WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 8, 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  :   222,752:    31,953     73,892     30,429    123,462     82,103    185,844    186,424:    36,908     36,328
Old  :   176,304:    35,410     73,255     14,088     98,205     60,821    147,703    148,164:    28,601     28,140
Other:    46,448:     6,437     10,531      6,447     25,257     21,282     38,141     38,260:     8,307      8,188
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       458:      -456         -6      5,878     -1,680     -4,545      3,742      1,327:    -3,284       -869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       33.2       13.7       55.4       36.9       83.4       83.7:      16.6       16.3
Old  :     100.0:      20.1       41.6        8.0       55.7       34.5       83.8       84.0:      16.2       16.0
Other:     100.0:      13.9       22.7       13.9       54.4       45.8       82.1       82.4:      17.9       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        70         91         60         44         46        146        174:
Old  :       222:        73         88         37         36         41        126        152:
Other:       113:        40         31         26         22         35         74         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  :                 31.8       24.9       46.2       32.2       31.7       23.3       45.0       29.8
Old  :                 36.9       24.6       49.0       32.8       36.9       24.0       49.0       32.2
Other:                 50.7       35.3       58.2       47.1       44.9       30.7       48.8       39.9
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 1, 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  :   222,294:    32,409     73,898     24,551    125,142     86,648    182,102    185,097:    40,192     37,197
Old  :   180,539:    40,207     72,889      9,300     97,639     67,280    147,146    149,469:    33,393     31,070
Other:    41,755:     3,834     12,641      3,619     27,503     19,368     34,956     35,628:     6,799      6,127
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    14,665:       437      1,281      3,495      5,420      1,918      9,352      6,694:     5,313      7,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       33.2       11.0       56.3       39.0       81.9       83.3:      18.1       16.7
Old  :     100.0:      22.3       40.4        5.2       54.1       37.3       81.5       82.8:      18.5       17.2
Other:     100.0:       9.2       30.3        8.7       65.9       46.4       83.7       85.3:      16.3       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        70         82         51         47         48        139        164:
Old  :       216:        75         79         30         37         46        122        146:
Other:       100:        30         26         21         26         36         66         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  :                 31.9       24.9       46.0       32.1       31.9       24.2       45.2       30.7
Old  :                 35.3       24.9       47.7       32.7       35.3       24.9       47.3       32.7
Other:                 56.4       37.3       63.4       48.2       54.0       32.6       57.7       43.3
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 8, 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  :   657,417:    73,417    187,682     37,593    405,269    246,208    516,279    471,483:   141,138    185,934
Old  :   568,131:    72,082    179,769     29,084    338,502    211,461    439,668    420,314:   128,463    147,817
Other:    89,286:     8,798     15,376      1,046     66,767     34,747     76,611     51,169:    12,675     38,117
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     7,704:       867      1,095      4,238        941      1,852      6,046      7,185:     1,658        519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       28.5        5.7       61.6       37.5       78.5       71.7:      21.5       28.3
Old  :     100.0:      12.7       31.6        5.1       59.6       37.2       77.4       74.0:      22.6       26.0
Other:     100.0:       9.9       17.2        1.2       74.8       38.9       85.8       57.3:      14.2       42.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       466:       100        135         89        165        152        316        346:
Old  :       455:       108        127         75        159        139        303        319:
Other:       225:        30         50         12         62        117        100        171:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       13.0       28.7       18.0       17.7       10.3       28.4       14.9
Old  :                 18.2       14.7       29.2       20.0       18.1       11.5       28.9       16.7
Other:                 48.2        9.9       56.9       16.8       48.2        9.5       56.9       15.9
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 1, 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  :   649,713:    72,550    186,587     33,355    404,328    244,356    510,233    464,298:   139,480    185,415
Old  :   563,152:    70,292    179,060     26,877    338,624    208,164    435,793    414,101:   127,359    149,051
Other:    86,561:     7,857     13,126        879     65,704     36,192     74,440     50,197:    12,121     36,364
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     4,779:    -1,039        511     -8,028      2,258       -232     -6,809     -7,749:    11,588     12,528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       28.7        5.1       62.2       37.6       78.5       71.5:      21.5       28.5
Old  :     100.0:      12.5       31.8        4.8       60.1       37.0       77.4       73.5:      22.6       26.5
Other:     100.0:       9.1       15.2        1.0       75.9       41.8       86.0       58.0:      14.0       42.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       467:       102        139         79        169        150        315        335:
Old  :       456:       108        129         70        163        134        304        307:
Other:       230:        32         50         11         59        120         98        174:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       13.0       29.2       17.9       17.9       11.2       28.9       15.7
Old  :                 18.3       14.2       29.6       19.7       18.3       12.3       29.3       17.4
Other:                 49.7        9.9       58.3       17.5       49.7        9.5       58.3       17.1
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 8, 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  :     8,844:     3,113        482         78      1,520      5,941      4,711      6,501:     4,133      2,343
Old  :     8,182:     3,039        503         38      1,425      5,606      4,502      6,147:     3,680      2,035
Other:       662:       114         19          0         95        335        209        354:       453        308
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       -91:      -544        -17        -77        362        105       -259         11:       168       -102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2        5.5        0.9       17.2       67.2       53.3       73.5:      46.7       26.5
Old  :     100.0:      37.1        6.1        0.5       17.4       68.5       55.0       75.1:      45.0       24.9
Other:     100.0:      17.2        2.9        0.0       14.4       50.6       31.6       53.5:      68.4       46.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        17          5          4          7         15         25         23:
Old  :        36:        17          5          4          7         14         25         22:
Other:        14:         4          2          0          2          7          6          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       40.0       37.3       53.8       22.3       32.4       29.8       42.2
Old  :                 27.8       41.7       39.2       56.6       24.1       33.7       31.7       44.7
Other:                 30.4       39.9       31.6       53.2       30.4       39.9       31.3       52.9
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 1, 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  :     8,935:     3,657        499        155      1,158      5,836      4,970      6,490:     3,965      2,445
Old  :     8,359:     3,606        561         80      1,063      5,615      4,749      6,256:     3,610      2,103
Other:       576:       121          8          5         95        221        221        234:       355        342
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       413:       423        111         80        -96        141        407        332:         6         81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        5.6        1.7       13.0       65.3       55.6       72.6:      44.4       27.4
Old  :     100.0:      43.1        6.7        1.0       12.7       67.2       56.8       74.8:      43.2       25.2
Other:     100.0:      21.0        1.4        0.9       16.5       38.4       38.4       40.6:      61.6       59.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        19          5          4          8         15         28         23:
Old  :        39:        17          7          4          8         15         28         23:
Other:        12:         4          2          1          2          5          6          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       37.6       41.3       51.7       27.7       33.0       36.0       43.8
Old  :                 31.2       39.0       43.0       53.7       29.6       34.0       38.3       45.7
Other:                 37.0       34.7       38.4       40.6       36.1       34.5       37.2       39.4
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, February 8, 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  :   272,127:    31,832    109,993     22,349    161,938     78,725    216,119    211,067:    56,008     61,060
Old  :   249,065:    30,466    114,939     14,589    154,823     66,354    199,878    195,882:    49,187     53,183
Other:    23,062:     8,947      2,635        179      7,115     12,371     16,241     15,185:     6,821      7,877
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     2,597:       576      2,978        130        367      1,794      1,073      4,902:     1,524     -2,305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       40.4        8.2       59.5       28.9       79.4       77.6:      20.6       22.4
Old  :     100.0:      12.2       46.1        5.9       62.2       26.6       80.3       78.6:      19.7       21.4
Other:     100.0:      38.8       11.4        0.8       30.9       53.6       70.4       65.8:      29.6       34.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:        72        135         93         76         74        214        253:
Old  :       318:        70        143         76         73         67        194        243:
Other:       109:        41         21          4         21         37         65         59:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       17.2       39.0       23.7       27.3       13.9       37.0       19.7
Old  :                 29.5       17.2       41.4       23.7       29.3       15.8       40.2       22.2
Other:                 29.7       43.2       42.2       49.8       29.6       41.7       41.9       47.4
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, February 1, 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  :   269,530:    31,256    107,015     22,219    161,571     76,931    215,046    206,165:    54,484     63,365
Old  :   246,338:    29,771    111,107     14,582    153,945     64,520    198,298    190,209:    48,040     56,129
Other:    23,192:     8,948      3,371        174      7,626     12,411     16,748     15,956:     6,444      7,236
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    16,428:     4,035      7,080      2,220      9,712      5,319     15,967     14,619:       461      1,809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       39.7        8.2       59.9       28.5       79.8       76.5:      20.2       23.5
Old  :     100.0:      12.1       45.1        5.9       62.5       26.2       80.5       77.2:      19.5       22.8
Other:     100.0:      38.6       14.5        0.8       32.9       53.5       72.2       68.8:      27.8       31.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:        70        127         84         75         77        206        239:
Old  :       304:        71        132         69         73         69        188        228:
Other:       115:        42         24          4         22         39         67         64:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       16.7       39.9       22.9       28.4       14.3       38.1       19.9
Old  :                 30.4       17.2       42.3       23.4       30.2       16.2       41.8       22.4
Other:                 31.3       43.0       42.8       49.9       31.2       41.4       42.7       47.7
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, February 8, 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  :   187,858:    22,473     61,322     21,480    118,340     79,202    162,293    162,004:    25,565     25,854
Old  :   165,572:    19,984     62,076     13,535    110,267     66,121    143,786    141,732:    21,786     23,840
Other:    22,286:     7,043      3,800      3,391      8,073     13,081     18,507     20,272:     3,779      2,014
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    10,997:        16      3,883      1,842      7,089      5,281      8,947     11,006:     2,050         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       32.6       11.4       63.0       42.2       86.4       86.2:      13.6       13.8
Old  :     100.0:      12.1       37.5        8.2       66.6       39.9       86.8       85.6:      13.2       14.4
Other:     100.0:      31.6       17.1       15.2       36.2       58.7       83.0       91.0:      17.0        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        29         59         34         52         42        103        128:
Old  :       164:        36         61         29         51         41        100        123:
Other:        46:        12         12         10         18         11         36         27:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       25.7       37.9       34.9       18.0       15.3       28.0       22.5
Old  :                 26.0       26.1       39.6       34.4       23.6       18.1       34.7       26.3
Other:                 37.5       53.1       54.4       69.6       30.8       45.6       43.1       53.4
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, February 1, 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  :   176,861:    22,457     57,439     19,638    111,251     73,921    153,346    150,998:    23,515     25,863
Old  :   155,783:    20,532     58,791     11,698    103,787     61,564    136,017    132,053:    19,766     23,730
Other:    21,078:     6,514      3,237      3,351      7,464     12,357     17,329     18,945:     3,749      2,133
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    13,564:        54      6,598        652     11,371      3,355     12,077     10,605:     1,487      2,959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       32.5       11.1       62.9       41.8       86.7       85.4:      13.3       14.6
Old  :     100.0:      13.2       37.7        7.5       66.6       39.5       87.3       84.8:      12.7       15.2
Other:     100.0:      30.9       15.4       15.9       35.4       58.6       82.2       89.9:      17.8       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        27         53         32         54         43        104        120:
Old  :       158:        33         56         26         53         42        101        115:
Other:        46:        13         10         10         20         11         38         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  :                 23.7       25.1       36.6       33.7       18.5       16.7       28.5       24.0
Old  :                 24.8       25.2       39.0       33.5       23.4       20.1       35.7       28.4
Other:                 34.6       53.8       53.6       70.4       28.5       48.0       42.4       55.4
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, February 8, 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  :   818,964:   193,978    146,065     31,052    426,677    468,895    651,707    646,012:   167,257    172,952
Old  :   818,964:   193,978    146,065     31,052    426,677    468,895    651,707    646,012:   167,257    172,952
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    64,191:    42,575    -22,903      9,888      8,326     71,742     60,789     58,727:     3,402      5,464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       17.8        3.8       52.1       57.3       79.6       78.9:      20.4       21.1
Old  :     100.0:      23.7       17.8        3.8       52.1       57.3       79.6       78.9:      20.4       21.1
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  :       184:        45         39         22         60         78        120        128:
Old  :       184:        45         39         22         60         78        120        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  :                 22.6       14.4       31.8       26.7       15.7       12.7       23.2       22.8
Old  :                 22.6       14.4       31.8       26.7       15.7       12.7       23.2       22.8
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, February 1, 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  :   754,773:   151,403    168,968     21,164    418,351    397,153    590,918    587,285:   163,855    167,488
Old  :   754,773:   151,403    168,968     21,164    418,351    397,153    590,918    587,285:   163,855    167,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    35,422:   -35,803     12,055     10,121     45,548     20,273     19,866     42,449:    15,556     -7,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       22.4        2.8       55.4       52.6       78.3       77.8:      21.7       22.2
Old  :     100.0:      20.1       22.4        2.8       55.4       52.6       78.3       77.8:      21.7       22.2
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  :       179:        38         41         20         54         75        107        125:
Old  :       179:        38         41         20         54         75        107        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  :                 24.1       14.8       33.7       26.5       16.8       13.8       23.9       22.7
Old  :                 24.1       14.8       33.7       26.5       16.8       13.8       23.9       22.7
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, February 8, 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  :   178,298:    10,303     53,355     30,620    106,383     62,994    147,306    146,969:    30,992     31,329
Old  :   158,139:    14,533     51,670     20,685     94,573     56,282    129,791    128,637:    28,348     29,502
Other:    20,159:     1,570      7,485      4,135     11,810      6,712     17,515     18,332:     2,644      1,827
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    13,942:        -1      9,520      2,612      8,779     -1,093     11,390     11,039:     2,552      2,903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       29.9       17.2       59.7       35.3       82.6       82.4:      17.4       17.6
Old  :     100.0:       9.2       32.7       13.1       59.8       35.6       82.1       81.3:      17.9       18.7
Other:     100.0:       7.8       37.1       20.5       58.6       33.3       86.9       90.9:      13.1        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        19         65         52         53         47        115        144:
Old  :       170:        29         63         49         51         46        112        141:
Other:        59:        12         17          9         27         11         47         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       16.1       40.0       24.1       21.7        8.3       28.0       14.0
Old  :                 27.2       16.8       39.5       24.2       22.9        9.3       31.0       15.8
Other:                 39.0       53.7       54.9       69.2       34.9       42.7       44.9       50.8
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, February 1, 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  :   164,356:    10,304     43,835     28,008     97,604     64,087    135,916    135,930:    28,440     28,426
Old  :   146,586:    14,055     42,174     18,895     87,787     58,375    120,737    119,444:    25,849     27,142
Other:    17,770:     2,177      7,589      3,185      9,817      5,712     15,179     16,486:     2,591      1,284
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     7,819:     1,153      2,275      1,043      5,748      2,338      7,944      5,656:      -125      2,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       26.7       17.0       59.4       39.0       82.7       82.7:      17.3       17.3
Old  :     100.0:       9.6       28.8       12.9       59.9       39.8       82.4       81.5:      17.6       18.5
Other:     100.0:      12.3       42.7       17.9       55.2       32.1       85.4       92.8:      14.6        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        19         57         50         50         48        111        133:
Old  :       159:        28         54         45         48         47        107        129:
Other:        61:        14         16          9         28         13         50         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  :                 26.9       17.3       39.2       25.7       21.5        8.8       29.0       14.5
