WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, May 24, 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  :   213,233:    34,138     56,515     15,417    140,690    104,351    190,245    176,283:    22,988     36,950
Old  :   212,270:    34,123     56,363     15,403    140,048    104,110    189,574    175,876:    22,696     36,394
Other:       963:        27        164          2        642        241        671        407:       292        556
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       601:     3,052    -10,853       -110     -3,630      7,911       -688     -3,052:     1,289      3,653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       26.5        7.2       66.0       48.9       89.2       82.7:      10.8       17.3
Old  :     100.0:      16.1       26.6        7.3       66.0       49.0       89.3       82.9:      10.7       17.1
Other:     100.0:       2.8       17.0        0.2       66.7       25.0       69.7       42.3:      30.3       57.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        51         87         38         40         52        116        159:
Old  :       212:        52         87         37         40         52        115        159:
Other:        26:         4          2          1          4         16          8         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       32.5       54.1       39.2       37.2       30.7       53.7       36.4
Old  :                 37.7       32.6       54.3       39.4       37.4       31.0       54.0       36.6
Other:                 66.7       30.3       69.7       36.4       66.7       30.3       69.5       36.4
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, May 17, 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  :   212,632:    31,086     67,368     15,527    144,320     96,440    190,933    179,335:    21,699     33,297
Old  :   211,790:    31,255     67,366     15,333    143,741     96,252    190,329    178,951:    21,461     32,839
Other:       842:        23        194          2        579        188        604        384:       238        458
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     7,934:    -1,554     12,583      3,036      4,536     -9,358      6,018      6,261:     1,916      1,673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       31.7        7.3       67.9       45.4       89.8       84.3:      10.2       15.7
Old  :     100.0:      14.8       31.8        7.2       67.9       45.4       89.9       84.5:      10.1       15.5
Other:     100.0:       2.7       23.0        0.2       68.8       22.3       71.7       45.6:      28.3       54.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        51         98         37         42         48        115        166:
Old  :       219:        51         98         36         42         48        114        166:
Other:        25:         2          3          1          3         16          6         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       30.2       56.1       37.0       38.6       29.3       55.7       35.2
Old  :                 39.1       30.3       56.3       37.1       38.8       29.5       55.9       35.5
Other:                 71.1       33.1       71.7       39.3       71.1       33.1       71.5       39.3
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, May 24, 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  :   668,196:    95,158    104,649     55,682    396,706    318,029    547,546    478,360:   120,650    189,836
Old  :   445,812:    73,780    119,579      8,932    283,628    220,652    366,340    349,163:    79,472     96,649
Other:   222,384:    61,863     25,555      6,265    113,078     97,377    181,206    129,197:    41,178     93,187
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -8,857:    -6,129    -52,078     14,052    -17,539     17,376     -9,616    -20,650:       759     11,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       15.7        8.3       59.4       47.6       81.9       71.6:      18.1       28.4
Old  :     100.0:      16.5       26.8        2.0       63.6       49.5       82.2       78.3:      17.8       21.7
Other:     100.0:      27.8       11.5        2.8       50.8       43.8       81.5       58.1:      18.5       41.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       450:       114         98         87        151        170        316        328:
Old  :       421:       103        116         43        115        148        244        282:
Other:       321:        85         49         29        100        147        197        214:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       17.2       32.2       22.6       22.5       14.7       32.2       19.0
Old  :                 31.1       22.9       41.9       28.3       31.1       21.0       41.8       26.4
Other:                 21.9       11.9       29.9       18.1       21.6        8.2       28.8       14.0
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, May 17, 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  :   677,053:   101,287    156,727     41,630    414,245    300,653    557,162    499,010:   119,891    178,043
Old  :   469,113:    80,787    158,076      7,727    300,332    211,806    388,846    377,609:    80,267     91,504
Other:   207,940:    49,280     27,431      5,123    113,913     88,847    168,316    121,401:    39,624     86,539
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -6,337:    -4,447      7,730       -392     -2,305     -7,631     -7,144       -293:       807     -6,044
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       23.1        6.1       61.2       44.4       82.3       73.7:      17.7       26.3
Old  :     100.0:      17.2       33.7        1.6       64.0       45.2       82.9       80.5:      17.1       19.5
Other:     100.0:      23.7       13.2        2.5       54.8       42.7       80.9       58.4:      19.1       41.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       462:       122        112         76        154        158        318        318:
Old  :       436:       115        116         35        125        136        259        269:
Other:       308:        82         49         25         97        136        192        197:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       19.6       32.4       24.1       22.7       17.1       32.2       21.3
Old  :                 30.8       24.8       41.1       29.8       30.8       23.7       41.0       28.4
Other:                 26.9       12.1       34.4       18.1       22.7        6.9       29.5       12.5
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     7,761:     1,855      1,914         21      1,815      3,895      3,691      5,830:     4,070      1,931
Old  :     7,761:     1,855      1,914         21      1,815      3,895      3,691      5,830:     4,070      1,931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :        40:      -196        267        -27        -45       -213       -268         27:       308         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       24.7        0.3       23.4       50.2       47.6       75.1:      52.4       24.9
Old  :     100.0:      23.9       24.7        0.3       23.4       50.2       47.6       75.1:      52.4       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  :        40:        10         14          3          8         13         21         27:
Old  :        40:        10         14          3          8         13         21         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  :                 21.8       29.6       34.2       45.7       20.9       29.6       30.4       43.8
Old  :                 21.8       29.6       34.2       45.7       20.9       29.6       30.4       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     7,721:     2,051      1,647         48      1,860      4,108      3,959      5,803:     3,762      1,918
Old  :     7,721:     2,051      1,647         48      1,860      4,108      3,959      5,803:     3,762      1,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -189:       -17         84         13          6       -344          2       -247:      -191         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       21.3        0.6       24.1       53.2       51.3       75.2:      48.7       24.8
Old  :     100.0:      26.6       21.3        0.6       24.1       53.2       51.3       75.2:      48.7       24.8
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  :        39:        10         12          4         10         13         23         26:
Old  :        39:        10         12          4         10         13         23         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       32.1       35.5       47.6       21.9       30.7       32.8       45.8
Old  :                 21.9       32.1       35.5       47.6       21.9       30.7       32.8       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, May 24, 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  :   261,822:    50,721     24,261     29,856    128,763    131,497    209,340    185,614:    52,482     76,208
Old  :   174,409:    37,794     36,227      7,367     98,753     91,656    143,914    135,250:    30,495     39,159
Other:    87,413:    32,195      7,302      3,221     30,010     39,841     65,426     50,364:    21,987     37,049
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    24,099:    13,745     -7,837      2,560      1,690     26,156     17,995     20,879:     6,104      3,220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        9.3       11.4       49.2       50.2       80.0       70.9:      20.0       29.1
Old  :     100.0:      21.7       20.8        4.2       56.6       52.6       82.5       77.5:      17.5       22.5
Other:     100.0:      36.8        8.4        3.7       34.3       45.6       74.8       57.6:      25.2       42.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:       118         57         78         72         90        231        196:
Old  :       281:        87         85         35         55         84        167        179:
Other:       194:        82         23         20         52         64        143         99:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       16.6       35.7       26.5       22.9       15.8       33.0       22.6
Old  :                 33.1       19.8       46.8       30.5       33.1       18.5       44.9       28.9
Other:                 19.6       15.1       28.2       25.3       17.4       15.1       24.4       23.5
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, May 17, 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  :   237,723:    36,976     32,098     27,296    127,073    105,341    191,345    164,735:    46,378     72,988
Old  :   163,161:    27,831     42,435      7,295    101,768     74,714    136,894    124,444:    26,267     38,717
Other:    74,562:    26,459      6,977      2,687     25,305     30,627     54,451     40,291:    20,111     34,271
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -9,627:   -11,864      5,285      2,591      2,769    -14,024     -6,504     -6,148:    -3,123     -3,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       13.5       11.5       53.5       44.3       80.5       69.3:      19.5       30.7
Old  :     100.0:      17.1       26.0        4.5       62.4       45.8       83.9       76.3:      16.1       23.7
Other:     100.0:      35.5        9.4        3.6       33.9       41.1       73.0       54.0:      27.0       46.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        99         75         74         76         88        219        206:
Old  :       285:        77         95         39         56         82        163        189:
Other:       183:        74         22         18         53         60        134         93:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       15.2       38.9       22.7       25.2       14.1       36.4       20.2
Old  :                 36.1       19.3       51.3       26.9       36.1       18.3       49.7       25.4
Other:                 21.1       14.7       30.5       24.2       19.9       14.5       28.3       22.7
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, May 24, 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  :   127,526:    20,752     17,980     12,483     72,081     83,282    105,316    113,745:    22,210     13,781
Old  :    96,618:    17,351     18,858      6,437     57,562     60,052     81,350     85,347:    15,268     11,271
Other:    30,908:     5,930      1,651      3,517     14,519     23,230     23,966     28,398:     6,942      2,510
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     2,308:       -57     -1,301       -678        472      6,201       -263      4,222:     2,571     -1,914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       14.1        9.8       56.5       65.3       82.6       89.2:      17.4       10.8
Old  :     100.0:      18.0       19.5        6.7       59.6       62.2       84.2       88.3:      15.8       11.7
Other:     100.0:      19.2        5.3       11.4       47.0       75.2       77.5       91.9:      22.5        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        37         27         28         47         43         96         92:
Old  :       126:        33         32         21         45         40         89         84:
Other:        66:        17         10         12         24         23         46         42:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       29.5       38.3       44.2       24.9       27.1       35.3       37.6
Old  :                 29.4       30.2       43.3       44.4       29.4       28.4       40.7       40.4
Other:                 38.7       44.1       50.5       61.4       31.1       36.9       37.6       48.5
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, May 17, 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  :   125,218:    20,809     19,281     13,161     71,609     77,081    105,579    109,523:    19,639     15,695
Old  :    95,851:    18,631     20,329      6,375     57,143     55,590     82,149     82,294:    13,702     13,557
Other:    29,367:     5,464      2,238      3,500     14,466     21,491     23,430     27,229:     5,937      2,138
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :   -20,122:   -14,185      7,699     -1,194      1,515    -28,254    -13,864    -21,749:    -6,258      1,627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       15.4       10.5       57.2       61.6       84.3       87.5:      15.7       12.5
Old  :     100.0:      19.4       21.2        6.7       59.6       58.0       85.7       85.9:      14.3       14.1
Other:     100.0:      18.6        7.6       11.9       49.3       73.2       79.8       92.7:      20.2        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        38         26         24         49         40         97         85:
Old  :       126:        33         30         17         46         39         88         79:
Other:        60:        13         11          9         24         22         40         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       28.8       38.7       42.7       25.3       26.9       35.8       36.2
Old  :                 30.2       29.3       44.0       42.6       30.2       27.0       41.5       37.2
Other:                 41.1       48.1       52.8       63.0       31.7       38.9       38.3       50.2
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, May 24, 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  :   752,961:   147,706    128,607     26,838    423,430    427,570    597,974    583,015:   154,987    169,946
Old  :   752,961:   147,706    128,607     26,838    423,430    427,570    597,974    583,015:   154,987    169,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -7,065:    25,022     -5,591      8,721    -32,899    -16,722        844    -13,592:    -7,909      6,527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       17.1        3.6       56.2       56.8       79.4       77.4:      20.6       22.6
Old  :     100.0:      19.6       17.1        3.6       56.2       56.8       79.4       77.4:      20.6       22.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        38         40         31         62         79        120        133:
Old  :       183:        38         40         31         62         79        120        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       16.1       36.2       24.7       20.3       11.2       26.2       18.4
Old  :                 28.0       16.1       36.2       24.7       20.3       11.2       26.2       18.4
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, May 17, 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  :   760,026:   122,684    134,198     18,117    456,329    444,292    597,130    596,607:   162,896    163,419
Old  :   760,026:   122,684    134,198     18,117    456,329    444,292    597,130    596,607:   162,896    163,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    55,710:    24,945     24,019      4,376     13,876     19,956     43,197     48,351:    12,513      7,359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       17.7        2.4       60.0       58.5       78.6       78.5:      21.4       21.5
Old  :     100.0:      16.1       17.7        2.4       60.0       58.5       78.6       78.5:      21.4       21.5
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  :       180:        39         38         27         65         79        119        130:
Old  :       180:        39         38         27         65         79        119        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       16.8       35.6       27.2       17.3       11.8       23.2       19.6
Old  :                 27.5       16.8       35.6       27.2       17.3       11.8       23.2       19.6
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, May 24, 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  :   128,146:    25,218     13,355     14,855     56,883     80,593     96,956    108,803:    31,190     19,343
Old  :    88,580:    24,194     13,273      7,961     32,222     52,698     64,377     73,932:    24,203     14,648
Other:    39,566:     4,208      3,266      3,710     24,661     27,895     32,579     34,871:     6,987      4,695
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     6,424:     3,887       -121         37       -389      6,341      3,535      6,257:     2,889        167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       10.4       11.6       44.4       62.9       75.7       84.9:      24.3       15.1
Old  :     100.0:      27.3       15.0        9.0       36.4       59.5       72.7       83.5:      27.3       16.5
Other:     100.0:      10.6        8.3        9.4       62.3       70.5       82.3       88.1:      17.7       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        35         26         30         50         56        109        103:
Old  :       139:        40         26         23         45         51         99         91:
Other:        79:        14         17         14         37         29         60         51:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       27.8       26.2       40.0       10.7       20.5       17.7       27.0
Old  :                 14.1       30.0       23.4       38.2       13.9       25.7       22.3       33.1
Other:                 32.2       41.9       46.7       58.6       27.1       41.0       40.5       52.1
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, May 17, 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  :   121,722:    21,331     13,476     14,818     57,272     74,252     93,421    102,546:    28,301     19,176
Old  :    83,678:    20,227     12,968      8,151     33,197     47,635     61,575     68,754:    22,103     14,924
Other:    38,044:     4,072      3,476      3,699     24,075     26,617     31,846     33,792:     6,198      4,252
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -7,161:    -7,033        490        -12        468     -6,936     -6,577     -6,458:      -584       -703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       11.1       12.2       47.1       61.0       76.7       84.2:      23.3       15.8
Old  :     100.0:      24.2       15.5        9.7       39.7       56.9       73.6       82.2:      26.4       17.8
Other:     100.0:      10.7        9.1        9.7       63.3       70.0       83.7       88.8:      16.3       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        35         30         31         49         54        108        103:
Old  :       137:        39         28         23         44         51         98         92:
Other:        76:        14         16         14         37         25         60         47:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       26.4       28.4       39.3       11.9       19.8       18.8       25.6
Old  :                 15.8       28.3       25.8       36.6       15.2       22.4       23.2       29.3
Other:                 31.3       45.6       47.0       62.5       28.4       44.6       43.4       55.1
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, May 24, 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  :     6,912:     3,445        672        717      1,009      4,354      5,171      5,743:     1,741      1,169
Old  :     5,225:     3,122        870        328        472      3,215      3,922      4,413:     1,303        812
Other:     1,687:       672        151         40        537      1,139      1,249      1,330:       438        357
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -233:      -152        -86        -14         39       -163       -127       -263:      -106         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.8        9.7       10.4       14.6       63.0       74.8       83.1:      25.2       16.9
Old  :     100.0:      59.8       16.7        6.3        9.0       61.5       75.1       84.5:      24.9       15.5
Other:     100.0:      39.8        9.0        2.4       31.8       67.5       74.0       78.8:      26.0       21.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        15         10          8          8         15         28         28:
Old  :        40:        13         10          3          2         15         18         26:
Other:        26:         8          5          4          7          8         18         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       44.8       55.7       62.0       39.8       42.4       49.0       55.0
Old  :                 48.7       48.2       64.0       63.9       48.7       47.4       60.7       58.6
Other:                 42.9       55.7       59.9       73.1       37.0       48.3       53.0       61.1
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, May 17, 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  :     7,145:     3,597        758        731        970      4,517      5,298      6,006:     1,847      1,139
Old  :     5,770:     3,392        820        498        458      3,646      4,348      4,964:     1,422        806
Other:     1,375:       403        136         35        512        871        950      1,042:       425        333
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       394:       379        111         68        -26         62        421        241:       -27        153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.3       10.6       10.2       13.6       63.2       74.1       84.1:      25.9       15.9
