WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, June 21, 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  :   234,031:    40,160     62,038     15,997    151,210    118,110    207,367    196,145:    26,664     37,886
Old  :   232,111:    40,142     61,505     15,965    149,683    117,535    205,790    195,005:    26,321     37,106
Other:     1,920:        48        563          2      1,527        575      1,577      1,140:       343        780
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    13,336:     6,608     -3,272     -3,109      3,536     11,995      7,035      5,614:     6,301      7,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       26.5        6.8       64.6       50.5       88.6       83.8:      11.4       16.2
Old  :     100.0:      17.3       26.5        6.9       64.5       50.6       88.7       84.0:      11.3       16.0
Other:     100.0:       2.5       29.3        0.1       79.5       29.9       82.1       59.4:      17.9       40.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        53        102         46         43         50        135        165:
Old  :       225:        54        101         46         43         50        135        165:
Other:        35:         4          7          1          4         20          8         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       33.1       49.9       40.8       34.0       29.0       49.3       34.8
Old  :                 34.8       33.4       50.3       41.1       34.2       29.7       49.7       35.6
Other:                 79.5       40.1       82.1       47.7       79.5       40.1       82.0       47.7
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, June 14, 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  :   220,695:    33,552     65,310     19,106    147,674    106,115    200,332    190,531:    20,363     30,164
Old  :   219,616:    33,528     65,120     19,095    146,912    105,694    199,535    189,909:    20,081     29,707
Other:     1,079:        32        198          3        762        421        797        622:       282        457
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    10,151:      -165      4,518      6,508      5,040      3,847     11,383     14,873:    -1,232     -4,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       29.6        8.7       66.9       48.1       90.8       86.3:       9.2       13.7
Old  :     100.0:      15.3       29.7        8.7       66.9       48.1       90.9       86.5:       9.1       13.5
Other:     100.0:       3.0       18.4        0.3       70.6       39.0       73.9       57.6:      26.1       42.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        51        105         46         44         58        129        183:
Old  :       235:        51        105         46         43         58        128        183:
Other:        31:         3          4          2          4         20          7         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       29.2       53.2       36.7       36.6       26.7       52.5       32.5
Old  :                 37.5       29.3       53.5       36.9       36.8       27.0       52.8       32.7
Other:                 70.6       37.9       73.9       46.7       70.6       37.9       73.6       46.7
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, June 21, 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  :   735,341:   129,178     85,581     87,147    392,787    367,004    609,112    539,732:   126,229    195,609
Old  :   399,203:    79,000     77,672     18,636    238,158    227,162    335,794    323,470:    63,409     75,733
Other:   336,138:   107,391     65,122     11,298    154,629    139,842    273,318    216,262:    62,820    119,876
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    39,567:    25,066    -11,802      1,984       -700     41,264     26,350     31,446:    13,217      8,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       11.6       11.9       53.4       49.9       82.8       73.4:      17.2       26.6
Old  :     100.0:      19.8       19.5        4.7       59.7       56.9       84.1       81.0:      15.9       19.0
Other:     100.0:      31.9       19.4        3.4       46.0       41.6       81.3       64.3:      18.7       35.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       542:       146        114        128        180        213        410        399:
Old  :       457:       113        101         63        125        176        281        304:
Other:       453:       130         85         53        119        187        276        302:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       18.2       30.4       23.6       20.8       15.8       29.5       20.4
Old  :                 32.2       28.2       44.0       33.8       32.2       28.2       43.9       33.8
Other:                 23.3       10.8       30.2       16.4       23.1        9.9       30.0       15.3
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, June 14, 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  :   695,774:   104,112     97,383     85,163    393,487    325,740    582,762    508,286:   113,012    187,488
Old  :   423,539:    81,702    106,830     22,498    252,166    212,220    356,366    341,548:    67,173     81,991
Other:   272,235:    77,155     45,298      7,920    141,321    113,520    226,396    166,738:    45,839    105,497
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    12,947:     4,683      6,284     21,274     -3,625     -6,435     22,332     21,123:    -9,385     -8,176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       14.0       12.2       56.6       46.8       83.8       73.1:      16.2       26.9
Old  :     100.0:      19.3       25.2        5.3       59.5       50.1       84.1       80.6:      15.9       19.4
Other:     100.0:      28.3       16.6        2.9       51.9       41.7       83.2       61.2:      16.8       38.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       517:       142        106        124        164        191        387        378:
Old  :       465:       121        123         62        113        154        282        300:
Other:       394:       116         63         45        114        164        254        253:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       16.8       31.0       21.7       21.6       14.3       30.7       18.8
Old  :                 30.6       23.0       41.7       28.4       30.6       22.5       41.7       27.6
Other:                 24.1       11.4       31.8       16.7       24.0        8.5       31.4       13.8
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, June 21, 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  :     7,374:     2,366        912         66      1,980      4,861      4,412      5,839:     2,962      1,535
Old  :     7,374:     2,366        912         66      1,980      4,861      4,412      5,839:     2,962      1,535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :      -507:      -230       -291         20        -93        342       -303         71:      -204       -578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       12.4        0.9       26.9       65.9       59.8       79.2:      40.2       20.8
Old  :     100.0:      32.1       12.4        0.9       26.9       65.9       59.8       79.2:      40.2       20.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         8          9          3         11         15         22         24:
Old  :        35:         8          9          3         11         15         22         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       31.9       43.4       51.3       27.0       30.1       40.2       44.8
Old  :                 28.0       31.9       43.4       51.3       27.0       30.1       40.2       44.8
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, June 14, 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  :     7,881:     2,596      1,203         46      2,073      4,519      4,715      5,768:     3,166      2,113
Old  :     7,881:     2,596      1,203         46      2,073      4,519      4,715      5,768:     3,166      2,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -311:       439       -194       -119        184         -6        504       -319:      -815          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       15.3        0.6       26.3       57.3       59.8       73.2:      40.2       26.8
Old  :     100.0:      32.9       15.3        0.6       26.3       57.3       59.8       73.2:      40.2       26.8
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  :        41:        11         13          3          9         14         23         27:
Old  :        41:        11         13          3          9         14         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  :                 24.6       29.1       38.8       45.0       23.1       29.1       35.4       42.3
Old  :                 24.6       29.1       38.8       45.0       23.1       29.1       35.4       42.3
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, June 21, 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  :   336,252:    89,292     34,712     33,987    142,790    185,419    266,069    254,118:    70,183     82,134
Old  :   117,791:    43,816     21,139     10,272     35,459     57,144     89,547     88,555:    28,244     29,236
Other:   218,461:    62,891     30,988      6,300    107,331    128,275    176,522    165,563:    41,939     52,898
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    31,192:     7,730     10,755      2,866     14,041     21,078     24,637     34,699:     6,555     -3,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       10.3       10.1       42.5       55.1       79.1       75.6:      20.9       24.4
Old  :     100.0:      37.2       17.9        8.7       30.1       48.5       76.0       75.2:      24.0       24.8
Other:     100.0:      28.8       14.2        2.9       49.1       58.7       80.8       75.8:      19.2       24.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       392:       141         75         99         97        127        303        265:
Old  :       306:       107         59         45         68        101        196        190:
Other:       327:       106         84         45         70        114        207        215:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       20.9       27.7       29.4       18.5       18.0       26.3       24.4
Old  :                 19.6       21.2       28.4       31.3       18.2       19.8       27.0       28.6
Other:                 23.4       24.1       36.0       31.7       23.4       19.8       34.8       26.8
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, June 14, 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  :   305,060:    81,562     23,957     31,121    128,749    164,341    241,432    219,419:    63,628     85,641
Old  :   139,001:    53,879     24,501      7,166     43,024     72,116    104,069    103,783:    34,932     35,218
Other:   166,059:    46,270     18,043      5,368     85,725     92,225    137,363    115,636:    28,696     50,423
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     1,256:     3,707     -3,533     -3,974     -1,677      7,009     -1,944       -498:     3,200      1,754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        7.9       10.2       42.2       53.9       79.1       71.9:      20.9       28.1
Old  :     100.0:      38.8       17.6        5.2       31.0       51.9       74.9       74.7:      25.1       25.3
Other:     100.0:      27.9       10.9        3.2       51.6       55.5       82.7       69.6:      17.3       30.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:       134         65         82         82        121        265        239:
Old  :       314:       107         71         38         63        107        193        196:
Other:       261:        89         49         36         61         94        169        163:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       18.5       29.5       28.6       20.2       16.3       27.9       23.9
Old  :                 17.0       21.9       25.3       31.4       17.0       19.8       25.3       28.4
Other:                 26.3       21.0       39.7       29.9       26.3       17.8       39.7       25.1
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, June 21, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    19,765:    14,769      1,141        588          0        902     15,357      2,631:     4,408     17,134
Old  :     3,375:     1,797        574         24          0         39      1,821        637:     1,554      2,738
Other:    16,390:    13,405      1,000        131          0        863     13,536      1,994:     2,854     14,396
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     2,876:     3,022       -597       -661          0         80      2,361     -1,178:       515      4,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7        5.8        3.0        0.0        4.6       77.7       13.3:      22.3       86.7
Old  :     100.0:      53.2       17.0        0.7        0.0        1.2       54.0       18.9:      46.0       81.1
Other:     100.0:      81.8        6.1        0.8        0.0        5.3       82.6       12.2:      17.4       87.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        13          6          8          0          3         16         14:
Old  :        15:         7          5          2          0          3          8          9:
Other:        21:        13          5          3          0          3         13         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.2        6.5       72.0       10.6       63.6        6.2       70.9        9.8
Old  :                 48.7       16.7       54.0       18.7       48.7       16.6       53.2       18.2
Other:                 69.7        7.2       79.1       11.4       69.1        7.2       78.3       11.4
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    16,889:    11,747      1,738      1,249          0        822     12,996      3,809:     3,893     13,080
Old  :     5,224:     3,188      1,985         22          0         48      3,210      2,055:     2,014      3,169
Other:    11,665:     9,691        885         95          0        774      9,786      1,754:     1,879      9,911
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       719:      -257        -51        428          0         45        171        422:       548        297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.6       10.3        7.4        0.0        4.9       76.9       22.6:      23.1       77.4
Old  :     100.0:      61.0       38.0        0.4        0.0        0.9       61.4       39.3:      38.6       60.7
Other:     100.0:      83.1        7.6        0.8        0.0        6.6       83.9       15.0:      16.1       85.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        10          8          8          0          3         14         15:
Old  :        20:        10          7          2          0          3         11         11:
Other:        16:         9          4          3          0          3          9         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.5       10.2       70.8       16.8       61.3        8.2       67.5       13.5
Old  :                 45.9       30.0       59.2       38.7       45.9       30.0       59.2       38.5
Other:                 76.9       10.4       83.8       14.7       76.4       10.4       83.0       14.2
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, June 21, 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  :   171,273:    40,910     10,907     21,722     78,014    125,569    140,646    158,198:    30,627     13,075
Old  :    71,477:    27,849      7,665      4,937     24,207     51,635     56,993     64,237:    14,484      7,240
Other:    99,796:    25,464     15,645      4,382     53,807     73,934     83,653     93,961:    16,143      5,835
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    23,606:    11,187       -188      2,764      4,662     20,858     18,613     23,434:     4,993        172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        6.4       12.7       45.5       73.3       82.1       92.4:      17.9        7.6
Old  :     100.0:      39.0       10.7        6.9       33.9       72.2       79.7       89.9:      20.3       10.1
Other:     100.0:      25.5       15.7        4.4       53.9       74.1       83.8       94.2:      16.2        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        67         18         37         42         44        126         94:
Old  :       123:        51         18         25         32         41         92         77:
Other:       126:        45         33         21         30         31         87         74:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       39.5       29.3       53.8       18.1       34.2       27.2       45.5
Old  :                 21.4       28.1       31.0       46.0       14.5       21.9       23.3       37.7
Other:                 30.8       49.1       43.4       63.5       30.8       46.8       43.4       59.4
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, June 14, 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  :   147,667:    29,723     11,095     18,958     73,352    104,711    122,033    134,764:    25,634     12,903
Old  :    79,363:    31,276      9,156      4,673     26,811     56,772     62,760     70,601:    16,603      8,762
Other:    68,304:     8,555     12,047      4,177     46,541     47,939     59,273     64,163:     9,031      4,141
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     9,212:     3,599        235      2,041      2,099      6,566      7,739      8,842:     1,473        370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        7.5       12.8       49.7       70.9       82.6       91.3:      17.4        8.7
Old  :     100.0:      39.4       11.5        5.9       33.8       71.5       79.1       89.0:      20.9       11.0
Other:     100.0:      12.5       17.6        6.1       68.1       70.2       86.8       93.9:      13.2        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        56         19         33         41         42        112         90:
Old  :       137:        56         23         21         37         40        100         79:
Other:        87:        24         21         15         28         26         62         53:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       34.9       31.0       48.7       20.8       31.5       29.8       42.5
Old  :                 15.8       28.1       25.1       44.4       14.6       24.3       22.5       38.9
Other:                 39.3       47.0       54.0       64.8       39.3       44.1       53.6       58.6
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, June 21, 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  :   652,946:   152,744    102,141      6,796    359,557    373,342    519,097    482,279:   133,849    170,667
Old  :   652,946:   152,744    102,141      6,796    359,557    373,342    519,097    482,279:   133,849    170,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    -6,515:     9,002      1,542     -2,661    -13,934     -6,592     -7,593     -7,711:     1,078      1,196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       15.6        1.0       55.1       57.2       79.5       73.9:      20.5       26.1
Old  :     100.0:      23.4       15.6        1.0       55.1       57.2       79.5       73.9:      20.5       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  :       165:        40         32         20         57         69        108        111:
Old  :       165:        40         32         20         57         69        108        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       17.0       40.1       26.4       29.6       15.1       35.9       23.3
Old  :                 31.6       17.0       40.1       26.4       29.6       15.1       35.9       23.3
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, June 14, 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  :   659,461:   143,742    100,599      9,457    373,491    379,934    526,690    489,990:   132,771    169,471
Old  :   659,461:   143,742    100,599      9,457    373,491    379,934    526,690    489,990:   132,771    169,471
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -27,075:   -16,279    -10,553     -1,664     -4,904    -14,666    -22,847    -26,883:    -4,228       -192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       15.3        1.4       56.6       57.6       79.9       74.3:      20.1       25.7
Old  :     100.0:      21.8       15.3        1.4       56.6       57.6       79.9       74.3:      20.1       25.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        40         31         21         59         72        109        115:
Old  :       165:        40         31         21         59         72        109        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  :                 31.5       17.6       40.7       27.6       29.0       14.7       35.6       22.8
Old  :                 31.5       17.6       40.7       27.6       29.0       14.7       35.6       22.8
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, June 21, 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  :   161,001:    50,707     10,028     18,910     54,987    112,317    124,604    141,255:    36,397     19,746
Old  :    80,240:    35,604      8,577      5,594     17,721     52,951     58,919     67,122:    21,321     13,118
Other:    80,761:    22,616      8,964      5,803     37,266     59,366     65,685     74,133:    15,076      6,628
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    11,480:     3,029       -632      5,242      4,286      9,682     12,557     14,292:    -1,077     -2,812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5        6.2       11.7       34.2       69.8       77.4       87.7:      22.6       12.3
Old  :     100.0:      44.4       10.7        7.0       22.1       66.0       73.4       83.7:      26.6       16.3
Other:     100.0:      28.0       11.1        7.2       46.1       73.5       81.3       91.8:      18.7        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        51         28         39         51         51        134        100:
Old  :       137:        53         20         26         42         50        107         88:
Other:       107:        29         29         25         38         34         88         68:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       34.1       22.2       50.0       10.1       27.2       18.0       40.4
Old  :                 14.5       30.9       23.2       42.6       13.4       29.2       21.3       39.9
Other:                 23.3       42.1       33.9       60.0       15.7       34.6       25.5       46.4
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, June 14, 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  :   149,521:    47,678     10,660     13,668     50,701    102,635    112,047    126,963:    37,474     22,558
Old  :    92,685:    40,078      9,185      4,836     21,732     64,088     66,646     78,109:    26,039     14,576
Other:    56,836:    10,531      4,406      5,901     28,969     38,547     45,401     48,854:    11,435      7,982
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     5,471:     3,369     -2,942        352     -1,339      6,674      2,382      4,084:     3,089      1,387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9        7.1        9.1       33.9       68.6       74.9       84.9:      25.1       15.1
Old  :     100.0:      43.2        9.9        5.2       23.4       69.1       71.9       84.3:      28.1       15.7
Other:     100.0:      18.5        7.8       10.4       51.0       67.8       79.9       86.0:      20.1       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        46         26         32         46         53        118         97:
Old  :       136:        47         25         23         41         50        105         84:
Other:        88:        19         21         16         33         32         64         58:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       33.5       21.6       46.2        9.9       25.7       18.1       36.2
Old  :                 13.7       36.6       23.5       47.3       13.7       34.7       23.5       45.4