Old  :                 25.4       17.8       38.7       25.5       22.5       10.7       31.6       17.7
Other:                 39.1       53.7       54.1       70.7       35.9       46.2       45.3       56.5
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, February 8, 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  :     5,554:     1,863      2,101        522      1,773      1,147      4,158      3,770:     1,396      1,784
Old  :     5,547:     1,862      2,106        516      1,773      1,144      4,151      3,766:     1,396      1,781
Other:         7:         6          0          1          0          3          7          4:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       321:        65         96        111        122        118        298        325:        23         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       37.8        9.4       31.9       20.7       74.9       67.9:      25.1       32.1
Old  :     100.0:      33.6       38.0        9.3       32.0       20.6       74.8       67.9:      25.2       32.1
Other:     100.0:      85.7        0.0       14.3        0.0       42.9      100.0       57.1:       0.0       42.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        13         13          6         11          6         27         22:
Old  :        38:        13         13          6         11          6         27         22:
Other:         4:         2          0          1          0          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       27.8       49.0       45.4       26.9       27.8       37.1       37.8
Old  :                 35.1       27.8       49.1       45.4       26.9       27.8       37.1       37.8
Other:                100.0       57.1      100.0       57.1       85.7       42.9       85.7       42.9
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, February 1, 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  :     5,233:     1,798      2,005        411      1,651      1,029      3,860      3,445:     1,373      1,788
Old  :     5,224:     1,798      2,012        403      1,651      1,026      3,852      3,441:     1,372      1,783
Other:         9:         7          0          1          0          3          8          4:         1          5
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,002:       192        487        348        551       -186      1,091        649:       -89        353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4       38.3        7.9       31.5       19.7       73.8       65.8:      26.2       34.2
Old  :     100.0:      34.4       38.5        7.7       31.6       19.6       73.7       65.9:      26.3       34.1
Other:     100.0:      77.8        0.0       11.1        0.0       33.3       88.9       44.4:      11.1       55.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        13         13          6         11          7         28         22:
Old  :        38:        13         13          6         11          7         28         22:
Other:         4:         2          0          1          0          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       30.6       47.6       45.6       28.0       29.8       39.3       40.1
Old  :                 34.0       30.6       47.7       45.6       28.0       29.8       39.3       40.1
Other:                 88.9       44.4       88.9       44.4       77.8       33.3       77.8       33.3
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, February 8, 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  :   329,026:   104,088     77,400          0    169,951    146,075    274,039    223,475:    54,987    105,551
Old  :   329,026:   104,088     77,400          0    169,951    146,075    274,039    223,475:    54,987    105,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    20,564:    16,447     -3,083          0      2,822     14,320     19,269     11,237:     1,295      9,327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       23.5        0.0       51.7       44.4       83.3       67.9:      16.7       32.1
Old  :     100.0:      31.6       23.5        0.0       51.7       44.4       83.3       67.9:      16.7       32.1
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  :       118:        16         33          0         45         45         61         78:
Old  :       118:        16         33          0         45         45         61         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  :                 30.3       21.1       42.8       29.1       30.3       20.3       42.2       27.6
Old  :                 30.3       21.1       42.8       29.1       30.3       20.3       42.2       27.6
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, February 1, 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  :   308,462:    87,641     80,483          0    167,129    131,755    254,770    212,238:    53,692     96,224
Old  :   308,462:    87,641     80,483          0    167,129    131,755    254,770    212,238:    53,692     96,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -3,504:     7,633        449       -700    -14,920     -5,048     -7,987     -5,299:     4,483      1,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       26.1        0.0       54.2       42.7       82.6       68.8:      17.4       31.2
Old  :     100.0:      28.4       26.1        0.0       54.2       42.7       82.6       68.8:      17.4       31.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        13         35          0         41         42         54         77:
Old  :       112:        13         35          0         41         42         54         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  :                 31.3       17.1       43.7       25.0       31.3       17.0       43.4       24.1
Old  :                 31.3       17.1       43.7       25.0       31.3       17.0       43.4       24.1
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, February 8, 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  : 1,806,663:   297,999    304,380    118,040  1,091,323    870,944  1,507,362  1,293,364:   299,301    513,299
Old  : 1,806,663:   297,999    304,380    118,040  1,091,323    870,944  1,507,362  1,293,364:   299,301    513,299
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    57,254:    36,572    -12,503     67,275    -30,819     40,306     73,028     95,078:   -15,774    -37,824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       16.8        6.5       60.4       48.2       83.4       71.6:      16.6       28.4
Old  :     100.0:      16.5       16.8        6.5       60.4       48.2       83.4       71.6:      16.6       28.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        46         70         42         86        133        161        218:
Old  :       276:        46         70         42         86        133        161        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  :                 32.6       11.7       42.8       20.7       29.5       10.5       37.2       15.8
Old  :                 32.6       11.7       42.8       20.7       29.5       10.5       37.2       15.8
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, February 1, 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  : 1,749,409:   261,427    316,883     50,765  1,122,142    830,638  1,434,334  1,198,286:   315,075    551,123
Old  : 1,749,409:   261,427    316,883     50,765  1,122,142    830,638  1,434,334  1,198,286:   315,075    551,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   105,948:   -15,202    -13,332     16,328     53,863     40,222     54,989     43,218:    50,959     62,730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       18.1        2.9       64.1       47.5       82.0       68.5:      18.0       31.5
Old  :     100.0:      14.9       18.1        2.9       64.1       47.5       82.0       68.5:      18.0       31.5
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  :       254:        43         64         38         72        123        137        203:
Old  :       254:        43         64         38         72        123        137        203:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       11.1       46.9       19.4       33.7        9.8       41.8       15.1
Old  :                 37.0       11.1       46.9       19.4       33.7        9.8       41.8       15.1
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, February 8, 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  : 1,263,427:   230,550    184,846     17,792    861,436    722,928  1,109,778    925,566:   153,649    337,861
Old  : 1,263,427:   230,550    184,846     17,792    861,436    722,928  1,109,778    925,566:   153,649    337,861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    43,033:   -24,161     -5,474      3,824     50,786     10,404     30,449      8,754:    12,584     34,279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       14.6        1.4       68.2       57.2       87.8       73.3:      12.2       26.7
Old  :     100.0:      18.2       14.6        1.4       68.2       57.2       87.8       73.3:      12.2       26.7
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  :       194:        37         44         20         62         95        107        151:
Old  :       194:        37         44         20         62         95        107        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       16.3       46.5       24.1       24.6       14.8       40.0       20.6
Old  :                 27.8       16.3       46.5       24.1       24.6       14.8       40.0       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, February 1, 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  : 1,220,394:   254,711    190,320     13,968    810,650    712,524  1,079,329    916,812:   141,065    303,582
Old  : 1,220,394:   254,711    190,320     13,968    810,650    712,524  1,079,329    916,812:   141,065    303,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    61,004:   -27,729     15,793      2,010     71,235     25,684     45,516     43,487:    15,488     17,517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       15.6        1.1       66.4       58.4       88.4       75.1:      11.6       24.9
Old  :     100.0:      20.9       15.6        1.1       66.4       58.4       88.4       75.1:      11.6       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  :       193:        32         49         20         61         91        104        149:
Old  :       193:        32         49         20         61         91        104        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       18.2       45.5       27.7       22.7       16.5       39.9       24.0
Old  :                 26.9       18.2       45.5       27.7       22.7       16.5       39.9       24.0
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, February 8, 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  :   404,965:   173,430     39,257     33,626    166,036    304,942    373,092    377,825:    31,873     27,140
Old  :   404,965:   173,430     39,257     33,626    166,036    304,942    373,092    377,825:    31,873     27,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :   -85,363:   -12,985     -9,268    -14,264    -22,926    -44,475    -50,175    -68,007:   -35,188    -17,356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8        9.7        8.3       41.0       75.3       92.1       93.3:       7.9        6.7
Old  :     100.0:      42.8        9.7        8.3       41.0       75.3       92.1       93.3:       7.9        6.7
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  :       107:        34         11         23         50         46         91         74:
Old  :       107:        34         11         23         50         46         91         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       45.4       54.5       57.5       35.2       45.2       47.9       55.6
Old  :                 39.8       45.4       54.5       57.5       35.2       45.2       47.9       55.6
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, February 1, 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  :   490,328:   186,415     48,525     47,890    188,962    349,417    423,267    445,832:    67,061     44,496
Old  :   490,328:   186,415     48,525     47,890    188,962    349,417    423,267    445,832:    67,061     44,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    48,227:    27,559     -7,304     -1,984    -14,887     37,102     10,688     27,814:    37,539     20,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0        9.9        9.8       38.5       71.3       86.3       90.9:      13.7        9.1
Old  :     100.0:      38.0        9.9        9.8       38.5       71.3       86.3       90.9:      13.7        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  :       114:        37         14         20         49         50         92         78:
Old  :       114:        37         14         20         49         50         92         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  :                 36.3       38.7       48.6       50.2       28.0       38.3       39.4       48.3
Old  :                 36.3       38.7       48.6       50.2       28.0       38.3       39.4       48.3
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, February 8, 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  :    47,943:    12,607      3,171         56     21,536     37,447     34,199     40,674:    13,744      7,269
Old  :    47,943:    12,607      3,171         56     21,536     37,447     34,199     40,674:    13,744      7,269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       449:        79     -5,463         56       -162      6,085        -27        678:       476       -229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        6.6        0.1       44.9       78.1       71.3       84.8:      28.7       15.2
Old  :     100.0:      26.3        6.6        0.1       44.9       78.1       71.3       84.8:      28.7       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  :        63:        24         10          1         20         12         45         22:
Old  :        63:        24         10          1         20         12         45         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  :                 29.6       65.3       41.5       75.8       29.6       64.8       41.5       75.2
Old  :                 29.6       65.3       41.5       75.8       29.6       64.8       41.5       75.2
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, February 1, 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  :    47,494:    12,528      8,634          0     21,698     31,362     34,226     39,996:    13,268      7,498
Old  :    47,494:    12,528      8,634          0     21,698     31,362     34,226     39,996:    13,268      7,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -675:      -951     -1,271        -10       -915         61     -1,876     -1,220:     1,201        545
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       18.2        0.0       45.7       66.0       72.1       84.2:      27.9       15.8
Old  :     100.0:      26.4       18.2        0.0       45.7       66.0       72.1       84.2:      27.9       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  :        62:        24         10          0         21         10         45         20:
Old  :        62:        24         10          0         21         10         45         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       65.5       41.5       76.2       29.4       65.0       41.5       75.7
Old  :                 29.4       65.5       41.5       76.2       29.4       65.0       41.5       75.7
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, February 8, 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  :    69,688:     8,790     26,588        466     51,449     21,724     60,705     48,778:     8,983     20,910
Old  :    69,688:     8,790     26,588        466     51,449     21,724     60,705     48,778:     8,983     20,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -8,309:    -1,983      2,091        108      4,711     -4,122      2,836     -1,923:   -11,145     -6,386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       38.2        0.7       73.8       31.2       87.1       70.0:      12.9       30.0
Old  :     100.0:      12.6       38.2        0.7       73.8       31.2       87.1       70.0:      12.9       30.0
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  :        60:        14         22          4         20          8         36         32:
Old  :        60:        14         22          4         20          8         36         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  :                 47.7       44.7       67.2       53.4       47.7       44.7       67.1       52.6
Old  :                 47.7       44.7       67.2       53.4       47.7       44.7       67.1       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, February 1, 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  :    77,997:    10,773     24,497        358     46,738     25,846     57,869     50,701:    20,128     27,296
Old  :    77,997:    10,773     24,497        358     46,738     25,846     57,869     50,701:    20,128     27,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    10,803:     1,203       -955         80        510        649      1,793       -226:     9,010     11,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       31.4        0.5       59.9       33.1       74.2       65.0:      25.8       35.0
Old  :     100.0:      13.8       31.4        0.5       59.9       33.1       74.2       65.0:      25.8       35.0
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  :        64:        17         21          3         20         10         38         33:
Old  :        64:        17         21          3         20         10         38         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  :                 37.1       42.4       54.5       49.9       37.1       42.4       54.4       49.8
Old  :                 37.1       42.4       54.5       49.9       37.1       42.4       54.4       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, February 8, 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  :    40,003:     8,761      9,577      1,014     29,865     28,070     39,640     38,661:       363      1,342
Old  :    40,003:     8,761      9,577      1,014     29,865     28,070     39,640     38,661:       363      1,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :      -942:       655       -688          0     -1,641       -149       -986       -837:        44       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       23.9        2.5       74.7       70.2       99.1       96.6:       0.9        3.4
Old  :     100.0:      21.9       23.9        2.5       74.7       70.2       99.1       96.6:       0.9        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  :        60:         5         23          3         19         19         27         42:
Old  :        60:         5         23          3         19         19         27         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       46.8       71.9       69.0       47.1       46.4       71.8       68.6
Old  :                 47.1       46.8       71.9       69.0       47.1       46.4       71.8       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, February 1, 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  :    40,945:     8,106     10,265      1,014     31,506     28,219     40,626     39,498:       319      1,447
Old  :    40,945:     8,106     10,265      1,014     31,506     28,219     40,626     39,498:       319      1,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,820:       256         26          0      1,529      1,739      1,785      1,765:        35         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       25.1        2.5       76.9       68.9       99.2       96.5:       0.8        3.5
Old  :     100.0:      19.8       25.1        2.5       76.9       68.9       99.2       96.5:       0.8        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         5         20          3         18         17         26         37:
Old  :        55:         5         20          3         18         17         26         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       45.4       73.2       68.1       47.7       45.0       73.1       67.6
Old  :                 47.7       45.4       73.2       68.1       47.7       45.0       73.1       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, February 8, 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  :    14,540:     5,689      1,903          0      8,816     12,116     14,505     14,019:        35        521
Old  :    14,540:     5,689      1,903          0      8,816     12,116     14,505     14,019:        35        521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       406:         0        238          0        456       -138        456        100:       -50        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       13.1        0.0       60.6       83.3       99.8       96.4:       0.2        3.6
Old  :     100.0:      39.1       13.1        0.0       60.6       83.3       99.8       96.4:       0.2        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  :        24:         2          7          0          6         10          8         17:
Old  :        24:         2          7          0          6         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  :                 88.6       72.7       99.8       84.6       88.6       70.1       97.1       82.0
Old  :                 88.6       72.7       99.8       84.6       88.6       70.1       97.1       82.0
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, February 1, 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  :    14,134:     5,689      1,665          0      8,360     12,254     14,049     13,919:        85        215