Old  :     100.0:      58.8       14.2        8.6        7.9       63.2       75.4       86.0:      24.6       14.0
Other:     100.0:      29.3        9.9        2.5       37.2       63.3       69.1       75.8:      30.9       24.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16         10          8          7         15         29         27:
Old  :        42:        16         10          4          2         15         22         25:
Other:        25:         8          5          4          6          8         17         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       43.6       54.4       61.2       38.2       41.2       47.5       54.5
Old  :                 46.4       46.8       61.7       63.3       46.4       46.6       56.0       58.2
Other:                 43.6       51.7       59.2       71.0       36.4       42.7       47.5       55.3
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, May 24, 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  :   367,547:   103,271     72,285      4,016    196,253    171,664    303,540    247,965:    64,007    119,582
Old  :   367,547:   103,271     72,285      4,016    196,253    171,664    303,540    247,965:    64,007    119,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    26,816:   -10,591     -2,957      2,677     32,879     22,840     24,965     22,560:     1,851      4,256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       19.7        1.1       53.4       46.7       82.6       67.5:      17.4       32.5
Old  :     100.0:      28.1       19.7        1.1       53.4       46.7       82.6       67.5:      17.4       32.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        17         23          3         43         44         62         68:
Old  :       101:        17         23          3         43         44         62         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       17.3       49.4       26.2       29.6       15.3       44.3       22.7
Old  :                 31.5       17.3       49.4       26.2       29.6       15.3       44.3       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, May 17, 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  :   340,731:   113,862     75,242      1,339    163,374    148,824    278,575    225,405:    62,156    115,326
Old  :   340,731:   113,862     75,242      1,339    163,374    148,824    278,575    225,405:    62,156    115,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    10,294:    -1,272     -3,621       -379     11,345      5,220      9,694      1,220:       600      9,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       22.1        0.4       47.9       43.7       81.8       66.2:      18.2       33.8
Old  :     100.0:      33.4       22.1        0.4       47.9       43.7       81.8       66.2:      18.2       33.8
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  :       102:        17         26          2         41         40         59         67:
Old  :       102:        17         26          2         41         40         59         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       17.3       48.4       26.1       30.8       16.7       46.9       24.9
Old  :                 31.6       17.3       48.4       26.1       30.8       16.7       46.9       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 2,185,852:   513,603    439,059    143,029  1,209,125  1,103,717  1,865,757  1,685,805:   320,095    500,047
Old  : 2,185,852:   513,603    439,059    143,029  1,209,125  1,103,717  1,865,757  1,685,805:   320,095    500,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :   -74,085:    52,319   -149,099    -35,871   -155,531     40,962   -139,083   -144,008:    64,998     69,923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       20.1        6.5       55.3       50.5       85.4       77.1:      14.6       22.9
Old  :     100.0:      23.5       20.1        6.5       55.3       50.5       85.4       77.1:      14.6       22.9
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  :       264:        46         81         49         85        118        157        222:
Old  :       264:        46         81         49         85        118        157        222:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       14.8       50.0       23.4       28.1        9.6       40.8       15.1
Old  :                 35.4       14.8       50.0       23.4       28.1        9.6       40.8       15.1
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, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 2,259,937:   461,284    588,158    178,900  1,364,656  1,062,755  2,004,840  1,829,813:   255,097    430,124
Old  : 2,259,937:   461,284    588,158    178,900  1,364,656  1,062,755  2,004,840  1,829,813:   255,097    430,124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :   157,848:    90,177     89,853     16,204     36,767     25,142    143,148    131,199:    14,700     26,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       26.0        7.9       60.4       47.0       88.7       81.0:      11.3       19.0
Old  :     100.0:      20.4       26.0        7.9       60.4       47.0       88.7       81.0:      11.3       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        45         93         53         88        141        169        251:
Old  :       298:        45         93         53         88        141        169        251:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       14.1       52.3       23.1       33.4       11.4       43.8       17.2
Old  :                 37.8       14.1       52.3       23.1       33.4       11.4       43.8       17.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, May 24, 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  : 1,270,674:   156,923    250,722     86,621    840,129    672,396  1,083,673  1,009,739:   187,001    260,935
Old  : 1,270,674:   156,923    250,722     86,621    840,129    672,396  1,083,673  1,009,739:   187,001    260,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :   -53,712:      -854    -41,055      5,233    -77,965    -25,169    -73,586    -60,991:    19,874      7,279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       19.7        6.8       66.1       52.9       85.3       79.5:      14.7       20.5
Old  :     100.0:      12.3       19.7        6.8       66.1       52.9       85.3       79.5:      14.7       20.5
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  :       182:        33         48         26         66         80        114        139:
Old  :       182:        33         48         26         66         80        114        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       19.8       45.6       28.9       23.7       12.7       35.6       20.2
Old  :                 29.4       19.8       45.6       28.9       23.7       12.7       35.6       20.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, May 17, 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  : 1,324,386:   157,777    291,777     81,388    918,094    697,565  1,157,259  1,070,730:   167,127    253,656
Old  : 1,324,386:   157,777    291,777     81,388    918,094    697,565  1,157,259  1,070,730:   167,127    253,656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :   -44,153:     7,972     -8,126     14,993    -81,303    -26,127    -58,338    -19,260:    14,185    -24,893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       22.0        6.1       69.3       52.7       87.4       80.8:      12.6       19.2
Old  :     100.0:      11.9       22.0        6.1       69.3       52.7       87.4       80.8:      12.6       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  :       200:        34         55         33         70         89        122        159:
Old  :       200:        34         55         33         70         89        122        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       20.1       46.3       29.3       25.5       15.5       36.9       23.1
Old  :                 32.3       20.1       46.3       29.3       25.5       15.5       36.9       23.1
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, May 24, 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  :   448,213:   115,711     30,393     90,673    202,825    299,524    409,209    420,590:    39,004     27,623
Old  :   448,213:   115,711     30,393     90,673    202,825    299,524    409,209    420,590:    39,004     27,623
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    15,122:    -8,998      1,806      9,224     11,153      8,452     11,379     19,482:     3,743     -4,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        6.8       20.2       45.3       66.8       91.3       93.8:       8.7        6.2
Old  :     100.0:      25.8        6.8       20.2       45.3       66.8       91.3       93.8:       8.7        6.2
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  :       110:        31         18         31         44         52         87         90:
Old  :       110:        31         18         31         44         52         87         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       44.3       52.1       56.6       16.5       26.6       22.0       33.2
Old  :                 40.1       44.3       52.1       56.6       16.5       26.6       22.0       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders - Futures Only, May 17, 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  :   433,091:   124,709     28,587     81,449    191,672    291,072    397,830    401,108:    35,261     31,983
Old  :   433,091:   124,709     28,587     81,449    191,672    291,072    397,830    401,108:    35,261     31,983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     8,905:    16,588        541     -7,138      2,011     16,543     11,461      9,946:    -2,556     -1,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        6.6       18.8       44.3       67.2       91.9       92.6:       8.1        7.4
Old  :     100.0:      28.8        6.6       18.8       44.3       67.2       91.9       92.6:       8.1        7.4
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  :       107:        32         18         32         40         50         84         90:
Old  :       107:        32         18         32         40         50         84         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       44.9       51.9       57.0       17.9       26.5       24.6       34.4
Old  :                 39.5       44.9       51.9       57.0       17.9       26.5       24.6       34.4
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, May 24, 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  :    41,433:    11,934      4,911        389     19,222     29,070     31,545     34,370:     9,888      7,063
Old  :    41,433:    11,934      4,911        389     19,222     29,070     31,545     34,370:     9,888      7,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       296:     1,144       -226         -4     -1,248      1,319       -108      1,089:       404       -793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       11.9        0.9       46.4       70.2       76.1       83.0:      23.9       17.0
Old  :     100.0:      28.8       11.9        0.9       46.4       70.2       76.1       83.0:      23.9       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        24         12          1         19         12         44         24:
Old  :        65:        24         12          1         19         12         44         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  :                 32.6       60.3       45.7       69.8       32.6       60.1       45.6       68.6
Old  :                 32.6       60.3       45.7       69.8       32.6       60.1       45.6       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, May 17, 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  :    41,137:    10,790      5,137        393     20,470     27,751     31,653     33,281:     9,484      7,856
Old  :    41,137:    10,790      5,137        393     20,470     27,751     31,653     33,281:     9,484      7,856
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -419:       213         32         -4        -97       -639        112       -611:      -531        192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       12.5        1.0       49.8       67.5       76.9       80.9:      23.1       19.1
Old  :     100.0:      26.2       12.5        1.0       49.8       67.5       76.9       80.9:      23.1       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  :        64:        23         12          3         19         11         43         25:
Old  :        64:        23         12          3         19         11         43         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  :                 33.2       59.0       48.2       68.6       33.2       59.0       48.1       67.6
Old  :                 33.2       59.0       48.2       68.6       33.2       59.0       48.1       67.6
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, May 24, 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  :    64,616:    10,004     35,583         88     44,981     10,095     55,073     45,766:     9,543     18,850
Old  :    64,616:    10,004     35,583         88     44,981     10,095     55,073     45,766:     9,543     18,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -1,310:    -2,334      4,126       -337      4,641     -5,453      1,970     -1,664:    -3,280        354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       55.1        0.1       69.6       15.6       85.2       70.8:      14.8       29.2
Old  :     100.0:      15.5       55.1        0.1       69.6       15.6       85.2       70.8:      14.8       29.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        16         34          1         16         11         32         46:
Old  :        72:        16         34          1         16         11         32         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.5       22.5       70.1       34.9       58.1       22.5       67.7       34.9
Old  :                 60.5       22.5       70.1       34.9       58.1       22.5       67.7       34.9
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, May 17, 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  :    65,926:    12,338     31,457        425     40,340     15,548     53,103     47,430:    12,823     18,496
Old  :    65,926:    12,338     31,457        425     40,340     15,548     53,103     47,430:    12,823     18,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -1,192:         8      2,800        -74      1,422     -2,142      1,356        584:    -2,548     -1,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       47.7        0.6       61.2       23.6       80.5       71.9:      19.5       28.1
Old  :     100.0:      18.7       47.7        0.6       61.2       23.6       80.5       71.9:      19.5       28.1
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  :        72:        19         28          3         17         13         38         42:
Old  :        72:        19         28          3         17         13         38         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  :                 54.0       28.7       64.1       44.3       52.5       28.7       62.4       44.3
Old  :                 54.0       28.7       64.1       44.3       52.5       28.7       62.4       44.3
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, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    39,731:     6,518      6,327      1,046     31,317     30,844     38,881     38,217:       850      1,514
Old  :    39,731:     6,518      6,327      1,046     31,317     30,844     38,881     38,217:       850      1,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,135:       -70     -1,052          0      1,503      2,152      1,433      1,100:      -298         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       15.9        2.6       78.8       77.6       97.9       96.2:       2.1        3.8
Old  :     100.0:      16.4       15.9        2.6       78.8       77.6       97.9       96.2:       2.1        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:         7         21          4         17         19         27         41:
Old  :        59:         7         21          4         17         19         27         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       46.9       71.2       69.3       49.8       41.1       68.0       58.1
Old  :                 51.1       46.9       71.2       69.3       49.8       41.1       68.0       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, May 17, 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  :    38,596:     6,588      7,379      1,046     29,814     28,692     37,448     37,117:     1,148      1,479
Old  :    38,596:     6,588      7,379      1,046     29,814     28,692     37,448     37,117:     1,148      1,479
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       840:       541      1,341          0        138       -635        679        706:       161        134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       19.1        2.7       77.2       74.3       97.0       96.2:       3.0        3.8
Old  :     100.0:      17.1       19.1        2.7       77.2       74.3       97.0       96.2:       3.0        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         7         23          4         16         18         26         42:
Old  :        60:         7         23          4         16         18         26         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  :                 52.6       43.8       74.5       67.3       52.6       40.5       74.4       64.0
Old  :                 52.6       43.8       74.5       67.3       52.6       40.5       74.4       64.0
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, May 24, 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  :    14,234:         0        948          0     14,180     13,200     14,180     14,148:        54         86
Old  :    14,234:         0        948          0     14,180     13,200     14,180     14,148:        54         86
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       -68:         0        -89          0        -68         16        -68        -73:         0          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.7        0.0       99.6       92.7       99.6       99.4:       0.4        0.6
Old  :     100.0:       0.0        6.7        0.0       99.6       92.7       99.6       99.4:       0.4        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          7          0          5         11          5         18:
Old  :        22:         0          7          0          5         11          5         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  :                 98.9       79.6       99.6       91.1       98.9       78.9       98.9       90.4
Old  :                 98.9       79.6       99.6       91.1       98.9       78.9       98.9       90.4
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, May 17, 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  :    14,302:         0      1,037          0     14,248     13,184     14,248     14,221:        54         81
Old  :    14,302:         0      1,037          0     14,248     13,184     14,248     14,221:        54         81
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :        51:         0         -8          0         60         58         60         50:        -9          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.3        0.0       99.6       92.2       99.6       99.4:       0.4        0.6
Old  :     100.0:       0.0        7.3        0.0       99.6       92.2       99.6       99.4:       0.4        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          7          0          4         11          4         18:
Old  :        22:         0          7          0          4         11          4         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  :                 99.6       80.8       99.6       91.3       99.6       80.8       99.6       91.3
Old  :                 99.6       80.8       99.6       91.3       99.6       80.8       99.6       91.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders - Futures Only, May 24, 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  :    23,101:     3,030      2,051      1,085     14,795     13,077     18,910     16,213:     4,191      6,888
Old  :    23,101:     3,030      2,051      1,085     14,795     13,077     18,910     16,213:     4,191      6,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       287:      -633        102         51        768         79        186        232:       101         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        8.9        4.7       64.0       56.6       81.9       70.2:      18.1       29.8
Old  :     100.0:      13.1        8.9        4.7       64.0       56.6       81.9       70.2:      18.1       29.8
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  :        42:        10          6         10         21         18         34         31:
Old  :        42:        10          6         10         21         18         34         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  :                 48.6       31.7       63.5       51.4       48.3       29.6       61.6       47.5
Old  :                 48.6       31.7       63.5       51.4       48.3       29.6       61.6       47.5
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, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    22,814:     3,663      1,949      1,034     14,027     12,998     18,724     15,981:     4,090      6,833
Old  :    22,814:     3,663      1,949      1,034     14,027     12,998     18,724     15,981:     4,090      6,833
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       769:     1,097         94       -295        459        462      1,261        261:      -492        508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        8.5        4.5       61.5       57.0       82.1       70.0:      17.9       30.0
Old  :     100.0:      16.1        8.5        4.5       61.5       57.0       82.1       70.0:      17.9       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  :        44:        13          6         13         20         18         36         34:
Old  :        44:        13          6         13         20         18         36         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.8       31.8       63.2       52.4       47.8       29.6       61.2       48.3
Old  :                 48.8       31.8       63.2       52.4       47.8       29.6       61.2       48.3
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, May 24, 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  :    96,007:    11,919     16,247     24,658     44,721     28,516     81,298     69,421:    14,709     26,586
Old  :    85,978:    11,074     17,125     21,587     40,148     24,985     72,809     63,697:    13,169     22,281
Other:    10,029:     3,318      1,595        598      4,573      3,531      8,489      5,724:     1,540      4,305
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -506:      -213      4,955      4,437        543     -4,625      4,767      4,767:    -5,273     -5,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       16.9       25.7       46.6       29.7       84.7       72.3:      15.3       27.7