Other:                 25.4       36.4       37.8       53.0       18.0       32.8       29.7       44.6
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, June 21, 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  :     7,862:     3,816      1,358        956      1,867      3,665      6,639      5,979:     1,223      1,883
Old  :     2,182:       969        462         71        669      1,148      1,709      1,681:       473        501
Other:     5,680:     3,177      1,226        555      1,198      2,517      4,930      4,298:       750      1,382
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :         4:        47        295       -287        274       -190         34       -182:       -30        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.5       17.3       12.2       23.7       46.6       84.4       76.0:      15.6       24.0
Old  :     100.0:      44.4       21.2        3.3       30.7       52.6       78.3       77.0:      21.7       23.0
Other:     100.0:      55.9       21.6        9.8       21.1       44.3       86.8       75.7:      13.2       24.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        14         15         10         12         14         34         31:
Old  :        32:        14          5          2          6          8         20         15:
Other:        41:        13         13          9          9         10         28         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  :                 36.5       33.0       56.7       53.1       36.5       29.6       47.5       38.3
Old  :                 48.7       56.0       64.4       68.5       48.7       55.4       64.4       67.9
Other:                 47.3       37.0       67.3       53.4       45.8       32.5       60.6       43.7
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, June 14, 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  :     7,858:     3,769      1,063      1,243      1,593      3,855      6,605      6,161:     1,253      1,697
Old  :     3,202:     2,003        812          1        493      1,519      2,497      2,332:       705        870
Other:     4,656:     2,476        961        532      1,100      2,336      4,108      3,829:       548        827
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       121:       261         45       -129         56       -140        188       -224:       -67        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.0       13.5       15.8       20.3       49.1       84.1       78.4:      15.9       21.6
Old  :     100.0:      62.6       25.4        0.0       15.4       47.4       78.0       72.8:      22.0       27.2
Other:     100.0:      53.2       20.6       11.4       23.6       50.2       88.2       82.2:      11.8       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        14         12          9         11         15         32         30:
Old  :        34:        17          6          1          4          8         21         15:
Other:        35:        11          8          8          9         11         26         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       34.6       55.7       52.7       36.0       31.3       47.0       40.0
Old  :                 34.5       51.5       52.7       65.0       34.5       51.5       52.7       64.6
Other:                 50.3       41.7       69.7       60.8       48.0       35.6       62.5       49.5
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, June 21, 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  :   364,245:    92,885     82,179        242    220,383    171,010    313,510    253,431:    50,735    110,814
Old  :   364,245:    92,885     82,179        242    220,383    171,010    313,510    253,431:    50,735    110,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -13,987:    -1,459      1,615     -1,745     -5,986    -13,158     -9,190    -13,288:    -4,797       -699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       22.6        0.1       60.5       46.9       86.1       69.6:      13.9       30.4
Old  :     100.0:      25.5       22.6        0.1       60.5       46.9       86.1       69.6:      13.9       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  :        89:        15         17          2         45         38         62         55:
Old  :        89:        15         17          2         45         38         62         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  :                 30.0       25.3       45.7       35.6       30.0       24.3       45.0       34.4
Old  :                 30.0       25.3       45.7       35.6       30.0       24.3       45.0       34.4
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, June 14, 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  :   378,232:    94,344     80,564      1,987    226,369    184,168    322,700    266,719:    55,532    111,513
Old  :   378,232:    94,344     80,564      1,987    226,369    184,168    322,700    266,719:    55,532    111,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -21,615:    -6,683      4,663       -450     -8,498    -35,847    -15,631    -31,634:    -5,984     10,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       21.3        0.5       59.8       48.7       85.3       70.5:      14.7       29.5
Old  :     100.0:      24.9       21.3        0.5       59.8       48.7       85.3       70.5:      14.7       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  :        92:        15         17          4         45         42         62         61:
Old  :        92:        15         17          4         45         42         62         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       25.0       47.2       35.6       29.9       23.5       44.3       32.0
Old  :                 31.0       25.0       47.2       35.6       29.9       23.5       44.3       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, June 21, 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  : 1,894,636:   398,652    449,685    104,071  1,178,407    962,347  1,681,130  1,516,103:   213,506    378,533
Old  : 1,894,636:   398,652    449,685    104,071  1,178,407    962,347  1,681,130  1,516,103:   213,506    378,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -43,194:   -70,733    -50,253      8,419     60,458     38,243     -1,856     -3,591:   -41,338    -39,603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       23.7        5.5       62.2       50.8       88.7       80.0:      11.3       20.0
Old  :     100.0:      21.0       23.7        5.5       62.2       50.8       88.7       80.0:      11.3       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        45         89         41         83        121        157        222:
Old  :       279:        45         89         41         83        121        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  :                 37.2       18.2       50.5       28.7       30.1       14.6       41.6       19.7
Old  :                 37.2       18.2       50.5       28.7       30.1       14.6       41.6       19.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, June 14, 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  : 1,937,830:   469,385    499,938     95,652  1,117,949    924,104  1,682,986  1,519,694:   254,844    418,136
Old  : 1,937,830:   469,385    499,938     95,652  1,117,949    924,104  1,682,986  1,519,694:   254,844    418,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -4,716:    12,445     63,133     -8,841    -14,541    -60,139    -10,937     -5,847:     6,221      1,131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       25.8        4.9       57.7       47.7       86.8       78.4:      13.2       21.6
Old  :     100.0:      24.2       25.8        4.9       57.7       47.7       86.8       78.4:      13.2       21.6
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  :       270:        49         83         39         80        115        154        212:
Old  :       270:        49         83         39         80        115        154        212:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       15.3       48.6       25.5       27.5       11.6       39.6       17.1
Old  :                 33.5       15.3       48.6       25.5       27.5       11.6       39.6       17.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, June 21, 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  : 1,124,442:   214,816    232,179     13,897    732,350    628,724    961,063    874,800:   163,379    249,642
Old  : 1,124,442:   214,816    232,179     13,897    732,350    628,724    961,063    874,800:   163,379    249,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -18,086:   -16,586      3,579     -3,231     21,509      7,796      1,692      8,144:   -19,778    -26,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       20.6        1.2       65.1       55.9       85.5       77.8:      14.5       22.2
Old  :     100.0:      19.1       20.6        1.2       65.1       55.9       85.5       77.8:      14.5       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        34         47         16         64         75        107        129:
Old  :       181:        34         47         16         64         75        107        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       24.5       38.7       34.4       23.8       23.5       35.3       32.6
Old  :                 25.1       24.5       38.7       34.4       23.8       23.5       35.3       32.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, June 14, 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  : 1,142,528:   231,402    228,600     17,128    710,841    620,928    959,371    866,656:   183,157    275,872
Old  : 1,142,528:   231,402    228,600     17,128    710,841    620,928    959,371    866,656:   183,157    275,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     7,163:    57,895    -12,014    -12,866    -29,116     -2,330     15,913    -27,210:    -8,750     34,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       20.0        1.5       62.2       54.3       84.0       75.9:      16.0       24.1
Old  :     100.0:      20.3       20.0        1.5       62.2       54.3       84.0       75.9:      16.0       24.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        36         46         16         59         73        105        125:
Old  :       179:        36         46         16         59         73        105        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       22.7       40.0       31.5       23.8       21.8       37.0       29.7
Old  :                 24.8       22.7       40.0       31.5       23.8       21.8       37.0       29.7
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, June 21, 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  :   418,961:   100,676     62,426     49,581    216,556    276,867    366,813    388,874:    52,148     30,087
Old  :   418,961:   100,676     62,426     49,581    216,556    276,867    366,813    388,874:    52,148     30,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    21,375:    16,639      2,073      1,604     -3,275     18,317     14,968     21,994:     6,407       -619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       14.9       11.8       51.7       66.1       87.6       92.8:      12.4        7.2
Old  :     100.0:      24.0       14.9       11.8       51.7       66.1       87.6       92.8:      12.4        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  :       105:        28         20         31         44         43         86         80:
Old  :       105:        28         20         31         44         43         86         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       35.5       44.2       48.9       17.0       21.3       24.8       31.9
Old  :                 33.1       35.5       44.2       48.9       17.0       21.3       24.8       31.9
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, June 14, 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  :   397,586:    84,037     60,353     47,977    219,831    258,550    351,845    366,880:    45,741     30,706
Old  :   397,586:    84,037     60,353     47,977    219,831    258,550    351,845    366,880:    45,741     30,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    16,279:    12,737      8,781    -16,416     15,709     22,075     12,030     14,440:     4,249      1,839
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       15.2       12.1       55.3       65.0       88.5       92.3:      11.5        7.7
Old  :     100.0:      21.1       15.2       12.1       55.3       65.0       88.5       92.3:      11.5        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  :       102:        23         20         29         43         45         81         79:
Old  :       102:        23         20         29         43         45         81         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       36.5       47.6       50.7       17.2       20.5       24.6       31.2
Old  :                 35.8       36.5       47.6       50.7       17.2       20.5       24.6       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, June 21, 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  :    28,121:     6,489      2,963          0     14,957     17,429     21,446     20,392:     6,675      7,729
Old  :    28,121:     6,489      2,963          0     14,957     17,429     21,446     20,392:     6,675      7,729
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -23,471:    -6,106     -1,076     -1,383     -5,399    -18,160    -12,888    -20,619:   -10,583     -2,852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       10.5        0.0       53.2       62.0       76.3       72.5:      23.7       27.5
Old  :     100.0:      23.1       10.5        0.0       53.2       62.0       76.3       72.5:      23.7       27.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        11          8          0         15         13         26         21:
Old  :        46:        11          8          0         15         13         26         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       42.3       51.8       57.1       35.2       42.0       51.8       56.9
Old  :                 35.2       42.3       51.8       57.1       35.2       42.0       51.8       56.9
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, June 14, 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  :    51,592:    12,595      4,039      1,383     20,356     35,589     34,334     41,011:    17,258     10,581
Old  :    51,592:    12,595      4,039      1,383     20,356     35,589     34,334     41,011:    17,258     10,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     9,094:       241       -738        727      3,687      5,478      4,655      5,467:     4,439      3,627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        7.8        2.7       39.5       69.0       66.5       79.5:      33.5       20.5
Old  :     100.0:      24.4        7.8        2.7       39.5       69.0       66.5       79.5:      33.5       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  :        63:        24          8          7         22         21         47         35:
Old  :        63:        24          8          7         22         21         47         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  :                 23.2       45.9       37.5       57.3       20.2       45.5       29.3       53.6
Old  :                 23.2       45.9       37.5       57.3       20.2       45.5       29.3       53.6
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, June 21, 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  :    36,056:    13,386     19,009        233      9,824      5,267     23,443     24,509:    12,613     11,547
Old  :    36,056:    13,386     19,009        233      9,824      5,267     23,443     24,509:    12,613     11,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -51,529:       100    -20,497     -3,996    -45,589     -9,283    -49,485    -33,776:    -2,044    -17,753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1       52.7        0.6       27.2       14.6       65.0       68.0:      35.0       32.0
Old  :     100.0:      37.1       52.7        0.6       27.2       14.6       65.0       68.0:      35.0       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  :        57:        18         21          1         13          6         31         28:
Old  :        57:        18         21          1         13          6         31         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       37.8       42.0       48.9       28.7       37.8       42.0       48.6
Old  :                 28.7       37.8       42.0       48.9       28.7       37.8       42.0       48.6
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, June 14, 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  :    87,585:    13,286     39,506      4,229     55,413     14,550     72,928     58,285:    14,657     29,300
Old  :    87,585:    13,286     39,506      4,229     55,413     14,550     72,928     58,285:    14,657     29,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    15,001:       927      3,934      3,609      8,048      3,013     12,584     10,556:     2,417      4,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       45.1        4.8       63.3       16.6       83.3       66.5:      16.7       33.5
Old  :     100.0:      15.2       45.1        4.8       63.3       16.6       83.3       66.5:      16.7       33.5
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  :        79:        20         31         16         24         17         53         55:
Old  :        79:        20         31         16         24         17         53         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  :                 48.2       22.5       57.7       34.5       46.5       21.9       55.9       32.7
Old  :                 48.2       22.5       57.7       34.5       46.5       21.9       55.9       32.7
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, June 21, 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  :    36,211:     3,068      6,007      1,027     31,439     28,021     35,534     35,055:       677      1,156
Old  :    36,211:     3,068      6,007      1,027     31,439     28,021     35,534     35,055:       677      1,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :      -425:      -176        371         -2       -268       -763       -446       -394:        21        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       16.6        2.8       86.8       77.4       98.1       96.8:       1.9        3.2
Old  :     100.0:       8.5       16.6        2.8       86.8       77.4       98.1       96.8:       1.9        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         7         18          4         19         21         29         40:
Old  :        60:         7         18          4         19         21         29         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  :                 52.9       45.3       71.8       70.0       51.2       41.5       67.3       61.9
Old  :                 52.9       45.3       71.8       70.0       51.2       41.5       67.3       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, June 14, 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  :    36,636:     3,244      5,636      1,029     31,707     28,784     35,980     35,449:       656      1,187
Old  :    36,636:     3,244      5,636      1,029     31,707     28,784     35,980     35,449:       656      1,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -4,318:    -2,924       -726          0     -1,204     -3,668     -4,128     -4,394:      -190         76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       15.4        2.8       86.5       78.6       98.2       96.8:       1.8        3.2
Old  :     100.0:       8.9       15.4        2.8       86.5       78.6       98.2       96.8:       1.8        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:         7         18          4         19         20         29         39:
Old  :        59:         7         18          4         19         20         29         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  :                 50.9       42.1       71.5       68.4       49.2       40.0       67.0       60.9
Old  :                 50.9       42.1       71.5       68.4       49.2       40.0       67.0       60.9
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, June 21, 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  :    22,267:     2,728      1,974        889     14,516     12,217     18,133     15,080:     4,134      7,187
Old  :    22,267:     2,728      1,974        889     14,516     12,217     18,133     15,080:     4,134      7,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :       576:        79        111        -78        531        297        532        330:        44        246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        8.9        4.0       65.2       54.9       81.4       67.7:      18.6       32.3
Old  :     100.0:      12.3        8.9        4.0       65.2       54.9       81.4       67.7:      18.6       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  :        42:         9          7         10         23         16         36         29:
Old  :        42:         9          7         10         23         16         36         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  :                 47.6       31.3       62.4       50.1       47.6       27.8       60.6       44.8
Old  :                 47.6       31.3       62.4       50.1       47.6       27.8       60.6       44.8
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, June 14, 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  :    21,691:     2,649      1,863        967     13,985     11,920     17,601     14,750:     4,090      6,941
Old  :    21,691:     2,649      1,863        967     13,985     11,920     17,601     14,750:     4,090      6,941
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       533:       186        -67         61        323        414        570        408:       -37        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        8.6        4.5       64.5       55.0       81.1       68.0:      18.9       32.0
Old  :     100.0:      12.2        8.6        4.5       64.5       55.0       81.1       68.0:      18.9       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  :        40:         8          6          8         22         16         34         27:
Old  :        40:         8          6          8         22         16         34         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       32.3       61.4       51.0       46.8       28.7       59.0       45.6
Old  :                 46.8       32.3       61.4       51.0       46.8       28.7       59.0       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, June 21, 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  :    88,570:    10,460     25,943     14,991     49,451     20,970     74,902     61,904:    13,668     26,666
Old  :    74,691:     9,015     25,799     10,766     43,447     16,880     63,228     53,445:    11,463     21,246
Other:    13,879:     4,441      3,140      1,229      6,004      4,090     11,674      8,459:     2,205      5,420
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    -3,970:      -147      1,716        -78     -1,456     -4,842     -1,681     -3,204:    -2,289       -766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       29.3       16.9       55.8       23.7       84.6       69.9:      15.4       30.1
Old  :     100.0:      12.1       34.5       14.4       58.2       22.6       84.7       71.6:      15.3       28.4
Other:     100.0:      32.0       22.6        8.9       43.3       29.5       84.1       60.9:      15.9       39.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        28         56         37         24         26         78        105:
Old  :       131:        28         58         32         22         26         70        103:
Other:        47:        16         13          5          7         15         25         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       17.3       48.4       24.6       33.5       13.7       48.1       20.6
