WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders - Futures Only, September 27, 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  :   281,887:    44,270     81,125     34,433    178,821    128,980    257,524    244,538:    24,363     37,349
Old  :   255,011:    44,141     82,818     23,124    164,889    119,072    232,154    225,014:    22,857     29,997
Other:    26,876:    10,923      9,101        515     13,932      9,908     25,370     19,524:     1,506      7,352
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :       192:      -888     -8,414      4,612     -4,423      1,818       -699     -1,984:       891      2,176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       28.8       12.2       63.4       45.8       91.4       86.8:       8.6       13.2
Old  :     100.0:      17.3       32.5        9.1       64.7       46.7       91.0       88.2:       9.0       11.8
Other:     100.0:      40.6       33.9        1.9       51.8       36.9       94.4       72.6:       5.6       27.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        62        114         69         40         60        158        203:
Old  :       260:        62        123         54         36         55        139        195:
Other:       122:        37         32          8         12         48         53         84:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       29.2       48.9       36.6       32.2       22.8       45.9       28.9
Old  :                 35.5       32.2       51.3       39.6       35.5       28.9       50.8       35.4
Other:                 47.5       32.8       62.7       41.1       47.0       32.3       62.0       39.7
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders - Futures Only, September 20, 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  :   281,695:    45,158     89,539     29,821    183,244    127,162    258,223    246,522:    23,472     35,173
Old  :   258,826:    45,013     89,682     21,095    170,686    118,888    236,794    229,665:    22,032     29,161
Other:    22,869:     8,553      8,265        318     12,558      8,274     21,429     16,857:     1,440      6,012
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     4,158:    -3,521        106      3,617      4,217        547      4,313      4,270:      -155       -112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       31.8       10.6       65.1       45.1       91.7       87.5:       8.3       12.5
Old  :     100.0:      17.4       34.6        8.2       65.9       45.9       91.5       88.7:       8.5       11.3
Other:     100.0:      37.4       36.1        1.4       54.9       36.2       93.7       73.7:       6.3       26.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        67        112         61         45         59        155        199:
Old  :       258:        68        115         50         39         52        140        189:
Other:       107:        28         31          5         14         43         46         75:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       29.4       49.1       37.8       32.1       24.3       45.7       30.6
Old  :                 34.9       31.9       50.8       40.0       34.9       29.1       50.1       36.3
Other:                 51.9       38.1       66.5       44.9       51.9       36.6       66.4       43.4
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders - Futures Only, September 27, 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  :   720,223:   130,965    160,622     50,055    415,169    327,199    596,189    537,876:   124,034    182,347
Old  :   679,036:   117,989    165,870     40,304    404,599    304,582    562,892    510,756:   116,144    168,280
Other:    41,187:    20,659      2,435      2,068     10,570     22,617     33,297     27,120:     7,890     14,067
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :    13,307:     3,214      4,795      6,144      1,754     -3,012     11,112      7,927:     2,195      5,380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       22.3        6.9       57.6       45.4       82.8       74.7:      17.2       25.3
Old  :     100.0:      17.4       24.4        5.9       59.6       44.9       82.9       75.2:      17.1       24.8
Other:     100.0:      50.2        5.9        5.0       25.7       54.9       80.8       65.8:      19.2       34.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       531:       128        128         90        174        187        358        362:
Old  :       525:       122        135         81        171        185        347        355:
Other:       232:        58         24          6         36        121         97        149:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       18.1       33.5       23.4       22.5       17.9       32.6       23.0
Old  :                 23.7       17.7       35.4       23.2       23.7       17.5       34.5       22.9
Other:                 20.1       31.1       32.0       37.8       18.8       29.5       30.2       35.6
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders - Futures Only, September 20, 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  :   706,916:   127,751    155,827     43,911    413,415    330,211    585,077    529,949:   121,839    176,967
Old  :   668,259:   114,516    160,879     34,569    405,795    308,423    554,880    503,871:   113,379    164,388
Other:    38,657:    20,351      2,064      2,226      7,620     21,788     30,197     26,078:     8,460     12,579
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    -1,295:     5,445     -3,674      4,963     -9,614     -2,641        794     -1,352:    -2,089         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       22.0        6.2       58.5       46.7       82.8       75.0:      17.2       25.0
Old  :     100.0:      17.1       24.1        5.2       60.7       46.2       83.0       75.4:      17.0       24.6
Other:     100.0:      52.6        5.3        5.8       19.7       56.4       78.1       67.5:      21.9       32.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       540:       126        130         80        175        199        350        372:
Old  :       534:       120        137         68        171        197        335        365:
Other:       237:        58         23          5         37        127         97        153:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       18.8       33.1       24.3       23.1       18.3       33.1       23.7
Old  :                 24.3       18.3       35.0       24.1       24.3       17.8       35.0       23.5
Other:                 19.8       32.9       31.3       39.9       18.2       30.7       28.7       36.9
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders - Futures Only, September 27, 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  :     5,888:     2,544        570         22      1,093      3,562      3,659      4,154:     2,229      1,734
Old  :     5,885:     2,544        570         22      1,092      3,561      3,658      4,153:     2,227      1,732
Other:         3:         0          0          0          1          1          1          1:         2          2
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :       200:       192       -162          3         -2        129        193        -30:         7        230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2        9.7        0.4       18.6       60.5       62.1       70.6:      37.9       29.4
Old  :     100.0:      43.2        9.7        0.4       18.6       60.5       62.2       70.6:      37.8       29.4
Other:     100.0:       0.0        0.0        0.0       33.3       33.3       33.3       33.3:      66.7       66.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        11          6          2          7         15         20         21:
Old  :        35:        11          6          2          7         15         20         21:
Other:         1:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       34.5       49.8       51.8       36.3       34.2       49.1       49.0
Old  :                 36.3       34.5       49.8       51.8       36.3       34.2       49.1       49.1
Other:                 33.3       33.3       33.3       33.3        0.0        0.0        0.0        0.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders - Futures Only, September 20, 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  :     5,688:     2,352        732         19      1,095      3,433      3,466      4,184:     2,222      1,504
Old  :     5,686:     2,352        732         19      1,094      3,432      3,465      4,183:     2,221      1,503
Other:         2:         0          0          0          1          1          1          1:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :       -68:        77        144          0       -107       -139        -30          5:       -38        -73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4       12.9        0.3       19.3       60.4       60.9       73.6:      39.1       26.4
Old  :     100.0:      41.4       12.9        0.3       19.2       60.4       60.9       73.6:      39.1       26.4
Other:     100.0:       0.0        0.0        0.0       50.0       50.0       50.0       50.0:      50.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        10          7          2          7         15         19         22:
Old  :        35:        10          7          2          7         15         19         22:
Other:         1:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       34.2       50.2       52.3       37.2       33.2       49.6       49.6
Old  :                 37.2       34.2       50.2       52.3       37.2       33.2       49.7       49.6
Other:                 50.0       50.0       50.0       50.0        0.0        0.0        0.0        0.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders - Futures Only, September 27, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   253,289:    56,245     54,331     22,371    130,414    106,992    209,030    183,694:    44,259     69,595
Old  :   245,189:    56,054     55,458     18,429    128,172    104,533    202,655    178,420:    42,534     66,769
Other:     8,100:     4,017      2,699        116      2,242      2,459      6,375      5,274:     1,725      2,826
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     5,163:    -2,993      4,960      4,141      2,716     -5,102      3,864      3,999:     1,299      1,164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       21.5        8.8       51.5       42.2       82.5       72.5:      17.5       27.5
Old  :     100.0:      22.9       22.6        7.5       52.3       42.6       82.7       72.8:      17.3       27.2
Other:     100.0:      49.6       33.3        1.4       27.7       30.4       78.7       65.1:      21.3       34.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       327:        85        104         67         82         95        211        238:
Old  :       326:        88        107         59         81         93        206        231:
Other:        92:        14         21          4         14         46         29         71:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       15.1       30.9       22.6       21.7       11.8       30.4       18.6
Old  :                 22.4       15.1       31.9       22.9       22.4       11.9       31.4       18.9
Other:                 54.5       26.3       68.9       43.7       53.8       25.3       65.6       39.5
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders - Futures Only, September 20, 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  :   248,126:    59,238     49,371     18,230    127,698    112,094    205,166    179,695:    42,960     68,431
Old  :   239,827:    59,015     50,588     14,124    125,540    109,891    198,679    174,603:    41,148     65,224
Other:     8,299:     4,272      2,832         57      2,158      2,203      6,487      5,092:     1,812      3,207