Old  :    14,134:     5,689      1,665          0      8,360     12,254     14,049     13,919:        85        215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       -80:       -29         78          0       -120         87       -149        165:        69       -245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       11.8        0.0       59.1       86.7       99.4       98.5:       0.6        1.5
Old  :     100.0:      40.3       11.8        0.0       59.1       86.7       99.4       98.5:       0.6        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          6          0          6         11          8         17:
Old  :        24:         2          6          0          6         11          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  :                 87.9       74.8       99.4       87.1       87.9       72.1       96.7       84.4
Old  :                 87.9       74.8       99.4       87.1       87.9       72.1       96.7       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders - Futures Only, February 8, 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  :    24,398:     2,801      2,602      1,027     15,591     14,512     19,419     18,141:     4,979      6,257
Old  :    24,398:     2,801      2,602      1,027     15,591     14,512     19,419     18,141:     4,979      6,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -2,198:      -833       -344         60       -914     -1,264     -1,687     -1,548:      -511       -650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       10.7        4.2       63.9       59.5       79.6       74.4:      20.4       25.6
Old  :     100.0:      11.5       10.7        4.2       63.9       59.5       79.6       74.4:      20.4       25.6
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  :        50:        12          7         10         23         19         38         33:
Old  :        50:        12          7         10         23         19         38         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  :                 51.1       36.1       63.2       54.8       51.1       35.4       60.2       53.0
Old  :                 51.1       36.1       63.2       54.8       51.1       35.4       60.2       53.0
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, February 1, 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  :    26,596:     3,634      2,946        967     16,505     15,776     21,106     19,689:     5,490      6,907
Old  :    26,596:     3,634      2,946        967     16,505     15,776     21,106     19,689:     5,490      6,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       516:       819        -44       -167       -790        383       -138        172:       654        344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       11.1        3.6       62.1       59.3       79.4       74.0:      20.6       26.0
Old  :     100.0:      13.7       11.1        3.6       62.1       59.3       79.4       74.0:      20.6       26.0
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  :        49:        13          7         10         21         19         38         32:
Old  :        49:        13          7         10         21         19         38         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  :                 50.6       36.2       61.5       54.1       49.3       35.9       59.2       52.1
Old  :                 50.6       36.2       61.5       54.1       49.3       35.9       59.2       52.1
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, February 8, 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  :   100,610:    22,237      9,509     19,359     39,116     40,492     80,712     69,360:    19,898     31,250
Old  :    99,165:    22,430      9,556     19,062     38,365     40,172     79,857     68,790:    19,308     30,375
Other:     1,445:        64        210         40        751        320        855        570:       590        875
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -2,192:    -2,664      2,067       -131        392     -2,101     -2,403       -165:       211     -2,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        9.5       19.2       38.9       40.2       80.2       68.9:      19.8       31.1
Old  :     100.0:      22.6        9.6       19.2       38.7       40.5       80.5       69.4:      19.5       30.6
Other:     100.0:       4.4       14.5        2.8       52.0       22.1       59.2       39.4:      40.8       60.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        53         40         51         25         36        117        101:
Old  :       152:        53         40         51         25         36        117        101:
Other:        14:         4          2          1          4          6          9          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       20.7       35.9       31.6       24.9       19.7       34.8       28.1
Old  :                 25.3       21.0       36.4       32.1       25.3       20.5       35.1       29.0
Other:                 52.0       36.1       58.9       39.4       50.0       33.7       54.5       34.7
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, February 1, 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  :   102,802:    24,901      7,442     19,490     38,724     42,593     83,115     69,525:    19,687     33,277
Old  :   101,659:    25,126      7,454     19,253     38,212     42,408     82,591     69,115:    19,068     32,544
Other:     1,143:        12        225          0        512        185        524        410:       619        733
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     2,469:    -1,228      1,581      2,592      1,448       -827      2,812      3,346:      -343       -877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        7.2       19.0       37.7       41.4       80.8       67.6:      19.2       32.4
Old  :     100.0:      24.7        7.3       18.9       37.6       41.7       81.2       68.0:      18.8       32.0
Other:     100.0:       1.0       19.7        0.0       44.8       16.2       45.8       35.9:      54.2       64.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        52         33         52         26         39        120        101:
Old  :       152:        52         33         52         25         39        119        101:
Other:        11:         2          1          0          4          5          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  :                 24.0       21.5       34.8       31.4       24.0       20.7       33.7       28.8
Old  :                 24.3       21.7       35.2       31.8       24.2       21.3       34.0       29.4
Other:                 44.8       35.1       45.8       35.9       42.7       33.5       43.7       33.8
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, February 8, 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  :     2,674:       253      1,008        418      1,292        356      1,963      1,782:       711        892
Old  :     2,674:       253      1,008        418      1,292        356      1,963      1,782:       711        892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       353:      -244        556        161        503       -167        420        550:       -67       -197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       37.7       15.6       48.3       13.3       73.4       66.6:      26.6       33.4
Old  :     100.0:       9.5       37.7       15.6       48.3       13.3       73.4       66.6:      26.6       33.4
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  :        30:         5         16          6          8          2         18         20:
Old  :        30:         5         16          6          8          2         18         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       31.7       62.0       47.4       44.5       25.7       52.6       37.7
Old  :                 49.4       31.7       62.0       47.4       44.5       25.7       52.6       37.7
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, February 1, 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  :     2,321:       497        452        257        789        523      1,543      1,232:       778      1,089
Old  :     2,321:       497        452        257        789        523      1,543      1,232:       778      1,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       318:        58        -89        164        -55         85        167        160:       151        158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       19.5       11.1       34.0       22.5       66.5       53.1:      33.5       46.9
Old  :     100.0:      21.4       19.5       11.1       34.0       22.5       66.5       53.1:      33.5       46.9
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:         6         10          3          7          4         15         16:
Old  :        25:         6         10          3          7          4         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  :                 40.2       28.7       57.0       43.5       39.8       24.6       48.0       33.0
Old  :                 40.2       28.7       57.0       43.5       39.8       24.6       48.0       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, February 8, 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  :   149,847:    46,405     15,509     16,749     67,134     76,581    130,288    108,839:    19,559     41,008
Old  :   149,847:    46,405     15,509     16,749     67,134     76,581    130,288    108,839:    19,559     41,008
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       320:     4,789       -628     -2,898       -417      1,281      1,474     -2,245:    -1,154      2,565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       10.3       11.2       44.8       51.1       86.9       72.6:      13.1       27.4
Old  :     100.0:      31.0       10.3       11.2       44.8       51.1       86.9       72.6:      13.1       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  :       231:        62         38         49         65        106        159        172:
Old  :       231:        62         38         49         65        106        159        172:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       11.8       37.0       19.7       20.4       11.2       34.5       18.2
Old  :                 21.8       11.8       37.0       19.7       20.4       11.2       34.5       18.2
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, February 1, 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  :   149,527:    41,616     16,137     19,647     67,551     75,300    128,814    111,084:    20,713     38,443
Old  :   149,527:    41,616     16,137     19,647     67,551     75,300    128,814    111,084:    20,713     38,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     4,114:     1,247       -115     -2,574      3,324      4,623      1,997      1,934:     2,117      2,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       10.8       13.1       45.2       50.4       86.1       74.3:      13.9       25.7
Old  :     100.0:      27.8       10.8       13.1       45.2       50.4       86.1       74.3:      13.9       25.7
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  :       216:        54         32         48         63        103        145        169:
Old  :       216:        54         32         48         63        103        145        169:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       12.2       38.1       21.0       20.1       10.4       33.3       17.6
Old  :                 22.5       12.2       38.1       21.0       20.1       10.4       33.3       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 8, 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  :     5,295:     2,225        475        142        567      3,056      2,934      3,673:     2,361      1,622
Old  :     5,295:     2,225        475        142        567      3,056      2,934      3,673:     2,361      1,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       943:       528        107         35         18        358        581        500:       362        443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0        9.0        2.7       10.7       57.7       55.4       69.4:      44.6       30.6
Old  :     100.0:      42.0        9.0        2.7       10.7       57.7       55.4       69.4:      44.6       30.6
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  :        56:        22          9          7         12         18         40         29:
Old  :        56:        22          9          7         12         18         40         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  :                 20.9       42.7       30.3       50.6       20.9       42.7       29.6       50.1
Old  :                 20.9       42.7       30.3       50.6       20.9       42.7       29.6       50.1
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     4,352:     1,697        368        107        549      2,698      2,353      3,173:     1,999      1,179
Old  :     4,352:     1,697        368        107        549      2,698      2,353      3,173:     1,999      1,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       448:       184         56         49         47        279        280        384:       168         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0        8.5        2.5       12.6       62.0       54.1       72.9:      45.9       27.1
Old  :     100.0:      39.0        8.5        2.5       12.6       62.0       54.1       72.9:      45.9       27.1
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  :        53:        22          6          6         12         19         37         29:
Old  :        53:        22          6          6         12         19         37         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  :                 19.2       45.0       27.7       53.3       18.4       45.0       26.6       52.6
Old  :                 19.2       45.0       27.7       53.3       18.4       45.0       26.6       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders - Futures Only, February 8, 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  :    21,926:     5,904      3,278      3,490      8,022      4,197     17,416     10,965:     4,510     10,961
Old  :    21,926:     5,904      3,278      3,490      8,022      4,197     17,416     10,965:     4,510     10,961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     2,624:      -454        328      1,362      1,026        300      1,934      1,990:       690        634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       15.0       15.9       36.6       19.1       79.4       50.0:      20.6       50.0
Old  :     100.0:      26.9       15.0       15.9       36.6       19.1       79.4       50.0:      20.6       50.0
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  :       106:        29         18         22         33         40         74         72:
Old  :       106:        29         18         22         33         40         74         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       17.6       40.9       24.0       19.5       10.3       30.1       15.3
Old  :                 27.7       17.6       40.9       24.0       19.5       10.3       30.1       15.3
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, February 1, 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  :    19,302:     6,358      2,950      2,128      6,996      3,897     15,482      8,975:     3,820     10,327
Old  :    19,302:     6,358      2,950      2,128      6,996      3,897     15,482      8,975:     3,820     10,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -647:      -105       -273         27       -499        269       -577         23:       -70       -670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       15.3       11.0       36.2       20.2       80.2       46.5:      19.8       53.5
Old  :     100.0:      32.9       15.3       11.0       36.2       20.2       80.2       46.5:      19.8       53.5
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  :        97:        31         14         18         27         34         66         60:
Old  :        97:        31         14         18         27         34         66         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       13.4       39.8       20.2       22.6       10.8       35.0       16.0
Old  :                 27.0       13.4       39.8       20.2       22.6       10.8       35.0       16.0
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, February 8, 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  :    82,670:    10,606     17,971        649     46,446     46,639     57,701     65,259:    24,969     17,411
Old  :    82,670:    10,606     17,971        649     46,446     46,639     57,701     65,259:    24,969     17,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     5,664:    -1,521      7,113        253      9,433     -3,780      8,165      3,586:    -2,501      2,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       21.7        0.8       56.2       56.4       69.8       78.9:      30.2       21.1
Old  :     100.0:      12.8       21.7        0.8       56.2       56.4       69.8       78.9:      30.2       21.1
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  :        65:        14         16          3         26         18         42         35:
Old  :        65:        14         16          3         26         18         42         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  :                 28.7       38.2       43.0       53.7       26.3       38.2       39.7       53.6
Old  :                 28.7       38.2       43.0       53.7       26.3       38.2       39.7       53.6
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, February 1, 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  :    77,006:    12,127     10,858        396     37,013     50,419     49,536     61,673:    27,470     15,333
Old  :    77,006:    12,127     10,858        396     37,013     50,419     49,536     61,673:    27,470     15,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -1,844:    -5,225     -3,841        -57      3,928      3,195     -1,354       -703:      -490     -1,141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       14.1        0.5       48.1       65.5       64.3       80.1:      35.7       19.9
Old  :     100.0:      15.7       14.1        0.5       48.1       65.5       64.3       80.1:      35.7       19.9
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  :        58:        18          8          2         22         18         40         28:
Old  :        58:        18          8          2         22         18         40         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  :                 23.0       43.7       36.9       59.1       20.4       43.7       33.4       58.8
Old  :                 23.0       43.7       36.9       59.1       20.4       43.7       33.4       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, February 8, 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  :    56,861:     3,371     20,545        412     41,738     17,981     45,521     38,938:    11,340     17,923
Old  :    56,861:     3,371     20,545        412     41,738     17,981     45,521     38,938:    11,340     17,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     5,002:    -2,951      6,823        -25      7,270     -5,364      4,294      1,434:       708      3,568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       36.1        0.7       73.4       31.6       80.1       68.5:      19.9       31.5
Old  :     100.0:       5.9       36.1        0.7       73.4       31.6       80.1       68.5:      19.9       31.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         5         15          1         15          4         21         19:
Old  :        36:         5         15          1         15          4         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       43.0       64.2       57.4       47.4       42.8       64.2       57.3
Old  :                 47.4       43.0       64.2       57.4       47.4       42.8       64.2       57.3
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, February 1, 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  :    51,859:     6,322     13,722        437     34,468     23,345     41,227     37,504:    10,632     14,355
Old  :    51,859:     6,322     13,722        437     34,468     23,345     41,227     37,504:    10,632     14,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       790:    -1,721        498        410      4,660        453      3,349      1,361:    -2,559       -571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       26.5        0.8       66.5       45.0       79.5       72.3:      20.5       27.7
Old  :     100.0:      12.2       26.5        0.8       66.5       45.0       79.5       72.3:      20.5       27.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         7         10          2         13          6         21         17:
Old  :        33:         7         10          2         13          6         21         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  :                 45.3       47.1       62.4       62.4       45.3       47.0       62.4       62.2
Old  :                 45.3       47.1       62.4       62.4       45.3       47.0       62.4       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, February 8, 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  :    82,779:    58,515      6,567        167     14,418     72,186     73,100     78,920:     9,679      3,859
Old  :    82,779:    58,515      6,567        167     14,418     72,186     73,100     78,920:     9,679      3,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     3,411:     4,843        129       -519     -1,428      3,769      2,896      3,379:       515         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.7        7.9        0.2       17.4       87.2       88.3       95.3:      11.7        4.7