Old  :     100.0:      12.9       19.9       25.1       46.7       29.1       84.7       74.1:      15.3       25.9
Other:     100.0:      33.1       15.9        6.0       45.6       35.2       84.6       57.1:      15.4       42.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        39         53         54         20         33         92        122:
Old  :       149:        39         55         53         19         33         91        121:
Other:        44:        19          8          5          5         14         26         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       16.4       42.7       24.8       29.0       16.3       41.2       21.9
Old  :                 32.4       16.2       45.1       25.0       32.4       16.1       43.8       22.4
Other:                 59.9       33.8       73.7       44.1       58.8       29.8       70.5       40.1
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, May 17, 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  :    96,513:    12,132     11,292     20,221     44,178     33,141     76,531     64,654:    19,982     31,859
Old  :    88,110:    11,789     11,589     17,910     40,343     30,207     70,042     59,706:    18,068     28,404
Other:     8,403:     2,238      1,598        416      3,835      2,934      6,489      4,948:     1,914      3,455
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       336:    -2,397       -576      1,560       -145     -2,261       -982     -1,277:     1,318      1,613
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       11.7       21.0       45.8       34.3       79.3       67.0:      20.7       33.0
Old  :     100.0:      13.4       13.2       20.3       45.8       34.3       79.5       67.8:      20.5       32.2
Other:     100.0:      26.6       19.0        5.0       45.6       34.9       77.2       58.9:      22.8       41.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        39         42         43         22         33         88        102:
Old  :       134:        35         45         43         21         33         85        102:
Other:        40:        12         11          2          6         14         19         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       17.0       42.2       28.3       28.4       16.2       38.8       22.1
Old  :                 31.2       17.2       45.1       29.1       31.2       16.3       42.1       24.6
Other:                 56.0       35.4       69.1       47.1       54.8       30.7       66.2       42.4
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, May 24, 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  :     3,913:       605      1,708        271      1,508        782      2,384      2,761:     1,529      1,152
Old  :     3,865:       605      1,736        242      1,490        782      2,337      2,760:     1,528      1,105
Other:        48:        28          0          1         18          0         47          1:         1         47
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       308:       189        272       -115         -7         11         67        168:       241        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       43.6        6.9       38.5       20.0       60.9       70.6:      39.1       29.4
Old  :     100.0:      15.7       44.9        6.3       38.6       20.2       60.5       71.4:      39.5       28.6
Other:     100.0:      58.3        0.0        2.1       37.5        0.0       97.9        2.1:       2.1       97.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        10         16          4          8          4         22         20:
Old  :        35:        10         16          4          8          4         22         20:
Other:         4:         2          0          1          2          0          4          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       44.1       45.7       57.2       31.7       41.7       39.8       49.7
Old  :                 34.8       44.7       45.4       57.9       31.7       42.2       39.9       50.3
Other:                 97.9        2.1       97.9        2.1       95.8        0.0       95.8        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, May 17, 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  :     3,605:       416      1,436        386      1,515        771      2,317      2,593:     1,288      1,012
Old  :     3,576:       416      1,450        371      1,499        768      2,286      2,589:     1,290        987
Other:        29:        14          0          1         16          3         31          4:        -2         25
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -126:        19        -48         10        -22        -35          7        -73:      -133        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       39.8       10.7       42.0       21.4       64.3       71.9:      35.7       28.1
Old  :     100.0:      11.6       40.5       10.4       41.9       21.5       63.9       72.4:      36.1       27.6
Other:     100.0:      48.3        0.0        3.4       55.2       10.3      106.9       13.8:      -6.9       86.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         9         10          5          8          4         20         16:
Old  :        28:         9         10          5          8          4         20         16:
Other:         4:         2          0          1          2          1          4          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  :                 37.1       48.0       51.9       62.4       34.7       45.6       42.4       52.7
Old  :                 37.0       48.4       51.6       62.8       34.5       46.0       42.3       53.1
Other:                106.9       13.8      106.9       13.8      100.0        6.9      100.0        6.9
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, May 24, 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  :   144,146:    40,842     16,105     14,717     69,629     75,020    125,188    105,842:    18,958     38,304
Old  :   144,146:    40,842     16,105     14,717     69,629     75,020    125,188    105,842:    18,958     38,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -9,819:    -9,365     -1,875     -2,143      2,682     -3,977     -8,826     -7,995:      -993     -1,824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       11.2       10.2       48.3       52.0       86.8       73.4:      13.2       26.6
Old  :     100.0:      28.3       11.2       10.2       48.3       52.0       86.8       73.4:      13.2       26.6
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  :       211:        56         30         43         66        103        147        162:
Old  :       211:        56         30         43         66        103        147        162:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       14.7       36.5       24.5       23.2       14.4       34.6       23.9
Old  :                 23.2       14.7       36.5       24.5       23.2       14.4       34.6       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, May 17, 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  :   153,965:    50,207     17,980     16,860     66,947     78,997    134,014    113,837:    19,951     40,128
Old  :   153,965:    50,207     17,980     16,860     66,947     78,997    134,014    113,837:    19,951     40,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    12,666:     4,758        168      2,881      3,605      6,932     11,244      9,981:     1,422      2,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       11.7       11.0       43.5       51.3       87.0       73.9:      13.0       26.1
Old  :     100.0:      32.6       11.7       11.0       43.5       51.3       87.0       73.9:      13.0       26.1
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  :       228:        70         34         46         63        101        160        165:
Old  :       228:        70         34         46         63        101        160        165:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       14.1       34.7       23.9       21.5       13.8       33.8       23.0
Old  :                 21.5       14.1       34.7       23.9       21.5       13.8       33.8       23.0
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, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,408:     1,178        464        130        942      1,807      2,250      2,401:     1,158      1,007
Old  :     3,408:     1,178        464        130        942      1,807      2,250      2,401:     1,158      1,007
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       143:        18         79         65        183         59        266        203:      -123        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       13.6        3.8       27.6       53.0       66.0       70.5:      34.0       29.5
Old  :     100.0:      34.6       13.6        3.8       27.6       53.0       66.0       70.5:      34.0       29.5
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  :        43:         9         11          4         16         15         28         27:
Old  :        43:         9         11          4         16         15         28         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  :                 30.5       40.0       42.4       50.4       29.1       38.3       39.5       46.9
Old  :                 30.5       40.0       42.4       50.4       29.1       38.3       39.5       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,265:     1,160        385         65        759      1,748      1,984      2,198:     1,281      1,067
Old  :     3,265:     1,160        385         65        759      1,748      1,984      2,198:     1,281      1,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -134:        85         63          9       -117       -218        -23       -146:      -111         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       11.8        2.0       23.2       53.5       60.8       67.3:      39.2       32.7
Old  :     100.0:      35.5       11.8        2.0       23.2       53.5       60.8       67.3:      39.2       32.7
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  :        43:        15          7          7         15         12         32         24:
Old  :        43:        15          7          7         15         12         32         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  :                 27.3       40.4       38.7       51.2       26.1       40.4       35.7       49.5
Old  :                 27.3       40.4       38.7       51.2       26.1       40.4       35.7       49.5
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, May 24, 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  :    24,508:    10,855      4,184      1,565      7,357      4,392     19,777     10,141:     4,731     14,367
Old  :    24,508:    10,855      4,184      1,565      7,357      4,392     19,777     10,141:     4,731     14,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -231:      -611         36        264         13       -724       -334       -424:       103        193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3       17.1        6.4       30.0       17.9       80.7       41.4:      19.3       58.6
Old  :     100.0:      44.3       17.1        6.4       30.0       17.9       80.7       41.4:      19.3       58.6
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  :       135:        36         30         18         30         45         80         81:
Old  :       135:        36         30         18         30         45         80         81:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       11.1       31.0       15.9       17.3        9.1       31.0       13.2
Old  :                 17.3       11.1       31.0       15.9       17.3        9.1       31.0       13.2
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, May 17, 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  :    24,739:    11,466      4,148      1,301      7,344      5,116     20,111     10,565:     4,628     14,174
Old  :    24,739:    11,466      4,148      1,301      7,344      5,116     20,111     10,565:     4,628     14,174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -108:     1,454        687       -964       -389         -3        101       -280:      -209        172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.3       16.8        5.3       29.7       20.7       81.3       42.7:      18.7       57.3
Old  :     100.0:      46.3       16.8        5.3       29.7       20.7       81.3       42.7:      18.7       57.3
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  :       137:        41         29         17         32         44         85         78:
Old  :       137:        41         29         17         32         44         85         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  :                 16.9       11.7       30.8       17.4       16.9       11.0       30.3       15.6
Old  :                 16.9       11.7       30.8       17.4       16.9       11.0       30.3       15.6
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, May 24, 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  :    96,833:     9,806     42,690        587     63,398     30,943     73,791     74,220:    23,042     22,613
Old  :    96,833:     9,806     42,690        587     63,398     30,943     73,791     74,220:    23,042     22,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -2,256:    -1,856     -2,464       -684        565      2,823     -1,975       -325:      -281     -1,931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       44.1        0.6       65.5       32.0       76.2       76.6:      23.8       23.4
Old  :     100.0:      10.1       44.1        0.6       65.5       32.0       76.2       76.6:      23.8       23.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        10         23          3         30         22         42         46:
Old  :        73:        10         23          3         30         22         42         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  :                 38.2       25.1       50.2       42.1       36.9       25.1       48.3       42.1
Old  :                 38.2       25.1       50.2       42.1       36.9       25.1       48.3       42.1
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, May 17, 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  :    99,089:    11,662     45,154      1,271     62,833     28,120     75,766     74,545:    23,323     24,544
Old  :    99,089:    11,662     45,154      1,271     62,833     28,120     75,766     74,545:    23,323     24,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    12,223:        11      5,708        654     12,727      3,432     13,392      9,794:    -1,169      2,429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       45.6        1.3       63.4       28.4       76.5       75.2:      23.5       24.8
Old  :     100.0:      11.8       45.6        1.3       63.4       28.4       76.5       75.2:      23.5       24.8
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  :        75:        15         22          5         31         18         48         43:
Old  :        75:        15         22          5         31         18         48         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       25.6       48.3       42.4       35.4       25.6       46.5       41.9
Old  :                 36.5       25.6       48.3       42.4       35.4       25.6       46.5       41.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, May 24, 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  :    69,873:     1,762     39,433         57     59,616      7,279     61,435     46,769:     8,438     23,104
Old  :    69,873:     1,762     39,433         57     59,616      7,279     61,435     46,769:     8,438     23,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     8,915:      -180      9,113         45     10,825       -423     10,690      8,735:    -1,775        180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       56.4        0.1       85.3       10.4       87.9       66.9:      12.1       33.1
Old  :     100.0:       2.5       56.4        0.1       85.3       10.4       87.9       66.9:      12.1       33.1
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  :        49:         3         24          2         18          7         22         32:
Old  :        49:         3         24          2         18          7         22         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  :                 52.8       22.6       70.7       35.9       49.3       22.6       67.3       35.6
Old  :                 52.8       22.6       70.7       35.9       49.3       22.6       67.3       35.6
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, May 17, 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  :    60,958:     1,942     30,320         12     48,791      7,702     50,745     38,034:    10,213     22,924
Old  :    60,958:     1,942     30,320         12     48,791      7,702     50,745     38,034:    10,213     22,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    16,981:      -272     10,682        -17     16,053         61     15,764     10,726:     1,217      6,255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       49.7        0.0       80.0       12.6       83.2       62.4:      16.8       37.6
Old  :     100.0:       3.2       49.7        0.0       80.0       12.6       83.2       62.4:      16.8       37.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         4         19          2         16          9         21         29:
Old  :        44:         4         19          2         16          9         21         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  :                 49.6       21.2       67.6       35.1       45.5       21.2       63.5       33.9
Old  :                 49.6       21.2       67.6       35.1       45.5       21.2       63.5       33.9
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, May 24, 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  :   101,704:    77,044      3,599        340     16,026     93,248     93,410     97,187:     8,294      4,517
Old  :   101,704:    77,044      3,599        340     16,026     93,248     93,410     97,187:     8,294      4,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -3,325:    -1,373        743        114     -2,407     -4,599     -3,666     -3,742:       341        417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.8        3.5        0.3       15.8       91.7       91.8       95.6:       8.2        4.4
Old  :     100.0:      75.8        3.5        0.3       15.8       91.7       91.8       95.6:       8.2        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        59         14          3         15         18         76         33:
Old  :       103:        59         14          3         15         18         76         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  :                 33.5       62.7       50.3       85.7       33.5       62.5       50.3       85.5
Old  :                 33.5       62.7       50.3       85.7       33.5       62.5       50.3       85.5
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, May 17, 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  :   105,029:    78,417      2,856        226     18,433     97,847     97,076    100,929:     7,953      4,100
Old  :   105,029:    78,417      2,856        226     18,433     97,847     97,076    100,929:     7,953      4,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -2,047:    -1,162     -1,287         -5       -689       -529     -1,856     -1,821:      -191       -226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7        2.7        0.2       17.6       93.2       92.4       96.1:       7.6        3.9
Old  :     100.0:      74.7        2.7        0.2       17.6       93.2       92.4       96.1:       7.6        3.9
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  :       106:        63         11          2         15         20         79         32:
Old  :       106:        63         11          2         15         20         79         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  :                 33.0       59.3       48.8       81.9       33.0       59.1       48.8       81.7
Old  :                 33.0       59.3       48.8       81.9       33.0       59.1       48.8       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, May 24, 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  :    86,387:    14,760     22,170        805     52,624     45,652     68,189     68,627:    18,198     17,760
Old  :    86,387:    14,760     22,170        805     52,624     45,652     68,189     68,627:    18,198     17,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     4,897:    -2,855      4,989        125      9,286     -2,028      6,556      3,086:    -1,659      1,811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       25.7        0.9       60.9       52.8       78.9       79.4:      21.1       20.6
Old  :     100.0:      17.1       25.7        0.9       60.9       52.8       78.9       79.4:      21.1       20.6
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  :        67:        15         20          2         23         15         39         36:
Old  :        67:        15         20          2         23         15         39         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  :                 29.4       37.4       45.6       52.0       27.6       34.0       41.2       46.6
Old  :                 29.4       37.4       45.6       52.0       27.6       34.0       41.2       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, May 17, 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  :    81,490:    17,615     17,181        680     43,338     47,680     61,633     65,541:    19,857     15,949
Old  :    81,490:    17,615     17,181        680     43,338     47,680     61,633     65,541:    19,857     15,949
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -7,748:    -8,292     11,372        665      2,741    -23,216     -4,886    -11,179:    -2,862      3,431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       21.1        0.8       53.2       58.5       75.6       80.4:      24.4       19.6
Old  :     100.0:      21.6       21.1        0.8       53.2       58.5       75.6       80.4:      24.4       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        17         16          2         20         15         37         33:
Old  :        63:        17         16          2         20         15         37         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  :                 29.4       42.4       42.9       54.9       28.0       38.3       41.0       50.8
Old  :                 29.4       42.4       42.9       54.9       28.0       38.3       41.0       50.8
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, May 24, 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  :   184,022:    10,629     49,460        824    150,228    110,349    161,681    160,633:    22,341     23,389
Old  :   184,022:    10,629     49,460        824    150,228    110,349    161,681    160,633:    22,341     23,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -5,010:    -1,034    -10,086        823     -3,395        356     -3,606     -8,907:    -1,404      3,897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       26.9        0.4       81.6       60.0       87.9       87.3:      12.1       12.7