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     3,822:       277      6,346      1,162      4,235     -6,580      5,674        928:    -1,852      2,894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       19.9        7.3       51.5       45.2       82.7       72.4:      17.3       27.6
Old  :     100.0:      24.6       21.1        5.9       52.3       45.8       82.8       72.8:      17.2       27.2
Other:     100.0:      51.5       34.1        0.7       26.0       26.5       78.2       61.4:      21.8       38.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       329:        92         95         67         79        103        213        236:
Old  :       327:        94         97         58         78        103        207        230:
Other:        92:        15         21          1         13         48         28         70:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       16.6       32.4       24.5       22.6       13.6       32.0       20.5
Old  :                 23.4       16.8       33.5       24.9       23.4       13.9       33.1       21.0
Other:                 53.1       30.7       66.2       44.8       52.4       28.8       63.2       40.8
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders - Futures Only, September 27, 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  :   142,078:    29,984     24,900     13,496     78,412     85,228    121,892    123,624:    20,186     18,454
Old  :   137,667:    29,981     24,972     11,447     77,283     83,756    118,711    120,175:    18,956     17,492
Other:     4,411:     1,765      1,690        287      1,129      1,472      3,181      3,449:     1,230        962
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     1,875:       240     -2,006        169        848      1,567      1,257       -270:       618      2,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       17.5        9.5       55.2       60.0       85.8       87.0:      14.2       13.0
Old  :     100.0:      21.8       18.1        8.3       56.1       60.8       86.2       87.3:      13.8       12.7
Other:     100.0:      40.0       38.3        6.5       25.6       33.4       72.1       78.2:      27.9       21.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        37         33         27         48         47         98        103:
Old  :       143:        41         34         25         48         46         98        100:
Other:        29:         6          9          3         10          7         17         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       24.6       36.1       38.1       24.1       21.0       34.1       29.5
Old  :                 25.1       25.4       37.1       39.2       24.9       21.7       35.3       30.5
Other:                 54.2       39.0       67.0       58.5       46.6       24.8       52.9       42.4
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders - Futures Only, September 20, 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  :   140,203:    29,744     26,906     13,327     77,564     83,661    120,635    123,894:    19,568     16,309
Old  :   135,884:    29,874     26,887     11,308     76,273     82,255    117,455    120,450:    18,429     15,434
Other:     4,319:     1,697      1,846        192      1,291      1,406      3,180      3,444:     1,139        875
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     2,820:     2,764       -393        975        835      4,486      4,574      5,068:    -1,754     -2,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       19.2        9.5       55.3       59.7       86.0       88.4:      14.0       11.6
Old  :     100.0:      22.0       19.8        8.3       56.1       60.5       86.4       88.6:      13.6       11.4
Other:     100.0:      39.3       42.7        4.4       29.9       32.6       73.6       79.7:      26.4       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        38         38         32         47         42        104        104:
Old  :       149:        44         39         31         47         40        104        101:
Other:        31:         6         10          4         10          8         18         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       27.8       36.1       39.4       23.9       24.7       33.7       32.4
Old  :                 24.9       28.6       37.0       40.6       24.7       25.7       34.8       33.6
Other:                 53.7       39.1       67.3       58.5       49.1       28.7       55.6       45.6
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders - Futures Only, September 27, 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  :   555,673:    97,867     81,370      5,121    340,533    312,036    443,521    398,527:   112,152    157,146
Old  :   555,673:    97,867     81,370      5,121    340,533    312,036    443,521    398,527:   112,152    157,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     5,094:    13,855     13,950      3,144    -16,627    -26,498        372     -9,404:     4,722     14,498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       14.6        0.9       61.3       56.2       79.8       71.7:      20.2       28.3
Old  :     100.0:      17.6       14.6        0.9       61.3       56.2       79.8       71.7:      20.2       28.3
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  :       147:        24         31         17         54         70         87        109:
Old  :       147:        24         31         17         54         70         87        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  :                 26.0       15.8       35.4       26.3       23.1       14.0       31.0       22.7
Old  :                 26.0       15.8       35.4       26.3       23.1       14.0       31.0       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders - Futures Only, September 20, 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  :   550,579:    84,012     67,420      1,977    357,160    338,534    443,149    407,931:   107,430    142,648
