48.0       79.6       87.2       96.1:      12.8        3.9
Other:     100.0:       3.8       19.2        0.0       73.1       76.9       76.9       96.2:      23.1        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        42         10         19         30         16         80         42:
Old  :        95:        43         11         19         30         16         80         42:
Other:         4:         1          1          0          1          1          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  :                 33.8       59.0       43.6       76.1       17.1       38.3       24.7       54.7
Old  :                 33.7       59.0       43.6       76.2       17.1       38.4       24.7       54.8
Other:                 76.9       96.2       76.9       96.2       76.9       96.2       76.9       96.2
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    33,427:     9,989      1,544      3,381     15,628     27,667     28,998     32,592:     4,429        835
Old  :    33,401:     9,994      1,545      3,375     15,609     27,647     28,978     32,567:     4,423        834
Other:        26:         1          5          0         19         20         20         25:         6          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       847:    -1,765       -544        824      2,005        924      1,064      1,204:      -217       -357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        4.6       10.1       46.8       82.8       86.8       97.5:      13.2        2.5
Old  :     100.0:      29.9        4.6       10.1       46.7       82.8       86.8       97.5:      13.2        2.5
Other:     100.0:       3.8       19.2        0.0       73.1       76.9       76.9       96.2:      23.1        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        44         14         22         32         14         86         45:
Old  :       101:        45         15         22         32         14         86         45:
Other:         4:         1          1          0          1          1          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  :                 33.3       61.5       43.3       79.2       16.4       40.9       24.5       58.1
Old  :                 33.2       61.6       43.3       79.2       16.5       41.0       24.5       58.2
Other:                 76.9       96.2       76.9       96.2       76.9       96.2       76.9       96.2
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   115,801:    19,546     13,359      2,731     86,756     98,446    109,033    114,536:     6,768      1,265
Old  :    73,510:    19,015     13,233      1,579     46,697     57,459     67,291     72,271:     6,219      1,239
Other:    42,291:     1,300        895        383     40,059     40,987     41,742     42,265:       549         26
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -1,139:       841        767        437     -2,214     -2,054       -936       -850:      -203       -289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       11.5        2.4       74.9       85.0       94.2       98.9:       5.8        1.1
Old  :     100.0:      25.9       18.0        2.1       63.5       78.2       91.5       98.3:       8.5        1.7
Other:     100.0:       3.1        2.1        0.9       94.7       96.9       98.7       99.9:       1.3        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        47         32         12         47         34        100         77:
Old  :       135:        50         34         11         45         32         98         74:
Other:        44:         8          7          3         20         21         29         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       45.2       53.8       63.8       21.7       28.1       31.3       36.5
Old  :                 30.4       38.3       46.6       57.2       29.3       34.0       43.2       49.6
Other:                 69.9       72.6       84.4       87.2       55.3       62.1       64.8       71.9
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   116,940:    18,705     12,592      2,294     88,970    100,500    109,969    115,386:     6,971      1,554
Old  :    75,122:    18,248     12,228      1,426     49,004     60,103     68,678     73,757:     6,444      1,365
Other:    41,818:     1,038        945        287     39,966     40,397     41,291     41,629:       527        189
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -879:     2,808        796       -106     -4,336     -1,726     -1,634     -1,036:       755        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       10.8        2.0       76.1       85.9       94.0       98.7:       6.0        1.3
Old  :     100.0:      24.3       16.3        1.9       65.2       80.0       91.4       98.2:       8.6        1.8
Other:     100.0:       2.5        2.3        0.7       95.6       96.6       98.7       99.5:       1.3        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        48         30         12         46         32        100         72:
Old  :       132:        50         32         12         44         31         98         71:
Other:        39:         6          5          2         20         19         26         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       46.3       54.8       64.0       22.0       27.4       29.2       35.1
Old  :                 31.7       39.6       47.0       57.9       30.7       34.0       43.2       49.9
Other:                 69.7       73.2       84.7       87.0       55.0       62.4       65.7       72.2
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   374,488:    87,156     41,824     35,668    171,882    251,944    294,706    329,436:    79,782     45,052
Old  :   374,488:    87,156     41,824     35,668    171,882    251,944    294,706    329,436:    79,782     45,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    24,030:       -73     -6,243      4,550      2,090     16,431      6,567     14,738:    17,463      9,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       11.2        9.5       45.9       67.3       78.7       88.0:      21.3       12.0
Old  :     100.0:      23.3       11.2        9.5       45.9       67.3       78.7       88.0:      21.3       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        52         29         42         53         45        133         93:
Old  :       146:        52         29         42         53         45        133         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       32.2       26.4       49.7       13.9       25.2       23.9       40.4