Old  :     100.0:       5.8       26.9        0.4       81.6       60.0       87.9       87.3:      12.1       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  :        89:        18         23          3         32         28         52         52:
Old  :        89:        18         23          3         32         28         52         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       34.9       72.6       49.7       54.5       33.3       66.6       46.1
Old  :                 55.8       34.9       72.6       49.7       54.5       33.3       66.6       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, May 17, 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  :   189,032:    11,663     59,546          1    153,623    109,993    165,287    169,540:    23,745     19,492
Old  :   189,032:    11,663     59,546          1    153,623    109,993    165,287    169,540:    23,745     19,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    28,196:    -9,108     29,212       -676     44,250       -565     34,466     27,971:    -6,270        225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       31.5        0.0       81.3       58.2       87.4       89.7:      12.6       10.3
Old  :     100.0:       6.2       31.5        0.0       81.3       58.2       87.4       89.7:      12.6       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        16         23          1         30         26         47         49:
Old  :        83:        16         23          1         30         26         47         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       42.4       73.2       56.7       58.6       41.0       68.7       53.5
Old  :                 58.6       42.4       73.2       56.7       58.6       41.0       68.7       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders - Futures Only, May 24, 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  :   162,145:    24,631     39,952      1,274     92,321     68,523    118,226    109,749:    43,919     52,396
Old  :   162,145:    24,631     39,952      1,274     92,321     68,523    118,226    109,749:    43,919     52,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     5,285:     2,399      4,232        216      4,270     -1,429      6,885      3,019:    -1,600      2,266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       24.6        0.8       56.9       42.3       72.9       67.7:      27.1       32.3
Old  :     100.0:      15.2       24.6        0.8       56.9       42.3       72.9       67.7:      27.1       32.3
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  :       104:        31         31          8         28         29         62         65:
Old  :       104:        31         31          8         28         29         62         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       28.7       45.6       39.1       32.1       27.7       44.3       37.5
Old  :                 32.5       28.7       45.6       39.1       32.1       27.7       44.3       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders - Futures Only, May 17, 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  :   156,860:    22,232     35,720      1,058     88,051     69,952    111,341    106,730:    45,519     50,130
Old  :   156,860:    22,232     35,720      1,058     88,051     69,952    111,341    106,730:    45,519     50,130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     8,129:    -5,103      6,841        308     14,866       -895     10,071      6,254:    -1,942      1,875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       22.8        0.7       56.1       44.6       71.0       68.0:      29.0       32.0
Old  :     100.0:      14.2       22.8        0.7       56.1       44.6       71.0       68.0:      29.0       32.0
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  :       101:        29         29          5         30         28         62         59:
Old  :       101:        29         29          5         30         28         62         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       31.2       40.5       40.9       26.4       30.1       40.3       39.5
Old  :                 26.5       31.2       40.5       40.9       26.4       30.1       40.3       39.5
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, May 24, 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  : 8,696,401:   793,964    765,172  1,063,152  5,840,381  5,298,247  7,697,497  7,126,571:   998,904  1,569,830
Old  : 8,696,401:   793,964    765,172  1,063,152  5,840,381  5,298,247  7,697,497  7,126,571:   998,904  1,569,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    62,086:     8,345     18,755      7,069     58,623     20,447     74,037     46,271:   -11,951     15,815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        8.8       12.2       67.2       60.9       88.5       81.9:      11.5       18.1
Old  :     100.0:       9.1        8.8       12.2       67.2       60.9       88.5       81.9:      11.5       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  :       268:        57         61         94        127        137        237        248:
Old  :       268:        57         61         94        127        137        237        248:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       16.6       41.4       26.0       27.0       14.0       35.5       20.8
Old  :                 28.2       16.6       41.4       26.0       27.0       14.0       35.5       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 17, 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  : 8,634,315:   785,619    746,417  1,056,083  5,781,758  5,277,800  7,623,460  7,080,300: 1,010,855  1,554,015
Old  : 8,634,315:   785,619    746,417  1,056,083  5,781,758  5,277,800  7,623,460  7,080,300: 1,010,855  1,554,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :   151,321:    63,023   -188,633     25,938    -11,597    277,334     77,364    114,639:    73,957     36,682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        8.6       12.2       67.0       61.1       88.3       82.0:      11.7       18.0
Old  :     100.0:       9.1        8.6       12.2       67.0       61.1       88.3       82.0:      11.7       18.0
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  :       267:        53         64        100        128        136        241        249:
Old  :       267:        53         64        100        128        136        241        249:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       16.8       41.6       25.8       26.9       13.9       36.0       20.5
Old  :                 28.2       16.8       41.6       25.8       26.9       13.9       36.0       20.5
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, May 24, 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  :   703,597:    59,773     69,269     15,869    490,425    494,838    566,067    579,976:   137,530    123,621
Old  :   703,597:    59,773     69,269     15,869    490,425    494,838    566,067    579,976:   137,530    123,621
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       931:     2,264     -9,091        125      2,826      1,374      5,215     -7,592:    -4,284      8,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        9.8        2.3       69.7       70.3       80.5       82.4:      19.5       17.6
Old  :     100.0:       8.5        9.8        2.3       69.7       70.3       80.5       82.4:      19.5       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        34         31         18         95         63        143         98:
Old  :       186:        34         31         18         95         63        143         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  :                 19.8       32.9       29.0       45.5       19.6       32.4       28.0       45.0
Old  :                 19.8       32.9       29.0       45.5       19.6       32.4       28.0       45.0
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, May 17, 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  :   702,666:    57,509     78,360     15,744    487,599    493,464    560,852    587,568:   141,814    115,098
Old  :   702,666:    57,509     78,360     15,744    487,599    493,464    560,852    587,568:   141,814    115,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     6,198:    -2,518      5,599      1,208      2,820     -1,318      1,510      5,489:     4,688        709
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       11.2        2.2       69.4       70.2       79.8       83.6:      20.2       16.4
Old  :     100.0:       8.2       11.2        2.2       69.4       70.2       79.8       83.6:      20.2       16.4
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  :       195:        34         39         17         97         63        144        106:
Old  :       195:        34         39         17         97         63        144        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  :                 19.8       32.9       28.8       45.7       19.4       32.5       27.8       45.3
Old  :                 19.8       32.9       28.8       45.7       19.4       32.5       27.8       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  : 1,049,050:   180,992    241,162     12,739    497,017    695,964    690,748    949,865:   358,302     99,185
Old  : 1,049,050:   180,992    241,162     12,739    497,017    695,964    690,748    949,865:   358,302     99,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    48,482:     6,162     31,810     -6,223     27,532     23,110     27,471     48,697:    21,011       -215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       23.0        1.2       47.4       66.3       65.8       90.5:      34.2        9.5
Old  :     100.0:      17.3       23.0        1.2       47.4       66.3       65.8       90.5:      34.2        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        44         55         19         53         59        110        120:
Old  :       187:        44         55         19         53         59        110        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  :                 19.4       27.8       28.8       41.5       14.3       24.3       20.7       34.3
Old  :                 19.4       27.8       28.8       41.5       14.3       24.3       20.7       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  : 1,000,568:   174,830    209,352     18,962    469,485    672,854    663,277    901,168:   337,291     99,400
Old  : 1,000,568:   174,830    209,352     18,962    469,485    672,854    663,277    901,168:   337,291     99,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :   -19,415:   -21,727    -42,249      2,051    -13,875     37,836    -33,551     -2,362:    14,136    -17,053
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       20.9        1.9       46.9       67.2       66.3       90.1:      33.7        9.9
Old  :     100.0:      17.5       20.9        1.9       46.9       67.2       66.3       90.1:      33.7        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        43         61         19         54         57        109        125:
Old  :       192:        43         61         19         54         57        109        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  :                 19.1       27.7       28.8       41.2       14.6       24.3       21.8       35.2
Old  :                 19.1       27.7       28.8       41.2       14.6       24.3       21.8       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, May 24, 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  :    11,515:       725      1,306          0      5,426      9,871      6,151     11,177:     5,364        338
Old  :    11,515:       725      1,306          0      5,426      9,871      6,151     11,177:     5,364        338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -168:         0       -203          0         81        595         81        392:      -249       -560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       11.3        0.0       47.1       85.7       53.4       97.1:      46.6        2.9
Old  :     100.0:       6.3       11.3        0.0       47.1       85.7       53.4       97.1:      46.6        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          3          0         11         14         12         17:
Old  :        27:         1          3          0         11         14         12         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  :                 29.5       41.5       45.5       67.7       28.0       40.9       44.0       67.1
Old  :                 29.5       41.5       45.5       67.7       28.0       40.9       44.0       67.1
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, May 17, 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  :    11,683:       725      1,509          0      5,345      9,276      6,070     10,785:     5,613        898
Old  :    11,683:       725      1,509          0      5,345      9,276      6,070     10,785:     5,613        898
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -154:         0         80          0        -43         13        -43         93:      -111       -247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       12.9        0.0       45.8       79.4       52.0       92.3:      48.0        7.7
Old  :     100.0:       6.2       12.9        0.0       45.8       79.4       52.0       92.3:      48.0        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          4          0         10         13         11         17:
Old  :        27:         1          4          0         10         13         11         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  :                 29.1       40.3       44.9       66.2       27.7       40.3       43.5       66.2
Old  :                 29.1       40.3       44.9       66.2       27.7       40.3       43.5       66.2
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, May 24, 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  :    29,492:    10,998      6,172          0     14,395     17,843     25,393     24,015:     4,099      5,477
Old  :    29,492:    10,998      6,172          0     14,395     17,843     25,393     24,015:     4,099      5,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       800:       -67      1,638          0        360      1,512        293      3,150:       507     -2,350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       20.9        0.0       48.8       60.5       86.1       81.4:      13.9       18.6
Old  :     100.0:      37.3       20.9        0.0       48.8       60.5       86.1       81.4:      13.9       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  :        39:         8          5          0         16         17         24         22:
Old  :        39:         8          5          0         16         17         24         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       46.3       63.2       62.5       43.4       43.7       61.9       60.0
Old  :                 43.4       46.3       63.2       62.5       43.4       43.7       61.9       60.0
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, May 17, 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  :    28,692:    11,065      4,534          0     14,035     16,331     25,100     20,865:     3,592      7,827
Old  :    28,692:    11,065      4,534          0     14,035     16,331     25,100     20,865:     3,592      7,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       773:     1,652        925        -27     -1,277        -14        348        884:       425       -111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       15.8        0.0       48.9       56.9       87.5       72.7:      12.5       27.3
Old  :     100.0:      38.6       15.8        0.0       48.9       56.9       87.5       72.7:      12.5       27.3
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:         6          6          0         17         18         23         24:
Old  :        40:         6          6          0         17         18         23         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  :                 43.0       39.0       62.9       53.6       43.0       36.2       61.8       50.7
Old  :                 43.0       39.0       62.9       53.6       43.0       36.2       61.8       50.7
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, May 24, 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  :    54,457:     7,570     17,683          7     37,032     25,515     44,609     43,205:     9,848     11,252
Old  :    54,457:     7,570     17,683          7     37,032     25,515     44,609     43,205:     9,848     11,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -3,875:     2,881     -2,689          1     -1,799     -1,771      1,083     -4,459:    -4,958        584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       32.5        0.0       68.0       46.9       81.9       79.3:      18.1       20.7
Old  :     100.0:      13.9       32.5        0.0       68.0       46.9       81.9       79.3:      18.1       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  :        85:        16         18          1         33         28         49         47:
Old  :        85:        16         18          1         33         28         49         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  :                 40.4       28.9       51.3       43.7       38.9       26.8       49.6       41.5
Old  :                 40.4       28.9       51.3       43.7       38.9       26.8       49.6       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, May 17, 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  :    58,332:     4,689     20,372          6     38,831     27,286     43,526     47,664:    14,806     10,668
Old  :    58,332:     4,689     20,372          6     38,831     27,286     43,526     47,664:    14,806     10,668
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       503:       187      2,144          0      3,441     -1,384      3,628        760:    -3,125       -257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       34.9        0.0       66.6       46.8       74.6       81.7:      25.4       18.3
Old  :     100.0:       8.0       34.9        0.0       66.6       46.8       74.6       81.7:      25.4       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        12         23          2         34         31         47         55:
Old  :        88:        12         23          2         34         31         47         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       26.5       48.6       40.9       36.8       24.2       46.4       38.3
Old  :                 38.2       26.5       48.6       40.9       36.8       24.2       46.4       38.3
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, May 24, 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  :   315,054:    89,725    115,503      6,169    190,434    159,804    286,328    281,476:    28,726     33,578
Old  :   315,054:    89,725    115,503      6,169    190,434    159,804    286,328    281,476:    28,726     33,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :   -16,727:    12,408    -29,529      3,807    -35,097     19,255    -18,882     -6,467:     2,155    -10,260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       36.7        2.0       60.4       50.7       90.9       89.3:       9.1       10.7
Old  :     100.0:      28.5       36.7        2.0       60.4       50.7       90.9       89.3:       9.1       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  :       202:        54         81         10         40         37        100        122:
Old  :       202:        54         81         10         40         37        100        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       31.2       57.3       42.4       35.8       23.7       48.3       31.5
Old  :                 42.0       31.2       57.3       42.4       35.8       23.7       48.3       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, May 17, 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  :   331,781:    77,317    145,032      2,362    225,531    140,549    305,210    287,943:    26,571     43,838
Old  :   331,781:    77,317    145,032      2,362    225,531    140,549    305,210    287,943:    26,571     43,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :   -29,071:       354    -18,344        708    -23,067      9,754    -22,005     -7,882:    -7,066    -21,189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       43.7        0.7       68.0       42.4       92.0       86.8:       8.0       13.2
Old  :     100.0:      23.3       43.7        0.7       68.0       42.4       92.0       86.8:       8.0       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        42         81         10         42         39         88        126:
Old  :       192:        42         81         10         42         39         88        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  :                 43.9       26.5       61.0       41.5       39.5       24.2       54.7       34.0
Old  :                 43.9       26.5       61.0       41.5       39.5       24.2       54.7       34.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, May 24, 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  :    85,299:    21,939      8,632          6     44,079     61,188     66,024     69,826:    19,275     15,473
Old  :    85,299:    21,939      8,632          6     44,079     61,188     66,024     69,826:    19,275     15,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       857:    -2,282       -354       -457      2,075       -548       -664     -1,359:     1,521      2,216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       10.1        0.0       51.7       71.7       77.4       81.9:      22.6       18.1
Old  :     100.0:      25.7       10.1        0.0       51.7       71.7       77.4       81.9:      22.6       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  :        45:         9          9          1         20         15         30         24:
Old  :        45:         9          9          1         20         15         30         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       59.8       56.4       70.9       41.8       56.0       54.3       66.9
Old  :                 41.9       59.8       56.4       70.9       41.8       56.0       54.3       66.9
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, May 17, 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  :    84,442:    24,221      8,986        463     42,004     61,736     66,688     71,185:    17,754     13,257
Old  :    84,442:    24,221      8,986        463     42,004     61,736     66,688     71,185:    17,754     13,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -4,840:   -11,957      3,634        463     11,024    -11,782       -470     -7,685:    -4,370      2,845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       10.6        0.5       49.7       73.1       79.0       84.3:      21.0       15.7
Old  :     100.0:      28.7       10.6        0.5       49.7       73.1       79.0       84.3:      21.0       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        12          9          2         18         14         32         23:
Old  :        46:        12          9          2         18         14         32         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       59.0       55.8       71.6       42.8       57.2       55.2       69.5
Old  :                 42.9       59.0       55.8       71.6       42.8       57.2       55.2       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, May 24, 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  :    36,652:       777     13,017        111     29,970     18,519     30,858     31,647:     5,794      5,005
Old  :    36,652:       777     13,017        111     29,970     18,519     30,858     31,647:     5,794      5,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -308:      -344         15        106       -251       -121       -489          0:       181       -308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       35.5        0.3       81.8       50.5       84.2       86.3:      15.8       13.7
Old  :     100.0:       2.1       35.5        0.3       81.8       50.5       84.2       86.3:      15.8       13.7
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  :        60:         3         12          3         27         26         32         39:
Old  :        60:         3         12          3         27         26         32         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       37.3       66.6       49.0       56.3       37.3       64.6       49.0
Old  :                 57.4       37.3       66.6       49.0       56.3       37.3       64.6       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, May 17, 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  :    36,960:     1,121     13,002          5     30,221     18,640     31,347     31,647:     5,613      5,313
Old  :    36,960:     1,121     13,002          5     30,221     18,640     31,347     31,647:     5,613      5,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     1,582:         0       -159          0      1,528      1,915      1,528      1,756:        54       -174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0       35.2        0.0       81.8       50.4       84.8       85.6:      15.2       14.4
Old  :     100.0:       3.0       35.2        0.0       81.8       50.4       84.8       85.6:      15.2       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         2         12          1         27         27         30         39:
Old  :        60:         2         12          1         27         27         30         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.8       37.0       67.2       48.9       56.5       37.0       65.6       48.9
Old  :                 57.8       37.0       67.2       48.9       56.5       37.0       65.6       48.9
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, May 24, 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  :   242,112:    51,671     36,029      1,754    178,440    189,046    231,865    226,829:    10,247     15,283
Old  :   242,112:    51,671     36,029      1,754    178,440    189,046    231,865    226,829:    10,247     15,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -5,457:    -1,013     -3,957        -14     -5,205       -922     -6,232     -4,893:       775       -564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       14.9        0.7       73.7       78.1       95.8       93.7:       4.2        6.3
Old  :     100.0:      21.3       14.9        0.7       73.7       78.1       95.8       93.7:       4.2        6.3
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  :       117:        15         37          6         34         47         53         86:
Old  :       117:        15         37          6         34         47         53         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  :                 64.1       37.3       73.3       51.7       61.2       34.7       70.1       48.6
Old  :                 64.1       37.3       73.3       51.7       61.2       34.7       70.1       48.6
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, May 17, 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  :   247,569:    52,684     39,986      1,768    183,645    189,968    238,097    231,722:     9,472     15,847
Old  :   247,569:    52,684     39,986      1,768    183,645    189,968    238,097    231,722:     9,472     15,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    12,635:    -2,029      6,304        356     11,734      6,802     10,061     13,462:     2,574       -827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       16.2        0.7       74.2       76.7       96.2       93.6:       3.8        6.4
Old  :     100.0:      21.3       16.2        0.7       74.2       76.7       96.2       93.6:       3.8        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        17         38          7         32         46         53         87:
Old  :       117:        17         38          7         32         46         53         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  :                 63.7       36.6       73.8       50.4       61.0       31.9       70.0       45.2
Old  :                 63.7       36.6       73.8       50.4       61.0       31.9       70.0       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 24, 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  :    42,339:    13,540      6,554         76     14,303     22,824     27,919     29,454:    14,420     12,885
Old  :    42,339:    13,540      6,554         76     14,303     22,824     27,919     29,454:    14,420     12,885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,633:     3,350        665         10     -3,213     -1,874        147     -1,199:     1,486      2,832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       15.5        0.2       33.8       53.9       65.9       69.6:      34.1       30.4
Old  :     100.0:      32.0       15.5        0.2       33.8       53.9       65.9       69.6:      34.1       30.4
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  :        83:        30         14          2         18         27         49         42:
Old  :        83:        30         14          2         18         27         49         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       25.9       27.5       37.6       16.1       25.6       25.3       35.6
Old  :                 17.3       25.9       27.5       37.6       16.1       25.6       25.3       35.6
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, May 17, 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  :    40,706:    10,190      5,889         66     17,516     24,698     27,772     30,653:    12,934     10,053
Old  :    40,706:    10,190      5,889         66     17,516     24,698     27,772     30,653:    12,934     10,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     1,315:        19        481       -383      1,591        897      1,227        995:        88        320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       14.5        0.2       43.0       60.7       68.2       75.3:      31.8       24.7
Old  :     100.0:      25.0       14.5        0.2       43.0       60.7       68.2       75.3:      31.8       24.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        25         15          2         20         30         47         45:
Old  :        85:        25         15          2         20         30         47         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       27.0       32.2       38.7       21.4       25.7       29.9       35.9
Old  :                 22.7       27.0       32.2       38.7       21.4       25.7       29.9       35.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :    29,330:     7,160        350         42     15,964      2,397     23,166      2,789:     6,164     26,541
Old  :    29,330:     7,160        350         42     15,964      2,397     23,166      2,789:     6,164     26,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,972:       409       -573         25        114       -256        548       -804:     1,424      2,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        1.2        0.1       54.4        8.2       79.0        9.5:      21.0       90.5
Old  :     100.0:      24.4        1.2        0.1       54.4        8.2       79.0        9.5:      21.0       90.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        11          1          2         11          4         22          7:
Old  :        26:        11          1          2         11          4         22          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8        8.7       64.7        9.5       55.3        7.8       63.1        7.8
Old  :                 56.8        8.7       64.7        9.5       55.3        7.8       63.1        7.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :    27,358:     6,751        923         17     15,850      2,653     22,618      3,593:     4,740     23,765
Old  :    27,358:     6,751        923         17     15,850      2,653     22,618      3,593:     4,740     23,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -2,746:      -232         -7          2         66        405       -164        400:    -2,582     -3,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        3.4        0.1       57.9        9.7       82.7       13.1:      17.3       86.9
Old  :     100.0:      24.7        3.4        0.1       57.9        9.7       82.7       13.1:      17.3       86.9
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  :        26:         9          3          2         10          5         19         10:
Old  :        26:         9          3          2         10          5         19         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5        9.4       70.3       13.1       57.8        8.9       68.7       11.4
Old  :                 59.5        9.4       70.3       13.1       57.8        8.9       68.7       11.4
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, May 24, 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  :    75,849:     4,466      5,718        445     51,633     28,469     56,544     34,632:    19,305     41,217
Old  :    75,849:     4,466      5,718        445     51,633     28,469     56,544     34,632:    19,305     41,217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,489:     1,320      1,335       -146         95         39      1,269      1,228:       220        261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        7.5        0.6       68.1       37.5       74.5       45.7:      25.5       54.3
Old  :     100.0:       5.9        7.5        0.6       68.1       37.5       74.5       45.7:      25.5       54.3
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  :        51:         4         14          2         19         29         24         45:
Old  :        51:         4         14          2         19         29         24         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       18.6       66.0       27.8       47.3       12.1       53.2       17.6
Old  :                 58.1       18.6       66.0       27.8       47.3       12.1       53.2       17.6
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, May 17, 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  :    74,360:     3,146      4,383        591     51,538     28,430     55,275     33,404:    19,085     40,956
Old  :    74,360:     3,146      4,383        591     51,538     28,430     55,275     33,404:    19,085     40,956
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     1,941:       -30        148         68        -97        604        -59        820:     2,000      1,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        5.9        0.8       69.3       38.2       74.3       44.9:      25.7       55.1
Old  :     100.0:       4.2        5.9        0.8       69.3       38.2       74.3       44.9:      25.7       55.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         2         14          3         19         28         24         43:
Old  :        48:         2         14          3         19         28         24         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       20.1       67.4       29.1       47.3       12.3       52.6       17.1
Old  :                 59.2       20.1       67.4       29.1       47.3       12.3       52.6       17.1
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, May 24, 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  :   105,219:    38,526     13,572      8,659     28,656     72,860     75,841     95,091:    29,378     10,128
Old  :   105,219:    38,526     13,572      8,659     28,656     72,860     75,841     95,091:    29,378     10,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     2,350:      -251       -515        116      1,904      2,340      1,769      1,941:       581        409
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       12.9        8.2       27.2       69.2       72.1       90.4:      27.9        9.6
Old  :     100.0:      36.6       12.9        8.2       27.2       69.2       72.1       90.4:      27.9        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  :       154:        86         22         29         21         34        115         81:
Old  :       154:        86         22         29         21         34        115         81:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       34.0       32.5       51.8       16.6       28.9       25.2       45.4
Old  :                 21.5       34.0       32.5       51.8       16.6       28.9       25.2       45.4
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, May 17, 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  :   102,869:    38,777     14,087      8,543     26,752     70,520     74,072     93,150:    28,797      9,719
Old  :   102,869:    38,777     14,087      8,543     26,752     70,520     74,072     93,150:    28,797      9,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -1,245:     1,145     -1,034       -142       -542         41        461     -1,135:    -1,706       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       13.7        8.3       26.0       68.6       72.0       90.6:      28.0        9.4
Old  :     100.0:      37.7       13.7        8.3       26.0       68.6       72.0       90.6:      28.0        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        93         24         29         21         34        121         82:
Old  :       159:        93         24         29         21         34        121         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       33.2       30.3       50.3       15.1       27.2       21.9       42.8
Old  :                 20.9       33.2       30.3       50.3       15.1       27.2       21.9       42.8
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, May 24, 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  :    91,941:    20,094     16,541     14,966     44,147     47,335     79,207     78,842:    12,734     13,099
Old  :    91,941:    20,094     16,541     14,966     44,147     47,335     79,207     78,842:    12,734     13,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -2,231:      -431       -663       -771       -899     -1,400     -2,101     -2,834:      -130        603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       18.0       16.3       48.0       51.5       86.1       85.8:      13.9       14.2
Old  :     100.0:      21.9       18.0       16.3       48.0       51.5       86.1       85.8:      13.9       14.2
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  :       136:        35         49         31         39         38         93        102:
Old  :       136:        35         49         31         39         38         93        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  :                 28.6       25.3       43.3       42.4       26.0       24.7       35.9       38.2
Old  :                 28.6       25.3       43.3       42.4       26.0       24.7       35.9       38.2
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, May 17, 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  :    94,172:    20,525     17,204     15,737     45,046     48,735     81,308     81,676:    12,864     12,496
Old  :    94,172:    20,525     17,204     15,737     45,046     48,735     81,308     81,676:    12,864     12,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :   -10,149:   -11,128      2,435     -4,076      4,284     -8,815    -10,920    -10,456:       771        307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       18.3       16.7       47.8       51.8       86.3       86.7:      13.7       13.3
Old  :     100.0:      21.8       18.3       16.7       47.8       51.8       86.3       86.7:      13.7       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        40         55         32         43         36        102        109:
Old  :       151:        40         55         32         43         36        102        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       26.7       41.5       43.7       24.0       25.5       32.8       39.0
Old  :                 27.4       26.7       41.5       43.7       24.0       25.5       32.8       39.0
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, May 24, 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  :   272,748:   114,965     75,456     19,646     91,915    152,378    226,526    247,480:    46,222     25,268
Old  :   272,748:   114,965     75,456     19,646     91,915    152,378    226,526    247,480:    46,222     25,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -1,634:    -9,604      6,831     -1,081     10,552     -8,846       -133     -3,096:    -1,501      1,462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.2       27.7        7.2       33.7       55.9       83.1       90.7:      16.9        9.3
Old  :     100.0:      42.2       27.7        7.2       33.7       55.9       83.1       90.7:      16.9        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  :       228:       106         66         36         42         40        167        127:
Old  :       228:       106         66         36         42         40        167        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       33.0       38.6       47.3       24.8       29.0       31.1       40.5
Old  :                 29.6       33.0       38.6       47.3       24.8       29.0       31.1       40.5
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, May 17, 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  :   274,382:   124,569     68,625     20,727     81,363    161,224    226,659    250,576:    47,723     23,806
Old  :   274,382:   124,569     68,625     20,727     81,363    161,224    226,659    250,576:    47,723     23,806
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -8,096:   -10,150     14,284      1,000      1,991    -26,697     -7,159    -11,413:      -937      3,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4       25.0        7.6       29.7       58.8       82.6       91.3:      17.4        8.7
Old  :     100.0:      45.4       25.0        7.6       29.7       58.8       82.6       91.3:      17.4        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:       112         64         34         43         39        172        123:
Old  :       232:       112         64         34         43         39        172        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       34.9       38.2       50.2       25.1       31.6       31.0       43.0
Old  :                 28.4       34.9       38.2       50.2       25.1       31.6       31.0       43.0
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, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    11,093:     6,216      1,092        243      1,930      8,821      8,389     10,156:     2,704        937
Old  :    11,093:     6,216      1,092        243      1,930      8,821      8,389     10,156:     2,704        937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -3,637:      -952        490       -305        796     -1,332       -461     -1,147:    -3,176     -2,490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.0        9.8        2.2       17.4       79.5       75.6       91.6:      24.4        8.4
Old  :     100.0:      56.0        9.8        2.2       17.4       79.5       75.6       91.6:      24.4        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        21          2          4          8          6         33         10:
Old  :        35:        21          2          4          8          6         33         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       80.6       60.5       90.7       46.3       77.9       60.5       85.4
Old  :                 46.3       80.6       60.5       90.7       46.3       77.9       60.5       85.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders - Futures Only, May 17, 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  :    14,730:     7,168        602        548      1,134     10,153      8,850     11,303:     5,880      3,427
Old  :    14,730:     7,168        602        548      1,134     10,153      8,850     11,303:     5,880      3,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     2,078:      -593       -293          8        573        550        -12        265:     2,090      1,813
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.7        4.1        3.7        7.7       68.9       60.1       76.7:      39.9       23.3
Old  :     100.0:      48.7        4.1        3.7        7.7       68.9       60.1       76.7:      39.9       23.3
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:        21          5         11          5          5         36         18:
Old  :        40:        21          5         11          5          5         36         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  :                 34.6       68.5       44.9       74.3       34.6       63.1       43.4       66.7
Old  :                 34.6       68.5       44.9       74.3       34.6       63.1       43.4       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, May 24, 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  :    74,401:    16,699     11,509      1,723     39,118     41,899     57,540     55,131:    16,861     19,270
Old  :    74,313:    16,674     11,509      1,723     39,064     41,894     57,461     55,126:    16,852     19,187
Other:        88:        25          0          0         54          5         79          5:         9         83
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     6,772:     3,915     -1,627        243      1,872      7,028      6,030      5,644:       742      1,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       15.5        2.3       52.6       56.3       77.3       74.1:      22.7       25.9
Old  :     100.0:      22.4       15.5        2.3       52.6       56.4       77.3       74.2:      22.7       25.8
Other:     100.0:      28.4        0.0        0.0       61.4        5.7       89.8        5.7:      10.2       94.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        30         25         15         46         41         81         77:
Old  :       116:        30         25         15         46         41         81         77:
Other:         6:         1          0          0          3          2          4          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  :                 21.0       32.6       30.7       40.7       19.2       30.8       27.9       36.5