Old  :   550,579:    84,012     67,420      1,977    357,160    338,534    443,149    407,931:   107,430    142,648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -57,586:   -10,566     -4,049    -15,226    -11,117    -15,768    -36,909    -35,043:   -20,677    -22,543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       12.2        0.4       64.9       61.5       80.5       74.1:      19.5       25.9
Old  :     100.0:      15.3       12.2        0.4       64.9       61.5       80.5       74.1:      19.5       25.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        31         28         14         56         69         94        104:
Old  :       149:        31         28         14         56         69         94        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  :                 27.3       16.3       36.9       27.3       23.3       14.5       31.6       23.6
Old  :                 27.3       16.3       36.9       27.3       23.3       14.5       31.6       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders - Futures Only, September 27, 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  :   126,912:    18,010     15,091     15,006     69,164     76,456    102,180    106,553:    24,732     20,359
Old  :   124,030:    18,863     15,283     13,320     67,425     75,375     99,608    103,978:    24,422     20,052
Other:     2,882:       282        943        551      1,739      1,081      2,572      2,575:       310        307
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     1,443:     1,674      2,754        217     -2,704     -1,731       -813      1,240:     2,256        203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       11.9       11.8       54.5       60.2       80.5       84.0:      19.5       16.0
Old  :     100.0:      15.2       12.3       10.7       54.4       60.8       80.3       83.8:      19.7       16.2
Other:     100.0:       9.8       32.7       19.1       60.3       37.5       89.2       89.3:      10.8       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        33         32         36         50         46        101        107:
Old  :       136:        39         31         36         50         46        101        107:
Other:        26:         2         10          4         13          3         19         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       29.2       32.9       44.1       15.5       26.7       23.6       33.1
Old  :                 23.3       29.9       32.6       45.1       15.6       27.4       23.6       33.9
Other:                 50.6       54.5       74.9       77.7       48.9       45.7       62.8       61.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders - Futures Only, September 20, 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  :   125,469:    16,336     12,337     14,789     71,868     78,187    102,993    105,313:    22,476     20,156
Old  :   122,657:    17,084     12,336     13,253     70,178     77,106    100,515    102,695:    22,142     19,962
Other:     2,812:       308      1,057        480      1,690      1,081      2,478      2,618:       334        194
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     7,683:      -197        587       -558     10,900      7,018     10,145      7,047:    -2,462        636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        9.8       11.8       57.3       62.3       82.1       83.9:      17.9       16.1
Old  :     100.0:      13.9       10.1       10.8       57.2       62.9       81.9       83.7:      18.1       16.3
Other:     100.0:      11.0       37.6       17.1       60.1       38.4       88.1       93.1:      11.9        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        34         28         34         47         43         99         98:
Old  :       131:        38         28         34         47         43         99         98:
Other:        26:         2         10          4         13          3         19         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       30.9       34.2       47.1       17.8       27.7       25.9       35.8
Old  :                 23.5       31.6       34.0       48.1       17.9       28.5       25.9       36.9
Other:                 51.3       54.5       74.3       77.9       50.2       47.6       64.3       63.2
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders - Futures Only, September 27, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     6,410:     2,592      1,258        787      1,895      3,206      5,274      5,251:     1,136      1,159
Old  :     6,410:     2,592      1,258        787      1,895      3,206      5,274      5,251:     1,136      1,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :      -353:      -245       -260       -127        -71        518       -443        131:        90       -484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.4       19.6       12.3       29.6       50.0       82.3       81.9:      17.7       18.1
Old  :     100.0:      40.4       19.6       12.3       29.6       50.0       82.3       81.9:      17.7       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  :        46:        17          7          9         11         15         32         28:
Old  :        46:        17          7          9         11         15         32         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  :                 38.1       39.3       53.8       57.0       38.1       35.5       52.0       51.0
Old  :                 38.1       39.3       53.8       57.0       38.1       35.5       52.0       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders - Futures Only, September 20, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     6,763:     2,837      1,518        914      1,966      2,688      5,717      5,120:     1,046      1,643
Old  :     6,763:     2,837      1,518        914      1,966      2,688      5,717      5,120:     1,046      1,643
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :        47:        43         79        -39          8         54         12         94:        35        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9       22.4       13.5       29.1       39.7       84.5       75.7:      15.5       24.3