Old  :     100.0:      70.7        7.9        0.2       17.4       87.2       88.3       95.3:      11.7        4.7
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  :        92:        53          8          1         11         23         65         31:
Old  :        92:        53          8          1         11         23         65         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  :                 32.6       53.2       49.7       73.5       32.6       53.1       49.7       73.3
Old  :                 32.6       53.2       49.7       73.5       32.6       53.1       49.7       73.3
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, February 1, 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  :    79,368:    53,672      6,438        686     15,846     68,417     70,204     75,541:     9,164      3,827
Old  :    79,368:    53,672      6,438        686     15,846     68,417     70,204     75,541:     9,164      3,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    10,280:    10,704     -1,650       -113     -2,107     12,303      8,484     10,540:     1,796       -260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.6        8.1        0.9       20.0       86.2       88.5       95.2:      11.5        4.8
Old  :     100.0:      67.6        8.1        0.9       20.0       86.2       88.5       95.2:      11.5        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        46          9          2         12         21         60         31:
Old  :        86:        46          9          2         12         21         60         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  :                 33.3       51.6       50.2       73.6       33.3       51.4       50.2       73.4
Old  :                 33.3       51.6       50.2       73.6       33.3       51.4       50.2       73.4
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, February 8, 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  :    64,686:    15,190      5,081        369     28,999     45,861     44,558     51,311:    20,128     13,375
Old  :    64,686:    15,190      5,081        369     28,999     45,861     44,558     51,311:    20,128     13,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -1,240:    -4,401      2,183       -125      4,593     -4,066         67     -2,008:    -1,307        768
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        7.9        0.6       44.8       70.9       68.9       79.3:      31.1       20.7
Old  :     100.0:      23.5        7.9        0.6       44.8       70.9       68.9       79.3:      31.1       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        13          8          2         13         11         28         19:
Old  :        41:        13          8          2         13         11         28         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  :                 29.3       46.7       43.8       68.6       28.4       44.8       41.4       64.4
Old  :                 29.3       46.7       43.8       68.6       28.4       44.8       41.4       64.4
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, February 1, 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  :    65,926:    19,591      2,898        494     24,406     49,927     44,491     53,319:    21,435     12,607
Old  :    65,926:    19,591      2,898        494     24,406     49,927     44,491     53,319:    21,435     12,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,955:       975        272        447        941      4,399      2,363      5,118:      -408     -3,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        4.4        0.7       37.0       75.7       67.5       80.9:      32.5       19.1
Old  :     100.0:      29.7        4.4        0.7       37.0       75.7       67.5       80.9:      32.5       19.1
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  :        43:        16          8          3         12         12         30         21:
Old  :        43:        16          8          3         12         12         30         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  :                 26.0       52.2       38.8       72.4       24.8       51.5       36.5       68.2
Old  :                 26.0       52.2       38.8       72.4       24.8       51.5       36.5       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, February 8, 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  :   155,552:    19,798     34,088          6    101,203     98,396    121,007    132,490:    34,545     23,062
Old  :   155,552:    19,798     34,088          6    101,203     98,396    121,007    132,490:    34,545     23,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :   -11,573:   -11,416      3,273          4      2,569    -24,314     -8,843    -21,037:    -2,730      9,464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       21.9        0.0       65.1       63.3       77.8       85.2:      22.2       14.8
Old  :     100.0:      12.7       21.9        0.0       65.1       63.3       77.8       85.2:      22.2       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        18         16          3         21         20         41         37:
Old  :        64:        18         16          3         21         20         41         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       47.7       62.0       64.2       41.8       40.7       50.6       52.8
Old  :                 49.8       47.7       62.0       64.2       41.8       40.7       50.6       52.8
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, February 1, 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  :   167,125:    31,214     30,815          2     98,634    122,710    129,850    153,527:    37,275     13,598
Old  :   167,125:    31,214     30,815          2     98,634    122,710    129,850    153,527:    37,275     13,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     4,943:    -2,394     -1,869       -121      7,799     11,374      5,284      9,384:      -341     -4,441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       18.4        0.0       59.0       73.4       77.7       91.9:      22.3        8.1
Old  :     100.0:      18.7       18.4        0.0       59.0       73.4       77.7       91.9:      22.3        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        27         10          2         21         21         49         32:
Old  :        69:        27         10          2         21         21         49         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  :                 44.1       55.7       57.0       71.3       36.6       49.6       46.8       61.8
Old  :                 44.1       55.7       57.0       71.3       36.6       49.6       46.8       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders - Futures Only, February 8, 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  :   152,377:    26,185     26,816        708     63,001     70,153     89,894     97,677:    62,483     54,700
Old  :   152,377:    26,185     26,816        708     63,001     70,153     89,894     97,677:    62,483     54,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    23,167:       205      2,761        178      5,180      5,907      5,563      8,846:    17,604     14,321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       17.6        0.5       41.3       46.0       59.0       64.1:      41.0       35.9
Old  :     100.0:      17.2       17.6        0.5       41.3       46.0       59.0       64.1:      41.0       35.9
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  :        89:        24         24          7         30         22         57         50:
Old  :        89:        24         24          7         30         22         57         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  :                 23.4       26.1       33.1       38.0       19.1       25.0       28.8       34.7
Old  :                 23.4       26.1       33.1       38.0       19.1       25.0       28.8       34.7
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, February 1, 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  :   129,210:    25,980     24,055        530     57,821     64,246     84,331     88,831:    44,879     40,379
Old  :   129,210:    25,980     24,055        530     57,821     64,246     84,331     88,831:    44,879     40,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -1,993:       579       -578        -44      1,812      2,839      2,347      2,217:    -4,340     -4,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       18.6        0.4       44.7       49.7       65.3       68.7:      34.7       31.3
Old  :     100.0:      20.1       18.6        0.4       44.7       49.7       65.3       68.7:      34.7       31.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        34         18          7         30         23         65         47:
Old  :        91:        34         18          7         30         23         65         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       29.7       35.8       44.9       23.7       28.8       32.2       42.4
Old  :                 27.1       29.7       35.8       44.9       23.7       28.8       32.2       42.4
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, February 8, 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  :    46,619:    11,448          0        143     32,058     40,604     43,649     40,747:     2,970      5,872
Old  :    46,619:    11,448          0        143     32,058     40,604     43,649     40,747:     2,970      5,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     3,981:        52          0        -46      3,609      3,941      3,615      3,895:       366         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        0.0        0.3       68.8       87.1       93.6       87.4:       6.4       12.6
Old  :     100.0:      24.6        0.0        0.3       68.8       87.1       93.6       87.4:       6.4       12.6
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  :        30:         5          0          2         13         22         18         24:
Old  :        30:         5          0          2         13         22         18         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       34.4       77.9       56.2       45.1       34.4       67.7       55.7
Old  :                 53.8       34.4       77.9       56.2       45.1       34.4       67.7       55.7
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, February 1, 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  :    42,638:    11,396          0        189     28,449     36,663     40,034     36,852:     2,604      5,786
Old  :    42,638:    11,396          0        189     28,449     36,663     40,034     36,852:     2,604      5,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     8,092:     3,135          0         89      5,596      8,052      8,820      8,141:      -728        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        0.0        0.4       66.7       86.0       93.9       86.4:       6.1       13.6
Old  :     100.0:      26.7        0.0        0.4       66.7       86.0       93.9       86.4:       6.1       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         5          0          2         14         23         19         25:
Old  :        31:         5          0          2         14         23         19         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  :                 54.9       33.7       74.2       54.1       49.2       33.7       66.9       53.5
Old  :                 54.9       33.7       74.2       54.1       49.2       33.7       66.9       53.5
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, February 8, 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  : 7,722,120:   693,778  1,035,837    826,332  5,327,364  4,381,747  6,847,474  6,243,916:   874,646  1,478,204
Old  : 7,722,120:   693,778  1,035,837    826,332  5,327,364  4,381,747  6,847,474  6,243,916:   874,646  1,478,204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :   148,648:    59,882     45,894     31,524     32,262     10,507    123,668     87,925:    24,980     60,723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       13.4       10.7       69.0       56.7       88.7       80.9:      11.3       19.1
Old  :     100.0:       9.0       13.4       10.7       69.0       56.7       88.7       80.9:      11.3       19.1
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  :       247:        41         69         73        115        125        201        229:
Old  :       247:        41         69         73        115        125        201        229:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       14.4       44.9       23.7       26.0       12.2       37.6       18.4
Old  :                 28.2       14.4       44.9       23.7       26.0       12.2       37.6       18.4
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, February 1, 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  : 7,573,472:   633,896    989,943    794,808  5,295,102  4,371,240  6,723,806  6,155,991:   849,666  1,417,481
Old  : 7,573,472:   633,896    989,943    794,808  5,295,102  4,371,240  6,723,806  6,155,991:   849,666  1,417,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   247,206:     2,744     55,164     32,464    180,169     98,634    215,377    186,262:    31,829     60,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       13.1       10.5       69.9       57.7       88.8       81.3:      11.2       18.7
Old  :     100.0:       8.4       13.1       10.5       69.9       57.7       88.8       81.3:      11.2       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        43         63         66        117        121        197        216:
Old  :       239:        43         63         66        117        121        197        216:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       14.7       45.8       24.0       26.3       12.3       38.6       18.5
Old  :                 28.8       14.7       45.8       24.0       26.3       12.3       38.6       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 8, 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  :   681,198:    62,351     81,567      5,111    468,184    495,112    535,646    581,790:   145,552     99,408
Old  :   681,198:    62,351     81,567      5,111    468,184    495,112    535,646    581,790:   145,552     99,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    12,590:       476     -1,225        140     10,011      7,722     10,627      6,637:     1,963      5,953
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       12.0        0.8       68.7       72.7       78.6       85.4:      21.4       14.6
Old  :     100.0:       9.2       12.0        0.8       68.7       72.7       78.6       85.4:      21.4       14.6
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  :       185:        37         34         15         89         61        137         99:
Old  :       185:        37         34         15         89         61        137         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  :                 20.3       32.1       29.5       46.2       19.5       31.9       28.5       46.0
Old  :                 20.3       32.1       29.5       46.2       19.5       31.9       28.5       46.0
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, February 1, 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  :   668,608:    61,875     82,792      4,971    458,173    487,390    525,019    575,153:   143,589     93,455
Old  :   668,608:    61,875     82,792      4,971    458,173    487,390    525,019    575,153:   143,589     93,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -8,986:   -10,121      6,290     -5,034      1,628     -7,109    -13,527     -5,853:     4,541     -3,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       12.4        0.7       68.5       72.9       78.5       86.0:      21.5       14.0
Old  :     100.0:       9.3       12.4        0.7       68.5       72.9       78.5       86.0:      21.5       14.0
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  :       188:        39         35         17         90         62        141        102:
Old  :       188:        39         35         17         90         62        141        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  :                 20.4       32.3       29.1       46.8       19.4       32.3       28.0       46.6
Old  :                 20.4       32.3       29.1       46.8       19.4       32.3       28.0       46.6
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, February 8, 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  :   868,919:   176,235    186,446      4,938    385,571    589,668    566,744    781,052:   302,175     87,867
Old  :   868,919:   176,235    186,446      4,938    385,571    589,668    566,744    781,052:   302,175     87,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    56,906:    17,769     24,560     -2,132     14,580     48,394     30,217     70,822:    26,689    -13,916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       21.5        0.6       44.4       67.9       65.2       89.9:      34.8       10.1
Old  :     100.0:      20.3       21.5        0.6       44.4       67.9       65.2       89.9:      34.8       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        35         53         11         52         49         98        102:
Old  :       162:        35         53         11         52         49         98        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  :                 19.0       32.6       30.0       45.9       17.3       30.4       27.5       41.6
Old  :                 19.0       32.6       30.0       45.9       17.3       30.4       27.5       41.6
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, February 1, 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  :   812,013:   158,466    161,886      7,070    370,991    541,274    536,527    710,230:   275,486    101,783
Old  :   812,013:   158,466    161,886      7,070    370,991    541,274    536,527    710,230:   275,486    101,783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   -37,665:   -13,366     48,045     -2,552     20,896    -89,090      4,978    -43,597:   -42,643      5,932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       19.9        0.9       45.7       66.7       66.1       87.5:      33.9       12.5
Old  :     100.0:      19.5       19.9        0.9       45.7       66.7       66.1       87.5:      33.9       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  :       147:        29         43         14         51         49         92         94:
Old  :       147:        29         43         14         51         49         92         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       34.5       31.7       45.9       18.2       31.3       29.5       41.4
Old  :                 19.7       34.5       31.7       45.9       18.2       31.3       29.5       41.4
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, February 8, 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  :    13,338:     1,769          0          0      5,907     11,829      7,676     11,829:     5,662      1,509
Old  :    13,338:     1,769          0          0      5,907     11,829      7,676     11,829:     5,662      1,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       254:       370          0          0        124        119        494        119:      -240        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        0.0        0.0       44.3       88.7       57.5       88.7:      42.5       11.3
Old  :     100.0:      13.3        0.0        0.0       44.3       88.7       57.5       88.7:      42.5       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  :        29:         4          0          0         13         13         17         13:
Old  :        29:         4          0          0         13         13         17         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       44.3       39.8       72.3       25.5       43.3       39.8       70.6
Old  :                 25.5       44.3       39.8       72.3       25.5       43.3       39.8       70.6
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, February 1, 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  :    13,084:     1,399          0          0      5,783     11,710      7,182     11,710:     5,902      1,374
Old  :    13,084:     1,399          0          0      5,783     11,710      7,182     11,710:     5,902      1,374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :        63:         9          0          0       -627         81       -618         81:       681        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        0.0        0.0       44.2       89.5       54.9       89.5:      45.1       10.5
Old  :     100.0:      10.7        0.0        0.0       44.2       89.5       54.9       89.5:      45.1       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  :        27:         2          0          0         13         13         15         13:
Old  :        27:         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  :                 26.5       44.3       41.2       72.7       26.5       44.1       41.2       72.2
Old  :                 26.5       44.3       41.2       72.7       26.5       44.1       41.2       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, February 8, 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  :    30,541:     3,035      5,495        211     23,037     19,547     26,283     25,253:     4,258      5,288
Old  :    30,541:     3,035      5,495        211     23,037     19,547     26,283     25,253:     4,258      5,288