Old  :                 15.4       32.2       26.4       49.7       13.9       25.2       23.9       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   350,458:    87,229     48,067     31,118    169,792    235,513    288,139    314,698:    62,319     35,760
Old  :   350,458:    87,229     48,067     31,118    169,792    235,513    288,139    314,698:    62,319     35,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -3,263:    -1,338     -5,940       -131     -3,326      2,115     -4,795     -3,956:     1,532        693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       13.7        8.9       48.4       67.2       82.2       89.8:      17.8       10.2
Old  :     100.0:      24.9       13.7        8.9       48.4       67.2       82.2       89.8:      17.8       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  :       162:        57         32         45         58         51        142        105:
Old  :       162:        57         32         45         58         51        142        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  :                 15.6       31.3       27.3       48.8       14.8       24.4       25.4       40.7
Old  :                 15.6       31.3       27.3       48.8       14.8       24.4       25.4       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   102,991:    42,710     11,319     10,552     38,820     76,122     92,082     97,993:    10,909      4,998
Old  :   100,537:    42,707     12,441      9,196     37,998     74,201     89,901     95,838:    10,636      4,699
Other:     2,454:     1,272        147         87        822      1,921      2,181      2,155:       273        299
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     2,898:       269        286        828      1,053      1,753      2,150      2,867:       748         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5       11.0       10.2       37.7       73.9       89.4       95.1:      10.6        4.9
Old  :     100.0:      42.5       12.4        9.1       37.8       73.8       89.4       95.3:      10.6        4.7
Other:     100.0:      51.8        6.0        3.5       33.5       78.3       88.9       87.8:      11.1       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:       146         47         72         93        110        278        205:
Old  :       337:       143         52         72         90        110        275        204:
Other:        71:        13          4          6         28         36         44         44:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       25.4       24.8       38.1       14.3       21.8       24.1       33.6
Old  :                 14.8       25.8       25.4       38.5       14.6       22.4       24.7       34.1
Other:                 51.5       40.0       67.8       54.2       45.6       39.9       60.6       50.9
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   100,093:    42,441     11,033      9,724     37,767     74,369     89,932     95,126:    10,161      4,967
Old  :    97,781:    42,444     12,148      8,392     37,051     72,550     87,887     93,090:     9,894      4,691
Other:     2,312:     1,180         68        149        716      1,819      2,045      2,036:       267        276
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,332:     2,076        394        746     -1,513       -338      1,309        802:        23        530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       11.0        9.7       37.7       74.3       89.8       95.0:      10.2        5.0
Old  :     100.0:      43.4       12.4        8.6       37.9       74.2       89.9       95.2:      10.1        4.8
Other:     100.0:      51.0        2.9        6.4       31.0       78.7       88.5       88.1:      11.5       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:       146         47         66         91        109        271        203:
Old  :       334:       146         52         66         89        109        269        203:
Other:        63:        11          3          6         24         34         37         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  :                 14.9       25.4       25.5       38.3       14.7       21.5       24.5       33.3
Old  :                 15.2       25.9       26.1       38.7       15.0       22.0       25.0       33.8
Other:                 54.3       43.0       71.7       58.0       46.4       42.2       61.4       52.2
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    18,962:     4,976      9,972      2,134      8,759      5,190     15,869     17,296:     3,093      1,666
Old  :    18,962:     4,976      9,972      2,134      8,759      5,190     15,869     17,296:     3,093      1,666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,536:       679       -249        122         19      1,893        820      1,766:       716       -230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       52.6       11.3       46.2       27.4       83.7       91.2:      16.3        8.8
Old  :     100.0:      26.2       52.6       11.3       46.2       27.4       83.7       91.2:      16.3        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        12         24          7          6          5         22         33:
Old  :        47:        12         24          7          6          5         22         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  :                 68.7       38.2       77.8       61.8       57.8       34.4       62.8       55.2
Old  :                 68.7       38.2       77.8       61.8       57.8       34.4       62.8       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    17,426:     4,297     10,221      2,012      8,740      3,297     15,049     15,530:     2,377      1,896
Old  :    17,426:     4,297     10,221      2,012      8,740      3,297     15,049     15,530:     2,377      1,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -724:      -611        143        -72       -185       -582       -868       -511:       144       -213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       58.7       11.5       50.2       18.9       86.4       89.1:      13.6       10.9
Old  :     100.0:      24.7       58.7       11.5       50.2       18.9       86.4       89.1:      13.6       10.9
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  :        40:         5         24          3          5          6         11         33:
Old  :        40:         5         24          3          5          6         11         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  :                 81.5       41.1       85.2       61.6       67.3       35.4       70.1       53.2
Old  :                 81.5       41.1       85.2       61.6       67.3       35.4       70.1       53.2
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   164,803:    18,087     24,406     13,024    108,879    100,957    139,990    138,387:    24,813     26,416
Old  :   164,803:    18,087     24,406     13,024    108,879    100,957    139,990    138,387:    24,813     26,416
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    10,048:     5,333     -1,670      1,656      3,133      9,776     10,122      9,762:       -74        286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       14.8        7.9       66.1       61.3       84.9       84.0:      15.1       16.0
Old  :     100.0:      11.0       14.8        7.9       66.1       61.3       84.9       84.0:      15.1       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        25         27         33         59         73        108        111:
Old  :       130:        25         27         33         59         73        108        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       17.6       40.7       28.0       25.1       13.4       32.9       19.6
Old  :                 29.0       17.6       40.7       28.0       25.1       13.4       32.9       19.6
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   154,755:    12,754     26,076     11,368    105,746     91,181    129,868    128,625:    24,887     26,130
Old  :   154,755:    12,754     26,076     11,368    105,746     91,181    129,868    128,625:    24,887     26,130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     4,264:     2,810      1,097       -725      1,502      1,232      3,587      1,604:       677      2,660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       16.8        7.3       68.3       58.9       83.9       83.1:      16.1       16.9
Old  :     100.0:       8.2       16.8        7.3       68.3       58.9       83.9       83.1:      16.1       16.9
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  :       131:        26         30         33         57         68        104        111:
Old  :       131:        26         30         33         57         68        104        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       15.7       40.9       25.9       26.6       11.1       34.6       18.5
Old  :                 29.6       15.7       40.9       25.9       26.6       11.1       34.6       18.5
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   405,574:    23,670     69,323    108,378    208,403    196,831    340,451    374,532:    65,123     31,042
Old  :   405,574:    23,670     69,323    108,378    208,403    196,831    340,451    374,532:    65,123     31,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -4,679:     1,420     -8,417      1,743    -15,037     -2,339    -11,874     -9,013:     7,195      4,334
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       17.1       26.7       51.4       48.5       83.9       92.3:      16.1        7.7
Old  :     100.0:       5.8       17.1       26.7       51.4       48.5       83.9       92.3:      16.1        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  :       201:        49         51         66         94         76        173        168:
Old  :       201:        49         51         66         94         76        173        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  :                 16.2       23.1       26.1       36.0        7.1       11.0       10.3       17.5
Old  :                 16.2       23.1       26.1       36.0        7.1       11.0       10.3       17.5
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   410,253:    22,250     77,740    106,635    223,440    199,170    352,325    383,545:    57,928     26,708
Old  :   410,253:    22,250     77,740    106,635    223,440    199,170    352,325    383,545:    57,928     26,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     5,012:     1,237      1,845        849      5,224      5,184      7,310      7,878:    -2,298     -2,866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       18.9       26.0       54.5       48.5       85.9       93.5:      14.1        6.5
Old  :     100.0:       5.4       18.9       26.0       54.5       48.5       85.9       93.5:      14.1        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  :       220:        45         64         73        102         83        189        185:
Old  :       220:        45         64         73        102         83        189        185:
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  :                 16.2       22.2       26.9       35.2        6.9       10.4        9.7       15.8
Old  :                 16.2       22.2       26.9       35.2        6.9       10.4        9.7       15.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    70,114:     3,443      4,088      2,741     58,607     60,935     64,791     67,764:     5,323      2,350
Old  :    70,114:     3,443      4,088      2,741     58,607     60,935     64,791     67,764:     5,323      2,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       844:       428       -620        620     -1,088       -288        -40       -288:       884      1,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        5.8        3.9       83.6       86.9       92.4       96.6:       7.6        3.4
Old  :     100.0:       4.9        5.8        3.9       83.6       86.9       92.4       96.6:       7.6        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  :        33:         1          1          2         28         23         30         25:
Old  :        33:         1          1          2         28         23         30         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  :                 43.8       57.1       63.4       71.8       41.5       51.9       51.8       60.2
Old  :                 43.8       57.1       63.4       71.8       41.5       51.9       51.8       60.2
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    69,270:     3,015      4,708      2,121     59,695     61,223     64,831     68,052:     4,439      1,218
Old  :    69,270:     3,015      4,708      2,121     59,695     61,223     64,831     68,052:     4,439      1,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,063:         0     -1,712          0        711      3,631        711      1,919:       352       -856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        6.8        3.1       86.2       88.4       93.6       98.2:       6.4        1.8