Old  :                 21.0       32.6       30.7       40.8       19.2       30.9       27.9       36.6
Other:                 89.8        5.7       89.8        5.7       89.8        5.7       89.8        5.7
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, May 17, 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  :    67,629:    12,784     13,136      1,480     37,246     34,871     51,510     49,487:    16,119     18,142
Old  :    67,621:    12,784     13,136      1,480     37,238     34,868     51,502     49,484:    16,119     18,137
Other:         8:         0          0          0          8          3          8          3:         0          5
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     4,409:       415      2,553       -313      3,182      1,154      3,284      3,394:     1,125      1,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       19.4        2.2       55.1       51.6       76.2       73.2:      23.8       26.8
Old  :     100.0:      18.9       19.4        2.2       55.1       51.6       76.2       73.2:      23.8       26.8
Other:     100.0:       0.0        0.0        0.0      100.0       37.5      100.0       37.5:       0.0       62.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        26         25         11         42         36         72         68:
Old  :       106:        26         25         11         42         36         72         68:
Other:         2:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       28.9       35.6       38.5       24.6       26.7       33.5       34.9
Old  :                 26.3       28.9       35.6       38.5       24.6       26.7       33.6       34.9
Other:                100.0       37.5      100.0       37.5      100.0       37.5      100.0       37.5
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, May 24, 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  :    30,228:     2,650      3,550      1,548     18,845     16,113     23,043     21,211:     7,185      9,017
Old  :    14,821:     3,635      3,435          0      6,767      7,277     10,402     10,712:     4,419      4,109
Other:    15,407:       176      1,276        387     12,078      8,836     12,641     10,499:     2,766      4,908
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,895:       580     -2,442        127        608      2,153      1,315       -162:       580      2,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       11.7        5.1       62.3       53.3       76.2       70.2:      23.8       29.8
Old  :     100.0:      24.5       23.2        0.0       45.7       49.1       70.2       72.3:      29.8       27.7
Other:     100.0:       1.1        8.3        2.5       78.4       57.4       82.0       68.1:      18.0       31.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        11         11          9         23         14         38         30:
Old  :        46:        14          8          0         15         11         29         19:
Other:        32:         5          7          6         17         13         26         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       42.5       52.5       52.2       39.8       36.1       49.9       44.8
Old  :                 35.0       37.6       47.5       55.6       33.8       37.6       44.9       52.8
Other:                 54.3       49.0       69.8       58.0       54.3       39.9       64.7       47.1
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, May 17, 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  :    28,333:     2,070      5,992      1,421     18,237     13,960     21,728     21,373:     6,605      6,960
Old  :    14,778:     3,164      5,913          0      7,835      6,480     10,999     12,393:     3,779      2,385
Other:    13,555:       159      1,332        168     10,402      7,480     10,729      8,980:     2,826      4,575
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       930:       -77      2,228        274      1,452        172      1,649      2,674:      -719     -1,744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       21.1        5.0       64.4       49.3       76.7       75.4:      23.3       24.6
Old  :     100.0:      21.4       40.0        0.0       53.0       43.8       74.4       83.9:      25.6       16.1
Other:     100.0:       1.2        9.8        1.2       76.7       55.2       79.2       66.2:      20.8       33.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         9         11          8         21         12         32         29:
Old  :        42:        10         10          0         15         10         25         20:
Other:        28:         4          6          5         15         11         22         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       40.1       53.9       53.7       36.9       37.2       47.7       47.0
Old  :                 40.4       42.7       53.6       60.6       37.9       42.2       50.7       60.2
Other:                 49.7       47.9       66.7       57.9       49.7       38.2       60.6       45.5
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, May 24, 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  :    95,876:    23,599     14,628      4,512     54,949     69,295     83,060     88,435:    12,816      7,441
Old  :    65,254:    19,659     14,214        519     37,554     46,266     57,732     60,999:     7,522      4,255
Other:    30,622:     7,182      3,656        751     17,395     23,029     25,328     27,436:     5,294      3,186
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -4,175:    -5,245      1,082        938        325     -6,296     -3,982     -4,276:      -193        101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       15.3        4.7       57.3       72.3       86.6       92.2:      13.4        7.8
Old  :     100.0:      30.1       21.8        0.8       57.6       70.9       88.5       93.5:      11.5        6.5
Other:     100.0:      23.5       11.9        2.5       56.8       75.2       82.7       89.6:      17.3       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        67         42         36         55         48        138        113:
Old  :       167:        62         45          5         28         37         93         84:
Other:       118:        32         24         19         46         41         89         73:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       43.7       38.4       54.0       26.0       38.2       37.0       48.0
Old  :                 36.9       54.9       51.5       63.6       36.9       54.9       51.5       63.3
Other:                 28.1       28.3       44.8       44.5       26.6       25.4       38.3       39.0
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, May 17, 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  :   100,051:    28,844     13,546      3,574     54,624     75,591     87,042     92,711:    13,009      7,340
Old  :    72,931:    25,852     11,812         87     38,265     56,565     64,204     68,464:     8,727      4,467
Other:    27,120:     5,813      4,555        666     16,359     19,026     22,838     24,247:     4,282      2,873
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -7,321:    -5,300      2,040       -545       -777    -10,126     -6,622     -8,631:      -699      1,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       13.5        3.6       54.6       75.6       87.0       92.7:      13.0        7.3
Old  :     100.0:      35.4       16.2        0.1       52.5       77.6       88.0       93.9:      12.0        6.1
Other:     100.0:      21.4       16.8        2.5       60.3       70.2       84.2       89.4:      15.8       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        74         37         29         53         50        143        101:
Old  :       173:        72         37          3         26         42         99         81:
Other:       116:        28         28         15         42         41         81         73:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       45.3       37.7       55.5       25.6       39.8       35.8       49.7
Old  :                 34.7       54.7       47.3       63.4       34.7       54.2       47.3       63.0
Other:                 30.5       29.4       48.0       43.7       28.7       25.5       40.8       37.9
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, May 24, 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  :    25,704:     8,664      3,434      1,071     12,320     19,789     22,055     24,294:     3,649      1,410
Old  :    25,319:     8,683      3,542        818     12,241     19,585     21,742     23,945:     3,577      1,374
Other:       385:       201        112         33         79        204        313        349:        72         36
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       181:       249        -91          5         99        421        353        335:      -172       -154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       13.4        4.2       47.9       77.0       85.8       94.5:      14.2        5.5
Old  :     100.0:      34.3       14.0        3.2       48.3       77.4       85.9       94.6:      14.1        5.4
Other:     100.0:      52.2       29.1        8.6       20.5       53.0       81.3       90.6:      18.7        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        44         22         16         21         14         76         43:
Old  :        99:        44         24         13         20         14         73         42:
Other:        15:         6          5          3          3          2         11          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  :                 31.4       59.2       42.2       72.5       31.4       58.7       40.8       68.8
Old  :                 31.6       60.1       42.6       72.8       31.6       59.6       41.2       70.3
Other:                 63.9       77.7       77.9       90.6       63.9       75.3       71.7       81.0
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, May 17, 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  :    25,523:     8,415      3,525      1,066     12,221     19,368     21,702     23,959:     3,821      1,564
Old  :    25,140:     8,440      3,640        806     12,142     19,166     21,388     23,612:     3,752      1,528
Other:       383:       201        111         34         79        202        314        347:        69         36
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -1,228:    -1,436        -97        221        243     -1,193       -972     -1,069:      -256       -159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       13.8        4.2       47.9       75.9       85.0       93.9:      15.0        6.1
Old  :     100.0:      33.6       14.5        3.2       48.3       76.2       85.1       93.9:      14.9        6.1
Other:     100.0:      52.5       29.0        8.9       20.6       52.7       82.0       90.6:      18.0        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        47         24         16         21         14         78         44:
Old  :       102:        47         24         13         20         14         75         43:
Other:        15:         6          5          2          3          2         10          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  :                 32.0       57.1       41.8       71.5       32.0       56.3       41.8       68.4
Old  :                 32.3       57.2       42.2       71.8       32.3       56.3       42.2       69.0
Other:                 66.8       78.1       80.4       90.6       64.2       75.2       72.1       80.7
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, May 24, 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  :   128,045:    23,186     22,194      2,911     94,277     98,250    120,374    123,355:     7,671      4,690
Old  :    59,681:    14,618     21,450        651     37,881     33,760     53,150     55,861:     6,531      3,820
Other:    68,364:    10,141      2,317        687     56,396     64,490     67,224     67,494:     1,140        870
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,527:       806        949       -387      1,773      1,496      2,192      2,058:      -665       -531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       17.3        2.3       73.6       76.7       94.0       96.3:       6.0        3.7
Old  :     100.0:      24.5       35.9        1.1       63.5       56.6       89.1       93.6:      10.9        6.4
Other:     100.0:      14.8        3.4        1.0       82.5       94.3       98.3       98.7:       1.7        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        53         38         15         51         39        113         86:
Old  :       147:        56         34          7         43         34        101         73:
Other:        75:        20         13          4         30         30         54         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  :                 31.3       37.5       47.4       54.4       21.2       25.9       31.0       34.2
Old  :                 20.6       28.8       35.9       42.3       20.4       24.6       31.6       36.7
Other:                 47.6       60.0       67.8       76.2       29.1       41.5       44.6       53.0
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, May 17, 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  :   126,518:    22,380     21,245      3,298     92,504     96,754    118,182    121,297:     8,336      5,221
Old  :    59,012:    13,981     20,684      1,028     36,776     32,778     51,785     54,490:     7,227      4,522
Other:    67,506:     9,869      2,031        800     55,728     63,976     66,397     66,807:     1,109        699
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     4,802:      -181      4,481        171      6,520       -373      6,510      4,279:    -1,708        523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       16.8        2.6       73.1       76.5       93.4       95.9:       6.6        4.1
Old  :     100.0:      23.7       35.1        1.7       62.3       55.5       87.8       92.3:      12.2        7.7
Other:     100.0:      14.6        3.0        1.2       82.6       94.8       98.4       99.0:       1.6        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        54         37         17         51         39        112         90:
Old  :       148:        53         38         10         43         34        101         77:
Other:        75:        19         14          4         30         29         53         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  :                 31.3       37.9       47.2       54.3       21.0       26.5       31.2       34.4
Old  :                 21.0       27.2       35.1       40.1       20.8       23.7       32.2       36.0
Other:                 48.1       60.9       68.2       76.9       29.3       42.0       44.7       53.5
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, May 24, 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  :   359,726:    63,485     97,050     15,867    226,782    200,255    306,134    313,172:    53,592     46,554
Old  :   359,726:    63,485     97,050     15,867    226,782    200,255    306,134    313,172:    53,592     46,554
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,554:    -5,999     -5,049      3,336      2,108     10,039       -555      8,326:     2,109     -6,772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       27.0        4.4       63.0       55.7       85.1       87.1:      14.9       12.9
Old  :     100.0:      17.6       27.0        4.4       63.0       55.7       85.1       87.1:      14.9       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  :       151:        39         50         24         55         43        109        102:
Old  :       151:        39         50         24         55         43        109        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  :                 19.5       24.9       33.2       41.7       17.4       19.2       30.3       28.8
Old  :                 19.5       24.9       33.2       41.7       17.4       19.2       30.3       28.8
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, May 17, 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  :   358,172:    69,484    102,099     12,531    224,674    190,216    306,689    304,846:    51,483     53,326
Old  :   358,172:    69,484    102,099     12,531    224,674    190,216    306,689    304,846:    51,483     53,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     4,330:     1,865     -1,382     -1,608      8,149      5,993      8,406      3,003:    -4,076      1,327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       28.5        3.5       62.7       53.1       85.6       85.1:      14.4       14.9
Old  :     100.0:      19.4       28.5        3.5       62.7       53.1       85.6       85.1:      14.4       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        40         49         20         54         38        106         95:
Old  :       152:        40         49         20         54         38        106         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       25.2       33.0       41.5       17.5       21.2       30.6       29.2
Old  :                 19.0       25.2       33.0       41.5       17.5       21.2       30.6       29.2
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, May 24, 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  :    95,040:    33,504     10,606      9,787     43,450     70,205     86,741     90,598:     8,299      4,442
Old  :    77,923:    34,421     15,160      2,479     33,460     56,814     70,360     74,453:     7,563      3,470
Other:    17,117:     5,476      1,839        915      9,990     13,391     16,381     16,145:       736        972
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -642:       804       -443        -94        154      1,269        864        732:    -1,506     -1,374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       11.2       10.3       45.7       73.9       91.3       95.3:       8.7        4.7
Old  :     100.0:      44.2       19.5        3.2       42.9       72.9       90.3       95.5:       9.7        4.5
Other:     100.0:      32.0       10.7        5.3       58.4       78.2       95.7       94.3:       4.3        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       310:       139         38         61         87         99        258        178:
Old  :       305:       138         44         42         74         96        233        164:
Other:       137:        24         27         17         53         66         87        101:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       28.7       32.2       41.4       19.5       25.1       30.7       35.2
Old  :                 23.3       28.6       36.6       41.5       23.3       26.7       36.6       39.1
Other:                 38.4       44.5       55.6       55.9       36.5       42.3       48.6       51.7
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, May 17, 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  :    95,682:    32,700     11,049      9,881     43,296     68,936     85,877     89,866:     9,805      5,816
Old  :    78,803:    33,452     15,934      2,486     34,037     55,779     69,975     74,199:     8,828      4,604
Other:    16,879:     5,848      1,715        795      9,259     13,157     15,902     15,667:       977      1,212
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -1,527:    -2,851         -6        322      1,036     -2,291     -1,493     -1,975:       -34        448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       11.5       10.3       45.2       72.0       89.8       93.9:      10.2        6.1
Old  :     100.0:      42.5       20.2        3.2       43.2       70.8       88.8       94.2:      11.2        5.8
Other:     100.0:      34.6       10.2        4.7       54.9       77.9       94.2       92.8:       5.8        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:       133         40         48         89         96        244        168:
Old  :       293:       130         44         30         79         93        223        154:
Other:       128:        21         22         13         55         64         84         92:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       28.7       32.2       41.2       19.0       24.9       30.0       34.6
Old  :                 22.9       28.9       35.9       41.3       22.9       26.7       35.8       38.4
Other:                 39.4       43.4       56.1       54.8       37.7       41.5       48.5       51.4
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, May 24, 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  :    28,052:    16,795      2,545      2,345      4,844     21,231     23,984     26,121:     4,068      1,931
Old  :    28,052:    16,795      2,545      2,345      4,844     21,231     23,984     26,121:     4,068      1,931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,874:     1,502     -1,046        122        359      2,931      1,983      2,007:      -109       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.9        9.1        8.4       17.3       75.7       85.5       93.1:      14.5        6.9
Old  :     100.0:      59.9        9.1        8.4       17.3       75.7       85.5       93.1:      14.5        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        33         12          7          9          7         46         23:
Old  :        61:        33         12          7          9          7         46         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  :                 33.3       83.4       52.6       88.0       32.4       77.0       48.6       79.9
Old  :                 33.3       83.4       52.6       88.0       32.4       77.0       48.6       79.9
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, May 17, 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  :    26,178:    15,293      3,591      2,223      4,485     18,300     22,001     24,114:     4,177      2,064
Old  :    26,178:    15,293      3,591      2,223      4,485     18,300     22,001     24,114:     4,177      2,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     5,271:     6,514     -1,774        143     -2,161      7,111      4,496      5,480:       775       -209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.4       13.7        8.5       17.1       69.9       84.0       92.1:      16.0        7.9
Old  :     100.0:      58.4       13.7        8.5       17.1       69.9       84.0       92.1:      16.0        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  :        57:        28         14          6         10          6         43         22:
Old  :        57:        28         14          6         10          6         43         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  :                 33.6       80.1       51.7       87.6       32.9       74.3       47.0       78.8
Old  :                 33.6       80.1       51.7       87.6       32.9       74.3       47.0       78.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, May 24, 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  :   179,990:    19,438     22,755     22,224    108,663    109,445    150,325    154,424:    29,665     25,566