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     1,566:       864        135          7       -201      1,704        670      1,846:       896       -280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       18.0        0.7       75.4       64.0       86.1       82.7:      13.9       17.3
Old  :     100.0:       9.9       18.0        0.7       75.4       64.0       86.1       82.7:      13.9       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  :        40:         5          6          2         18         18         24         25:
Old  :        40:         5          6          2         18         18         24         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       37.4       63.7       58.2       43.8       33.6       60.6       51.8
Old  :                 43.8       37.4       63.7       58.2       43.8       33.6       60.6       51.8
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, February 1, 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  :    28,975:     2,171      5,360        204     23,238     17,843     25,613     23,407:     3,362      5,568
Old  :    28,975:     2,171      5,360        204     23,238     17,843     25,613     23,407:     3,362      5,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     2,215:     1,546        118        104        249      1,725      1,899      1,947:       316        268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       18.5        0.7       80.2       61.6       88.4       80.8:      11.6       19.2
Old  :     100.0:       7.5       18.5        0.7       80.2       61.6       88.4       80.8:      11.6       19.2
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  :        38:         3          5          1         19         18         22         24:
Old  :        38:         3          5          1         19         18         22         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       38.8       67.6       56.6       47.7       34.1       63.0       48.8
Old  :                 47.7       38.8       67.6       56.6       47.7       34.1       63.0       48.8
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, February 8, 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  :    78,723:     5,630     16,247        143     33,422     50,426     39,195     66,816:    39,528     11,907
Old  :    78,723:     5,630     16,247        143     33,422     50,426     39,195     66,816:    39,528     11,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     3,536:    -1,696        507       -209      1,440        913       -465      1,211:     4,001      2,325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       20.6        0.2       42.5       64.1       49.8       84.9:      50.2       15.1
Old  :     100.0:       7.2       20.6        0.2       42.5       64.1       49.8       84.9:      50.2       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        14         19          1         34         27         48         47:
Old  :        83:        14         19          1         34         27         48         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       43.5       26.1       59.0       17.7       42.1       24.9       55.9
Old  :                 17.7       43.5       26.1       59.0       17.7       42.1       24.9       55.9
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, February 1, 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  :    75,187:     7,326     15,740        352     31,982     49,513     39,660     65,605:    35,527      9,582
Old  :    75,187:     7,326     15,740        352     31,982     49,513     39,660     65,605:    35,527      9,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -1,268:       418        434        186       -129        174        475        794:    -1,743     -2,062
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       20.9        0.5       42.5       65.9       52.7       87.3:      47.3       12.7
Old  :     100.0:       9.7       20.9        0.5       42.5       65.9       52.7       87.3:      47.3       12.7
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  :        85:        15         20          2         33         28         48         50:
Old  :        85:        15         20          2         33         28         48         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  :                 17.4       43.3       26.4       59.5       17.4       41.5       25.7       56.3
Old  :                 17.4       43.3       26.4       59.5       17.4       41.5       25.7       56.3
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, February 8, 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  :   382,465:    85,447    113,267      2,203    264,578    113,488    352,228    228,958:    30,237    153,507
Old  :   382,465:    85,447    113,267      2,203    264,578    113,488    352,228    228,958:    30,237    153,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    13,082:     2,314     12,633         75      9,347    -15,476     11,736     -2,768:     1,346     15,850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       29.6        0.6       69.2       29.7       92.1       59.9:       7.9       40.1
Old  :     100.0:      22.3       29.6        0.6       69.2       29.7       92.1       59.9:       7.9       40.1
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  :       189:        58         65         10         47         32        110        102:
Old  :       189:        58         65         10         47         32        110        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  :                 46.3       23.3       64.5       31.8       40.8       18.1       58.0       24.0
Old  :                 46.3       23.3       64.5       31.8       40.8       18.1       58.0       24.0
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, February 1, 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  :   369,383:    83,133    100,634      2,128    255,231    128,964    340,492    231,726:    28,891    137,657
Old  :   369,383:    83,133    100,634      2,128    255,231    128,964    340,492    231,726:    28,891    137,657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    16,664:   -33,878     22,088     -1,130     62,358    -11,533     27,350      9,425:   -10,686      7,239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       27.2        0.6       69.1       34.9       92.2       62.7:       7.8       37.3
Old  :     100.0:      22.5       27.2        0.6       69.1       34.9       92.2       62.7:       7.8       37.3
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  :       183:        56         60          7         46         33        104         98:
Old  :       183:        56         60          7         46         33        104         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  :                 44.7       22.8       61.6       32.8       39.0       18.6       55.9       24.5
Old  :                 44.7       22.8       61.6       32.8       39.0       18.6       55.9       24.5
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, February 8, 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  :    76,844:    36,050      8,451        211     16,625     60,624     52,886     69,286:    23,958      7,558
Old  :    76,844:    36,050      8,451        211     16,625     60,624     52,886     69,286:    23,958      7,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -3,053:    -2,380      5,805       -792        698     -6,461     -2,474     -1,448:      -579     -1,605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.9       11.0        0.3       21.6       78.9       68.8       90.2:      31.2        9.8
Old  :     100.0:      46.9       11.0        0.3       21.6       78.9       68.8       90.2:      31.2        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        17          5          3         12         20         30         27:
Old  :        47:        17          5          3         12         20         30         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  :                 35.6       46.9       47.3       70.4       35.6       46.8       47.3       70.2
Old  :                 35.6       46.9       47.3       70.4       35.6       46.8       47.3       70.2
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, February 1, 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  :    79,897:    38,430      2,646      1,003     15,927     67,085     55,360     70,734:    24,537      9,163
Old  :    79,897:    38,430      2,646      1,003     15,927     67,085     55,360     70,734:    24,537      9,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     8,083:     6,525      1,644        991     -1,064      7,618      6,452     10,253:     1,631     -2,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.1        3.3        1.3       19.9       84.0       69.3       88.5:      30.7       11.5
Old  :     100.0:      48.1        3.3        1.3       19.9       84.0       69.3       88.5:      30.7       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  :        46:        17          5          2         12         19         30         25:
Old  :        46:        17          5          2         12         19         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  :                 32.9       48.1       45.6       69.7       32.9       48.0       45.4       69.5
Old  :                 32.9       48.1       45.6       69.7       32.9       48.0       45.4       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, February 8, 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  :    24,814:       933      9,512          0     16,896     11,182     17,829     20,694:     6,985      4,120
Old  :    24,814:       933      9,512          0     16,896     11,182     17,829     20,694:     6,985      4,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       655:       -71        688          0        253        331        182      1,019:       473       -364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       38.3        0.0       68.1       45.1       71.9       83.4:      28.1       16.6
Old  :     100.0:       3.8       38.3        0.0       68.1       45.1       71.9       83.4:      28.1       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  :        54:         3         12          0         27         17         30         29:
Old  :        54:         3         12          0         27         17         30         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  :                 30.3       44.5       43.0       55.3       22.7       40.0       35.4       50.2
Old  :                 30.3       44.5       43.0       55.3       22.7       40.0       35.4       50.2
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, February 1, 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  :    24,159:     1,004      8,824          0     16,643     10,851     17,647     19,675:     6,512      4,484
Old  :    24,159:     1,004      8,824          0     16,643     10,851     17,647     19,675:     6,512      4,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       401:       -34        267          0        748        402        714        669:      -313       -268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       36.5        0.0       68.9       44.9       73.0       81.4:      27.0       18.6
Old  :     100.0:       4.2       36.5        0.0       68.9       44.9       73.0       81.4:      27.0       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         3         11          0         26         17         29         28:
Old  :        52:         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  :                 28.9       43.7       41.8       54.3       21.2       39.1       34.0       48.7
Old  :                 28.9       43.7       41.8       54.3       21.2       39.1       34.0       48.7
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, February 8, 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  :   161,934:    33,303     26,485        712    119,430    119,139    153,445    146,336:     8,489     15,598
Old  :   161,934:    33,303     26,485        712    119,430    119,139    153,445    146,336:     8,489     15,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     1,229:     1,921      3,713       -402      5,363       -268      6,882      3,043:    -5,653     -1,814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       16.4        0.4       73.8       73.6       94.8       90.4:       5.2        9.6
Old  :     100.0:      20.6       16.4        0.4       73.8       73.6       94.8       90.4:       5.2        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        16         26          4         28         36         47         63:
Old  :        92:        16         26          4         28         36         47         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       40.3       71.2       55.6       53.0       40.3       67.2       54.2
Old  :                 56.1       40.3       71.2       55.6       53.0       40.3       67.2       54.2
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, February 1, 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  :   160,705:    31,382     22,772      1,114    114,067    119,407    146,563    143,293:    14,142     17,412
Old  :   160,705:    31,382     22,772      1,114    114,067    119,407    146,563    143,293:    14,142     17,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,145:     1,001       -558         61     -1,568        568       -506         71:     1,651      1,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       14.2        0.7       71.0       74.3       91.2       89.2:       8.8       10.8
Old  :     100.0:      19.5       14.2        0.7       71.0       74.3       91.2       89.2:       8.8       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  :        91:        15         23          5         28         39         47         63:
Old  :        91:        15         23          5         28         39         47         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       39.0       68.1       53.8       52.0       38.1       63.2       52.7
Old  :                 54.9       39.0       68.1       53.8       52.0       38.1       63.2       52.7
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, February 8, 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  :    36,832:    10,378      8,027        110     12,881     22,193     23,369     30,330:    13,463      6,502
Old  :    36,832:    10,378      8,027        110     12,881     22,193     23,369     30,330:    13,463      6,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     2,383:       400        813         -2      1,487      1,236      1,885      2,047:       498        336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       21.8        0.3       35.0       60.3       63.4       82.3:      36.6       17.7
Old  :     100.0:      28.2       21.8        0.3       35.0       60.3       63.4       82.3:      36.6       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        19         16          2         18         19         38         36:
Old  :        69:        19         16          2         18         19         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  :                 18.4       31.5       29.9       46.6       15.2       29.1       25.3       42.8
Old  :                 18.4       31.5       29.9       46.6       15.2       29.1       25.3       42.8
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, February 1, 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  :    34,449:     9,978      7,214        112     11,394     20,957     21,484     28,283:    12,965      6,166
Old  :    34,449:     9,978      7,214        112     11,394     20,957     21,484     28,283:    12,965      6,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,218:       530      1,424        -20      1,049       -287      1,559      1,117:      -341        101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       20.9        0.3       33.1       60.8       62.4       82.1:      37.6       17.9
Old  :     100.0:      29.0       20.9        0.3       33.1       60.8       62.4       82.1:      37.6       17.9
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  :        66:        19         16          2         16         18         36         35:
Old  :        66:        19         16          2         16         18         36         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  :                 16.8       32.2       28.7       46.9       14.7       28.8       24.2       41.6
Old  :                 16.8       32.2       28.7       46.9       14.7       28.8       24.2       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 8, 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  :   119,864:       437      6,336      2,917     59,637     73,391     62,991     82,644:    56,873     37,220
Old  :   119,864:       437      6,336      2,917     59,637     73,391     62,991     82,644:    56,873     37,220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -1,406:      -157          5         79     -1,533     -2,441     -1,611     -2,357:       205        951
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        5.3        2.4       49.8       61.2       52.6       68.9:      47.4       31.1
Old  :     100.0:       0.4        5.3        2.4       49.8       61.2       52.6       68.9:      47.4       31.1
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  :        47:         4         15          6         18         23         25         42:
Old  :        47:         4         15          6         18         23         25         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       51.9       47.6       58.6        6.7       17.8        8.5       21.5
Old  :                 42.1       51.9       47.6       58.6        6.7       17.8        8.5       21.5
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, February 1, 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  :   121,270:       594      6,331      2,838     61,170     75,832     64,602     85,001:    56,668     36,269
Old  :   121,270:       594      6,331      2,838     61,170     75,832     64,602     85,001:    56,668     36,269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -974:       243       -220        106      3,698     -1,809      4,047     -1,923:    -5,021        949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        5.2        2.3       50.4       62.5       53.3       70.1:      46.7       29.9
Old  :     100.0:       0.5        5.2        2.3       50.4       62.5       53.3       70.1:      46.7       29.9
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         14          4         17         23         22         40:
Old  :        44:         3         14          4         17         23         22         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       53.0       48.8       60.1        7.4       18.9        9.2       22.5
Old  :                 42.6       53.0       48.8       60.1        7.4       18.9        9.2       22.5
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, February 8, 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  :    95,344:    39,463     11,700      7,064     19,194     66,421     65,721     85,185:    29,623     10,159
Old  :    95,344:    39,463     11,700      7,064     19,194     66,421     65,721     85,185:    29,623     10,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       171:    -1,522        947        482        469     -2,719       -571     -1,290:       742      1,461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4       12.3        7.4       20.1       69.7       68.9       89.3:      31.1       10.7
Old  :     100.0:      41.4       12.3        7.4       20.1       69.7       68.9       89.3:      31.1       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  :       153:        91         20         29         20         32        120         76:
Old  :       153:        91         20         29         20         32        120         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  :                 18.1       29.8       27.1       45.0       16.1       28.5       23.2       43.5
Old  :                 18.1       29.8       27.1       45.0       16.1       28.5       23.2       43.5
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, February 1, 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  :    95,173:    40,985     10,753      6,582     18,725     69,140     66,292     86,475:    28,881      8,698
Old  :    95,173:    40,985     10,753      6,582     18,725     69,140     66,292     86,475:    28,881      8,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -1,718:       176        170        421       -137     -1,809        460     -1,218:    -2,178       -500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1       11.3        6.9       19.7       72.6       69.7       90.9:      30.3        9.1
Old  :     100.0:      43.1       11.3        6.9       19.7       72.6       69.7       90.9:      30.3        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  :       154:        93         19         28         21         32        123         73:
Old  :       154:        93         19         28         21         32        123         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       32.7       27.1       48.4       16.4       31.4       23.9       47.0
Old  :                 18.1       32.7       27.1       48.4       16.4       31.4       23.9       47.0
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, February 8, 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  :    85,163:    23,230      8,412     11,903     36,340     55,441     71,473     75,756:    13,690      9,407
Old  :    85,163:    23,230      8,412     11,903     36,340     55,441     71,473     75,756:    13,690      9,407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -3,647:    -3,571     -1,074     -1,245      1,446     -2,066     -3,370     -4,385:      -277        738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        9.9       14.0       42.7       65.1       83.9       89.0:      16.1       11.0