Old  :     100.0:       4.4        6.8        3.1       86.2       88.4       93.6       98.2:       6.4        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  :        36:         1          1          1         30         25         31         27:
Old  :        36:         1          1          1         30         25         31         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  :                 43.7       58.0       64.2       72.3       42.0       53.7       52.1       62.3
Old  :                 43.7       58.0       64.2       72.3       42.0       53.7       52.1       62.3
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    44,953:     1,906      2,464      1,604     38,078     35,508     41,588     39,576:     3,365      5,377
Old  :    44,953:     1,906      2,464      1,604     38,078     35,508     41,588     39,576:     3,365      5,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -100:    -3,360          0      1,176        958     -1,472     -1,226       -296:     1,126        196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        5.5        3.6       84.7       79.0       92.5       88.0:       7.5       12.0
Old  :     100.0:       4.2        5.5        3.6       84.7       79.0       92.5       88.0:       7.5       12.0
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          2          2         15         14         17         17:
Old  :        22:         1          2          2         15         14         17         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  :                 49.4       57.5       77.1       74.0       42.4       53.4       64.4       65.1
Old  :                 49.4       57.5       77.1       74.0       42.4       53.4       64.4       65.1
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    45,053:     5,266      2,464        428     37,120     36,980     42,814     39,872:     2,239      5,181
Old  :    45,053:     5,266      2,464        428     37,120     36,980     42,814     39,872:     2,239      5,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       302:         0          0          0        302        302        302        302:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        5.5        0.9       82.4       82.1       95.0       88.5:       5.0       11.5
Old  :     100.0:      11.7        5.5        0.9       82.4       82.1       95.0       88.5:       5.0       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  :        22:         1          2          1         15         13         17         15:
Old  :        22:         1          2          1         15         13         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  :                 51.3       62.5       82.4       77.9       45.8       61.2       73.4       73.1
Old  :                 51.3       62.5       82.4       77.9       45.8       61.2       73.4       73.1
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    37,154:     2,563      3,203      2,022     27,731     29,529     32,316     34,754:     4,838      2,400
Old  :    37,154:     2,563      3,203      2,022     27,731     29,529     32,316     34,754:     4,838      2,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     2,547:    -1,218       -432        361      1,978      1,645      1,121      1,574:     1,426        973
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        8.6        5.4       74.6       79.5       87.0       93.5:      13.0        6.5
Old  :     100.0:       6.9        8.6        5.4       74.6       79.5       87.0       93.5:      13.0        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  :        25:         2          2          3         21         17         24         21:
Old  :        25:         2          2          3         21         17         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  :                 45.3       36.8       62.9       58.3       39.5       29.1       49.9       46.3
Old  :                 45.3       36.8       62.9       58.3       39.5       29.1       49.9       46.3
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    34,607:     3,781      3,635      1,661     25,753     27,884     31,195     33,180:     3,412      1,427
Old  :    34,607:     3,781      3,635      1,661     25,753     27,884     31,195     33,180:     3,412      1,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     3,002:       517      1,336        617      2,050      1,162      3,184      3,115:      -182       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       10.5        4.8       74.4       80.6       90.1       95.9:       9.9        4.1
Old  :     100.0:      10.9       10.5        4.8       74.4       80.6       90.1       95.9:       9.9        4.1
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  :        26:         2          2          3         21         18         24         22:
Old  :        26:         2          2          3         21         18         24         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  :                 42.1       38.8       65.2       61.0       36.3       31.0       52.9       49.2
Old  :                 42.1       38.8       65.2       61.0       36.3       31.0       52.9       49.2
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    60,427:     5,320        545      1,812     49,611     47,816     56,743     50,173:     3,684     10,254
Old  :    60,427:     5,320        545      1,812     49,611     47,816     56,743     50,173:     3,684     10,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,348:       532         56        134       -575     -1,725         91     -1,535:     1,257      2,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        0.9        3.0       82.1       79.1       93.9       83.0:       6.1       17.0
Old  :     100.0:       8.8        0.9        3.0       82.1       79.1       93.9       83.0:       6.1       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  :        25:         1          1          2         21         17         23         19:
Old  :        25:         1          1          2         21         17         23         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  :                 47.1       58.9       70.7       70.5       41.0       49.4       56.9       56.7