Old  :     100.0:      41.9       22.4       13.5       29.1       39.7       84.5       75.7:      15.5       24.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        17         10          8         12         15         32         30:
Old  :        48:        17         10          8         12         15         32         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  :                 39.3       32.8       55.2       49.9       39.3       29.8       53.3       43.8
Old  :                 39.3       32.8       55.2       49.9       39.3       29.8       53.3       43.8
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                              Code-042601
Commitments of Traders - Futures Only, September 27, 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  :   335,847:    87,199     45,639      1,661    175,552    181,883    264,412    229,183:    71,435    106,664
Old  :   335,847:    87,199     45,639      1,661    175,552    181,883    264,412    229,183:    71,435    106,664
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :   -10,934:   -16,195     -6,200     -1,058      1,842     -3,938    -15,411    -11,196:     4,477        262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       13.6        0.5       52.3       54.2       78.7       68.2:      21.3       31.8
Old  :     100.0:      26.0       13.6        0.5       52.3       54.2       78.7       68.2:      21.3       31.8
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  :        98:        16         20          4         40         48         58         70:
Old  :        98:        16         20          4         40         48         58         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       14.2       45.3       23.2       31.5       13.0       44.3       21.0
Old  :                 31.5       14.2       45.3       23.2       31.5       13.0       44.3       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-042601
Commitments of Traders - Futures Only, September 20, 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  :   346,781:   103,394     51,839      2,719    173,710    185,821    279,823    240,379:    66,958    106,402
Old  :   346,781:   103,394     51,839      2,719    173,710    185,821    279,823    240,379:    66,958    106,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -40,322:   -11,089    -33,791        401    -33,338         94    -44,026    -33,296:     3,704     -7,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       14.9        0.8       50.1       53.6       80.7       69.3:      19.3       30.7
Old  :     100.0:      29.8       14.9        0.8       50.1       53.6       80.7       69.3:      19.3       30.7
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:        17         23          6         40         46         60         72:
Old  :       102:        17         23          6         40         46         60         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       16.0       44.1       24.4       29.6       14.8       41.7       22.1
Old  :                 30.9       16.0       44.1       24.4       29.6       14.8       41.7       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-043602
Commitments of Traders - Futures Only, September 27, 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  : 1,630,494:   382,286    358,753     37,346    977,101    866,586  1,396,733  1,262,685:   233,761    367,809
Old  : 1,630,494:   382,286    358,753     37,346    977,101    866,586  1,396,733  1,262,685:   233,761    367,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :   -88,319:     1,808    -41,379    -41,537    -37,451    -60,537    -77,180   -143,453:   -11,139     55,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       22.0        2.3       59.9       53.1       85.7       77.4:      14.3       22.6
Old  :     100.0:      23.4       22.0        2.3       59.9       53.1       85.7       77.4:      14.3       22.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        60         51         30         85        108        153        181:
Old  :       246:        60         51         30         85        108        153        181:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       25.3       45.8       34.6       32.7       24.9       43.2       33.0
Old  :                 33.7       25.3       45.8       34.6       32.7       24.9       43.2       33.0
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                              Code-043602
Commitments of Traders - Futures Only, September 20, 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  : 1,718,813:   380,478    400,132     78,883  1,014,552    927,123  1,473,913  1,406,138:   244,900    312,675
Old  : 1,718,813:   380,478    400,132     78,883  1,014,552    927,123  1,473,913  1,406,138:   244,900    312,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :  -200,437:     7,867     30,277   -128,277    -89,122    -51,704   -209,532   -149,704:     9,095    -50,733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       23.3        4.6       59.0       53.9       85.8       81.8:      14.2       18.2
Old  :     100.0:      22.1       23.3        4.6       59.0       53.9       85.8       81.8:      14.2       18.2
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  :       258:        61         56         31         90        107        163        184:
Old  :       258:        61         56         31         90        107        163        184:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       24.0       42.5       35.0       30.7       23.1       39.2       33.7
Old  :                 33.7       24.0       42.5       35.0       30.7       23.1       39.2       33.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-044601
Commitments of Traders - Futures Only, September 27, 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  : 1,125,468:   185,330    262,121     17,528    768,061    604,939    970,919    884,588:   154,549    240,880