Old  :   179,990:    19,438     22,755     22,224    108,663    109,445    150,325    154,424:    29,665     25,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     5,161:       749     -2,736      1,045      3,137      3,554      4,931      1,863:       230      3,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       12.6       12.3       60.4       60.8       83.5       85.8:      16.5       14.2
Old  :     100.0:      10.8       12.6       12.3       60.4       60.8       83.5       85.8:      16.5       14.2
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  :       117:        21         24         28         63         63        102         99:
Old  :       117:        21         24         28         63         63        102         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  :                 19.7       24.9       32.2       34.5       12.6       14.4       20.8       20.4
Old  :                 19.7       24.9       32.2       34.5       12.6       14.4       20.8       20.4
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, May 17, 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  :   174,829:    18,689     25,491     21,179    105,526    105,891    145,394    152,561:    29,435     22,268
Old  :   174,829:    18,689     25,491     21,179    105,526    105,891    145,394    152,561:    29,435     22,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -1,616:    -8,600      2,538       -924     11,360     -1,161      1,836        453:    -3,452     -2,069
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       14.6       12.1       60.4       60.6       83.2       87.3:      16.8       12.7
Old  :     100.0:      10.7       14.6       12.1       60.4       60.6       83.2       87.3:      16.8       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  :       120:        19         29         30         63         63        103        103:
Old  :       120:        19         29         30         63         63        103        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       25.0       31.1       35.1       12.5       15.3       20.1       21.7
Old  :                 18.7       25.0       31.1       35.1       12.5       15.3       20.1       21.7
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, May 24, 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  :   486,199:    34,854     79,877    149,746    225,219    220,974    409,819    450,597:    76,380     35,602
Old  :   486,199:    34,854     79,877    149,746    225,219    220,974    409,819    450,597:    76,380     35,602
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -3,589:     2,734     12,308        786     -6,899    -11,939     -3,379      1,155:      -210     -4,744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       16.4       30.8       46.3       45.4       84.3       92.7:      15.7        7.3
Old  :     100.0:       7.2       16.4       30.8       46.3       45.4       84.3       92.7:      15.7        7.3
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  :       197:        40         63         60         86         76        160        170:
Old  :       197:        40         63         60         86         76        160        170:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       22.0       30.2       33.7        6.8       10.8       10.4       15.6
Old  :                 20.7       22.0       30.2       33.7        6.8       10.8       10.4       15.6
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, May 17, 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  :   489,788:    32,120     67,569    148,960    232,118    232,913    413,198    449,442:    76,590     40,346
Old  :   489,788:    32,120     67,569    148,960    232,118    232,913    413,198    449,442:    76,590     40,346
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    16,093:    -1,330      9,192      2,496      9,688      2,198     10,854     13,886:     5,239      2,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       13.8       30.4       47.4       47.6       84.4       91.8:      15.6        8.2
Old  :     100.0:       6.6       13.8       30.4       47.4       47.6       84.4       91.8:      15.6        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  :       189:        39         60         60         84         74        161        159:
Old  :       189:        39         60         60         84         74        161        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       22.9       30.8       34.6        6.5       10.0       10.1       14.8
Old  :                 22.2       22.9       30.8       34.6        6.5       10.0       10.1       14.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    34,268:     6,025      3,118      1,791     22,265     19,890     30,081     24,799:     4,187      9,469
Old  :    34,268:     6,025      3,118      1,791     22,265     19,890     30,081     24,799:     4,187      9,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        9.1        5.2       65.0       58.0       87.8       72.4:      12.2       27.6
Old  :     100.0:      17.6        9.1        5.2       65.0       58.0       87.8       72.4:      12.2       27.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          3         15         14         18         17:
Old  :        22:         2          1          3         15         14         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       36.0       72.3       54.5       43.6       29.0       59.2       41.9
Old  :                 46.5       36.0       72.3       54.5       43.6       29.0       59.2       41.9
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, May 24, 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  :   112,238:     8,556     14,688      1,268     93,054     88,215    102,878    104,171:     9,360      8,067
Old  :   112,238:     8,556     14,688      1,268     93,054     88,215    102,878    104,171:     9,360      8,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     4,224:         0      5,308        364      4,226      1,408      4,590      7,080:      -366     -2,856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       13.1        1.1       82.9       78.6       91.7       92.8:       8.3        7.2
Old  :     100.0:       7.6       13.1        1.1       82.9       78.6       91.7       92.8:       8.3        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  :        31:         1          2          2         20         25         23         27:
Old  :        31:         1          2          2         20         25         23         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  :                 67.5       39.8       80.6       59.3       63.6       38.8       70.2       55.1
Old  :                 67.5       39.8       80.6       59.3       63.6       38.8       70.2       55.1
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, May 17, 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  :   108,014:     8,556      9,380        904     88,828     86,807     98,288     97,091:     9,726     10,923
Old  :   108,014:     8,556      9,380        904     88,828     86,807     98,288     97,091:     9,726     10,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     4,552:         0        612         62      3,332      3,272      3,394      3,946:     1,158        606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        8.7        0.8       82.2       80.4       91.0       89.9:       9.0       10.1
Old  :     100.0:       7.9        8.7        0.8       82.2       80.4       91.0       89.9:       9.0       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  :        31:         1          2          2         19         24         22         26:
Old  :        31:         1          2          2         19         24         22         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.4       36.7       82.0       56.5       64.1       36.0       71.9       52.3
Old  :                 68.4       36.7       82.0       56.5       64.1       36.0       71.9       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    55,398:     9,716      9,310        848     40,661     35,770     51,225     45,928:     4,173      9,470
Old  :    55,398:     9,716      9,310        848     40,661     35,770     51,225     45,928:     4,173      9,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,464:         0       -244        244          0       -786        244       -786:     1,220      2,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       16.8        1.5       73.4       64.6       92.5       82.9:       7.5       17.1
Old  :     100.0:      17.5       16.8        1.5       73.4       64.6       92.5       82.9:       7.5       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          3          2         12         11         15         14:
Old  :        20:         1          3          2         12         11         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       50.9       80.9       70.5       48.1       49.4       69.8       63.2
Old  :                 56.1       50.9       80.9       70.5       48.1       49.4       69.8       63.2
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, May 17, 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  :    53,934:     9,716      9,554        604     40,661     36,556     50,981     46,714:     2,953      7,220
Old  :    53,934:     9,716      9,554        604     40,661     36,556     50,981     46,714:     2,953      7,220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       300:       856        120          0       -308        548        548        668:      -248       -368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       17.7        1.1       75.4       67.8       94.5       86.6:       5.5       13.4
Old  :     100.0:      18.0       17.7        1.1       75.4       67.8       94.5       86.6:       5.5       13.4
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  :        21:         1          3          1         12         12         14         15:
Old  :        21:         1          3          1         12         12         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  :                 57.7       51.7       83.1       71.9       49.5       50.1       71.7       64.8
Old  :                 57.7       51.7       83.1       71.9       49.5       50.1       71.7       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    55,080:     2,150      5,513      3,397     43,914     43,442     49,461     52,352:     5,619      2,728
Old  :    55,080:     2,150      5,513      3,397     43,914     43,442     49,461     52,352:     5,619      2,728
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,390:      -368        704       -246      1,672        872      1,058      1,330:       332         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       10.0        6.2       79.7       78.9       89.8       95.0:      10.2        5.0
Old  :     100.0:       3.9       10.0        6.2       79.7       78.9       89.8       95.0:      10.2        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          2         16         15         18         18:
Old  :        22:         1          2          2         16         15         18         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  :                 52.0       48.8       70.5       73.9       28.3       30.9       42.0       44.0
Old  :                 52.0       48.8       70.5       73.9       28.3       30.9       42.0       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, May 17, 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  :    53,690:     2,518      4,809      3,643     42,242     42,570     48,403     51,022:     5,287      2,668
Old  :    53,690:     2,518      4,809      3,643     42,242     42,570     48,403     51,022:     5,287      2,668
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     6,552:     1,035       -254        858      4,719      6,008      6,612      6,612:       -60        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        9.0        6.8       78.7       79.3       90.2       95.0:       9.8        5.0
Old  :     100.0:       4.7        9.0        6.8       78.7       79.3       90.2       95.0:       9.8        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          2         18         15         20         18:
Old  :        22:         1          2          2         18         15         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  :                 52.0       47.8       70.3       73.7       27.3       28.8       41.2       42.6
Old  :                 52.0       47.8       70.3       73.7       27.3       28.8       41.2       42.6
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, May 24, 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  :    61,906:     6,218     17,283      3,959     48,099     35,972     58,276     57,214:     3,630      4,692
Old  :    61,906:     6,218     17,283      3,959     48,099     35,972     58,276     57,214:     3,630      4,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     2,300:      -190      3,299      1,212      1,402     -2,704      2,424      1,807:      -124        493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       27.9        6.4       77.7       58.1       94.1       92.4:       5.9        7.6
Old  :     100.0:      10.0       27.9        6.4       77.7       58.1       94.1       92.4:       5.9        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          3          4         23         21         27         26:
Old  :        30:         2          3          4         23         21         27         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       42.2       69.7       61.7       45.2       37.2       59.7       52.9
Old  :                 48.5       42.2       69.7       61.7       45.2       37.2       59.7       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    59,606:     6,408     13,984      2,747     46,697     38,676     55,852     55,407:     3,754      4,199
Old  :    59,606:     6,408     13,984      2,747     46,697     38,676     55,852     55,407:     3,754      4,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     3,666:      -366      2,741        350      3,464        535      3,448      3,626:       218         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       23.5        4.6       78.3       64.9       93.7       93.0:       6.3        7.0
Old  :     100.0:      10.8       23.5        4.6       78.3       64.9       93.7       93.0:       6.3        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          3          3         22         20         25         24:
Old  :        28:         1          3          3         22         20         25         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  :                 51.6       39.6       72.7       62.8       50.5       34.3       63.2       53.3
Old  :                 51.6       39.6       72.7       62.8       50.5       34.3       63.2       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, May 24, 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  :    38,579:     2,928          0        496     34,115     35,199     37,539     35,695:     1,040      2,884
Old  :    38,579:     2,928          0        496     34,115     35,199     37,539     35,695:     1,040      2,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     2,538:       452          0        250      1,774      1,808      2,476      2,058:        62        480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        0.0        1.3       88.4       91.2       97.3       92.5:       2.7        7.5
Old  :     100.0:       7.6        0.0        1.3       88.4       91.2       97.3       92.5:       2.7        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          1         18         18         19         19:
Old  :        20:         1          0          1         18         18         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       43.4       83.5       73.4       43.3       32.4       57.5       48.0
Old  :                 54.2       43.4       83.5       73.4       43.3       32.4       57.5       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, May 17, 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  :    36,041:     2,476          0        246     32,341     33,391     35,063     33,637:       978      2,404
Old  :    36,041:     2,476          0        246     32,341     33,391     35,063     33,637:       978      2,404
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        0.0        0.7       89.7       92.6       97.3       93.3:       2.7        6.7
Old  :     100.0:       6.9        0.0        0.7       89.7       92.6       97.3       93.3:       2.7        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  :        20:         1          0          1         17         17         18         18:
Old  :        20:         1          0          1         17         17         18         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  :                 54.4       45.3       82.9       73.6       43.0       30.4       56.9       47.4
Old  :                 54.4       45.3       82.9       73.6       43.0       30.4       56.9       47.4
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, May 24, 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  :    62,604:         0      5,285      2,910     46,852     45,472     49,762     53,667:    12,842      8,937
Old  :    62,604:         0      5,285      2,910     46,852     45,472     49,762     53,667:    12,842      8,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     2,101:         0      3,543     -1,089      3,102        978      2,013      3,432:        88     -1,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.4        4.6       74.8       72.6       79.5       85.7:      20.5       14.3
Old  :     100.0:       0.0        8.4        4.6       74.8       72.6       79.5       85.7:      20.5       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          2          2         19         19         21         21:
Old  :        24:         0          2          2         19         19         21         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  :                 34.9       57.6       54.8       71.5       29.0       45.1       44.7       55.1
Old  :                 34.9       57.6       54.8       71.5       29.0       45.1       44.7       55.1
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, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    60,503:         0      1,742      3,999     43,750     44,494     47,749     50,235:    12,754     10,268
Old  :    60,503:         0      1,742      3,999     43,750     44,494     47,749     50,235:    12,754     10,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -1,374:         0     -1,290       -358     -2,504        -64     -2,862     -1,712:     1,488        338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.9        6.6       72.3       73.5       78.9       83.0:      21.1       17.0
Old  :     100.0:       0.0        2.9        6.6       72.3       73.5       78.9       83.0:      21.1       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          1          1         19         20         20         21:
Old  :        24:         0          1          1         19         20         20         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  :                 34.6       59.0       56.5       71.8       28.3       44.2       42.6       53.0
Old  :                 34.6       59.0       56.5       71.8       28.3       44.2       42.6       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 24, 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  :    75,756:    35,296     25,454      1,332     32,690     45,376     69,318     72,162:     6,438      3,594
Old  :    75,756:    35,296     25,454      1,332     32,690     45,376     69,318     72,162:     6,438      3,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,024:      -852        784        852         56     -1,154         56        482:       968        542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6       33.6        1.8       43.2       59.9       91.5       95.3:       8.5        4.7
Old  :     100.0:      46.6       33.6        1.8       43.2       59.9       91.5       95.3:       8.5        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  :        23:         2          1          1         17         17         19         19:
Old  :        23:         2          1          1         17         17         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.6       60.0       81.9       77.4       62.4       59.5       66.8       68.3
Old  :                 68.6       60.0       81.9       77.4       62.4       59.5       66.8       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 17, 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  :    74,732:    36,148     24,670        480     32,634     46,530     69,262     71,680:     5,470      3,052
Old  :    74,732:    36,148     24,670        480     32,634     46,530     69,262     71,680:     5,470      3,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       722:       -60        120         60        420        482        420        662:       302         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.4       33.0        0.6       43.7       62.3       92.7       95.9:       7.3        4.1
Old  :     100.0:      48.4       33.0        0.6       43.7       62.3       92.7       95.9:       7.3        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          1          1         18         18         20         20:
Old  :        24:         2          1          1         18         18         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.5       62.5       83.0       79.7       64.4       62.0       70.9       71.9
Old  :                 69.5       62.5       83.0       79.7       64.4       62.0       70.9       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  : 1,007,210:   209,899     70,116    179,142    600,261    747,017    989,302    996,275:    17,908     10,935
Old  : 1,007,210:   209,899     70,116    179,142    600,261    747,017    989,302    996,275:    17,908     10,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    25,236:   -21,672     -2,361     16,327     31,909     11,071     26,564     25,037:    -1,328        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        7.0       17.8       59.6       74.2       98.2       98.9:       1.8        1.1
Old  :     100.0:      20.8        7.0       17.8       59.6       74.2       98.2       98.9:       1.8        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        21         10         30         90         84        124        115:
Old  :       131:        21         10         30         90         84        124        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       21.9       40.1       38.4       22.2       17.1       29.7       27.7
Old  :                 27.2       21.9       40.1       38.4       22.2       17.1       29.7       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 17, 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  :   981,974:   231,571     72,477    162,815    568,352    735,946    962,738    971,238:    19,236     10,736