Old  :                 47.1       58.9       70.7       70.5       41.0       49.4       56.9       56.7
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    59,079:     4,788        489      1,678     50,186     49,541     56,652     51,708:     2,427      7,371
Old  :    59,079:     4,788        489      1,678     50,186     49,541     56,652     51,708:     2,427      7,371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,733:       -58        205        360      1,878      1,503      2,180      2,068:      -447       -335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        0.8        2.8       84.9       83.9       95.9       87.5:       4.1       12.5
Old  :     100.0:       8.1        0.8        2.8       84.9       83.9       95.9       87.5:       4.1       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          1          2         23         17         25         19:
Old  :        27:         1          1          2         23         17         25         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  :                 46.5       60.5       70.7       72.4       40.9       49.6       57.8       59.2
Old  :                 46.5       60.5       70.7       72.4       40.9       49.6       57.8       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    26,739:     1,872        394      1,156     17,023     20,361     20,051     21,911:     6,688      4,828
Old  :    26,739:     1,872        394      1,156     17,023     20,361     20,051     21,911:     6,688      4,828
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,623:       285       -174        -43      1,734      1,502      1,976      1,285:      -353        338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        1.5        4.3       63.7       76.1       75.0       81.9:      25.0       18.1
Old  :     100.0:       7.0        1.5        4.3       63.7       76.1       75.0       81.9:      25.0       18.1
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  :        21:         1          1          2         13         14         15         16:
Old  :        21:         1          1          2         13         14         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       40.7       65.1       63.0       44.2       37.3       52.4       56.2
Old  :                 47.7       40.7       65.1       63.0       44.2       37.3       52.4       56.2
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    29,571:     3,108      2,124          0     25,569     22,755     28,677     24,879:       894      4,692
Old  :    29,571:     3,108      2,124          0     25,569     22,755     28,677     24,879:       894      4,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        7.2        0.0       86.5       77.0       97.0       84.1:       3.0       15.9
Old  :     100.0:      10.5        7.2        0.0       86.5       77.0       97.0       84.1:       3.0       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  :        24:         2          1          0         13         11         15         12:
Old  :        24:         2          1          0         13         11         15         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  :                 67.9       55.6       88.9       78.9       64.4       55.6       84.0       77.7
Old  :                 67.9       55.6       88.9       78.9       64.4       55.6       84.0       77.7
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   931,510:   229,123     58,565    153,677    534,866    713,367    917,666    925,609:    13,844      5,901
Old  :   931,510:   229,123     58,565    153,677    534,866    713,367    917,666    925,609:    13,844      5,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    24,714:    12,659     -8,746      9,210      5,064     24,871     26,933     25,335:    -2,219       -621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        6.3       16.5       57.4       76.6       98.5       99.4:       1.5        0.6
Old  :     100.0:      24.6        6.3       16.5       57.4       76.6       98.5       99.4:       1.5        0.6
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:        20         11         28         87         76        120        106:
Old  :       127:        20         11         28         87         76        120        106:
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  :                 31.3       23.0       43.7       36.6       25.4       18.1       31.1       27.9
Old  :                 31.3       23.0       43.7       36.6       25.4       18.1       31.1       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   906,796:   216,464     67,311    144,467    529,802    688,496    890,733    900,274:    16,063      6,522
Old  :   906,796:   216,464     67,311    144,467    529,802    688,496    890,733    900,274:    16,063      6,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    22,987:    16,569      6,223      1,832      4,747     14,729     23,148     22,784:      -161        203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        7.4       15.9       58.4       75.9       98.2       99.3:       1.8        0.7
Old  :     100.0:      23.9        7.4       15.9       58.4       75.9       98.2       99.3:       1.8        0.7
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  :       114:        15         14         26         78         72        108         99:
Old  :       114:        15         14         26         78         72        108         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  :                 32.9       23.2       45.0       36.8       27.5       19.3       33.4       28.7
Old  :                 32.9       23.2       45.0       36.8       27.5       19.3       33.4       28.7
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   106,378:    38,448     35,022     20,377     41,968     49,613    100,793    105,012:     5,585      1,366
Old  :   106,378:    38,448     35,022     20,377     41,968     49,613    100,793    105,012:     5,585      1,366
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    17,650:    13,734     12,032         40      2,186      6,192     15,960     18,264:     1,690       -614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       32.9       19.2       39.5       46.6       94.7       98.7:       5.3        1.3
Old  :     100.0:      36.1       32.9       19.2       39.5       46.6       94.7       98.7:       5.3        1.3
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  :        42:        10          5         12         24         25         38         38:
Old  :        42:        10          5         12         24         25         38         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  :                 56.1       51.0       69.6       72.5       35.3       40.6       44.2       54.4
Old  :                 56.1       51.0       69.6       72.5       35.3       40.6       44.2       54.4
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    88,728:    24,714     22,990     20,337     39,782     43,421     84,833     86,748:     3,895      1,980
Old  :    88,728:    24,714     22,990     20,337     39,782     43,421     84,833     86,748:     3,895      1,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    10,119:    12,213      5,083     -2,123       -257      6,425      9,833      9,385:       286        734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       25.9       22.9       44.8       48.9       95.6       97.8:       4.4        2.2
Old  :     100.0:      27.9       25.9       22.9       44.8       48.9       95.6       97.8:       4.4        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         8          5         10         22         23         34         34:
Old  :        39:         8          5         10         22         23         34         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       47.1       68.6       70.7       27.6       34.1       39.3       47.3
Old  :                 53.8       47.1       68.6       70.7       27.6       34.1       39.3       47.3
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    36,716:     4,736      3,370      5,475     26,366     27,692     36,577     36,537:       139        179
Old  :    36,716:     4,736      3,370      5,475     26,366     27,692     36,577     36,537:       139        179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     2,406:      -760      1,540        560      2,617        317      2,417      2,417:       -11        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        9.2       14.9       71.8       75.4       99.6       99.5:       0.4        0.5
Old  :     100.0:      12.9        9.2       14.9       71.8       75.4       99.6       99.5:       0.4        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         3          4          6         24         26         30         33:
Old  :        35:         3          4          6         24         26         30         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  :                 49.4       68.6       71.6       79.8       43.8       60.2       56.5       65.3
Old  :                 49.4       68.6       71.6       79.8       43.8       60.2       56.5       65.3
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    34,310:     5,496      1,830      4,915     23,749     27,375     34,160     34,120:       150        190
Old  :    34,310:     5,496      1,830      4,915     23,749     27,375     34,160     34,120:       150        190
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       237:       370        440       -260        136        556        246        736:        -9       -499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        5.3       14.3       69.2       79.8       99.6       99.4:       0.4        0.6
Old  :     100.0:      16.0        5.3       14.3       69.2       79.8       99.6       99.4:       0.4        0.6
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:         3          4          6         25         26         31         33:
Old  :        35:         3          4          6         25         26         31         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  :                 52.9       68.5       74.4       80.1       48.3       60.8       60.5       66.6
Old  :                 52.9       68.5       74.4       80.1       48.3       60.8       60.5       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    20,711:     2,103      4,558        917     17,691     15,236     20,711     20,711:         0          0
Old  :    20,711:     2,103      4,558        917     17,691     15,236     20,711     20,711:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       672:       -20        200         56        636        416        672        672:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       22.0        4.4       85.4       73.6      100.0      100.0:       0.0        0.0
Old  :     100.0:      10.2       22.0        4.4       85.4       73.6      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  :        25:         3          2          2         16         15         19         19:
Old  :        25:         3          2          2         16         15         19         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  :                 76.7       60.9       88.9       80.8       73.9       58.5       80.5       74.9
Old  :                 76.7       60.9       88.9       80.8       73.9       58.5       80.5       74.9
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    20,039:     2,123      4,358        861     17,055     14,820     20,039     20,039:         0          0
Old  :    20,039:     2,123      4,358        861     17,055     14,820     20,039     20,039:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       432:       396        348          0         80        128        476        476:       -44        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       21.7        4.3       85.1       74.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      10.6       21.7        4.3       85.1       74.0      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  :        25:         2          3          2         16         14         19         18:
Old  :        25:         2          3          2         16         14         19         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  :                 76.5       61.9       88.3       81.8       73.9       59.4       80.2       75.7
Old  :                 76.5       61.9       88.3       81.8       73.9       59.4       80.2       75.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     7,536:       302      2,686      1,174      6,060      3,676      7,536      7,536:         0          0
Old  :     7,536:       302      2,686      1,174      6,060      3,676      7,536      7,536:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       35.6       15.6       80.4       48.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.0       35.6       15.6       80.4       48.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          3          3         11         10         14         14:
Old  :        21:         1          3          3         11         10         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5       61.5       90.6       88.7       60.2       52.0       72.6       70.7
Old  :                 67.5       61.5       90.6       88.7       60.2       52.0       72.6       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     7,536:       302      2,686      1,174      6,060      3,676      7,536      7,536:         0          0
Old  :     7,536:       302      2,686      1,174      6,060      3,676      7,536      7,536:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :         0:      -242       -242        242          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       35.6       15.6       80.4       48.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.0       35.6       15.6       80.4       48.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          3          3         11         10         14         14:
Old  :        21:         1          3          3         11         10         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5       61.5       90.6       88.7       60.2       52.0       72.6       70.7
Old  :                 67.5       61.5       90.6       88.7       60.2       52.0       72.6       70.7
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   713,890:    98,204     64,354     90,677    476,155    494,844    665,036    649,875:    48,854     64,015
Old  :   713,890:    98,204     64,354     90,677    476,155    494,844    665,036    649,875:    48,854     64,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -4,923:    11,753     -6,172      5,236    -19,375      3,467     -2,386      2,531:    -2,537     -7,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        9.0       12.7       66.7       69.3       93.2       91.0:       6.8        9.0
Old  :     100.0:      13.8        9.0       12.7       66.7       69.3       93.2       91.0:       6.8        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  :       216:        55         63         66         78         84        178        174:
Old  :       216:        55         63         66         78         84        178        174:
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  :                 22.2       24.5       34.6       36.1       14.7       15.1       22.1       21.1
Old  :                 22.2       24.5       34.6       36.1       14.7       15.1       22.1       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   718,813:    86,451     70,526     85,441    495,530    491,377    667,422    647,344:    51,391     71,469
Old  :   718,813:    86,451     70,526     85,441    495,530    491,377    667,422    647,344:    51,391     71,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    11,452:     6,888       -423     -4,703      7,307     13,211      9,492      8,085:     1,960      3,367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        9.8       11.9       68.9       68.4       92.9       90.1:       7.1        9.9
Old  :     100.0:      12.0        9.8       11.9       68.9       68.4       92.9       90.1:       7.1        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        50         66         70         75         84        174        178:
Old  :       212:        50         66         70         75         84        174        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       22.8       35.5       34.3       14.9       13.9       22.7       18.9
Old  :                 22.0       22.8       35.5       34.3       14.9       13.9       22.7       18.9
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    12,947:     7,605      2,012        173      2,522      9,674     10,300     11,859:     2,647      1,088
Old  :    12,947:     7,605      2,012        173      2,522      9,674     10,300     11,859:     2,647      1,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       162:        62        -70        173         62        100        297        203:      -135        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.7       15.5        1.3       19.5       74.7       79.6       91.6:      20.4        8.4
Old  :     100.0:      58.7       15.5        1.3       19.5       74.7       79.6       91.6:      20.4        8.4
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  :       116:        65         15          3         10         23         78         41:
Old  :       116:        65         15          3         10         23         78         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  :                 23.5       41.5       36.8       59.8       23.5       41.5       36.8       59.8
Old  :                 23.5       41.5       36.8       59.8       23.5       41.5       36.8       59.8
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    12,785:     7,543      2,082          0      2,460      9,574     10,003     11,656:     2,782      1,129
Old  :    12,785:     7,543      2,082          0      2,460      9,574     10,003     11,656:     2,782      1,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :        49:       126       -417        -91         -2        426         33        -82:        16        131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.0       16.3        0.0       19.2       74.9       78.2       91.2:      21.8        8.8
Old  :     100.0:      59.0       16.3        0.0       19.2       74.9       78.2       91.2:      21.8        8.8
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  :       113:        66         15          0          9         23         75         38:
Old  :       113:        66         15          0          9         23         75         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  :                 24.2       42.3       37.7       60.5       24.2       42.3       37.7       60.5
Old  :                 24.2       42.3       37.7       60.5       24.2       42.3       37.7       60.5
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     7,330:     3,330        297          0      2,399      6,277      5,729      6,574:     1,601        756
Old  :     7,330:     3,330        297          0      2,399      6,277      5,729      6,574:     1,601        756
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       721:       693         68          0        -79        629        614        697:       107         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4        4.1        0.0       32.7       85.6       78.2       89.7:      21.8       10.3