Old  :                 39.8       16.7       54.0       24.8       39.8       13.9       53.8       22.1
Other:                 49.4       28.7       68.5       40.7       48.1       23.0       63.8       33.9
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, June 14, 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  :    92,540:    10,607     24,227     15,069     50,907     25,812     76,583     65,108:    15,957     27,432
Old  :    79,532:     8,960     24,089     11,745     45,123     21,546     65,828     57,380:    13,704     22,152
Other:    13,008:     4,046      2,537        925      5,784      4,266     10,755      7,728:     2,253      5,280
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -1,911:       274      2,776     -4,454      2,003     -1,006     -2,177     -2,684:       266        773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       26.2       16.3       55.0       27.9       82.8       70.4:      17.2       29.6
Old  :     100.0:      11.3       30.3       14.8       56.7       27.1       82.8       72.1:      17.2       27.9
Other:     100.0:      31.1       19.5        7.1       44.5       32.8       82.7       59.4:      17.3       40.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        30         58         37         29         32         82        108:
Old  :       138:        33         54         35         27         32         78        107:
Other:        49:        16         12          3          7         17         25         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       15.8       46.2       25.2       31.5       13.3       45.8       20.3
Old  :                 36.6       15.5       50.0       25.7       36.6       13.4       49.5       21.4
Other:                 51.5       29.0       68.0       42.6       50.1       25.0       64.9       36.5
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, June 21, 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  :     3,649:       595      1,342        314      1,134        759      2,043      2,415:     1,606      1,234
Old  :     3,532:       605      1,423        217      1,118        751      1,940      2,391:     1,592      1,141
Other:       117:        86         15          1         16          8        103         24:        14         93
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :      -343:       -99       -255       -171        -93         15       -363       -411:        20         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       36.8        8.6       31.1       20.8       56.0       66.2:      44.0       33.8
Old  :     100.0:      17.1       40.3        6.1       31.7       21.3       54.9       67.7:      45.1       32.3
Other:     100.0:      73.5       12.8        0.9       13.7        6.8       88.0       20.5:      12.0       79.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        11         16          8          5          5         20         25:
Old  :        35:        10         17          7          5          5         20         24:
Other:         8:         4          1          1          2          2          6          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       42.0       43.2       52.1       30.9       39.6       37.7       45.8
Old  :                 34.4       43.4       42.5       53.8       31.3       41.5       38.8       47.8
Other:                 83.8       20.5       88.0       20.5       82.9       18.8       86.3       18.8
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, June 14, 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  :     3,992:       694      1,597        485      1,227        744      2,406      2,826:     1,586      1,166
Old  :     3,913:       699      1,629        428      1,210        744      2,337      2,801:     1,576      1,112
Other:        79:        51         24          1         17          0         69         25:        10         54
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :        86:       129       -106        -26        -87         28         16       -104:        70        190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       40.0       12.1       30.7       18.6       60.3       70.8:      39.7       29.2
Old  :     100.0:      17.9       41.6       10.9       30.9       19.0       59.7       71.6:      40.3       28.4
Other:     100.0:      64.6       30.4        1.3       21.5        0.0       87.3       31.6:      12.7       68.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        13         14         10          6          5         23         26:
Old  :        37:        12         15          7          5          5         22         23:
Other:         9:         4          3          1          2          0          6          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       49.2       44.6       59.2       28.8       44.6       36.6       49.4
Old  :                 31.9       50.2       43.8       60.4       28.9       45.5       37.1       50.5
Other:                 82.3       31.6       87.3       31.6       81.0       30.4       86.1       30.4
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, June 21, 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  :   130,623:    31,066     28,992     13,344     71,140     59,306    115,550    101,642:    15,073     28,981
Old  :   130,623:    31,066     28,992     13,344     71,140     59,306    115,550    101,642:    15,073     28,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    -2,708:       234      7,431     -3,186      1,123     -4,443     -1,829       -198:      -879     -2,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       22.2       10.2       54.5       45.4       88.5       77.8:      11.5       22.2
Old  :     100.0:      23.8       22.2       10.2       54.5       45.4       88.5       77.8:      11.5       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        46         59         40         54         75        123        161:
Old  :       209:        46         59         40         54         75        123        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       13.3       43.0       23.4       27.1       12.7       42.5       22.5
Old  :                 27.1       13.3       43.0       23.4       27.1       12.7       42.5       22.5
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, June 14, 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  :   133,331:    30,832     21,561     16,530     70,017     63,749    117,379    101,840:    15,952     31,491
Old  :   133,331:    30,832     21,561     16,530     70,017     63,749    117,379    101,840:    15,952     31,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -8,012:    -4,408      5,277     -1,413        684     -7,474     -5,137     -3,610:    -2,875     -4,402
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       16.2       12.4       52.5       47.8       88.0       76.4:      12.0       23.6
Old  :     100.0:      23.1       16.2       12.4       52.5       47.8       88.0       76.4:      12.0       23.6
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  :       212:        46         55         41         57         82        128        162:
Old  :       212:        46         55         41         57         82        128        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  :                 26.3       14.1       40.8       24.3       26.3       13.5       39.6       23.1
Old  :                 26.3       14.1       40.8       24.3       26.3       13.5       39.6       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, June 21, 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  :     3,587:     1,091        664        118      1,052      1,513      2,261      2,295:     1,326      1,292
Old  :     3,587:     1,091        664        118      1,052      1,513      2,261      2,295:     1,326      1,292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :       -53:       -85          9        -11       -165       -176       -261       -178:       208        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       18.5        3.3       29.3       42.2       63.0       64.0:      37.0       36.0
Old  :     100.0:      30.4       18.5        3.3       29.3       42.2       63.0       64.0:      37.0       36.0
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  :        42:        10         10          6         17         12         29         26:
Old  :        42:        10         10          6         17         12         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  :                 27.6       38.0       40.5       49.7       26.3       38.0       38.1       49.0
Old  :                 27.6       38.0       40.5       49.7       26.3       38.0       38.1       49.0
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, June 14, 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  :     3,640:     1,176        655        129      1,217      1,689      2,522      2,473:     1,118      1,167
Old  :     3,640:     1,176        655        129      1,217      1,689      2,522      2,473:     1,118      1,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       221:       -57        154         15        121       -147         79         22:       142        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       18.0        3.5       33.4       46.4       69.3       67.9:      30.7       32.1
Old  :     100.0:      32.3       18.0        3.5       33.4       46.4       69.3       67.9:      30.7       32.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        12          9          5         18         16         33         29:
Old  :        48:        12          9          5         18         16         33         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  :                 27.0       37.7       40.7       49.3       26.3       36.0       38.0       46.2
Old  :                 27.0       37.7       40.7       49.3       26.3       36.0       38.0       46.2
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, June 21, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    21,181:     6,922      4,383      1,709      7,745      3,189     16,376      9,281:     4,805     11,900
Old  :    21,181:     6,922      4,383      1,709      7,745      3,189     16,376      9,281:     4,805     11,900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :      -672:    -1,424        657        338        456       -540       -630        455:       -42     -1,127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       20.7        8.1       36.6       15.1       77.3       43.8:      22.7       56.2
Old  :     100.0:      32.7       20.7        8.1       36.6       15.1       77.3       43.8:      22.7       56.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        31         25         21         33         30         81         62:
Old  :       116:        31         25         21         33         30         81         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       13.1       29.2       21.2       17.4       12.6       29.2       18.4
Old  :                 17.4       13.1       29.2       21.2       17.4       12.6       29.2       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders - Futures Only, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    21,853:     8,346      3,726      1,371      7,289      3,729     17,006      8,826:     4,847     13,027
Old  :    21,853:     8,346      3,726      1,371      7,289      3,729     17,006      8,826:     4,847     13,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -1,445:    -1,570       -786         -5        263        424     -1,312       -367:      -133     -1,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       17.1        6.3       33.4       17.1       77.8       40.4:      22.2       59.6
Old  :     100.0:      38.2       17.1        6.3       33.4       17.1       77.8       40.4:      22.2       59.6
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  :       115:        33         23         17         27         37         74         66:
Old  :       115:        33         23         17         27         37         74         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       11.1       30.6       18.2       18.7       10.2       30.6       15.6
Old  :                 18.7       11.1       30.6       18.2       18.7       10.2       30.6       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, June 21, 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  :    67,143:    16,872     16,588        586     20,368     34,699     37,826     51,873:    29,317     15,270
Old  :    67,143:    16,872     16,588        586     20,368     34,699     37,826     51,873:    29,317     15,270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     3,956:     5,940    -11,933        -61     -6,053     19,402       -174      7,408:     4,130     -3,452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       24.7        0.9       30.3       51.7       56.3       77.3:      43.7       22.7
Old  :     100.0:      25.1       24.7        0.9       30.3       51.7       56.3       77.3:      43.7       22.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        16         14          2         20         23         37         38:
Old  :        66:        16         14          2         20         23         37         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       28.4       30.4       44.1       19.1       28.3       28.2       43.7
Old  :                 20.7       28.4       30.4       44.1       19.1       28.3       28.2       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, June 14, 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  :    63,187:    10,932     28,521        647     26,421     15,297     38,000     44,465:    25,187     18,722
Old  :    63,187:    10,932     28,521        647     26,421     15,297     38,000     44,465:    25,187     18,722
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -30,999:     1,257     -7,715         52    -30,511    -20,903    -29,202    -28,566:    -1,797     -2,433
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       45.1        1.0       41.8       24.2       60.1       70.4:      39.9       29.6
Old  :     100.0:      17.3       45.1        1.0       41.8       24.2       60.1       70.4:      39.9       29.6
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:        13         19          4         25         20         40         41:
Old  :        67:        13         19          4         25         20         40         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  :                 25.8       22.4       38.3       38.2       23.4       22.3       34.8       37.8
Old  :                 25.8       22.4       38.3       38.2       23.4       22.3       34.8       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, June 21, 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  :    71,529:     1,579     43,966          0     61,527      4,662     63,106     48,628:     8,423     22,901
Old  :    71,529:     1,579     43,966          0     61,527      4,662     63,106     48,628:     8,423     22,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    -2,005:    -1,326     -2,520          0     -2,477        300     -3,803     -2,220:     1,798        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       61.5        0.0       86.0        6.5       88.2       68.0:      11.8       32.0
Old  :     100.0:       2.2       61.5        0.0       86.0        6.5       88.2       68.0:      11.8       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  :        42:         1         26          0         13          4         14         30:
Old  :        42:         1         26          0         13          4         14         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.0       26.0       83.3       40.4       68.0       26.0       82.7       40.4
Old  :                 68.0       26.0       83.3       40.4       68.0       26.0       82.7       40.4
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, June 14, 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  :    73,534:     2,905     46,486          0     64,004      4,362     66,909     50,848:     6,625     22,686
Old  :    73,534:     2,905     46,486          0     64,004      4,362     66,909     50,848:     6,625     22,686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -16,486:       962       -769         -1    -14,427    -14,649    -13,466    -15,419:    -3,020     -1,067
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       63.2        0.0       87.0        5.9       91.0       69.1:       9.0       30.9
Old  :     100.0:       4.0       63.2        0.0       87.0        5.9       91.0       69.1:       9.0       30.9
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  :        42:         2         26          0         12          3         14         29:
Old  :        42:         2         26          0         12          3         14         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  :                 68.6       25.5       85.1       40.2       68.6       25.5       84.7       40.2
Old  :                 68.6       25.5       85.1       40.2       68.6       25.5       84.7       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, June 21, 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  :   104,351:    84,058      4,968          5     11,902     93,386     95,965     98,359:     8,386      5,992
Old  :   104,351:    84,058      4,968          5     11,902     93,386     95,965     98,359:     8,386      5,992
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     1,927:     1,743        601       -116      1,345      1,346      2,972      1,831:    -1,045         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.6        4.8        0.0       11.4       89.5       92.0       94.3:       8.0        5.7
Old  :     100.0:      80.6        4.8        0.0       11.4       89.5       92.0       94.3:       8.0        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        65          7          1         13         16         79         23:
Old  :        98:        65          7          1         13         16         79         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  :                 29.8       68.3       47.0       85.7       29.8       68.0       47.0       85.4
Old  :                 29.8       68.3       47.0       85.7       29.8       68.0       47.0       85.4
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, June 14, 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  :   102,424:    82,315      4,367        121     10,557     92,040     92,993     96,528:     9,431      5,896
Old  :   102,424:    82,315      4,367        121     10,557     92,040     92,993     96,528:     9,431      5,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -18,456:     1,817      1,127     -2,743    -16,831    -17,515    -17,757    -19,131:      -699        675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.4        4.3        0.1       10.3       89.9       90.8       94.2:       9.2        5.8
Old  :     100.0:      80.4        4.3        0.1       10.3       89.9       90.8       94.2:       9.2        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        62          7          1         11         18         74         25:
Old  :        95:        62          7          1         11         18         74         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  :                 30.9       65.9       50.5       83.0       30.9       65.6       50.5       82.7
Old  :                 30.9       65.9       50.5       83.0       30.9       65.6       50.5       82.7
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, June 21, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    65,232:    13,979     26,898        175     33,746     20,696     47,900     47,769:    17,332     17,463
Old  :    65,232:    13,979     26,898        175     33,746     20,696     47,900     47,769:    17,332     17,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    -3,543:      -218     -4,248       -368     -2,534      2,274     -3,120     -2,342:      -423     -1,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       41.2        0.3       51.7       31.7       73.4       73.2:      26.6       26.8
Old  :     100.0:      21.4       41.2        0.3       51.7       31.7       73.4       73.2:      26.6       26.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        12         18          1         16         15         28         34:
Old  :        55:        12         18          1         16         15         28         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  :                 40.4       26.9       54.3       43.1       39.0       26.9       52.1       42.0
Old  :                 40.4       26.9       54.3       43.1       39.0       26.9       52.1       42.0
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, June 14, 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  :    68,775:    14,197     31,146        543     36,280     18,422     51,020     50,111:    17,755     18,664
Old  :    68,775:    14,197     31,146        543     36,280     18,422     51,020     50,111:    17,755     18,664
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -32,745:      -471      7,903       -180    -25,775    -38,822    -26,426    -31,099:    -6,319     -1,646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       45.3        0.8       52.8       26.8       74.2       72.9:      25.8       27.1
Old  :     100.0:      20.6       45.3        0.8       52.8       26.8       74.2       72.9:      25.8       27.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        12         21          2         16         13         29         35:
Old  :        56:        12         21          2         16         13         29         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  :                 35.4       25.2       52.1       40.5       34.1       25.2       49.6       39.9
Old  :                 35.4       25.2       52.1       40.5       34.1       25.2       49.6       39.9
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, June 21, 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  :   139,726:    11,128     49,102        874    104,243     62,607    116,245    112,583:    23,481     27,143
Old  :   139,726:    11,128     49,102        874    104,243     62,607    116,245    112,583:    23,481     27,143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    -4,322:     2,137    -11,920        -55     -7,967      8,905     -5,885     -3,070:     1,563     -1,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       35.1        0.6       74.6       44.8       83.2       80.6:      16.8       19.4
Old  :     100.0:       8.0       35.1        0.6       74.6       44.8       83.2       80.6:      16.8       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        17         28          3         25         18         44         47:
Old  :        79:        17         28          3         25         18         44         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  :                 45.1       35.8       62.0       52.6       37.5       26.0       49.4       40.5
Old  :                 45.1       35.8       62.0       52.6       37.5       26.0       49.4       40.5
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, June 14, 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  :   144,048:     8,991     61,022        929    112,210     53,702    122,130    115,653:    21,918     28,395
Old  :   144,048:     8,991     61,022        929    112,210     53,702    122,130    115,653:    21,918     28,395
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -41,940:     3,696     18,616         93    -39,766    -63,335    -35,977    -44,626:    -5,963      2,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       42.4        0.6       77.9       37.3       84.8       80.3:      15.2       19.7
Old  :     100.0:       6.2       42.4        0.6       77.9       37.3       84.8       80.3:      15.2       19.7
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  :        84:        14         30          4         32         17         48         49:
Old  :        84:        14         30          4         32         17         48         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  :                 45.3       32.8       63.9       49.2       37.7       23.5       49.2       37.5
Old  :                 45.3       32.8       63.9       49.2       37.7       23.5       49.2       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, June 21, 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  :   142,566:    26,061     47,343      1,652     69,289     44,387     97,002     93,382:    45,564     49,184
Old  :   142,566:    26,061     47,343      1,652     69,289     44,387     97,002     93,382:    45,564     49,184
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     2,333:      -274      1,343         39      4,027      1,934      3,792      3,316:    -1,459       -983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       33.2        1.2       48.6       31.1       68.0       65.5:      32.0       34.5
Old  :     100.0:      18.3       33.2        1.2       48.6       31.1       68.0       65.5:      32.0       34.5
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:        30         33          9         23         24         56         63:
Old  :       101:        30         33          9         23         24         56         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       22.8       44.7       32.4       29.7       21.8       43.9       31.4
Old  :                 29.9       22.8       44.7       32.4       29.7       21.8       43.9       31.4
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, June 14, 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  :   140,233:    26,335     46,000      1,613     65,262     42,453     93,210     90,066:    47,023     50,167
Old  :   140,233:    26,335     46,000      1,613     65,262     42,453     93,210     90,066:    47,023     50,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -53,474:     3,396      5,290        984    -59,982    -62,855    -55,602    -56,581:     2,128      3,107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       32.8        1.2       46.5       30.3       66.5       64.2:      33.5       35.8
Old  :     100.0:      18.8       32.8        1.2       46.5       30.3       66.5       64.2:      33.5       35.8
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  :       106:        30         37          9         26         24         61         65:
Old  :       106:        30         37          9         26         24         61         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  :                 28.4       22.1       43.7       32.1       27.2       21.1       41.9       31.1
Old  :                 28.4       22.1       43.7       32.1       27.2       21.1       41.9       31.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, June 21, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 7,507,371:   713,300    685,146    837,127  5,046,849  4,438,964  6,597,276  5,961,237:   910,095  1,546,134
Old  : 7,507,371:   713,300    685,146    837,127  5,046,849  4,438,964  6,597,276  5,961,237:   910,095  1,546,134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    97,676:    56,837     15,876     34,559     41,687     18,411    133,083     68,846:   -35,407     28,830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        9.1       11.2       67.2       59.1       87.9       79.4:      12.1       20.6
Old  :     100.0:       9.5        9.1       11.2       67.2       59.1       87.9       79.4:      12.1       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  :       244:        44         60         85        115        125        211        226:
Old  :       244:        44         60         85        115        125        211        226:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       16.9       45.9       26.2       29.1       11.9       39.6       18.3
Old  :                 30.0       16.9       45.9       26.2       29.1       11.9       39.6       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 7,409,695:   656,463    669,270    802,568  5,005,162  4,420,553  6,464,193  5,892,391:   945,502  1,517,304
Old  : 7,409,695:   656,463    669,270    802,568  5,005,162  4,420,553  6,464,193  5,892,391:   945,502  1,517,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :-1,543,793:  -329,447    -73,851   -238,500   -857,599 -1,179,229 -1,425,546 -1,491,580:  -118,247    -52,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        9.0       10.8       67.5       59.7       87.2       79.5:      12.8       20.5
Old  :     100.0:       8.9        9.0       10.8       67.5       59.7       87.2       79.5:      12.8       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  :       240:        43         58         77        115        128        203        223:
Old  :       240:        43         58         77        115        128        203        223:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       16.3       45.1       25.9       29.0       12.5       39.3       19.3
Old  :                 29.9       16.3       45.1       25.9       29.0       12.5       39.3       19.3
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, June 21, 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  :   652,414:    52,865     45,161      3,958    467,129    504,740    523,952    553,859:   128,462     98,555
Old  :   652,414:    52,865     45,161      3,958    467,129    504,740    523,952    553,859:   128,462     98,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :  -119,882:    -2,085    -23,931     -9,302    -84,795    -60,438    -96,182    -93,671:   -23,700    -26,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        6.9        0.6       71.6       77.4       80.3       84.9:      19.7       15.1
Old  :     100.0:       8.1        6.9        0.6       71.6       77.4       80.3       84.9:      19.7       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        29         27         12         85         59        122         90:
Old  :       169:        29         27         12         85         59        122         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  :                 20.8       35.8       30.2       51.0       20.8       35.4       30.2       50.6
Old  :                 20.8       35.8       30.2       51.0       20.8       35.4       30.2       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, June 14, 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  :   772,296:    54,950     69,092     13,260    551,924    565,178    620,134    647,530:   152,162    124,766
Old  :   772,296:    54,950     69,092     13,260    551,924    565,178    620,134    647,530:   152,162    124,766
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    57,501:    -3,917      3,614     -1,971     57,995     53,445     52,107     55,088:     5,394      2,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        8.9        1.7       71.5       73.2       80.3       83.8:      19.7       16.2
Old  :     100.0:       7.1        8.9        1.7       71.5       73.2       80.3       83.8:      19.7       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        38         30         28        101         68        154        111:
Old  :       185:        38         30         28        101         68        154        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  :                 19.6       34.0       28.5       46.7       17.3       29.0       24.7       40.8
Old  :                 19.6       34.0       28.5       46.7       17.3       29.0       24.7       40.8
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, June 21, 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  :   799,506:    90,858    188,181      8,542    440,308    498,912    539,708    695,635:   259,798    103,871
Old  :   799,506:    90,858    188,181      8,542    440,308    498,912    539,708    695,635:   259,798    103,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :  -412,177:  -111,959    -23,041    -45,850   -152,057   -326,058   -309,866   -394,949:  -102,311    -17,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       23.5        1.1       55.1       62.4       67.5       87.0:      32.5       13.0
Old  :     100.0:      11.4       23.5        1.1       55.1       62.4       67.5       87.0:      32.5       13.0
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  :       172:        33         52         11         58         55         98        111:
Old  :       172:        33         52         11         58         55         98        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  :                 24.7       30.5       34.9       45.5       21.1       29.2       29.5       41.3
Old  :                 24.7       30.5       34.9       45.5       21.1       29.2       29.5       41.3
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, June 14, 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  : 1,211,683:   202,817    211,222     54,392    592,365    824,970    849,574  1,090,584:   362,109    121,099
Old  : 1,211,683:   202,817    211,222     54,392    592,365    824,970    849,574  1,090,584:   362,109    121,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   122,268:     3,700     -2,620     26,541     69,288     75,763     99,529     99,684:    22,739     22,584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       17.4        4.5       48.9       68.1       70.1       90.0:      29.9       10.0
Old  :     100.0:      16.7       17.4        4.5       48.9       68.1       70.1       90.0:      29.9       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        53         48         38         70         62        139        132:
Old  :       189:        53         48         38         70         62        139        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       28.7       30.2       41.9       13.4       21.7       19.5       31.9
Old  :                 21.1       28.7       30.2       41.9       13.4       21.7       19.5       31.9
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, June 21, 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  :    11,771:       725        205          0      6,327     10,544      7,052     10,749:     4,719      1,022
Old  :    11,771:       725        205          0      6,327     10,544      7,052     10,749:     4,719      1,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    -5,209:      -286     -3,554       -113     -3,002       -809     -3,401     -4,476:    -1,808       -733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        1.7        0.0       53.8       89.6       59.9       91.3:      40.1        8.7
Old  :     100.0:       6.2        1.7        0.0       53.8       89.6       59.9       91.3:      40.1        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  :        27:         1          1          0         14         15         15         16:
Old  :        27:         1          1          0         14         15         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       39.7       45.5       68.7       27.6       38.9       42.1       67.6
Old  :                 29.0       39.7       45.5       68.7       27.6       38.9       42.1       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, June 14, 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  :    16,980:     1,011      3,759        113      9,329     11,353     10,453     15,225:     6,527      1,755
Old  :    16,980:     1,011      3,759        113      9,329     11,353     10,453     15,225:     6,527      1,755
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     1,329:         0         52         82        478        655        560        789:       769        540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       22.1        0.7       54.9       66.9       61.6       89.7:      38.4       10.3
Old  :     100.0:       6.0       22.1        0.7       54.9       66.9       61.6       89.7:      38.4       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  :        27:         2          3          2         15         15         18         19:
Old  :        27:         2          3          2         15         15         18         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  :                 33.6       42.8       46.9       67.2       33.0       39.6       43.3       60.5
Old  :                 33.6       42.8       46.9       67.2       33.0       39.6       43.3       60.5
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, June 21, 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  :    24,589:     6,063      2,305        228     14,193     19,026     20,484     21,559:     4,105      3,030
Old  :    24,589:     6,063      2,305        228     14,193     19,026     20,484     21,559:     4,105      3,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -18,524:    -4,649     -3,341       -863    -11,564    -13,072    -17,076    -17,276:    -1,448     -1,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        9.4        0.9       57.7       77.4       83.3       87.7:      16.7       12.3
Old  :     100.0:      24.7        9.4        0.9       57.7       77.4       83.3       87.7:      16.7       12.3
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  :        33:         3          4          1         13         18         16         23:
Old  :        33:         3          4          1         13         18         16         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  :                 57.5       49.7       72.4       64.7       57.3       49.7       70.1       64.5
Old  :                 57.5       49.7       72.4       64.7       57.3       49.7       70.1       64.5
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, June 14, 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  :    43,113:    10,712      5,646      1,091     25,757     32,098     37,560     38,835:     5,553      4,278
Old  :    43,113:    10,712      5,646      1,091     25,757     32,098     37,560     38,835:     5,553      4,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    10,125:       416      2,153        749      7,382      8,541      8,547     11,443:     1,578     -1,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       13.1        2.5       59.7       74.5       87.1       90.1:      12.9        9.9
Old  :     100.0:      24.8       13.1        2.5       59.7       74.5       87.1       90.1:      12.9        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  :        41:         6          7          6         18         21         27         32:
Old  :        41:         6          7          6         18         21         27         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       51.7       66.0       67.1       37.0       43.2       56.4       53.9
Old  :                 45.4       51.7       66.0       67.1       37.0       43.2       56.4       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, June 21, 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  :    44,859:     8,356      7,413         80     21,740     29,267     30,176     36,760:    14,683      8,099
Old  :    44,859:     8,356      7,413         80     21,740     29,267     30,176     36,760:    14,683      8,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -30,748:      -613     -4,224     -1,748    -22,028     -7,304    -24,389    -13,276:    -6,359    -17,472
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       16.5        0.2       48.5       65.2       67.3       81.9:      32.7       18.1
Old  :     100.0:      18.6       16.5        0.2       48.5       65.2       67.3       81.9:      32.7       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  :        76:        14         15          1         29         23         43         39:
Old  :        76:        14         15          1         29         23         43         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  :                 20.4       39.3       31.1       52.0       20.3       35.3       30.0       47.2
Old  :                 20.4       39.3       31.1       52.0       20.3       35.3       30.0       47.2
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, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    75,607:     8,969     11,637      1,828     43,768     36,571     54,565     50,036:    21,042     25,571
Old  :    75,607:     8,969     11,637      1,828     43,768     36,571     54,565     50,036:    21,042     25,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    19,012:      -288        164      1,784      7,534     10,121      9,030     12,069:     9,982      6,943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       15.4        2.4       57.9       48.4       72.2       66.2:      27.8       33.8
Old  :     100.0:      11.9       15.4        2.4       57.9       48.4       72.2       66.2:      27.8       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  :        91:        16         18          5         43         38         61         61:
Old  :        91:        16         18          5         43         38         61         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       22.9       38.9       33.0       24.2       16.3       31.9       23.1
Old  :                 26.9       22.9       38.9       33.0       24.2       16.3       31.9       23.1
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, June 21, 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  :   186,377:    63,313     78,905      1,024     99,729     64,926    164,066    144,855:    22,311     41,522
Old  :   186,377:    63,313     78,905      1,024     99,729     64,926    164,066    144,855:    22,311     41,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :  -218,479:   -22,921    -31,323    -14,755    -99,135   -155,538   -136,811   -201,616:   -81,668    -16,863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       42.3        0.5       53.5       34.8       88.0       77.7:      12.0       22.3
Old  :     100.0:      34.0       42.3        0.5       53.5       34.8       88.0       77.7:      12.0       22.3
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  :       167:        54         53          6         39         32         96         88:
Old  :       167:        54         53          6         39         32         96         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       20.1       41.0       30.3       27.2       16.8       40.6       26.3
Old  :                 27.5       20.1       41.0       30.3       27.2       16.8       40.6       26.3
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, June 14, 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  :   404,856:    86,234    110,228     15,779    198,864    220,464    300,877    346,471:   103,979     58,385
Old  :   404,856:    86,234    110,228     15,779    198,864    220,464    300,877    346,471:   103,979     58,385
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    86,243:     6,364     -1,099      8,448     37,390     41,829     52,202     49,178:    34,041     37,065
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       27.2        3.9       49.1       54.5       74.3       85.6:      25.7       14.4
Old  :     100.0:      21.3       27.2        3.9       49.1       54.5       74.3       85.6:      25.7       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        57         54         22         52         41        118        109:
Old  :       179:        57         54         22         52         41        118        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  :                 28.3       32.2       36.1       45.8       20.3       25.6       26.5       34.8
Old  :                 28.3       32.2       36.1       45.8       20.3       25.6       26.5       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, June 21, 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  :    83,291:    36,466      3,071          0     22,351     72,745     58,817     75,816:    24,474      7,475
Old  :    83,291:    36,466      3,071          0     22,351     72,745     58,817     75,816:    24,474      7,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    23,855:    16,620     -1,516       -564      1,601     27,995     17,657     25,915:     6,198     -2,060
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        3.7        0.0       26.8       87.3       70.6       91.0:      29.4        9.0
Old  :     100.0:      43.8        3.7        0.0       26.8       87.3       70.6       91.0:      29.4        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        17          4          0         10         20         27         24:
Old  :        47:        17          4          0         10         20         27         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       40.6       52.6       64.6       38.6       40.6       52.6       64.3
Old  :                 38.6       40.6       52.6       64.6       38.6       40.6       52.6       64.3
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, June 14, 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  :    59,436:    19,846      4,587        564     20,750     44,750     41,160     49,901:    18,276      9,535
Old  :    59,436:    19,846      4,587        564     20,750     44,750     41,160     49,901:    18,276      9,535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -28,142:     4,318      1,908       -386    -30,999    -25,619    -27,067    -24,097:    -1,075     -4,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4        7.7        0.9       34.9       75.3       69.3       84.0:      30.7       16.0
Old  :     100.0:      33.4        7.7        0.9       34.9       75.3       69.3       84.0:      30.7       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         8          7          2         11         17         21         24:
Old  :        39:         8          7          2         11         17         21         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  :                 52.9       38.7       59.7       60.4       52.9       38.4       59.7       59.5
Old  :                 52.9       38.7       59.7       60.4       52.9       38.4       59.7       59.5
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, June 21, 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  :    28,822:       488      3,298          0     23,178     18,752     23,666     22,050:     5,156      6,772
Old  :    28,822:       488      3,298          0     23,178     18,752     23,666     22,050:     5,156      6,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -16,682:       -67    -11,140       -886    -12,262     -6,771    -13,215    -18,797:    -3,467      2,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       11.4        0.0       80.4       65.1       82.1       76.5:      17.9       23.5
Old  :     100.0:       1.7       11.4        0.0       80.4       65.1       82.1       76.5:      17.9       23.5
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:         2          8          0         29         22         31         30:
Old  :        52:         2          8          0         29         22         31         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       33.9       59.7       48.4       49.9       33.9       58.8       48.1
Old  :                 50.8       33.9       59.7       48.4       49.9       33.9       58.8       48.1
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, June 14, 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  :    45,504:       555     14,438        886     35,440     25,523     36,881     40,847:     8,623      4,657
Old  :    45,504:       555     14,438        886     35,440     25,523     36,881     40,847:     8,623      4,657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     6,558:      -494        558        441      5,278      5,981      5,225      6,980:     1,333       -422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2       31.7        1.9       77.9       56.1       81.1       89.8:      18.9       10.2
Old  :     100.0:       1.2       31.7        1.9       77.9       56.1       81.1       89.8:      18.9       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:         3         14          4         31         27         37         42:
Old  :        63:         3         14          4         31         27         37         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  :                 50.3       37.1       61.5       50.1       45.3       31.4       52.0       43.1
Old  :                 50.3       37.1       61.5       50.1       45.3       31.4       52.0       43.1
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, June 21, 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  :   216,147:    16,935     52,377        622    184,575    152,804    202,132    205,803:    14,015     10,344
Old  :   216,147:    16,935     52,377        622    184,575    152,804    202,132    205,803:    14,015     10,344
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -88,973:   -31,418     15,781    -21,106    -22,777    -58,227    -75,301    -63,552:   -13,672    -25,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       24.2        0.3       85.4       70.7       93.5       95.2:       6.5        4.8
Old  :     100.0:       7.8       24.2        0.3       85.4       70.7       93.5       95.2:       6.5        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        20         38          6         32         41         54         83:
Old  :       115:        20         38          6         32         41         54         83:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       39.6       69.4       55.3       54.6       37.5       65.7       50.7
Old  :                 56.3       39.6       69.4       55.3       54.6       37.5       65.7       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, June 14, 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  :   305,120:    48,353     36,596     21,728    207,352    211,031    277,433    269,355:    27,687     35,765
Old  :   305,120:    48,353     36,596     21,728    207,352    211,031    277,433    269,355:    27,687     35,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    56,383:      -605      3,471     18,006     21,206     19,037     38,607     40,514:    17,776     15,869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       12.0        7.1       68.0       69.2       90.9       88.3:       9.1       11.7
Old  :     100.0:      15.8       12.0        7.1       68.0       69.2       90.9       88.3:       9.1       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        20         38         19         43         50         75         96:
Old  :       124:        20         38         19         43         50         75         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       33.2       63.3       48.6       47.9       29.5       56.2       41.5
Old  :                 53.7       33.2       63.3       48.6       47.9       29.5       56.2       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, June 21, 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  :    30,821:    10,701      5,820        192      9,082     16,669     19,975     22,681:    10,846      8,140
Old  :    30,821:    10,701      5,820        192      9,082     16,669     19,975     22,681:    10,846      8,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :        80:       750     -1,395        104        -43      2,132        811        841:      -731       -761
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       18.9        0.6       29.5       54.1       64.8       73.6:      35.2       26.4
Old  :     100.0:      34.7       18.9        0.6       29.5       54.1       64.8       73.6:      35.2       26.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        22         11          3         13         16         37         28:
Old  :        60:        22         11          3         13         16         37         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       40.0       31.6       50.8       19.9       40.0       31.6       50.8
Old  :                 19.9       40.0       31.6       50.8       19.9       40.0       31.6       50.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, June 14, 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  :    30,741:     9,951      7,215         88      9,125     14,537     19,164     21,840:    11,577      8,901
Old  :    30,741:     9,951      7,215         88      9,125     14,537     19,164     21,840:    11,577      8,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -21,574:    -4,252        667     -2,520     -7,459    -11,526    -14,231    -13,379:    -7,343     -8,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       23.5        0.3       29.7       47.3       62.3       71.0:      37.7       29.0
Old  :     100.0:      32.4       23.5        0.3       29.7       47.3       62.3       71.0:      37.7       29.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        22         12          1         13         15         35         28:
Old  :        60:        22         12          1         13         15         35         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       41.2       30.7       49.9       18.9       41.2       30.6       49.9
Old  :                 18.9       41.2       30.7       49.9       18.9       41.2       30.6       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, June 21, 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  :    30,013:     1,265      2,942        793     12,885     22,692     14,943     26,427:    15,070      3,586
Old  :    30,013:     1,265      2,942        793     12,885     22,692     14,943     26,427:    15,070      3,586
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :       146:      -567       -902        100        825        356        358       -446:      -212        592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        9.8        2.6       42.9       75.6       49.8       88.1:      50.2       11.9
Old  :     100.0:       4.2        9.8        2.6       42.9       75.6       49.8       88.1:      50.2       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         3         12          3         14         20         19         34:
Old  :        39:         3         12          3         14         20         19         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  :                 25.9       49.3       39.7       64.2       13.5       33.9       16.9       41.2
Old  :                 25.9       49.3       39.7       64.2       13.5       33.9       16.9       41.2
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, June 14, 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  :    29,867:     1,832      3,844        693     12,060     22,336     14,585     26,873:    15,282      2,994
Old  :    29,867:     1,832      3,844        693     12,060     22,336     14,585     26,873:    15,282      2,994
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -46,271:    -2,820     -1,884        -76    -40,774     -7,132    -43,670     -9,092:    -2,601    -37,179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       12.9        2.3       40.4       74.8       48.8       90.0:      51.2       10.0
Old  :     100.0:       6.1       12.9        2.3       40.4       74.8       48.8       90.0:      51.2       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         4         12          3         15         21         20         36:
Old  :        42:         4         12          3         15         21         20         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  :                 21.0       47.4       35.3       62.3       15.8       35.2       21.4       46.9
Old  :                 21.0       47.4       35.3       62.3       15.8       35.2       21.4       46.9
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, June 21, 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  :   130,474:    57,072      5,781     15,426     25,676     98,147     98,174    119,354:    32,300     11,120
Old  :   130,474:    57,072      5,781     15,426     25,676     98,147     98,174    119,354:    32,300     11,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     2,032:    -2,653          3      1,613      1,043       -436          3      1,180:     2,029        852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7        4.4       11.8       19.7       75.2       75.2       91.5:      24.8        8.5
Old  :     100.0:      43.7        4.4       11.8       19.7       75.2       75.2       91.5:      24.8        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        88         27         31         15         40        114         88:
Old  :       160:        88         27         31         15         40        114         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       33.7       33.2       53.9       14.7       30.0       22.7       42.4
Old  :                 22.8       33.7       33.2       53.9       14.7       30.0       22.7       42.4
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, June 14, 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  :   128,442:    59,725      5,778     13,813     24,633     98,583     98,171    118,174:    30,271     10,268
Old  :   128,442:    59,725      5,778     13,813     24,633     98,583     98,171    118,174:    30,271     10,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     6,585:    -5,223     -1,701      5,173      6,843      3,921      6,793      7,393:      -208       -808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.5        4.5       10.8       19.2       76.8       76.4       92.0:      23.6        8.0
Old  :     100.0:      46.5        4.5       10.8       19.2       76.8       76.4       92.0:      23.6        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  :       166:        95         23         28         17         40        119         87:
Old  :       166:        95         23         28         17         40        119         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  :                 20.9       33.1       32.3       53.8       15.3       30.3       24.0       44.1
Old  :                 20.9       33.1       32.3       53.8       15.3       30.3       24.0       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders - Futures Only, June 21, 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  :   112,051:    42,701     19,918     15,448     38,069     63,875     96,218     99,241:    15,833     12,810
Old  :   112,051:    42,701     19,918     15,448     38,069     63,875     96,218     99,241:    15,833     12,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     7,104:     5,809      3,838      2,740     -3,355        895      5,194      7,473:     1,910       -369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       17.8       13.8       34.0       57.0       85.9       88.6:      14.1       11.4
Old  :     100.0:      38.1       17.8       13.8       34.0       57.0       85.9       88.6:      14.1       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        63         55         44         39         42        137        116:
Old  :       181:        63         55         44         39         42        137        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       31.6       32.5       47.1       21.8       30.3       30.8       43.7
Old  :                 22.1       31.6       32.5       47.1       21.8       30.3       30.8       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders - Futures Only, June 14, 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  :   104,947:    36,892     16,080     12,708     41,424     62,980     91,024     91,768:    13,923     13,179
Old  :   104,947:    36,892     16,080     12,708     41,424     62,980     91,024     91,768:    13,923     13,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     5,374:     5,271      2,471     -1,002        882      3,901      5,151      5,370:       223          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       15.3       12.1       39.5       60.0       86.7       87.4:      13.3       12.6
Old  :     100.0:      35.2       15.3       12.1       39.5       60.0       86.7       87.4:      13.3       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        62         50         36         40         44        129        110:
Old  :       172:        62         50         36         40         44        129        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       29.4       36.1       44.6       23.1       28.4       32.0       42.9
Old  :                 24.8       29.4       36.1       44.6       23.1       28.4       32.0       42.9
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, June 21, 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  :   289,771:   162,238     53,728     21,105     51,923    195,985    235,266    270,818:    54,505     18,953
Old  :   289,771:   162,238     53,728     21,105     51,923    195,985    235,266    270,818:    54,505     18,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    32,737:    42,780     -8,869       -949    -13,626     42,346     28,205     32,528:     4,532        209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.0       18.5        7.3       17.9       67.6       81.2       93.5:      18.8        6.5
Old  :     100.0:      56.0       18.5        7.3       17.9       67.6       81.2       93.5:      18.8        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  :       259:       139         55         31         36         49        190        124:
Old  :       259:       139         55         31         36         49        190        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       37.4       39.1       55.6       27.6       36.2       33.2       49.4
Old  :                 28.7       37.4       39.1       55.6       27.6       36.2       33.2       49.4
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, June 14, 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  :   257,034:   119,458     62,597     22,054     65,549    153,639    207,061    238,290:    49,973     18,744
Old  :   257,034:   119,458     62,597     22,054     65,549    153,639    207,061    238,290:    49,973     18,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     4,883:     7,662    -10,092        288     -6,072     14,966      1,878      5,162:     3,005       -279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.5       24.4        8.6       25.5       59.8       80.6       92.7:      19.4        7.3
Old  :     100.0:      46.5       24.4        8.6       25.5       59.8       80.6       92.7:      19.4        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  :       224:       112         54         32         37         40        164        116:
Old  :       224:       112         54         32         37         40        164        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       37.8       36.5       55.6       23.7       34.2       29.3       48.1
Old  :                 28.3       37.8       36.5       55.6       23.7       34.2       29.3       48.1
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, June 21, 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  :    11,509:     6,257      1,744        786      1,840      8,530      8,883     11,060:     2,626        449
Old  :    11,509:     6,257      1,744        786      1,840      8,530      8,883     11,060:     2,626        449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    -1,643:      -273        166        212       -563     -1,620       -624     -1,242:    -1,019       -401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.4       15.2        6.8       16.0       74.1       77.2       96.1:      22.8        3.9
Old  :     100.0:      54.4       15.2        6.8       16.0       74.1       77.2       96.1:      22.8        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  :        39:        22          2         10          5          6         36         17:
Old  :        39:        22          2         10          5          6         36         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  :                 47.2       84.1       60.8       92.6       47.2       79.8       56.1       83.7
Old  :                 47.2       84.1       60.8       92.6       47.2       79.8       56.1       83.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders - Futures Only, June 14, 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  :    13,152:     6,530      1,578        574      2,403     10,150      9,507     12,302:     3,645        850
Old  :    13,152:     6,530      1,578        574      2,403     10,150      9,507     12,302:     3,645        850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       834:      -458       -153        235        276        474         53        556:       781        278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.7       12.0        4.4       18.3       77.2       72.3       93.5:      27.7        6.5
Old  :     100.0:      49.7       12.0        4.4       18.3       77.2       72.3       93.5:      27.7        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        22          2         10          8          6         39         16:
Old  :        40:        22          2         10          8          6         39         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  :                 41.0       85.2       53.9       91.2       41.0       79.8       52.1       82.8
Old  :                 41.0       85.2       53.9       91.2       41.0       79.8       52.1       82.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, June 21, 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  :    78,917:    17,853      9,380      2,451     40,386     44,983     60,690     56,814:    18,227     22,103
Old  :    78,617:    17,803      9,372      2,451     40,168     44,810     60,422     56,633:    18,195     21,984
Other:       300:        50          8          0        218        173        268        181:        32        119
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    -4,031:     3,529     -1,968       -453     -2,934        169        142     -2,252:    -4,173     -1,779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       11.9        3.1       51.2       57.0       76.9       72.0:      23.1       28.0
Old  :     100.0:      22.6       11.9        3.1       51.1       57.0       76.9       72.0:      23.1       28.0
Other:     100.0:      16.7        2.7        0.0       72.7       57.7       89.3       60.3:      10.7       39.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        36         18         19         53         47         96         79:
Old  :       124:        36         18         19         53         47         96         79:
Other:        16:         2          1          0          2         11          4         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       33.1       33.4       43.1       20.1       27.5       27.2       33.2
Old  :                 24.1       33.2       33.2       43.3       20.2       27.9       27.3       33.5
Other:                 89.3       51.0       89.3       57.7       89.3       51.0       89.3       57.7
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    82,948:    14,324     11,348      2,904     43,320     44,814     60,548     59,066:    22,400     23,882
Old  :    82,836:    14,299     11,348      2,904     43,243     44,790     60,446     59,042:    22,390     23,794
Other:       112:        25          0          0         77         24        102         24:        10         88
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     5,937:    -2,001      1,927      1,209      3,549       -472      2,757      2,664:     3,180      3,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       13.7        3.5       52.2       54.0       73.0       71.2:      27.0       28.8
Old  :     100.0:      17.3       13.7        3.5       52.2       54.1       73.0       71.3:      27.0       28.7
Other:     100.0:      22.3        0.0        0.0       68.8       21.4       91.1       21.4:       8.9       78.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        26         28         17         58         46         95         81:
Old  :       125:        26         28         17         58         46         95         81:
Other:         7:         1          0          0          3          3          4          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       29.4       32.1       39.3       19.2       24.2       25.9       30.1
Old  :                 22.6       29.5       32.1       39.3       19.3       24.3       25.9       30.2
Other:                 91.1       21.4       91.1       21.4       91.1       21.4       91.1       21.4
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, June 21, 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  :    30,777:     1,673      1,958        411     19,404     17,602     21,488     19,971:     9,289     10,806
Old  :     7,027:         0        882          0      2,313      2,073      2,313      2,955:     4,714      4,072
Other:    23,750:     1,724      1,127        360     17,091     15,529     19,175     17,016:     4,575      6,734
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     1,277:      -466     -1,253       -149        684      2,821         69      1,419:     1,208       -142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        6.4        1.3       63.0       57.2       69.8       64.9:      30.2       35.1
Old  :     100.0:       0.0       12.6        0.0       32.9       29.5       32.9       42.1:      67.1       57.9
Other:     100.0:       7.3        4.7        1.5       72.0       65.4       80.7       71.6:      19.3       28.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         4          7          2         18         17         23         25:
Old  :        23:         0          6          0         11          7         11         13:
Other:        31:         4          4          2         17         16         22         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       43.2       56.0       52.5       43.7       39.1       53.8       47.7
Old  :                 23.6       28.5       32.1       39.6       20.7       28.5       29.2       37.5
Other:                 56.8       49.9       68.2       62.0       56.8       48.6       68.2       59.2
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, June 14, 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  :    29,500:     2,139      3,211        560     18,720     14,781     21,419     18,552:     8,081     10,948
Old  :    10,175:     1,428      2,575          0      3,693      2,583      5,121      5,158:     5,054      5,017
Other:    19,325:     1,009        934        262     15,027     12,198     16,298     13,394:     3,027      5,931
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -144:      -341        198       -386       -589     -1,120     -1,316     -1,308:     1,172      1,164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       10.9        1.9       63.5       50.1       72.6       62.9:      27.4       37.1
Old  :     100.0:      14.0       25.3        0.0       36.3       25.4       50.3       50.7:      49.7       49.3
Other:     100.0:       5.2        4.8        1.4       77.8       63.1       84.3       69.3:      15.7       30.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         6          8          3         20         14         27         24:
Old  :        33:         4          9          0         17          5         21         14:
Other:        28:         4          3          1         16         13         20         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       40.6       54.1       50.6       41.8       38.5       51.5       46.5
Old  :                 21.5       33.6       33.0       45.9       21.5       32.0       33.0       44.3
Other:                 61.3       50.9       73.8       63.1       61.3       49.6       73.1       57.5
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, June 21, 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  :    93,953:    18,646     29,022      2,736     58,733     51,594     80,115     83,352:    13,838     10,601
Old  :    12,605:     1,976      1,679         45      6,790      9,552      8,811     11,276:     3,794      1,329
Other:    81,348:    17,464     28,137      1,897     51,943     42,042     71,304     72,076:    10,044      9,272