Old  :     100.0:      27.3        9.9       14.0       42.7       65.1       83.9       89.0:      16.1       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        48         39         27         37         36        107         86:
Old  :       139:        48         39         27         37         36        107         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  :                 26.0       44.2       38.8       59.8       22.6       39.3       33.8       52.0
Old  :                 26.0       44.2       38.8       59.8       22.6       39.3       33.8       52.0
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, February 1, 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  :    88,810:    26,801      9,486     13,148     34,894     57,507     74,843     80,141:    13,967      8,669
Old  :    88,810:    26,801      9,486     13,148     34,894     57,507     74,843     80,141:    13,967      8,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,352:      -326      2,239         36      1,518     -1,886      1,228        389:       124        963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       10.7       14.8       39.3       64.8       84.3       90.2:      15.7        9.8
Old  :     100.0:      30.2       10.7       14.8       39.3       64.8       84.3       90.2:      15.7        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        52         38         28         37         36        110         87:
Old  :       143:        52         38         28         37         36        110         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       44.5       38.4       59.6       22.5       38.6       33.5       51.5
Old  :                 25.7       44.5       38.4       59.6       22.5       38.6       33.5       51.5
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, February 8, 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  :   255,424:    97,630     86,455     15,041     95,269    133,451    207,940    234,947:    47,484     20,477
Old  :   255,424:    97,630     86,455     15,041     95,269    133,451    207,940    234,947:    47,484     20,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     2,308:    -4,758     12,185       -341      7,604    -11,786      2,505         58:      -197      2,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       33.8        5.9       37.3       52.2       81.4       92.0:      18.6        8.0
Old  :     100.0:      38.2       33.8        5.9       37.3       52.2       81.4       92.0:      18.6        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        92         58         33         37         37        150        113:
Old  :       205:        92         58         33         37         37        150        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       29.5       35.4       49.9       23.7       26.4       30.5       43.5
Old  :                 27.0       29.5       35.4       49.9       23.7       26.4       30.5       43.5
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, February 1, 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  :   253,116:   102,388     74,270     15,382     87,665    145,237    205,435    234,889:    47,681     18,227
Old  :   253,116:   102,388     74,270     15,382     87,665    145,237    205,435    234,889:    47,681     18,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   -20,314:    -4,990     -4,763     -3,340        834     -1,178     -7,496     -9,281:   -12,818    -11,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       29.3        6.1       34.6       57.4       81.2       92.8:      18.8        7.2
Old  :     100.0:      40.5       29.3        6.1       34.6       57.4       81.2       92.8:      18.8        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  :       202:       100         53         31         35         37        152        106:
Old  :       202:       100         53         31         35         37        152        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  :                 27.5       31.9       36.7       52.5       24.8       28.4       32.3       45.2
Old  :                 27.5       31.9       36.7       52.5       24.8       28.4       32.3       45.2
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, February 8, 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  :    10,445:     5,105        706        274      2,379      8,119      7,758      9,099:     2,687      1,346
Old  :    10,445:     5,105        706        274      2,379      8,119      7,758      9,099:     2,687      1,346
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     1,089:       492         77        -27        120        485        585        535:       504        554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.9        6.8        2.6       22.8       77.7       74.3       87.1:      25.7       12.9
Old  :     100.0:      48.9        6.8        2.6       22.8       77.7       74.3       87.1:      25.7       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        18          2          3          6          7         27         11:
Old  :        30:        18          2          3          6          7         27         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  :                 45.4       80.5       57.7       86.3       40.1       70.2       48.4       70.6
Old  :                 45.4       80.5       57.7       86.3       40.1       70.2       48.4       70.6
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, February 1, 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  :     9,356:     4,613        629        301      2,259      7,634      7,173      8,564:     2,183        792
Old  :     9,356:     4,613        629        301      2,259      7,634      7,173      8,564:     2,183        792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       322:        -4         -3         11       -111         40       -104         48:       426        274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.3        6.7        3.2       24.1       81.6       76.7       91.5:      23.3        8.5
Old  :     100.0:      49.3        6.7        3.2       24.1       81.6       76.7       91.5:      23.3        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        13          3          4          6          6         23         11:
Old  :        25:        13          3          4          6          6         23         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  :                 53.6       86.1       64.9       90.8       45.1       72.3       54.0       72.8
Old  :                 53.6       86.1       64.9       90.8       45.1       72.3       54.0       72.8
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, February 8, 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  :    82,142:     9,962     27,733      5,581     48,861     28,875     64,404     62,189:    17,738     19,953
Old  :    59,175:    10,083     26,096      1,410     35,321     16,644     46,814     44,150:    12,361     15,025
Other:    22,967:     2,070      3,828      1,980     13,540     12,231     17,590     18,039:     5,377      4,928
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     8,093:     1,110      1,652      1,171      3,946      3,264      6,227      6,087:     1,866      2,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       33.8        6.8       59.5       35.2       78.4       75.7:      21.6       24.3
Old  :     100.0:      17.0       44.1        2.4       59.7       28.1       79.1       74.6:      20.9       25.4
Other:     100.0:       9.0       16.7        8.6       59.0       53.3       76.6       78.5:      23.4       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        25         35         24         47         34         83         88:
Old  :       120:        26         38         11         42         33         71         79:
Other:        68:        15         15          8         25         22         43         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  :                 26.5       19.9       37.5       31.8       17.6       13.7       25.6       23.6
Old  :                 30.4       18.9       41.1       33.1       26.9       18.9       36.2       32.7
Other:                 36.8       41.0       52.3       54.8       32.3       39.1       41.3       45.5
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, February 1, 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  :    74,049:     8,852     26,081      4,410     44,915     25,611     58,177     56,102:    15,872     17,947
Old  :    53,980:     8,802     24,520        783     33,894     15,292     43,479     40,595:    10,501     13,385
Other:    20,069:     1,834      3,345      1,843     11,021     10,319     14,698     15,507:     5,371      4,562
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     7,427:      -302      7,506        427      6,573     -1,596      6,698      6,337:       729      1,090
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       35.2        6.0       60.7       34.6       78.6       75.8:      21.4       24.2
Old  :     100.0:      16.3       45.4        1.5       62.8       28.3       80.5       75.2:      19.5       24.8
Other:     100.0:       9.1       16.7        9.2       54.9       51.4       73.2       77.3:      26.8       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        21         36         18         45         36         75         84:
Old  :       114:        24         34          9         40         34         66         75:
Other:        63:        12         14          5         25         22         39         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       19.5       37.5       31.3       17.9       14.7       26.1       24.0
Old  :                 32.8       20.2       43.6       33.2       29.8       20.2       40.3       33.1
Other:                 31.7       41.8       48.0       57.3       30.1       40.4       39.2       46.9
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, February 8, 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  :    40,708:     1,477      9,877      1,857     24,997     17,956     28,331     29,690:    12,377     11,018
Old  :    35,202:     2,332      9,851        722     21,455     15,111     24,509     25,684:    10,693      9,518
Other:     5,506:        96        977        184      3,542      2,845      3,822      4,006:     1,684      1,500
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       902:        14        548          9        -66     -1,384        -43       -827:       945      1,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       24.3        4.6       61.4       44.1       69.6       72.9:      30.4       27.1
Old  :     100.0:       6.6       28.0        2.1       60.9       42.9       69.6       73.0:      30.4       27.0
Other:     100.0:       1.7       17.7        3.3       64.3       51.7       69.4       72.8:      30.6       27.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         8         16          6         25         18         34         39:
Old  :        52:         8         16          5         25         17         34         37:
Other:        23:         4          3          2         10         11         15         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       26.4       46.1       41.8       22.6       18.6       30.0       28.6
Old  :                 34.9       29.4       46.0       43.4       21.0       21.4       29.7       31.7
Other:                 45.1       47.2       64.2       66.5       43.7       44.2       53.7       56.4
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, February 1, 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  :    39,806:     1,463      9,329      1,848     25,063     19,340     28,374     30,517:    11,432      9,289
Old  :    34,793:     2,489      9,225        629     21,674     16,698     24,792     26,552:    10,001      8,241
Other:     5,013:        75      1,205        118      3,389      2,642      3,582      3,965:     1,431      1,048
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -930:       224       -296        494     -1,920     -1,914     -1,202     -1,716:       272        786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       23.4        4.6       63.0       48.6       71.3       76.7:      28.7       23.3
Old  :     100.0:       7.2       26.5        1.8       62.3       48.0       71.3       76.3:      28.7       23.7
Other:     100.0:       1.5       24.0        2.4       67.6       52.7       71.5       79.1:      28.5       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         8         15          6         25         21         34         41:
Old  :        53:         9         14          6         25         20         34         40:
Other:        24:         3          4          1         10         12         14         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  :                 35.0       26.9       48.5       43.2       23.5       18.8       31.7       29.1
Old  :                 36.6       27.8       48.5       45.1       22.5       21.4       31.6       30.7
Other:                 47.5       51.4       67.1       70.4       45.1       48.9       56.0       61.9
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, February 8, 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  :    92,684:    18,611     32,020      6,045     53,232     43,833     77,888     81,898:    14,796     10,786
Old  :    81,838:    19,315     33,331      3,347     46,166     35,716     68,828     72,394:    13,010      9,444
Other:    10,846:     1,643      1,036        351      7,066      8,117      9,060      9,504:     1,786      1,342
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     2,254:       -13      3,905        441      3,080     -2,206      3,508      2,140:    -1,254        114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       34.5        6.5       57.4       47.3       84.0       88.4:      16.0       11.6
Old  :     100.0:      23.6       40.7        4.1       56.4       43.6       84.1       88.5:      15.9       11.5
Other:     100.0:      15.1        9.6        3.2       65.1       74.8       83.5       87.6:      16.5       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        57         79         52         59         51        156        150:
Old  :       209:        64         76         47         50         49        144        146:
Other:        77:        24         12          9         30         26         58         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  :                 22.5       23.4       35.0       31.8       22.5       18.2       32.5       25.2
Old  :                 25.5       23.9       37.9       33.3       25.5       18.8       35.5       27.5
Other:                 37.8       34.7       52.7       55.7       30.8       32.4       39.9       46.7
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, February 1, 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  :    90,430:    18,624     28,115      5,604     50,152     46,039     74,380     79,758:    16,050     10,672
Old  :    80,571:    19,240     29,252      3,287     43,606     38,497     66,133     71,036:    14,438      9,535
Other:     9,859:     1,405        884        296      6,546      7,542      8,247      8,722:     1,612      1,137
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -7,839:   -11,388      7,258     -1,006      5,730    -15,890     -6,664     -9,638:    -1,175      1,799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       31.1        6.2       55.5       50.9       82.3       88.2:      17.7       11.8
Old  :     100.0:      23.9       36.3        4.1       54.1       47.8       82.1       88.2:      17.9       11.8
Other:     100.0:      14.3        9.0        3.0       66.4       76.5       83.6       88.5:      16.4       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        62         74         51         58         51        156        144:
Old  :       205:        64         71         42         49         48        139        139:
Other:        79:        24         12          7         30         25         58         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  :                 23.2       23.9       35.2       32.9       23.2       20.0       32.8       27.2
Old  :                 26.0       24.3       37.2       33.5       26.0       21.4       36.1       29.6
Other:                 42.1       36.1       56.2       56.3       33.9       32.5       41.8       47.0
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, February 8, 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  :    36,844:    10,561      1,998      3,711     17,868     29,951     32,140     35,660:     4,704      1,184
Old  :    36,819:    10,560      2,021      3,688     17,868     29,930     32,116     35,639:     4,703      1,180
Other:        25:        24          0          0          0         21         24         21:         1          4
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     1,746:     1,165        162       -507        643      2,109      1,301      1,764:       445        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        5.4       10.1       48.5       81.3       87.2       96.8:      12.8        3.2
Old  :     100.0:      28.7        5.5       10.0       48.5       81.3       87.2       96.8:      12.8        3.2
Other:     100.0:      96.0        0.0        0.0        0.0       84.0       96.0       84.0:       4.0       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        55          9         20         29         18         92         43:
Old  :       105:        55         10         20         29         18         92         43:
Other:         4:         2          0          0          0          2          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       57.9       44.7       74.9       16.9       37.2       24.8       53.4
Old  :                 34.5       57.9       44.7       74.9       16.9       37.2       24.8       53.5
Other:                 96.0       84.0       96.0       84.0       96.0       84.0       96.0       84.0
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, February 1, 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  :    35,098:     9,396      1,836      4,218     17,225     27,842     30,839     33,896:     4,259      1,202
Old  :    35,072:     9,401      1,837      4,212     17,206     27,822     30,819     33,871:     4,253      1,201
Other:        26:         1          5          0         19         20         20         25:         6          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       956:       -91         78        347        825        664      1,081      1,089:      -125       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        5.2       12.0       49.1       79.3       87.9       96.6:      12.1        3.4
Old  :     100.0:      26.8        5.2       12.0       49.1       79.3       87.9       96.6:      12.1        3.4
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  :        97:        45         10         19         30         17         83         42:
Old  :        97:        46         11         19         30         17         83         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  :                 34.8       58.7       44.3       74.9       16.5       37.2       23.9       52.7
Old  :                 34.7       58.7       44.3       75.0       16.5       37.3       23.9       52.8
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, February 8, 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  :   115,099:    22,922      8,537      2,066     79,967    102,255    104,955    112,858:    10,144      2,241
Old  :    71,364:    21,640      8,030      1,560     38,409     59,589     61,609     69,179:     9,755      2,185
Other:    43,735:     1,407        632        381     41,558     42,666     43,346     43,679:       389         56
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :        55:      -151     -2,467        181     -2,549      1,911     -2,519       -375:     2,574        430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        7.4        1.8       69.5       88.8       91.2       98.1:       8.8        1.9
Old  :     100.0:      30.3       11.3        2.2       53.8       83.5       86.3       96.9:      13.7        3.1
Other:     100.0:       3.2        1.4        0.9       95.0       97.6       99.1       99.9:       0.9        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        45         18         13         47         37         98         67:
Old  :       118:        45         20         13         45         36         96         65:
Other:        44:        11          2          3         23         21         34         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  :                 35.2       44.2       50.2       66.5       20.8       29.9       30.2       40.8
Old  :                 29.6       36.0       43.2       58.4       24.0       33.5       37.1       51.8
Other:                 67.1       73.0       82.7       87.7       53.1       62.8       63.6       73.1
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, February 1, 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  :   115,044:    23,073     11,004      1,885     82,516    100,344    107,474    113,233:     7,570      1,811
Old  :    71,849:    21,952     11,154        825     42,103     57,960     64,880     69,939:     6,969      1,910
Other:    43,195:     1,838        567        343     40,413     42,384     42,594     43,294:       601        -99
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -757:     3,527     -2,355       -846     -4,240      1,898     -1,559     -1,303:       802        546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        9.6        1.6       71.7       87.2       93.4       98.4:       6.6        1.6