Old  :     100.0:      45.4        4.1        0.0       32.7       85.6       78.2       89.7:      21.8       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        21          4          0          9         15         30         19:
Old  :        48:        21          4          0          9         15         30         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  :                 37.1       56.5       50.5       73.5       37.1       56.5       50.5       73.2
Old  :                 37.1       56.5       50.5       73.5       37.1       56.5       50.5       73.2
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     6,609:     2,637        229          0      2,478      5,648      5,115      5,877:     1,494        732
Old  :     6,609:     2,637        229          0      2,478      5,648      5,115      5,877:     1,494        732
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       166:       238       -320          0       -124        453        114        133:        52         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9        3.5        0.0       37.5       85.5       77.4       88.9:      22.6       11.1
Old  :     100.0:      39.9        3.5        0.0       37.5       85.5       77.4       88.9:      22.6       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        15          3          0          9         15         24         18:
Old  :        41:        15          3          0          9         15         24         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  :                 38.1       62.2       52.7       76.6       38.1       62.2       52.7       76.6
Old  :                 38.1       62.2       52.7       76.6       38.1       62.2       52.7       76.6
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, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   168,126:    24,822      6,800     13,060    115,839    136,132    153,721    155,992:    14,405     12,134
Old  :   168,126:    24,822      6,800     13,060    115,839    136,132    153,721    155,992:    14,405     12,134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -255:     4,710     -1,579        923     -5,776      2,486       -143      1,830:      -112     -2,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        4.0        7.8       68.9       81.0       91.4       92.8:       8.6        7.2
Old  :     100.0:      14.8        4.0        7.8       68.9       81.0       91.4       92.8:       8.6        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  :       158:        36         24         38         76         83        134        128:
Old  :       158:        36         24         38         76         83        134        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       18.4       40.9       29.7       26.1       14.4       34.3       23.6
Old  :                 29.6       18.4       40.9       29.7       26.1       14.4       34.3       23.6
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   168,381:    20,112      8,379     12,137    121,615    133,646    153,864    154,162:    14,517     14,219
Old  :   168,381:    20,112      8,379     12,137    121,615    133,646    153,864    154,162:    14,517     14,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    10,634:     2,654     -1,013       -717      6,667     11,281      8,604      9,551:     2,030      1,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        5.0        7.2       72.2       79.4       91.4       91.6:       8.6        8.4
Old  :     100.0:      11.9        5.0        7.2       72.2       79.4       91.4       91.6:       8.6        8.4
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  :       153:        32         26         35         77         80        128        125:
Old  :       153:        32         26         35         77         80        128        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  :                 32.4       18.6       43.8       29.9       27.9       14.5       35.2       23.5
Old  :                 32.4       18.6       43.8       29.9       27.9       14.5       35.2       23.5
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :    18,879:         0      3,251      4,578     14,046     10,975     18,624     18,804:       255         75
Old  :    18,879:         0      3,251      4,578     14,046     10,975     18,624     18,804:       255         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :        89:         0       -234        -12         56        260         44         14:        45         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       17.2       24.2       74.4       58.1       98.6       99.6:       1.4        0.4
Old  :     100.0:       0.0       17.2       24.2       74.4       58.1       98.6       99.6:       1.4        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          5          2         15         13         17         18:
Old  :        25:         0          5          2         15         13         17         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  :                 66.1       76.6       88.3       88.2       45.0       48.2       56.2       56.8
Old  :                 66.1       76.6       88.3       88.2       45.0       48.2       56.2       56.8
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     8,587:       450      2,106        402      7,660      5,929      8,512      8,437:        75        150
Old  :     8,587:       450      2,106        402      7,660      5,929      8,512      8,437:        75        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -165:         0         75          0       -240       -390       -240       -315:        75        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       24.5        4.7       89.2       69.0       99.1       98.3:       0.9        1.7
Old  :     100.0:       5.2       24.5        4.7       89.2       69.0       99.1       98.3:       0.9        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          2         16         14         18         16:
Old  :        21:         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  :                 56.4       75.5       79.1       87.9       40.8       50.4       52.2       53.4
Old  :                 56.4       75.5       79.1       87.9       40.8       50.4       52.2       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 4, 2005