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    -1,337:      -498      1,361       -936        104       -571     -1,330       -146:        -7     -1,191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       30.9        2.9       62.5       54.9       85.3       88.7:      14.7       11.3
Old  :     100.0:      15.7       13.3        0.4       53.9       75.8       69.9       89.5:      30.1       10.5
Other:     100.0:      21.5       34.6        2.3       63.9       51.7       87.7       88.6:      12.3       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        60         59         30         58         44        134        119:
Old  :        49:         9          5          1         24         13         34         19:
Other:       188:        56         60         27         53         44        125        116:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       31.7       40.4       41.2       27.1       27.9       39.1       35.7
Old  :                 34.4       76.8       49.0       87.1       34.4       72.1       44.7       78.6
Other:                 31.1       28.0       43.8       37.9       31.1       25.6       43.7       34.8
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, June 14, 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  :    95,290:    19,144     27,661      3,672     58,629     52,165     81,445     83,498:    13,845     11,792
Old  :    27,820:     8,737     10,884          0     11,708     13,653     20,445     24,537:     7,375      3,283
Other:    67,470:    12,742     19,112      1,337     46,921     38,512     61,000     58,961:     6,470      8,509
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -1,091:    -1,269      8,871     -3,222      1,679     -8,207     -2,812     -2,558:     1,721      1,467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       29.0        3.9       61.5       54.7       85.5       87.6:      14.5       12.4
Old  :     100.0:      31.4       39.1        0.0       42.1       49.1       73.5       88.2:      26.5       11.8
Other:     100.0:      18.9       28.3        2.0       69.5       57.1       90.4       87.4:       9.6       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        52         68         31         56         45        130        127:
Old  :       113:        38         25          0         33         21         71         46:
Other:       162:        34         60         20         51         44        100        109:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       30.7       39.2       39.4       26.5       27.9       38.1       35.5
Old  :                 19.2       46.8       30.8       61.6       19.0       44.7       30.5       59.4
Other:                 33.7       28.5       48.3       38.1       33.7       26.1       48.2       33.6
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, June 21, 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  :    28,185:    11,331      3,687      2,173     10,314     20,732     23,818     26,592:     4,367      1,593
Old  :    26,986:    11,029      4,097      1,593     10,132     19,754     22,754     25,444:     4,232      1,542
Other:     1,199:       712          0        170        182        978      1,064      1,148:       135         51
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :      -649:       693       -741        228     -2,108       -221     -1,187       -734:       538         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       13.1        7.7       36.6       73.6       84.5       94.3:      15.5        5.7
Old  :     100.0:      40.9       15.2        5.9       37.5       73.2       84.3       94.3:      15.7        5.7
Other:     100.0:      59.4        0.0       14.2       15.2       81.6       88.7       95.7:      11.3        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        52         17         14         16         16         75         40:
Old  :        96:        50         19         11         15         16         72         39:
Other:        16:        11          0          5          3          3         14          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  :                 27.8       55.5       40.9       70.5       27.8       55.5       38.9       68.8
Old  :                 28.4       56.7       42.1       71.7       28.4       56.7       41.6       71.1
Other:                 55.3       85.7       76.1       95.7       52.0       81.2       67.6       81.2
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, June 14, 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  :    28,834:    10,638      4,428      1,945     12,422     20,953     25,005     27,326:     3,829      1,508
Old  :    27,704:    10,203      4,668      1,537     12,240     20,040     23,980     26,245:     3,724      1,459
Other:     1,130:       676          1        167        182        913      1,025      1,081:       105         49
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     1,382:     1,122        847        201        183        910      1,506      1,958:      -124       -576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       15.4        6.7       43.1       72.7       86.7       94.8:      13.3        5.2
Old  :     100.0:      36.8       16.8        5.5       44.2       72.3       86.6       94.7:      13.4        5.3
Other:     100.0:      59.8        0.1       14.8       16.1       80.8       90.7       95.7:       9.3        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        49         18         17         18         14         75         42:
Old  :        94:        49         18         14         17         14         72         41:
Other:        16:        10          1          5          3          3         14          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  :                 31.0       56.5       42.2       71.6       27.8       52.0       35.5       63.8
Old  :                 31.7       56.2       42.9       71.2       28.4       53.2       36.4       65.9
Other:                 57.0       85.2       77.9       95.7       53.5       80.5       70.0       80.5
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, June 21, 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  :   120,533:    23,701     18,092      2,368     86,256     95,941    112,325    116,401:     8,208      4,132
Old  :    46,503:    14,156     15,800        199     26,117     27,846     40,472     43,845:     6,031      2,658
Other:    74,030:    10,859      3,606        855     60,139     68,095     71,853     72,556:     2,177      1,474
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -15,425:    -3,136     -5,311     -1,669     -7,703     -7,091    -12,508    -14,071:    -2,917     -1,354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       15.0        2.0       71.6       79.6       93.2       96.6:       6.8        3.4
Old  :     100.0:      30.4       34.0        0.4       56.2       59.9       87.0       94.3:      13.0        5.7
Other:     100.0:      14.7        4.9        1.2       81.2       92.0       97.1       98.0:       2.9        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        54         34         18         49         37        112         86:
Old  :       146:        51         38          5         37         30         90         71:
Other:        80:        24         13          9         31         31         58         50:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       40.5       51.1       57.1       22.6       27.9       33.5       37.1
Old  :                 26.1       33.1       38.7       48.8       23.7       28.6       34.3       41.5
Other:                 47.6       58.4       65.2       74.0       27.5       40.8       40.9       52.4
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, June 14, 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  :   135,958:    26,837     23,403      4,037     93,959    103,032    124,833    130,472:    11,125      5,486
Old  :    60,640:    15,175     20,156      2,457     33,649     33,785     51,281     56,398:     9,359      4,242
Other:    75,318:    12,736      4,321        506     60,310     69,247     73,552     74,074:     1,766      1,244
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -361:     1,822     -2,565        911     -6,345       -239     -3,612     -1,893:     3,251      1,532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       17.2        3.0       69.1       75.8       91.8       96.0:       8.2        4.0
Old  :     100.0:      25.0       33.2        4.1       55.5       55.7       84.6       93.0:      15.4        7.0
Other:     100.0:      16.9        5.7        0.7       80.1       91.9       97.7       98.3:       2.3        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        62         39         21         50         39        123         96:
Old  :       161:        59         43         16         44         33        114         83:
Other:        83:        28         11          8         33         28         62         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       39.3       48.3       55.3       20.3       25.3       30.6       34.0
Old  :                 27.9       32.7       37.5       48.6       22.0       25.6       30.5       37.8
Other:                 46.4       60.3       64.3       75.1       27.5       41.3       39.2       51.8
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, June 21, 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  :   369,363:    77,192     59,517     14,069    218,336    258,835    309,597    332,421:    59,766     36,942
Old  :   369,363:    77,192     59,517     14,069    218,336    258,835    309,597    332,421:    59,766     36,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    16,760:     5,821     -9,467     -1,599     12,142     29,020     16,364     17,954:       396     -1,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       16.1        3.8       59.1       70.1       83.8       90.0:      16.2       10.0
Old  :     100.0:      20.9       16.1        3.8       59.1       70.1       83.8       90.0:      16.2       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        44         32         27         53         48        111         93:
Old  :       143:        44         32         27         53         48        111         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       28.1       30.2       47.0       16.7       22.0       27.5       33.7
Old  :                 16.8       28.1       30.2       47.0       16.7       22.0       27.5       33.7
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, June 14, 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  :   352,603:    71,371     68,984     15,668    206,194    229,815    293,233    314,467:    59,370     38,136
Old  :   352,603:    71,371     68,984     15,668    206,194    229,815    293,233    314,467:    59,370     38,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -8,769:     1,693    -16,851        486    -14,041      7,170    -11,862     -9,195:     3,093        426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       19.6        4.4       58.5       65.2       83.2       89.2:      16.8       10.8
Old  :     100.0:      20.2       19.6        4.4       58.5       65.2       83.2       89.2:      16.8       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        37         38         28         51         45        108         92:
Old  :       137:        37         38         28         51         45        108         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       27.3       30.9       43.6       17.3       22.0       28.6       33.2
Old  :                 17.3       27.3       30.9       43.6       17.3       22.0       28.6       33.2
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, June 21, 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  :    88,338:    26,021     13,494      5,849     47,907     61,978     79,777     81,321:     8,561      7,017
Old  :    64,420:    26,375     14,053        747     30,358     44,195     57,480     58,995:     6,940      5,425
Other:    23,918:     3,131      2,926      1,617     17,549     17,783     22,297     22,326:     1,621      1,592
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    -5,136:      -767      2,414       -169     -5,780    -10,002     -6,716     -7,757:     1,580      2,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       15.3        6.6       54.2       70.2       90.3       92.1:       9.7        7.9
Old  :     100.0:      40.9       21.8        1.2       47.1       68.6       89.2       91.6:      10.8        8.4
Other:     100.0:      13.1       12.2        6.8       73.4       74.3       93.2       93.3:       6.8        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:       101         54         46         84         85        208        173:
Old  :       269:       104         54         11         59         71        166        133:
Other:       162:        38         32         15         57         68        102        109:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       25.9       35.2       38.9       21.0       20.1       32.6       31.9
Old  :                 28.1       27.2       42.4       42.2       28.1       27.1       42.4       41.6
Other:                 35.3       39.7       49.7       50.8       33.5       34.6       42.1       42.8
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, June 14, 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  :    93,474:    26,788     11,080      6,018     53,687     71,980     86,493     89,078:     6,981      4,396
Old  :    71,759:    27,380     12,428        871     37,787     55,469     66,038     68,768:     5,721      2,991
Other:    21,715:     2,940      2,184      1,615     15,900     16,511     20,455     20,310:     1,260      1,405
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -8,918:   -10,321       -169     -5,618      8,763     -2,988     -7,176     -8,775:    -1,742       -143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       11.9        6.4       57.4       77.0       92.5       95.3:       7.5        4.7
Old  :     100.0:      38.2       17.3        1.2       52.7       77.3       92.0       95.8:       8.0        4.2
Other:     100.0:      13.5       10.1        7.4       73.2       76.0       94.2       93.5:       5.8        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:       109         45         55         76         85        210        171:
Old  :       260:       108         49         19         58         73        175        134:
Other:       152:        37         28         17         52         66         97        105:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       28.6       37.0       42.5       19.5       19.7       31.0       31.8
Old  :                 24.8       30.9       40.0       44.6       24.8       25.4       38.3       37.8
Other:                 36.0       41.1       50.6       54.0       34.4       37.5       44.7       47.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, June 21, 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  :    29,184:    18,920      1,792      2,474      4,109     23,009     25,503     27,275:     3,681      1,909
Old  :    29,184:    18,920      1,792      2,474      4,109     23,009     25,503     27,275:     3,681      1,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :       502:      -567       -731        310        737        804        480        383:        22        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.8        6.1        8.5       14.1       78.8       87.4       93.5:      12.6        6.5
Old  :     100.0:      64.8        6.1        8.5       14.1       78.8       87.4       93.5:      12.6        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  :        48:        31          5          5          8          6         40         16:
Old  :        48:        31          5          5          8          6         40         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  :                 33.3       84.2       55.2       91.6       33.3       75.4       49.4       79.8
Old  :                 33.3       84.2       55.2       91.6       33.3       75.4       49.4       79.8
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, June 14, 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  :    28,682:    19,487      2,523      2,164      3,372     22,205     25,023     26,892:     3,659      1,790
Old  :    28,682:    19,487      2,523      2,164      3,372     22,205     25,023     26,892:     3,659      1,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -6,973:     1,476        560       -555     -7,532     -6,482     -6,611     -6,477:      -362       -496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.9        8.8        7.5       11.8       77.4       87.2       93.8:      12.8        6.2
Old  :     100.0:      67.9        8.8        7.5       11.8       77.4       87.2       93.8:      12.8        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  :        56:        34          9          6          8          7         45         20:
Old  :        56:        34          9          6          8          7         45         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       82.6       54.0       90.4       31.9       74.3       50.2       79.5
Old  :                 32.8       82.6       54.0       90.4       31.9       74.3       50.2       79.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, June 21, 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  :   187,474:    31,371     26,537     29,557     88,037    101,262    148,965    157,356:    38,509     30,118
Old  :   187,474:    31,371     26,537     29,557     88,037    101,262    148,965    157,356:    38,509     30,118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :       332:    -1,378     -1,177        454      2,240      2,822      1,316      2,099:      -984     -1,767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       14.2       15.8       47.0       54.0       79.5       83.9:      20.5       16.1
Old  :     100.0:      16.7       14.2       15.8       47.0       54.0       79.5       83.9:      20.5       16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        29         27         29         57         63        106        102:
Old  :       127:        29         27         29         57         63        106        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  :                 16.4       21.4       27.0       31.4       12.7       14.1       20.5       20.0
Old  :                 16.4       21.4       27.0       31.4       12.7       14.1       20.5       20.0
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, June 14, 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  :   187,142:    32,749     27,714     29,103     85,797     98,440    147,649    155,257:    39,493     31,885
Old  :   187,142:    32,749     27,714     29,103     85,797     98,440    147,649    155,257:    39,493     31,885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     7,282:     1,652      2,527      5,386     -5,802     -3,818      1,236      4,095:     6,046      3,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       14.8       15.6       45.8       52.6       78.9       83.0:      21.1       17.0
Old  :     100.0:      17.5       14.8       15.6       45.8       52.6       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  :       131:        33         25         32         59         63        113        104:
Old  :       131:        33         25         32         59         63        113        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       20.1       26.6       29.8       12.7       12.6       20.6       19.1
Old  :                 16.2       20.1       26.6       29.8       12.7       12.6       20.6       19.1
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, June 21, 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  :   487,177:    43,082     71,993    152,903    215,911    232,506    411,896    457,402:    75,281     29,775
Old  :   487,177:    43,082     71,993    152,903    215,911    232,506    411,896    457,402:    75,281     29,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    20,877:    11,029      8,187      5,087      8,673     12,231     24,789     25,505:    -3,912     -4,628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       14.8       31.4       44.3       47.7       84.5       93.9:      15.5        6.1
Old  :     100.0:       8.8       14.8       31.4       44.3       47.7       84.5       93.9:      15.5        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  :       197:        51         51         65         88         78        182        156:
Old  :       197:        51         51         65         88         78        182        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       25.2       30.1       37.5        7.0       11.2       10.7       18.2
Old  :                 19.4       25.2       30.1       37.5        7.0       11.2       10.7       18.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, June 14, 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  :   466,300:    32,053     63,806    147,816    207,238    220,275    387,107    431,897:    79,193     34,403
Old  :   466,300:    32,053     63,806    147,816    207,238    220,275    387,107    431,897:    79,193     34,403
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     6,404:       295       -909      4,389     -2,231      2,636      2,453      6,116:     3,951        288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       13.7       31.7       44.4       47.2       83.0       92.6:      17.0        7.4
Old  :     100.0:       6.9       13.7       31.7       44.4       47.2       83.0       92.6:      17.0        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  :       193:        48         54         65         85         74        173        157:
Old  :       193:        48         54         65         85         74        173        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       24.1       29.0       36.3        6.9       10.3       10.6       17.3
Old  :                 19.2       24.1       29.0       36.3        6.9       10.3       10.6       17.3
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, June 21, 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  :    38,940:    11,740      1,545      1,058     23,281     25,518     36,079     28,121:     2,861     10,819
Old  :    38,940:    11,740      1,545      1,058     23,281     25,518     36,079     28,121:     2,861     10,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     4,884:      -327       -248        546      5,701      3,118      5,920      3,416:    -1,036      1,468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1        4.0        2.7       59.8       65.5       92.7       72.2:       7.3       27.8
Old  :     100.0:      30.1        4.0        2.7       59.8       65.5       92.7       72.2:       7.3       27.8
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  :        24:         4          1          1         15         15         19         17:
Old  :        24:         4          1          1         15         15         19         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  :                 50.1       39.8       73.7       58.1       44.5       32.1       62.2       43.7
Old  :                 50.1       39.8       73.7       58.1       44.5       32.1       62.2       43.7
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, June 14, 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  :    34,056:    12,067      1,793        512     17,580     22,400     30,159     24,705:     3,897      9,351
Old  :    34,056:    12,067      1,793        512     17,580     22,400     30,159     24,705:     3,897      9,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -576:       350       -924         16     -1,504        494     -1,138       -414:       562       -162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4        5.3        1.5       51.6       65.8       88.6       72.5:      11.4       27.5
Old  :     100.0:      35.4        5.3        1.5       51.6       65.8       88.6       72.5:      11.4       27.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          1          2         14         14         17         17:
Old  :        22:         3          1          2         14         14         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       38.2       76.7       58.1       54.8       31.7       69.3       48.6
Old  :                 56.3       38.2       76.7       58.1       54.8       31.7       69.3       48.6
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, June 21, 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  :   129,479:       948     17,321     24,437     92,293     81,070    117,678    122,828:    11,801      6,651
Old  :   129,479:       948     17,321     24,437     92,293     81,070    117,678    122,828:    11,801      6,651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     5,483:    -3,622      1,297      5,445      2,128       -328      3,951      6,414:     1,532       -931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7       13.4       18.9       71.3       62.6       90.9       94.9:       9.1        5.1
Old  :     100.0:       0.7       13.4       18.9       71.3       62.6       90.9       94.9:       9.1        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         1          3          4         23         24         27         28:
Old  :        33:         1          3          4         23         24         27         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.6       41.8       71.2       59.3       48.4       27.9       53.1       42.0
Old  :                 59.6       41.8       71.2       59.3       48.4       27.9       53.1       42.0
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, June 14, 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  :   123,996:     4,570     16,024     18,992     90,165     81,398    113,727    116,414:    10,269      7,582
Old  :   123,996:     4,570     16,024     18,992     90,165     81,398    113,727    116,414:    10,269      7,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -385:    -1,270        332        526        910     -2,750        166     -1,892:      -551      1,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       12.9       15.3       72.7       65.6       91.7       93.9:       8.3        6.1
Old  :     100.0:       3.7       12.9       15.3       72.7       65.6       91.7       93.9:       8.3        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  :        31:         1          2          3         22         23         25         26:
Old  :        31:         1          2          3         22         23         25         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  :                 61.2       44.2       73.8       63.7       51.7       32.4       57.3       45.9
Old  :                 61.2       44.2       73.8       63.7       51.7       32.4       57.3       45.9
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, June 21, 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  :    54,406:    12,491      7,442        604     37,791     36,662     50,886     44,708:     3,520      9,698
Old  :    54,406:    12,491      7,442        604     37,791     36,662     50,886     44,708:     3,520      9,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     1,644:     1,460        604       -244        674      1,460      1,890      1,820:      -246       -176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       13.7        1.1       69.5       67.4       93.5       82.2:       6.5       17.8
Old  :     100.0:      23.0       13.7        1.1       69.5       67.4       93.5       82.2:       6.5       17.8
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  :        24:         1          4          1         15         14         17         18:
Old  :        24:         1          4          1         15         14         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       44.1       80.5       64.7       50.2       41.1       70.5       56.3
Old  :                 59.0       44.1       80.5       64.7       50.2       41.1       70.5       56.3
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, June 14, 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  :    52,762:    11,031      6,838        848     37,117     35,202     48,996     42,888:     3,766      9,874
Old  :    52,762:    11,031      6,838        848     37,117     35,202     48,996     42,888:     3,766      9,874
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     2,339:     1,565          0          0        838      1,972      2,403      1,972:       -64        367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       13.0        1.6       70.3       66.7       92.9       81.3:       7.1       18.7
Old  :     100.0:      20.9       13.0        1.6       70.3       66.7       92.9       81.3:       7.1       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          4          2         14         13         17         17:
Old  :        23:         1          4          2         14         13         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       45.4       80.2       65.6       49.0       42.4       68.7       54.8
Old  :                 58.1       45.4       80.2       65.6       49.0       42.4       68.7       54.8
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, June 21, 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  :    60,671:         0      9,221      5,877     50,414     41,797     56,291     56,895:     4,380      3,776
Old  :    60,671:         0      9,221      5,877     50,414     41,797     56,291     56,895:     4,380      3,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    -1,156:         0        224          0       -420       -462       -420       -238:      -736       -918
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       15.2        9.7       83.1       68.9       92.8       93.8:       7.2        6.2
Old  :     100.0:       0.0       15.2        9.7       83.1       68.9       92.8       93.8:       7.2        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  :        23:         0          3          3         18         15         21         18:
Old  :        23:         0          3          3         18         15         21         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       43.7       68.0       69.6       25.1       27.3       38.3       42.3
Old  :                 49.3       43.7       68.0       69.6       25.1       27.3       38.3       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, June 14, 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  :    61,827:         0      8,997      5,877     50,834     42,259     56,711     57,133:     5,116      4,694
Old  :    61,827:         0      8,997      5,877     50,834     42,259     56,711     57,133:     5,116      4,694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     7,134:    -2,132      2,412      2,426      6,471       -520      6,765      4,318:       369      2,816
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       14.6        9.5       82.2       68.4       91.7       92.4:       8.3        7.6
Old  :     100.0:       0.0       14.6        9.5       82.2       68.4       91.7       92.4:       8.3        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  :        21:         0          3          3         16         13         19         16:
Old  :        21:         0          3          3         16         13         19         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  :                 52.1       44.4       72.7       72.0       27.7       28.5       41.6       46.4
Old  :                 52.1       44.4       72.7       72.0       27.7       28.5       41.6       46.4
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, June 21, 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  :    59,522:     2,074     14,835      7,259     45,574     31,094     54,907     53,188:     4,615      6,334
Old  :    59,522:     2,074     14,835      7,259     45,574     31,094     54,907     53,188:     4,615      6,334
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :      -881:    -2,220      1,226      1,075      1,424     -3,608        279     -1,307:    -1,160        426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       24.9       12.2       76.6       52.2       92.2       89.4:       7.8       10.6
Old  :     100.0:       3.5       24.9       12.2       76.6       52.2       92.2       89.4:       7.8       10.6
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:         1          4          5         22         18         27         23:
Old  :        30:         1          4          5         22         18         27         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  :                 39.4       38.3       62.5       60.7       35.6       31.1       51.9       49.3
Old  :                 39.4       38.3       62.5       60.7       35.6       31.1       51.9       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, June 14, 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  :    60,403:     4,294     13,609      6,184     44,150     34,702     54,628     54,495:     5,775      5,908
Old  :    60,403:     4,294     13,609      6,184     44,150     34,702     54,628     54,495:     5,775      5,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     2,423:    -6,136        323      3,418      3,276     -1,262        558      2,479:     1,865        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       22.5       10.2       73.1       57.5       90.4       90.2:       9.6        9.8
Old  :     100.0:       7.1       22.5       10.2       73.1       57.5       90.4       90.2:       9.6        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          3          5         19         16         24         21:
Old  :        28:         2          3          5         19         16         24         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       36.1       69.0       59.1       39.2       30.2       54.1       52.8
Old  :                 44.9       36.1       69.0       59.1       39.2       30.2       54.1       52.8
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, June 21, 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  :    42,367:     4,793          0        433     36,205     40,044     41,431     40,477:       936      1,890
Old  :    42,367:     4,793          0        433     36,205     40,044     41,431     40,477:       936      1,890
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     1,337:     3,476          0       -434     -1,581      2,073      1,461      1,639:      -124       -302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        0.0        1.0       85.5       94.5       97.8       95.5:       2.2        4.5
Old  :     100.0:      11.3        0.0        1.0       85.5       94.5       97.8       95.5:       2.2        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          0          1         18         19         19         20:
Old  :        23:         1          0          1         18         19         19         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  :                 59.8       40.0       84.4       67.7       58.5       32.2       65.6       52.5
Old  :                 59.8       40.0       84.4       67.7       58.5       32.2       65.6       52.5
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, June 14, 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  :    41,030:     1,317          0        867     37,786     37,971     39,970     38,838:     1,060      2,192
Old  :    41,030:     1,317          0        867     37,786     37,971     39,970     38,838:     1,060      2,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       813:     1,293          0       -621        141      1,500        813        879:         0        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        0.0        2.1       92.1       92.5       97.4       94.7:       2.6        5.3
Old  :     100.0:       3.2        0.0        2.1       92.1       92.5       97.4       94.7:       2.6        5.3
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  :        22:         1          0          1         18         18         19         19:
Old  :        22:         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  :                 58.8       40.1       80.6       67.5       58.3       29.2       63.0       49.2
Old  :                 58.8       40.1       80.6       67.5       58.3       29.2       63.0       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, June 21, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    64,685:         0      4,902      4,146     53,560     49,230     57,706     58,278:     6,979      6,407
Old  :    64,685:         0      4,902      4,146     53,560     49,230     57,706     58,278:     6,979      6,407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :      -663:         0     -2,313        588     -1,605      1,277     -1,017       -448:       354       -215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.6        6.4       82.8       76.1       89.2       90.1:      10.8        9.9
Old  :     100.0:       0.0        7.6        6.4       82.8       76.1       89.2       90.1:      10.8        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  :        28:         0          2          2         24         20         26         22:
Old  :        28:         0          2          2         24         20         26         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  :                 36.3       56.8       55.6       71.8       30.3       47.2       45.4       58.1
Old  :                 36.3       56.8       55.6       71.8       30.3       47.2       45.4       58.1
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, June 14, 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  :    65,348:         0      7,215      3,558     55,165     47,953     58,723     58,726:     6,625      6,622
Old  :    65,348:         0      7,215      3,558     55,165     47,953     58,723     58,726:     6,625      6,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     1,810:         0      1,108        118      3,329       -280      3,447        946:    -1,637        864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.0        5.4       84.4       73.4       89.9       89.9:      10.1       10.1
Old  :     100.0:       0.0       11.0        5.4       84.4       73.4       89.9       89.9:      10.1       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  :        28:         0          2          2         24         20         26         22:
Old  :        28:         0          2          2         24         20         26         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  :                 36.2       58.0       57.4       72.0       30.8       48.2       47.8       59.4
Old  :                 36.2       58.0       57.4       72.0       30.8       48.2       47.8       59.4
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, June 21, 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  :    85,052:    39,322     32,316      2,104     37,480     45,743     78,906     80,163:     6,146      4,889
Old  :    85,052:    39,322     32,316      2,104     37,480     45,743     78,906     80,163:     6,146      4,889
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     8,226:     4,506      6,042          0      5,118      2,922      9,624      8,964:    -1,398       -738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.2       38.0        2.5       44.1       53.8       92.8       94.3:       7.2        5.7
Old  :     100.0:      46.2       38.0        2.5       44.1       53.8       92.8       94.3:       7.2        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          1          1         18         19         21         21:
Old  :        25:         3          1          1         18         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  :                 63.7       62.5       79.8       77.8       61.0       59.6       68.7       67.8
Old  :                 63.7       62.5       79.8       77.8       61.0       59.6       68.7       67.8
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, June 14, 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  :    76,826:    34,816     26,274      2,104     32,362     42,821     69,282     71,199:     7,544      5,627
Old  :    76,826:    34,816     26,274      2,104     32,362     42,821     69,282     71,199:     7,544      5,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     6,030:     1,108      3,062        744      3,816      1,090      5,668      4,896:       362      1,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.3       34.2        2.7       42.1       55.7       90.2       92.7:       9.8        7.3
Old  :     100.0:      45.3       34.2        2.7       42.1       55.7       90.2       92.7:       9.8        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  :        23:         3          1          1         15         17         18         19:
Old  :        23:         3          1          1         15         17         18         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  :                 67.4       60.2       80.1       77.6       63.3       57.7       66.5       67.3
Old  :                 67.4       60.2       80.1       77.6       63.3       57.7       66.5       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, June 21, 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  :    34,973:     2,405      2,818      2,830     24,237     20,960     29,472     26,608:     5,501      8,365
Old  :    34,973:     2,405      2,818      2,830     24,237     20,960     29,472     26,608:     5,501      8,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        8.1        8.1       69.3       59.9       84.3       76.1:      15.7       23.9
Old  :     100.0:       6.9        8.1        8.1       69.3       59.9       84.3       76.1:      15.7       23.9
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  :        20:         2          1          3         14         15         17         18:
Old  :        20:         2          1          3         14         15         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       40.5       70.7       61.2       42.4       32.8       52.3       42.8
Old  :                 45.5       40.5       70.7       61.2       42.4       32.8       52.3       42.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, June 21, 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  : 1,068,839:   268,352     43,308    194,088    586,568    821,637  1,049,008  1,059,033:    19,831      9,806
Old  : 1,068,839:   268,352     43,308    194,088    586,568    821,637  1,049,008  1,059,033:    19,831      9,806
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    28,253:    16,251      3,235     -1,167      9,605     28,941     24,689     31,009:     3,564     -2,756
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        4.1       18.2       54.9       76.9       98.1       99.1:       1.9        0.9
Old  :     100.0:      25.1        4.1       18.2       54.9       76.9       98.1       99.1:       1.9        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        28         12         32         86         82        126        117:
Old  :       135:        28         12         32         86         82        126        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       23.4       41.2       39.2       21.8       18.7       31.5       28.7
Old  :                 26.7       23.4       41.2       39.2       21.8       18.7       31.5       28.7
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, June 14, 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  : 1,040,586:   252,101     40,073    195,255    576,963    792,696  1,024,319  1,028,024:    16,267     12,562
Old  : 1,040,586:   252,101     40,073    195,255    576,963    792,696  1,024,319  1,028,024:    16,267     12,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    28,632:    15,666    -13,952     15,027       -649     26,742     30,044     27,817:    -1,412        815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        3.9       18.8       55.4       76.2       98.4       98.8:       1.6        1.2
Old  :     100.0:      24.2        3.9       18.8       55.4       76.2       98.4       98.8:       1.6        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  :       128:        25         12         32         84         79        121        113:
Old  :       128:        25         12         32         84         79        121        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       24.2       40.0       39.5       21.1       19.5       30.1       29.3
Old  :                 26.1       24.2       40.0       39.5       21.1       19.5       30.1       29.3
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, June 21, 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  :   182,389:    35,722     54,510     46,814     99,259     79,284    181,795    180,608:       594      1,781
Old  :   182,389:    35,722     54,510     46,814     99,259     79,284    181,795    180,608:       594      1,781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    21,941:    -2,764        971     12,330     13,138      9,191     22,704     22,492:      -763       -551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       29.9       25.7       54.4       43.5       99.7       99.0:       0.3        1.0
Old  :     100.0:      19.6       29.9       25.7       54.4       43.5       99.7       99.0:       0.3        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        13          6         17         29         28         48         46:
Old  :        50:        13          6         17         29         28         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  :                 40.0       49.6       56.5       69.5       19.7       32.9       29.2       39.5
Old  :                 40.0       49.6       56.5       69.5       19.7       32.9       29.2       39.5
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, June 14, 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  :   160,448:    38,486     53,539     34,484     86,121     70,093    159,091    158,116:     1,357      2,332
Old  :   160,448:    38,486     53,539     34,484     86,121     70,093    159,091    158,116:     1,357      2,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    17,273:     9,336      2,741      2,958      4,676     11,040     16,970     16,739:       303        534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       33.4       21.5       53.7       43.7       99.2       98.5:       0.8        1.5
Old  :     100.0:      24.0       33.4       21.5       53.7       43.7       99.2       98.5:       0.8        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        13          7         17         28         27         47         45:
Old  :        49:        13          7         17         28         27         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  :                 37.8       46.4       55.5       67.5       21.7       37.4       32.8       43.5
Old  :                 37.8       46.4       55.5       67.5       21.7       37.4       32.8       43.5
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, June 21, 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  :    66,694:    16,456      6,023     14,710     35,216     45,697     66,382     66,430:       312        264
Old  :    66,694:    16,456      6,023     14,710     35,216     45,697     66,382     66,430:       312        264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     6,283:     1,860      1,200      2,634      1,837      2,417      6,331      6,251:       -48         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        9.0       22.1       52.8       68.5       99.5       99.6:       0.5        0.4
Old  :     100.0:      24.7        9.0       22.1       52.8       68.5       99.5       99.6:       0.5        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         5          4          6         37         33         46         39:
Old  :        49:         5          4          6         37         33         46         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  :                 52.2       45.5       65.4       65.3       34.0       33.0       41.1       41.8