Old  :   981,974:   231,571     72,477    162,815    568,352    735,946    962,738    971,238:    19,236     10,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     6,782:   -15,983      2,995      5,108     19,302        215      8,427      8,318:    -1,645     -1,536
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        7.4       16.6       57.9       74.9       98.0       98.9:       2.0        1.1
Old  :     100.0:      23.6        7.4       16.6       57.9       74.9       98.0       98.9:       2.0        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        24          9         31         84         79        120        111:
Old  :       126:        24          9         31         84         79        120        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       22.7       42.1       38.5       23.7       17.6       31.1       29.1
Old  :                 29.3       22.7       42.1       38.5       23.7       17.6       31.1       29.1
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, May 24, 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  :   154,402:    26,336     57,675     36,285     90,515     59,538    153,136    153,498:     1,266        904
Old  :   154,402:    26,336     57,675     36,285     90,515     59,538    153,136    153,498:     1,266        904
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    14,599:     5,298      5,884      6,183      3,334      3,254     14,815     15,321:      -216       -722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       37.4       23.5       58.6       38.6       99.2       99.4:       0.8        0.6
Old  :     100.0:      17.1       37.4       23.5       58.6       38.6       99.2       99.4:       0.8        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        11          9         14         30         30         48         46:
Old  :        52:        11          9         14         30         30         48         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  :                 27.3       45.4       45.3       67.3       17.7       34.5       30.2       41.9
Old  :                 27.3       45.4       45.3       67.3       17.7       34.5       30.2       41.9
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, May 17, 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  :   139,803:    21,038     51,791     30,102     87,181     56,284    138,321    138,177:     1,482      1,626
Old  :   139,803:    21,038     51,791     30,102     87,181     56,284    138,321    138,177:     1,482      1,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     2,820:      -290        466      1,700      3,170        850      4,580      3,016:    -1,760       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       37.0       21.5       62.4       40.3       98.9       98.8:       1.1        1.2
Old  :     100.0:      15.0       37.0       21.5       62.4       40.3       98.9       98.8:       1.1        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        11          9         14         28         27         46         43:
Old  :        50:        11          9         14         28         27         46         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       48.5       46.9       67.9       24.9       36.4       36.6       44.6
Old  :                 29.1       48.5       46.9       67.9       24.9       36.4       36.6       44.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, May 24, 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  :    60,289:    15,878      1,100     14,221     29,848     44,548     59,947     59,869:       342        420
Old  :    60,289:    15,878      1,100     14,221     29,848     44,548     59,947     59,869:       342        420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       439:    -1,040     -1,160        952      1,027        427        939        219:      -500        220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        1.8       23.6       49.5       73.9       99.4       99.3:       0.6        0.7
Old  :     100.0:      26.3        1.8       23.6       49.5       73.9       99.4       99.3:       0.6        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         4          6          7         33         31         41         40:
Old  :        45:         4          6          7         33         31         41         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  :                 51.6       41.4       69.8       63.3       37.3       33.6       44.2       44.9
Old  :                 51.6       41.4       69.8       63.3       37.3       33.6       44.2       44.9
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, May 17, 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  :    59,850:    16,918      2,260     13,269     28,821     44,121     59,008     59,650:       842        200
Old  :    59,850:    16,918      2,260     13,269     28,821     44,121     59,008     59,650:       842        200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     1,091:     1,300       -480        272       -721      1,199        851        991:       240        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        3.8       22.2       48.2       73.7       98.6       99.7:       1.4        0.3
Old  :     100.0:      28.3        3.8       22.2       48.2       73.7       98.6       99.7:       1.4        0.3
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  :        41:         3          4          7         32         28         39         35:
Old  :        41:         3          4          7         32         28         39         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  :                 52.9       41.1       70.0       63.3       38.5       33.3       46.0       46.3
Old  :                 52.9       41.1       70.0       63.3       38.5       33.3       46.0       46.3
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, May 24, 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  :    22,524:     3,766        881      1,488     17,226     19,602     22,480     21,971:        44        553
Old  :    22,524:     3,766        881      1,488     17,226     19,602     22,480     21,971:        44        553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       547:       582         72         50        -85        425        547        547:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        3.9        6.6       76.5       87.0       99.8       97.5:       0.2        2.5
Old  :     100.0:      16.7        3.9        6.6       76.5       87.0       99.8       97.5:       0.2        2.5
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  :        28:         3          1          3         18         18         22         21:
Old  :        28:         3          1          3         18         18         22         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  :                 63.3       51.2       83.1       71.0       62.4       47.6       71.0       60.9
Old  :                 63.3       51.2       83.1       71.0       62.4       47.6       71.0       60.9
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, May 17, 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  :    21,977:     3,184        809      1,438     17,311     19,177     21,933     21,424:        44        553
Old  :    21,977:     3,184        809      1,438     17,311     19,177     21,933     21,424:        44        553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -348:         0         78        -44         36        -42         -8         -8:      -340       -340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        3.7        6.5       78.8       87.3       99.8       97.5:       0.2        2.5
Old  :     100.0:      14.5        3.7        6.5       78.8       87.3       99.8       97.5:       0.2        2.5
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          2          3         17         18         21         21:
Old  :        27:         2          2          3         17         18         21         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  :                 62.8       52.7       83.3       72.4       61.8       48.8       71.2       61.1
Old  :                 62.8       52.7       83.3       72.4       61.8       48.8       71.2       61.1
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, May 24, 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  :     8,979:       172      5,302        856      7,951      2,821      8,979      8,979:         0          0
Old  :     8,979:       172      5,302        856      7,951      2,821      8,979      8,979:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :        44:         0       -172          0         44        216         44         44:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       59.0        9.5       88.6       31.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.9       59.0        9.5       88.6       31.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          3          2         13         10         16         13:
Old  :        24:         1          3          2         13         10         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       77.6       89.1       94.7       64.4       68.0       82.4       83.8
Old  :                 64.4       77.6       89.1       94.7       64.4       68.0       82.4       83.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, May 17, 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  :     8,935:       172      5,474        856      7,907      2,605      8,935      8,935:         0          0
Old  :     8,935:       172      5,474        856      7,907      2,605      8,935      8,935:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       61.3        9.6       88.5       29.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.9       61.3        9.6       88.5       29.2      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  :        23:         1          3          2         12          9         15         12:
Old  :        23:         1          3          2         12          9         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       79.9       89.5       96.6       64.7       70.3       83.7       85.6
Old  :                 64.8       79.9       89.5       96.6       64.7       70.3       83.7       85.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, May 24, 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  :     9,650:     3,420      2,900      1,820      4,220      4,610      9,460      9,330:       190        320
Old  :     9,650:     3,420      2,900      1,820      4,220      4,610      9,460      9,330:       190        320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :         0:       -60          0        120          0        -60         60         60:       -60        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       30.1       18.9       43.7       47.8       98.0       96.7:       2.0        3.3
Old  :     100.0:      35.4       30.1       18.9       43.7       47.8       98.0       96.7:       2.0        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          3          5         15         15         20         21:
Old  :        23:         3          3          5         15         15         20         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  :                 61.1       57.8       80.6       80.0       48.9       48.3       59.1       59.1
Old  :                 61.1       57.8       80.6       80.0       48.9       48.3       59.1       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, May 17, 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  :     9,650:     3,480      2,900      1,700      4,220      4,670      9,400      9,270:       250        380
Old  :     9,650:     3,480      2,900      1,700      4,220      4,670      9,400      9,270:       250        380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       220:      -200        100          0        440        140        240        240:       -20        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       30.1       17.6       43.7       48.4       97.4       96.1:       2.6        3.9
Old  :     100.0:      36.1       30.1       17.6       43.7       48.4       97.4       96.1:       2.6        3.9
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:         3          2          5         15         15         20         20:
Old  :        22:         3          2          5         15         15         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.3       58.7       80.8       80.4       50.4       49.3       61.1       60.9
Old  :                 61.3       58.7       80.8       80.4       50.4       49.3       61.1       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    10,190:     1,650        440      1,810      6,290      7,080      9,750      9,330:       440        860
Old  :    10,190:     1,650        440      1,810      6,290      7,080      9,750      9,330:       440        860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        4.3       17.8       61.7       69.5       95.7       91.6:       4.3        8.4
Old  :     100.0:      16.2        4.3       17.8       61.7       69.5       95.7       91.6:       4.3        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  :        20:         2          2          3         15         12         18         16:
Old  :        20:         2          2          3         15         12         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       55.1       73.1       74.7       28.9       39.1       43.0       43.0
Old  :                 51.0       55.1       73.1       74.7       28.9       39.1       43.0       43.0
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, May 24, 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  :   762,963:    80,567     94,886    121,520    507,855    479,026    709,942    695,432:    53,021     67,531
Old  :   762,963:    80,567     94,886    121,520    507,855    479,026    709,942    695,432:    53,021     67,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :   -28,073:    -7,325      4,686    -18,713     -2,804    -10,900    -28,842    -24,927:       769     -3,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       12.4       15.9       66.6       62.8       93.1       91.1:       6.9        8.9
Old  :     100.0:      10.6       12.4       15.9       66.6       62.8       93.1       91.1:       6.9        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        54         81         87         82         93        191        215:
Old  :       243:        54         81         87         82         93        191        215:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       17.9       34.0       28.4       19.8       13.6       28.8       21.4
Old  :                 23.1       17.9       34.0       28.4       19.8       13.6       28.8       21.4
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, May 17, 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  :   791,036:    87,892     90,200    140,233    510,659    489,926    738,784    720,359:    52,252     70,677
Old  :   791,036:    87,892     90,200    140,233    510,659    489,926    738,784    720,359:    52,252     70,677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :   -40,630:   -15,137    -12,744        225     -9,503    -14,364    -24,415    -26,883:   -16,215    -13,747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       11.4       17.7       64.6       61.9       93.4       91.1:       6.6        8.9
Old  :     100.0:      11.1       11.4       17.7       64.6       61.9       93.4       91.1:       6.6        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        54         93         95         85         92        201        224:
Old  :       250:        54         93         95         85         92        201        224:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       15.5       31.7       25.5       17.2       12.4       26.4       18.8
Old  :                 20.9       15.5       31.7       25.5       17.2       12.4       26.4       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, May 24, 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  :    13,679:     8,094      3,622        589      2,192      8,637     10,875     12,848:     2,804        831
Old  :    13,679:     8,094      3,622        589      2,192      8,637     10,875     12,848:     2,804        831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       498:        77        432        256         74       -169        407        519:        91        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.2       26.5        4.3       16.0       63.1       79.5       93.9:      20.5        6.1
Old  :     100.0:      59.2       26.5        4.3       16.0       63.1       79.5       93.9:      20.5        6.1
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  :       116:        57         23          7         14         19         77         47:
Old  :       116:        57         23          7         14         19         77         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  :                 22.0       43.0       35.5       61.4       22.0       43.0       35.5       61.4
Old  :                 22.0       43.0       35.5       61.4       22.0       43.0       35.5       61.4
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, May 17, 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  :    13,181:     8,017      3,190        333      2,118      8,806     10,468     12,329:     2,713        852
Old  :    13,181:     8,017      3,190        333      2,118      8,806     10,468     12,329:     2,713        852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -139:       -82        119         77         -9       -383        -14       -187:      -125         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.8       24.2        2.5       16.1       66.8       79.4       93.5:      20.6        6.5
Old  :     100.0:      60.8       24.2        2.5       16.1       66.8       79.4       93.5:      20.6        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  :       116:        60         20          6         13         22         77         47:
Old  :       116:        60         20          6         13         22         77         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  :                 22.7       44.1       36.4       63.0       22.7       44.1       36.4       63.0
Old  :                 22.7       44.1       36.4       63.0       22.7       44.1       36.4       63.0
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, May 24, 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  :     7,718:     4,593      1,142        115      1,340      5,574      6,048      6,831:     1,670        887
Old  :     7,718:     4,593      1,142        115      1,340      5,574      6,048      6,831:     1,670        887
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -422:      -282       -388        -31        -28         25       -341       -394:       -81        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.5       14.8        1.5       17.4       72.2       78.4       88.5:      21.6       11.5
Old  :     100.0:      59.5       14.8        1.5       17.4       72.2       78.4       88.5:      21.6       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  :        52:        21          9          2          6         16         28         26:
Old  :        52:        21          9          2          6         16         28         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       44.2       55.1       61.8       38.5       44.2       54.1       61.8
Old  :                 38.5       44.2       55.1       61.8       38.5       44.2       54.1       61.8
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, May 17, 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  :     8,140:     4,875      1,530        146      1,368      5,549      6,389      7,225:     1,751        915
Old  :     8,140:     4,875      1,530        146      1,368      5,549      6,389      7,225:     1,751        915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -1,319:    -1,520        293        141        316     -1,618     -1,063     -1,184:      -256       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.9       18.8        1.8       16.8       68.2       78.5       88.8:      21.5       11.2
Old  :     100.0:      59.9       18.8        1.8       16.8       68.2       78.5       88.8:      21.5       11.2
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  :        52:        20         10          3          7         15         29         26:
Old  :        52:        20         10          3          7         15         29         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       43.7       54.3       61.5       36.4       43.7       54.3       60.9
Old  :                 36.4       43.7       54.3       61.5       36.4       43.7       54.3       60.9
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, May 24, 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  :   144,060:    24,950     10,133     11,508     94,963    110,468    131,421    132,109:    12,639     11,951
Old  :   144,060:    24,950     10,133     11,508     94,963    110,468    131,421    132,109:    12,639     11,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -5,001:      -190     -1,884        167     -4,797     -3,271     -4,820     -4,988:      -181        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        7.0        8.0       65.9       76.7       91.2       91.7:       8.8        8.3
Old  :     100.0:      17.3        7.0        8.0       65.9       76.7       91.2       91.7:       8.8        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  :       151:        39         25         35         64         76        119        122:
Old  :       151:        39         25         35         64         76        119        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       16.3       43.1       27.9       27.3       12.5       36.9       20.0
Old  :                 30.3       16.3       43.1       27.9       27.3       12.5       36.9       20.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, May 17, 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  :   149,061:    25,140     12,017     11,341     99,760    113,739    136,241    137,097:    12,820     11,964
Old  :   149,061:    25,140     12,017     11,341     99,760    113,739    136,241    137,097:    12,820     11,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -421:    -6,783      2,568        460      9,309     -2,344      2,986        684:    -3,407     -1,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        8.1        7.6       66.9       76.3       91.4       92.0:       8.6        8.0
Old  :     100.0:      16.9        8.1        7.6       66.9       76.3       91.4       92.0:       8.6        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  :       155:        38         28         38         66         75        122        126:
Old  :       155:        38         28         38         66         75        122        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  :                 30.6       16.8       44.5       27.9       25.6       12.9       36.9       19.4
Old  :                 30.6       16.8       44.5       27.9       25.6       12.9       36.9       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 3, 2005