Old  :     100.0:      30.6       15.5        1.1       58.6       80.7       90.3       97.3:       9.7        2.7
Other:     100.0:       4.3        1.3        0.8       93.6       98.1       98.6      100.2:       1.4       -0.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        44         28         12         47         33         99         68:
Old  :       125:        45         29         11         45         32         96         66:
Other:        43:        10          3          3         22         22         32         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       44.1       51.5       64.8       21.3       28.8       31.0       39.1
Old  :                 29.3       37.4       42.7       56.6       27.7       33.4       40.5       50.4
Other:                 68.1       73.2       82.1       88.5       53.8       62.9       62.9       73.4
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, February 8, 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  :   400,084:   110,227     32,220     28,906    175,234    292,795    314,367    353,921:    85,717     46,163
Old  :   400,084:   110,227     32,220     28,906    175,234    292,795    314,367    353,921:    85,717     46,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :   -21,807:    -5,005     -4,372    -10,111     -4,762    -11,118    -19,878    -25,601:    -1,929      3,794
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        8.1        7.2       43.8       73.2       78.6       88.5:      21.4       11.5
Old  :     100.0:      27.6        8.1        7.2       43.8       73.2       78.6       88.5:      21.4       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  :       152:        63         24         40         52         49        137         94:
Old  :       152:        63         24         40         52         49        137         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       33.7       27.6       51.3       14.8       27.3       24.7       43.1
Old  :                 16.6       33.7       27.6       51.3       14.8       27.3       24.7       43.1
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, February 1, 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  :   421,891:   115,232     36,592     39,017    179,996    303,913    334,245    379,522:    87,646     42,369
Old  :   421,891:   115,232     36,592     39,017    179,996    303,913    334,245    379,522:    87,646     42,369
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    47,403:    28,076     -5,232      3,349      8,114     51,969     39,539     50,086:     7,864     -2,683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        8.7        9.2       42.7       72.0       79.2       90.0:      20.8       10.0
Old  :     100.0:      27.3        8.7        9.2       42.7       72.0       79.2       90.0:      20.8       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        62         37         44         55         52        149        102:
Old  :       167:        62         37         44         55         52        149        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  :                 15.7       33.2       25.9       50.1       13.9       26.0       23.5       41.5
Old  :                 15.7       33.2       25.9       50.1       13.9       26.0       23.5       41.5
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, February 8, 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  :   107,658:    48,126     12,814      9,505     37,670     78,777     95,301    101,096:    12,357      6,562
Old  :   104,177:    47,925     14,038      7,884     36,358     76,125     92,167     98,047:    12,010      6,130
Other:     3,481:     1,540        115        282      1,312      2,652      3,134      3,049:       347        432
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     2,539:     5,449        392     -1,523     -2,003      3,097      1,923      1,966:       616        573
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7       11.9        8.8       35.0       73.2       88.5       93.9:      11.5        6.1
Old  :     100.0:      46.0       13.5        7.6       34.9       73.1       88.5       94.1:      11.5        5.9
Other:     100.0:      44.2        3.3        8.1       37.7       76.2       90.0       87.6:      10.0       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       345:       137         61         64         95        113        270        214:
Old  :       345:       138         65         63         91        113        265        214:
Other:        75:        12          3          7         32         43         46         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  :                 15.5       23.5       25.4       35.3       15.5       21.1       25.4       32.8
Old  :                 16.0       24.1       26.3       35.8       16.0       21.8       26.3       33.6
Other:                 41.4       32.7       60.7       50.0       35.0       31.2       50.7       44.8
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, February 1, 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  :   105,119:    42,677     12,422     11,028     39,673     75,680     93,378     99,130:    11,741      5,989
Old  :   102,317:    42,722     13,665      9,517     38,652     73,436     90,891     96,618:    11,426      5,699
Other:     2,802:     1,338        140        128      1,021      2,244      2,487      2,512:       315        290
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     2,128:       -33      1,103        476        853       -442      1,296      1,137:       832        991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       11.8       10.5       37.7       72.0       88.8       94.3:      11.2        5.7
Old  :     100.0:      41.8       13.4        9.3       37.8       71.8       88.8       94.4:      11.2        5.6
Other:     100.0:      47.8        5.0        4.6       36.4       80.1       88.8       89.7:      11.2       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:       137         51         68         92        106        271        202:
Old  :       334:       137         56         67         89        106        268        200:
Other:        70:        13          4          6         28         37         43         45:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       24.4       24.9       36.3       15.0       21.1       24.3       32.2
Old  :                 15.4       24.9       25.5       36.8       15.4       21.7       25.0       32.9
Other:                 45.3       36.8       62.0       54.3       37.9       35.6       53.0       49.4
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, February 8, 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  :    18,658:     6,279      7,832      2,059      7,005      7,175     15,343     17,066:     3,315      1,592
Old  :    18,658:     6,279      7,832      2,059      7,005      7,175     15,343     17,066:     3,315      1,592
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :      -753:       347     -1,994        -76     -1,356      1,370     -1,085       -700:       332        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       42.0       11.0       37.5       38.5       82.2       91.5:      17.8        8.5
Old  :     100.0:      33.7       42.0       11.0       37.5       38.5       82.2       91.5:      17.8        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        16         20          6          8          6         29         28:
Old  :        50:        16         20          6          8          6         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  :                 59.8       46.1       72.7       67.5       48.2       34.9       54.2       54.1
Old  :                 59.8       46.1       72.7       67.5       48.2       34.9       54.2       54.1
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, February 1, 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  :    19,411:     5,932      9,826      2,135      8,361      5,805     16,428     17,766:     2,983      1,645
Old  :    19,411:     5,932      9,826      2,135      8,361      5,805     16,428     17,766:     2,983      1,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       449:       956       -146          1       -398        615        559        470:      -110        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       50.6       11.0       43.1       29.9       84.6       91.5:      15.4        8.5
Old  :     100.0:      30.6       50.6       11.0       43.1       29.9       84.6       91.5:      15.4        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        15         22          7          8          6         27         32:
Old  :        51:        15         22          7          8          6         27         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  :                 65.7       37.4       76.2       62.6       53.5       33.7       58.9       53.3
Old  :                 65.7       37.4       76.2       62.6       53.5       33.7       58.9       53.3
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, February 8, 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  :   147,894:    15,213     23,512     10,147     95,608     87,473    120,968    121,132:    26,926     26,762
Old  :   147,894:    15,213     23,512     10,147     95,608     87,473    120,968    121,132:    26,926     26,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -9,800:    -4,642       -773     -1,835     -4,843    -10,309    -11,320    -12,917:     1,520      3,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       15.9        6.9       64.6       59.1       81.8       81.9:      18.2       18.1
Old  :     100.0:      10.3       15.9        6.9       64.6       59.1       81.8       81.9:      18.2       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  :       118:        21         26         26         57         61         98         94:
Old  :       118:        21         26         26         57         61         98         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       20.2       39.7       31.0       21.4       15.6       30.3       22.5
Old  :                 26.8       20.2       39.7       31.0       21.4       15.6       30.3       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, February 1, 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  :   157,694:    19,855     24,285     11,982    100,451     97,782    132,288    134,049:    25,406     23,645
Old  :   157,694:    19,855     24,285     11,982    100,451     97,782    132,288    134,049:    25,406     23,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -7,109:     1,768       -121     -1,042     -8,428     -3,175     -7,702     -4,338:       593     -2,771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       15.4        7.6       63.7       62.0       83.9       85.0:      16.1       15.0
Old  :     100.0:      12.6       15.4        7.6       63.7       62.0       83.9       85.0:      16.1       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        26         28         33         55         68        106        107:
Old  :       128:        26         28         33         55         68        106        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       20.9       42.2       32.1       24.3       14.5       32.8       20.7
Old  :                 30.0       20.9       42.2       32.1       24.3       14.5       32.8       20.7
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, February 8, 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  :   397,165:    27,275     59,263    111,813    190,280    192,963    329,368    364,039:    67,797     33,126
Old  :   397,165:    27,275     59,263    111,813    190,280    192,963    329,368    364,039:    67,797     33,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     5,256:     2,034      3,487      5,758     -2,140     -3,696      5,652      5,549:      -396       -293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       14.9       28.2       47.9       48.6       82.9       91.7:      17.1        8.3
Old  :     100.0:       6.9       14.9       28.2       47.9       48.6       82.9       91.7:      17.1        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        43         53         64         89         70        168        158:
Old  :       194:        43         53         64         89         70        168        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  :                 16.9       22.8       27.1       36.4        7.8       11.1       10.9       18.6
Old  :                 16.9       22.8       27.1       36.4        7.8       11.1       10.9       18.6
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, February 1, 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  :   391,909:    25,241     55,776    106,055    192,420    196,659    323,716    358,490:    68,193     33,419
Old  :   391,909:    25,241     55,776    106,055    192,420    196,659    323,716    358,490:    68,193     33,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   -13,665:     1,571    -13,547     -2,323    -15,983       -172    -16,735    -16,042:     3,070      2,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       14.2       27.1       49.1       50.2       82.6       91.5:      17.4        8.5
Old  :     100.0:       6.4       14.2       27.1       49.1       50.2       82.6       91.5:      17.4        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        40         50         61         86         69        159        151:
Old  :       183:        40         50         61         86         69        159        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       23.9       27.5       38.1        7.8       11.8       11.1       18.5
Old  :                 17.4       23.9       27.5       38.1        7.8       11.8       11.1       18.5
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    64,533:     4,119      2,444      1,209     52,198     57,522     57,526     61,175:     7,007      3,358
Old  :    64,533:     4,119      2,444      1,209     52,198     57,522     57,526     61,175:     7,007      3,358
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       606:      -360     -1,644       -496      1,400      2,256        544        116:        62        490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        3.8        1.9       80.9       89.1       89.1       94.8:      10.9        5.2
Old  :     100.0:       6.4        3.8        1.9       80.9       89.1       89.1       94.8:      10.9        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         1          1          2         28         22         30         24:
Old  :        32:         1          1          2         28         22         30         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       55.4       65.6       72.8       46.3       50.2       53.6       63.2
Old  :                 48.1       55.4       65.6       72.8       46.3       50.2       53.6       63.2
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    63,927:     4,479      4,088      1,705     50,798     55,266     56,982     61,059:     6,945      2,868
Old  :    63,927:     4,479      4,088      1,705     50,798     55,266     56,982     61,059:     6,945      2,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -6,187:     1,036          0     -1,036     -7,809     -5,669     -7,809     -6,705:     1,622        518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        6.4        2.7       79.5       86.5       89.1       95.5:      10.9        4.5
Old  :     100.0:       7.0        6.4        2.7       79.5       86.5       89.1       95.5:      10.9        4.5
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  :        32:         1          1          2         26         23         28         25:
Old  :        32:         1          1          2         26         23         28         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       58.0       66.7       74.6       46.6       52.5       53.7       63.6
Old  :                 48.4       58.0       66.7       74.6       46.6       52.5       53.7       63.6
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, February 1, 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  :    44,981:     1,906      2,464      1,604     37,994     35,676     41,504     39,744:     3,477      5,237
Old  :    44,981:     1,906      2,464      1,604     37,994     35,676     41,504     39,744:     3,477      5,237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :        28:         0          0          0        -84        168        -84        168:       112       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        5.5        3.6       84.5       79.3       92.3       88.4:       7.7       11.6
Old  :     100.0:       4.2        5.5        3.6       84.5       79.3       92.3       88.4:       7.7       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          2          2         15         15         17         18:
Old  :        23:         1          2          2         15         15         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  :                 49.3       57.5       79.0       74.0       42.3       54.6       66.6       66.2
Old  :                 49.3       57.5       79.0       74.0       42.3       54.6       66.6       66.2
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, February 8, 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  :    37,420:     2,125      4,361      2,531     28,794     27,041     33,450     33,933:     3,970      3,487
Old  :    37,420:     2,125      4,361      2,531     28,794     27,041     33,450     33,933:     3,970      3,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       797:      -194        124        465      1,076       -196      1,347        393:      -550        404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       11.7        6.8       76.9       72.3       89.4       90.7:      10.6        9.3
Old  :     100.0:       5.7       11.7        6.8       76.9       72.3       89.4       90.7:      10.6        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          2          3         19         19         22         23:
Old  :        26:         2          2          3         19         19         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       39.5       72.0       57.2       44.2       35.7       52.1       46.5
Old  :                 56.3       39.5       72.0       57.2       44.2       35.7       52.1       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, February 1, 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  :    36,623:     2,319      4,237      2,066     27,718     27,237     32,103     33,540:     4,520      3,083
Old  :    36,623:     2,319      4,237      2,066     27,718     27,237     32,103     33,540:     4,520      3,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -531:      -244      1,034         44        -13     -2,292       -213     -1,214:      -318        683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       11.6        5.6       75.7       74.4       87.7       91.6:      12.3        8.4
Old  :     100.0:       6.3       11.6        5.6       75.7       74.4       87.7       91.6:      12.3        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  :        23:         2          2          3         18         16         21         20:
Old  :        23:         2          2          3         18         16         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       41.7       68.8       62.6       43.1       40.1       50.7       50.0
Old  :                 51.7       41.7       68.8       62.6       43.1       40.1       50.7       50.0
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, February 8, 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  :    61,348:     6,828          0      1,154     47,680     48,619     55,662     49,773:     5,686     11,575
Old  :    61,348:     6,828          0      1,154     47,680     48,619     55,662     49,773:     5,686     11,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     2,693:         0       -321       -434      2,513      1,197      2,079        442:       614      2,251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        0.0        1.9       77.7       79.3       90.7       81.1:       9.3       18.9
Old  :     100.0:      11.1        0.0        1.9       77.7       79.3       90.7       81.1:       9.3       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          0          1         19         17         20         18:
Old  :        22:         1          0          1         19         17         20         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  :                 46.0       61.0       71.0       70.5       39.8       49.8       54.8       54.3
Old  :                 46.0       61.0       71.0       70.5       39.8       49.8       54.8       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, February 1, 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  :    58,655:     6,828        321      1,588     45,167     47,422     53,583     49,331:     5,072      9,324
Old  :    58,655:     6,828        321      1,588     45,167     47,422     53,583     49,331:     5,072      9,324
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -1,772:     1,508       -224       -224     -4,444       -394     -3,160       -842:     1,388       -930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        0.5        2.7       77.0       80.8       91.4       84.1:       8.6       15.9
Old  :     100.0:      11.6        0.5        2.7       77.0       80.8       91.4       84.1:       8.6       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:         1          1          2         19         17         21         19:
Old  :        24:         1          1          2         19         17         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       62.1       72.8       72.1       41.6       50.3       56.7       56.3
Old  :                 48.1       62.1       72.8       72.1       41.6       50.3       56.7       56.3
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, February 8, 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  :   936,999:   236,820     61,933    164,567    518,967    702,213    920,354    928,713:    16,645      8,286
Old  :   936,999:   236,820     61,933    164,567    518,967    702,213    920,354    928,713:    16,645      8,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    23,997:    -1,364     -2,681      9,385     16,337     16,235     24,358     22,939:      -361      1,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        6.6       17.6       55.4       74.9       98.2       99.1:       1.8        0.9
Old  :     100.0:      25.3        6.6       17.6       55.4       74.9       98.2       99.1:       1.8        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        18          9         24         77         72        106         98:
Old  :       114:        18          9         24         77         72        106         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  :                 30.6       22.3       43.9       36.7       23.5       18.3       31.2       28.0
Old  :                 30.6       22.3       43.9       36.7       23.5       18.3       31.2       28.0
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, February 1, 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  :   913,002:   238,184     64,614    155,182    502,630    685,978    895,996    905,774:    17,006      7,228
Old  :   913,002:   238,184     64,614    155,182    502,630    685,978    895,996    905,774:    17,006      7,228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   -18,508:     9,061      6,049      1,505    -32,236    -27,389    -21,670    -19,835:     3,162      1,327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        7.1       17.0       55.1       75.1       98.1       99.2:       1.9        0.8
Old  :     100.0:      26.1        7.1       17.0       55.1       75.1       98.1       99.2:       1.9        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        17         12         24         75         71        105         97:
Old  :       113:        17         12         24         75         71        105         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       22.7       44.9       36.9       25.2       18.6       31.6       28.2
Old  :                 31.7       22.7       44.9       36.9       25.2       18.6       31.6       28.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, February 8, 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  :   104,723:    17,677     31,248     29,073     53,545     42,571    100,295    102,892:     4,428      1,831
Old  :   104,723:    17,677     31,248     29,073     53,545     42,571    100,295    102,892:     4,428      1,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     4,751:    -1,524      2,711      2,018      3,904        245      4,398      4,974:       353       -223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       29.8       27.8       51.1       40.7       95.8       98.3:       4.2        1.7
Old  :     100.0:      16.9       29.8       27.8       51.1       40.7       95.8       98.3:       4.2        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  :        41:         9          7         10         22         23         36         35:
Old  :        41:         9          7         10         22         23         36         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  :                 43.3       48.2       67.3       67.4       29.7       33.0       40.5       45.6
Old  :                 43.3       48.2       67.3       67.4       29.7       33.0       40.5       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, February 1, 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  :    99,972:    19,201     28,537     27,055     49,641     42,326     95,897     97,918:     4,075      2,054
Old  :    99,972:    19,201     28,537     27,055     49,641     42,326     95,897     97,918:     4,075      2,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -6,406:   -19,247     -6,485      6,678      7,673     -7,287     -4,896     -7,094:    -1,510        688
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       28.5       27.1       49.7       42.3       95.9       97.9:       4.1        2.1
Old  :     100.0:      19.2       28.5       27.1       49.7       42.3       95.9       97.9:       4.1        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         8          6          9         21         20         33         31:
Old  :        38:         8          6          9         21         20         33         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  :                 45.3       50.4       67.8       68.2       27.7       31.3       39.6       44.7
Old  :                 45.3       50.4       67.8       68.2       27.7       31.3       39.6       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, February 8, 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  :    37,013:     4,784      6,790      5,365     26,356     24,788     36,505     36,943:       508         70
Old  :    37,013:     4,784      6,790      5,365     26,356     24,788     36,505     36,943:       508         70
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     1,776:       700      2,120        -20      1,185       -255      1,865      1,845:       -89        -69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       18.3       14.5       71.2       67.0       98.6       99.8:       1.4        0.2
Old  :     100.0:      12.9       18.3       14.5       71.2       67.0       98.6       99.8:       1.4        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3          6          6         21         26         27         35:
Old  :        36:         3          6          6         21         26         27         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  :                 49.3       68.6       72.1       80.2       44.2       61.2       59.9       67.0
Old  :                 49.3       68.6       72.1       80.2       44.2       61.2       59.9       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, February 1, 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  :    35,237:     4,084      4,670      5,385     25,171     25,043     34,640     35,098:       597        139
Old  :    35,237:     4,084      4,670      5,385     25,171     25,043     34,640     35,098:       597        139
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -1,479:      -652      1,300        -90     -1,195     -2,649     -1,937     -1,439:       458        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       13.3       15.3       71.4       71.1       98.3       99.6:       1.7        0.4
Old  :     100.0:      11.6       13.3       15.3       71.4       71.1       98.3       99.6:       1.7        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  :        34:         3          5          6         21         25         27         33:
Old  :        34:         3          5          6         21         25         27         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  :                 50.5       66.9       71.5       78.5       45.4       59.0       58.1       64.9
Old  :                 50.5       66.9       71.5       78.5       45.4       59.0       58.1       64.9
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, February 8, 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  :    19,029:     1,896      2,106      1,665     15,468     15,258     19,029     19,029:         0          0
Old  :    19,029:     1,896      2,106      1,665     15,468     15,258     19,029     19,029:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -1,728:      -299     -2,452        748     -2,177         18     -1,728     -1,686:         0        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       11.1        8.7       81.3       80.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      10.0       11.1        8.7       81.3       80.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          3          3         16         15         20         19:
Old  :        25:         2          3          3         16         15         20         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  :                 72.8       55.6       86.6       76.9       66.6       49.6       71.7       64.7
Old  :                 72.8       55.6       86.6       76.9       66.6       49.6       71.7       64.7
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, February 1, 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  :    20,757:     2,195      4,558        917     17,645     15,240     20,757     20,715:         0         42
Old  :    20,757:     2,195      4,558        917     17,645     15,240     20,757     20,715:         0         42
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :        46:        92          0          0        -46          4         46          4:         0         42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       22.0        4.4       85.0       73.4      100.0       99.8:       0.0        0.2
Old  :     100.0:      10.6       22.0        4.4       85.0       73.4      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          2          2         17         15         20         19:
Old  :        26:         3          2          2         17         15         20         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  :                 76.5       60.8       88.7       80.4       73.7       58.3       80.5       74.5
Old  :                 76.5       60.8       88.7       80.4       73.7       58.3       80.5       74.5
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     8,580:       218      4,736      1,048      7,314      2,796      8,580      8,580:         0          0
Old  :     8,580:       218      4,736      1,048      7,314      2,796      8,580      8,580:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       958:       -84      2,222       -298      1,340       -798        958      1,126:         0       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       55.2       12.2       85.2       32.6      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.5       55.2       12.2       85.2       32.6      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  :        22:         1          3          3         13         11         16         15:
Old  :        22:         1          3          3         13         11         16         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  :                 66.8       76.4       90.2       93.8       59.0       67.1       74.6       76.2
Old  :                 66.8       76.4       90.2       93.8       59.0       67.1       74.6       76.2
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, February 1, 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  :     7,622:       302      2,514      1,346      5,974      3,594      7,622      7,454:         0        168
Old  :     7,622:       302      2,514      1,346      5,974      3,594      7,622      7,454:         0        168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :        86:         0       -172        172        -86        -82         86        -82:         0        168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       33.0       17.7       78.4       47.2      100.0       97.8:       0.0        2.2
Old  :     100.0:       4.0       33.0       17.7       78.4       47.2      100.0       97.8:       0.0        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  :        21:         1          3          3         11         11         14         15:
Old  :        21:         1          3          3         11         11         14         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  :                 65.7       58.8       90.7       85.5       58.4       48.7       70.1       65.5
Old  :                 65.7       58.8       90.7       85.5       58.4       48.7       70.1       65.5
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, February 8, 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  :   731,161:    99,003     71,446     96,369    481,481    490,249    676,853    658,064:    54,308     73,097
Old  :   731,161:    99,003     71,446     96,369    481,481    490,249    676,853    658,064:    54,308     73,097
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -3,036:    -1,504      1,891        152    -11,173    -17,726    -12,525    -15,683:     9,489     12,647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        9.8       13.2       65.9       67.1       92.6       90.0:       7.4       10.0
Old  :     100.0:      13.5        9.8       13.2       65.9       67.1       92.6       90.0:       7.4       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        51         67         70         81         82        182        178:
Old  :       221:        51         67         70         81         82        182        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  :                 22.7       22.7       35.8       32.8       14.7       13.6       22.6       19.4
Old  :                 22.7       22.7       35.8       32.8       14.7       13.6       22.6       19.4
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, February 1, 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  :   734,197:   100,507     69,555     96,217    492,654    507,975    689,378    673,747:    44,819     60,450
Old  :   734,197:   100,507     69,555     96,217    492,654    507,975    689,378    673,747:    44,819     60,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    20,307:     2,303      5,201      5,540     16,499     13,131     24,342     23,872:    -4,035     -3,565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        9.5       13.1       67.1       69.2       93.9       91.8:       6.1        8.2
Old  :     100.0:      13.7        9.5       13.1       67.1       69.2       93.9       91.8:       6.1        8.2
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  :       231:        51         74         74         81         86        189        186:
Old  :       231:        51         74         74         81         86        189        186:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       23.8       35.9       34.7       14.7       14.4       22.0       20.5
Old  :                 22.8       23.8       35.9       34.7       14.7       14.4       22.0       20.5
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,322:     7,576      2,387        473      2,551      9,336     10,600     12,196:     2,722      1,126
Old  :    13,322:     7,576      2,387        473      2,551      9,336     10,600     12,196:     2,722      1,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :      -122:        28        310       -177        -23       -318       -172       -185:        50         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.9       17.9        3.6       19.1       70.1       79.6       91.5:      20.4        8.5
Old  :     100.0:      56.9       17.9        3.6       19.1       70.1       79.6       91.5:      20.4        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        62         20          5         10         23         76         47:
Old  :       117:        62         20          5         10         23         76         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       39.9       35.9       56.3       23.2       39.9       35.9       56.3
Old  :                 23.2       39.9       35.9       56.3       23.2       39.9       35.9       56.3
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,444:     7,548      2,077        650      2,574      9,654     10,772     12,381:     2,672      1,063
Old  :    13,444:     7,548      2,077        650      2,574      9,654     10,772     12,381:     2,672      1,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       497:       -57         65        477         52        -20        472        522:        25        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.1       15.4        4.8       19.1       71.8       80.1       92.1:      19.9        7.9
Old  :     100.0:      56.1       15.4        4.8       19.1       71.8       80.1       92.1:      19.9        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        64         17          8         10         23         82         46:
Old  :       119:        64         17          8         10         23         82         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       39.8       35.7       57.5       22.9       39.8       35.7       57.5
Old  :                 22.9       39.8       35.7       57.5       22.9       39.8       35.7       57.5
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, February 8, 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  :     7,536:     3,882        315         80      1,901      6,369      5,863      6,764:     1,673        772
Old  :     7,536:     3,882        315         80      1,901      6,369      5,863      6,764:     1,673        772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :      -410:      -303         43         80       -225       -337       -448       -214:        38       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.5        4.2        1.1       25.2       84.5       77.8       89.8:      22.2       10.2
Old  :     100.0:      51.5        4.2        1.1       25.2       84.5       77.8       89.8:      22.2       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  :        50:        22          5          1          6         17         28         23:
Old  :        50:        22          5          1          6         17         28         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       59.1       53.0       73.5       38.2       59.1       53.0       73.5
Old  :                 38.2       59.1       53.0       73.5       38.2       59.1       53.0       73.5
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, February 1, 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  :     7,946:     4,185        272          0      2,126      6,706      6,311      6,978:     1,635        968
Old  :     7,946:     4,185        272          0      2,126      6,706      6,311      6,978:     1,635        968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       616:       855        -25          0       -273        429        582        404:        34        212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.7        3.4        0.0       26.8       84.4       79.4       87.8:      20.6       12.2
Old  :     100.0:      52.7        3.4        0.0       26.8       84.4       79.4       87.8:      20.6       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        23          4          0          7         16         30         20:
Old  :        50:        23          4          0          7         16         30         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       56.7       53.5       72.1       39.4       56.7       53.5       72.1
Old  :                 39.4       56.7       53.5       72.1       39.4       56.7       53.5       72.1
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, February 8, 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  :   164,626:    22,472      5,577     14,320    108,377    127,523    145,169    147,420:    19,457     17,206
Old  :   164,626:    22,472      5,577     14,320    108,377    127,523    145,169    147,420:    19,457     17,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     2,467:    -4,589       -511      1,845       -190     -5,455     -2,934     -4,121:     5,401      6,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        3.4        8.7       65.8       77.5       88.2       89.5:      11.8       10.5
Old  :     100.0:      13.7        3.4        8.7       65.8       77.5       88.2       89.5:      11.8       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  :       154:        44         18         42         71         74        131        126:
Old  :       154:        44         18         42         71         74        131        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       17.2       39.7       28.0       24.7       13.6       32.8       22.3
Old  :                 28.0       17.2       39.7       28.0       24.7       13.6       32.8       22.3
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, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   162,159:    27,061      6,088     12,475    108,567    132,978    148,103    151,541:    14,056     10,618
Old  :   162,159:    27,061      6,088     12,475    108,567    132,978    148,103    151,541:    14,056     10,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -5,967:     2,239       -712       -585     -7,272     -3,154     -5,618     -4,451:      -349     -1,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        3.8        7.7       67.0       82.0       91.3       93.5:       8.7        6.5
Old  :     100.0:      16.7        3.8        7.7       67.0       82.0       91.3       93.5:       8.7        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        44         17         36         68         79        129        120:
Old  :       156:        44         17         36         68         79        129        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       18.1       40.4       29.7       25.2       14.9       33.9       24.5
Old  :                 28.4       18.1       40.4       29.7       25.2       14.9       33.9       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 18, 2005