Old  :                 52.2       45.5       65.4       65.3       34.0       33.0       41.1       41.8
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, June 14, 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  :    60,411:    14,596      4,823     12,076     33,379     43,280     60,051     60,179:       360        232
Old  :    60,411:    14,596      4,823     12,076     33,379     43,280     60,051     60,179:       360        232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     2,008:       240        580        510      1,206        988      1,956      2,078:        52        -70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        8.0       20.0       55.3       71.6       99.4       99.6:       0.6        0.4
Old  :     100.0:      24.2        8.0       20.0       55.3       71.6       99.4       99.6:       0.6        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         4          4          6         37         33         45         39:
Old  :        47:         4          4          6         37         33         45         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  :                 50.7       44.7       65.5       64.8       35.1       35.0       42.3       43.6
Old  :                 50.7       44.7       65.5       64.8       35.1       35.0       42.3       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, June 14, 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  :     1,840:       480        740        140      1,120        860      1,740      1,740:       100        100
Old  :     1,840:       480        740        140      1,120        860      1,740      1,740:       100        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -570:      -580       -700        140       -210        -10       -650       -570:        80          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       40.2        7.6       60.9       46.7       94.6       94.6:       5.4        5.4
Old  :     100.0:      26.1       40.2        7.6       60.9       46.7       94.6       94.6:       5.4        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          4          2         10         11         15         15:
Old  :        23:         3          4          2         10         11         15         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  :                 57.6       60.9       78.3       77.2       57.6       54.3       70.7       68.5
Old  :                 57.6       60.9       78.3       77.2       57.6       54.3       70.7       68.5
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, June 21, 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  :    24,358:     3,439        327      4,374     16,545     19,148     24,358     23,849:         0        509
Old  :    24,358:     3,439        327      4,374     16,545     19,148     24,358     23,849:         0        509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :       697:      -550        126        978        409       -365        837        739:      -140        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        1.3       18.0       67.9       78.6      100.0       97.9:       0.0        2.1
Old  :     100.0:      14.1        1.3       18.0       67.9       78.6      100.0       97.9:       0.0        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          1          4         19         22         24         26:
Old  :        30:         4          1          4         19         22         24         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  :                 60.2       44.4       82.3       67.9       50.1       40.2       58.4       52.1
Old  :                 60.2       44.4       82.3       67.9       50.1       40.2       58.4       52.1
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, June 14, 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  :    23,661:     3,989        201      3,396     16,136     19,513     23,521     23,110:       140        551
Old  :    23,661:     3,989        201      3,396     16,136     19,513     23,521     23,110:       140        551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     1,558:      -272       -646      1,910       -220        428      1,418      1,692:       140       -134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        0.8       14.4       68.2       82.5       99.4       97.7:       0.6        2.3
Old  :     100.0:      16.9        0.8       14.4       68.2       82.5       99.4       97.7:       0.6        2.3
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  :        28:         3          1          4         19         18         23         22:
Old  :        28:         3          1          4         19         18         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       49.2       80.7       69.0       50.3       45.3       60.7       57.2
Old  :                 59.8       49.2       80.7       69.0       50.3       45.3       60.7       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, June 21, 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  :     9,378:       174      3,782      1,159      7,881      4,273      9,214      9,214:       164        164
Old  :     9,378:       174      3,782      1,159      7,881      4,273      9,214      9,214:       164        164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :       378:       -86       -344        344        168        340        426        340:       -48         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       40.3       12.4       84.0       45.6       98.3       98.3:       1.7        1.7
Old  :     100.0:       1.9       40.3       12.4       84.0       45.6       98.3       98.3:       1.7        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          3          3         14         13         18         16:
Old  :        26:         1          3          3         14         13         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.6       61.3       79.1       84.1       55.9       48.9       68.5       68.6
Old  :                 56.6       61.3       79.1       84.1       55.9       48.9       68.5       68.6
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, June 14, 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  :     9,000:       260      4,126        815      7,713      3,933      8,788      8,874:       212        126
Old  :     9,000:       260      4,126        815      7,713      3,933      8,788      8,874:       212        126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       217:        86       -674         43        -80        722         49         91:       168        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9       45.8        9.1       85.7       43.7       97.6       98.6:       2.4        1.4
Old  :     100.0:       2.9       45.8        9.1       85.7       43.7       97.6       98.6:       2.4        1.4
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  :        26:         2          3          3         13         12         18         15:
Old  :        26:         2          3          3         13         12         18         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  :                 60.8       62.9       84.3       84.8       60.0       53.9       73.3       73.4
Old  :                 60.8       62.9       84.3       84.8       60.0       53.9       73.3       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, June 21, 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  :     9,186:       714      1,191        804      7,517      6,933      9,035      8,928:       151        258
Old  :     9,186:       714      1,191        804      7,517      6,933      9,035      8,928:       151        258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :       172:      -344        -86        258        258          0        172        172:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       13.0        8.8       81.8       75.5       98.4       97.2:       1.6        2.8
Old  :     100.0:       7.8       13.0        8.8       81.8       75.5       98.4       97.2:       1.6        2.8
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  :        20:         2          2          3         13          9         16         13:
Old  :        20:         2          2          3         13          9         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  :                 71.8       70.3       89.0       93.4       61.7       59.8       69.1       69.9
Old  :                 71.8       70.3       89.0       93.4       61.7       59.8       69.1       69.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, June 14, 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  :     9,014:     1,058      1,277        546      7,259      6,933      8,863      8,756:       151        258
Old  :     9,014:     1,058      1,277        546      7,259      6,933      8,863      8,756:       151        258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       14.2        6.1       80.5       76.9       98.3       97.1:       1.7        2.9
Old  :     100.0:      11.7       14.2        6.1       80.5       76.9       98.3       97.1:       1.7        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  :        21:         2          3          3         11          9         14         14:
Old  :        21:         2          3          3         11          9         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.1       71.6       91.6       92.3       66.7       61.0       73.3       72.2
Old  :                 74.1       71.6       91.6       92.3       66.7       61.0       73.3       72.2
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, June 21, 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  :    11,990:     2,860      1,860      2,980      5,930      6,530     11,770     11,370:       220        620
Old  :    11,990:     2,860      1,860      2,980      5,930      6,530     11,770     11,370:       220        620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     1,150:      -300       -340        560      1,070        880      1,330      1,100:      -180         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       15.5       24.9       49.5       54.5       98.2       94.8:       1.8        5.2
Old  :     100.0:      23.9       15.5       24.9       49.5       54.5       98.2       94.8:       1.8        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         4          2          5         16         17         22         22:
Old  :        25:         4          2          5         16         17         22         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  :                 51.4       61.4       75.3       77.6       37.4       44.9       52.6       52.0
Old  :                 51.4       61.4       75.3       77.6       37.4       44.9       52.6       52.0
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, June 14, 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  :    10,840:     3,160      2,200      2,420      4,860      5,650     10,440     10,270:       400        570
Old  :    10,840:     3,160      2,200      2,420      4,860      5,650     10,440     10,270:       400        570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       800:       -80        -60        420        530        740        870      1,100:       -70       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       20.3       22.3       44.8       52.1       96.3       94.7:       3.7        5.3
Old  :     100.0:      29.2       20.3       22.3       44.8       52.1       96.3       94.7:       3.7        5.3
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:         3          1          5         16         18         21         23:
Old  :        24:         3          1          5         16         18         21         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  :                 50.2       55.2       72.8       74.5       34.4       42.8       48.0       50.1
Old  :                 50.2       55.2       72.8       74.5       34.4       42.8       48.0       50.1
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, June 21, 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  :    14,230:     4,710        360      1,570      7,570     11,640     13,850     13,570:       380        660
Old  :    14,230:     4,710        360      1,570      7,570     11,640     13,850     13,570:       380        660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     1,500:     1,620         80        360       -400        720      1,580      1,160:       -80        340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        2.5       11.0       53.2       81.8       97.3       95.4:       2.7        4.6
Old  :     100.0:      33.1        2.5       11.0       53.2       81.8       97.3       95.4:       2.7        4.6
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  :        26:         3          2          3         18         18         21         23:
Old  :        26:         3          2          3         18         18         21         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  :                 58.3       55.9       78.5       78.4       48.8       44.1       57.8       58.5
Old  :                 58.3       55.9       78.5       78.4       48.8       44.1       57.8       58.5
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, June 14, 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  :    12,730:     3,090        280      1,210      7,970     10,920     12,270     12,410:       460        320
Old  :    12,730:     3,090        280      1,210      7,970     10,920     12,270     12,410:       460        320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       120:       -60       -320         80          0        660         20        420:       100       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        2.2        9.5       62.6       85.8       96.4       97.5:       3.6        2.5
Old  :     100.0:      24.3        2.2        9.5       62.6       85.8       96.4       97.5:       3.6        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  :        25:         3          1          3         19         16         22         20:
Old  :        25:         3          1          3         19         16         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       59.9       73.0       80.7       37.2       47.0       53.4       61.1
Old  :                 49.3       59.9       73.0       80.7       37.2       47.0       53.4       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, June 21, 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  :   771,615:   108,262     88,415    109,187    496,818    500,964    714,267    698,566:    57,348     73,049
Old  :   771,615:   108,262     88,415    109,187    496,818    500,964    714,267    698,566:    57,348     73,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -35,533:     9,025      1,741    -10,548    -32,579    -21,165    -34,102    -29,972:    -1,431     -5,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       11.5       14.2       64.4       64.9       92.6       90.5:       7.4        9.5
Old  :     100.0:      14.0       11.5       14.2       64.4       64.9       92.6       90.5:       7.4        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  :       257:        59         89         87         83         94        206        216:
Old  :       257:        59         89         87         83         94        206        216:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       17.5       33.8       28.3       18.4       13.8       27.0       21.9
Old  :                 22.3       17.5       33.8       28.3       18.4       13.8       27.0       21.9
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, June 14, 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  :   807,148:    99,237     86,674    119,735    529,397    522,129    748,369    728,538:    58,779     78,610
Old  :   807,148:    99,237     86,674    119,735    529,397    522,129    748,369    728,538:    58,779     78,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    23,602:     7,090     -4,098    -13,460     32,458     36,476     26,088     18,918:    -2,486      4,684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       10.7       14.8       65.6       64.7       92.7       90.3:       7.3        9.7
Old  :     100.0:      12.3       10.7       14.8       65.6       64.7       92.7       90.3:       7.3        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        73         77         97         83         94        217        222:
Old  :       263:        73         77         97         83         94        217        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  :                 22.3       18.0       33.7       27.9       18.8       12.2       26.8       19.3
Old  :                 22.3       18.0       33.7       27.9       18.8       12.2       26.8       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, June 21, 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  :    13,773:     8,100      5,112        412      2,543      7,672     11,055     13,196:     2,718        577
Old  :    13,773:     8,100      5,112        412      2,543      7,672     11,055     13,196:     2,718        577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :       504:        99        -84         48        502        786        649        750:      -145       -246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.8       37.1        3.0       18.5       55.7       80.3       95.8:      19.7        4.2
Old  :     100.0:      58.8       37.1        3.0       18.5       55.7       80.3       95.8:      19.7        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        58         20          5         14         24         76         48:
Old  :       115:        58         20          5         14         24         76         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       44.3       38.7       60.8       24.0       44.2       38.1       60.8
Old  :                 24.0       44.3       38.7       60.8       24.0       44.2       38.1       60.8
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, June 14, 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  :    13,269:     8,001      5,196        364      2,041      6,886     10,406     12,446:     2,863        823
Old  :    13,269:     8,001      5,196        364      2,041      6,886     10,406     12,446:     2,863        823
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       206:       -77        533         -1        135       -261         57        271:       149        -65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.3       39.2        2.7       15.4       51.9       78.4       93.8:      21.6        6.2
Old  :     100.0:      60.3       39.2        2.7       15.4       51.9       78.4       93.8:      21.6        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  :       116:        60         22          4         15         23         77         48:
Old  :       116:        60         22          4         15         23         77         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       45.9       36.8       62.5       24.4       45.9       36.8       62.4
Old  :                 24.5       45.9       36.8       62.5       24.4       45.9       36.8       62.4
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, June 21, 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  :    11,683:     7,796        800         15        722      8,552      8,533      9,367:     3,150      2,316
Old  :    11,683:     7,796        800         15        722      8,552      8,533      9,367:     3,150      2,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     2,303:     1,326         10        -84       -224      1,168      1,018      1,094:     1,285      1,209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.7        6.8        0.1        6.2       73.2       73.0       80.2:      27.0       19.8
Old  :     100.0:      66.7        6.8        0.1        6.2       73.2       73.0       80.2:      27.0       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        28          6          2          5         18         33         26:
Old  :        54:        28          6          2          5         18         33         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  :                 34.7       45.9       48.1       63.2       34.7       45.5       48.1       62.8
Old  :                 34.7       45.9       48.1       63.2       34.7       45.5       48.1       62.8
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, June 14, 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  :     9,380:     6,470        790         99        946      7,384      7,515      8,273:     1,865      1,107
Old  :     9,380:     6,470        790         99        946      7,384      7,515      8,273:     1,865      1,107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       574:       557          0        -34        -85        684        438        650:       136        -76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.0        8.4        1.1       10.1       78.7       80.1       88.2:      19.9       11.8
Old  :     100.0:      69.0        8.4        1.1       10.1       78.7       80.1       88.2:      19.9       11.8
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  :        52:        26          6          2          5         18         31         26:
Old  :        52:        26          6          2          5         18         31         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  :                 37.6       50.6       52.1       66.5       37.6       50.1       52.1       66.0
Old  :                 37.6       50.6       52.1       66.5       37.6       50.1       52.1       66.0
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, June 21, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   154,686:    37,875      7,992      9,587     90,895    125,624    138,357    143,203:    16,329     11,483
Old  :   154,686:    37,875      7,992      9,587     90,895    125,624    138,357    143,203:    16,329     11,483
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     1,335:     8,092         63     -1,529     -1,595      5,696      4,968      4,230:    -3,633     -2,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        5.2        6.2       58.8       81.2       89.4       92.6:      10.6        7.4
Old  :     100.0:      24.5        5.2        6.2       58.8       81.2       89.4       92.6:      10.6        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  :       156:        49         20         28         72         75        135        110:
Old  :       156:        49         20         28         72         75        135        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       20.9       39.3       34.3       19.6       14.5       30.5       24.4
Old  :                 25.5       20.9       39.3       34.3       19.6       14.5       30.5       24.4
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, June 14, 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  :   153,351:    29,783      7,929     11,116     92,490    119,928    133,389    138,973:    19,962     14,378
Old  :   153,351:    29,783      7,929     11,116     92,490    119,928    133,389    138,973:    19,962     14,378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    11,761:       436     -1,242       -269      5,222     10,867      5,389      9,356:     6,372      2,405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        5.2        7.2       60.3       78.2       87.0       90.6:      13.0        9.4
Old  :     100.0:      19.4        5.2        7.2       60.3       78.2       87.0       90.6:      13.0        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  :       151:        45         18         30         66         78        123        116:
Old  :       151:        45         18         30         66         78        123        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       20.2       39.6       33.5       22.1       14.1       32.0       22.8
Old  :                 26.2       20.2       39.6       33.5       22.1       14.1       32.0       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 1, 2005