Old  : 1,125,468:   185,330    262,121     17,528    768,061    604,939    970,919    884,588:   154,549    240,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :   -10,655:    10,012    -10,056     -2,186      2,368     -8,210     10,194    -20,452:   -20,849      9,797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       23.3        1.6       68.2       53.7       86.3       78.6:      13.7       21.4
Old  :     100.0:      16.5       23.3        1.6       68.2       53.7       86.3       78.6:      13.7       21.4
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  :       172:        38         38         14         65         68        108        115:
Old  :       172:        38         38         14         65         68        108        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  :                 31.1       23.8       42.3       33.1       29.7       22.7       39.0       30.7
Old  :                 31.1       23.8       42.3       33.1       29.7       22.7       39.0       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-044601
Commitments of Traders - Futures Only, September 20, 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  : 1,136,123:   175,318    272,177     19,714    765,693    613,149    960,725    905,040:   175,398    231,083
Old  : 1,136,123:   175,318    272,177     19,714    765,693    613,149    960,725    905,040:   175,398    231,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -64,753:     4,313    -28,746       -981    -48,813    -35,455    -45,481    -65,182:   -19,272        429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       24.0        1.7       67.4       54.0       84.6       79.7:      15.4       20.3
Old  :     100.0:      15.4       24.0        1.7       67.4       54.0       84.6       79.7:      15.4       20.3
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  :       176:        40         34         13         67         73        112        115:
Old  :       176:        40         34         13         67         73        112        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  :                 32.5       23.9       42.2       34.4       31.1       23.0       39.6       32.3
Old  :                 32.5       23.9       42.2       34.4       31.1       23.0       39.6       32.3
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                                 Code-045601
Commitments of Traders - Futures Only, September 27, 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  :   463,968:   134,792     81,724     70,708    207,597    273,987    413,097    426,419:    50,871     37,549
Old  :   463,968:   134,792     81,724     70,708    207,597    273,987    413,097    426,419:    50,871     37,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :   -38,075:   -23,174     -7,269       -594    -11,289    -32,350    -35,057    -40,213:    -3,018      2,138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       17.6       15.2       44.7       59.1       89.0       91.9:      11.0        8.1
Old  :     100.0:      29.1       17.6       15.2       44.7       59.1       89.0       91.9:      11.0        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        38         32         35         58         53        118         98:
Old  :       142:        38         32         35         58         53        118         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       23.9       35.0       41.1       16.3       18.9       23.8       30.4
Old  :                 23.4       23.9       35.0       41.1       16.3       18.9       23.8       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                 Code-045601
Commitments of Traders - Futures Only, September 20, 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  :   502,043:   157,966     88,993     71,302    218,886    306,337    448,154    466,632:    53,889     35,411
Old  :   502,043:   157,966     88,993     71,302    218,886    306,337    448,154    466,632:    53,889     35,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    16,200:   -26,461     15,261      5,499     33,043       -438     12,081     20,322:     4,119     -4,122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       17.7       14.2       43.6       61.0       89.3       92.9:      10.7        7.1
Old  :     100.0:      31.5       17.7       14.2       43.6       61.0       89.3       92.9:      10.7        7.1
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  :       152:        39         36         36         64         51        126        100:
Old  :       152:        39         36         36         64         51        126        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       23.9       36.1       40.4       18.6       21.2       25.9       30.8
Old  :                 25.8       23.9       36.1       40.4       18.6       21.2       25.9       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                             Code-124601
Commitments of Traders - Futures Only, September 27, 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  :    34,568:     4,323      7,029          6     23,338     16,950     27,667     23,985:     6,901     10,583
Old  :    34,568:     4,323      7,029          6     23,338     16,950     27,667     23,985:     6,901     10,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :       952:       533         71          6       -473       -159         66        -82:       886      1,034
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       20.3        0.0       67.5       49.0       80.0       69.4:      20.0       30.6
Old  :     100.0:      12.5       20.3        0.0       67.5       49.0       80.0       69.4:      20.0       30.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         8         13          2         17         10         27         23:
Old  :        47:         8         13          2         17         10         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  :                 48.4       44.5       63.9       54.2       48.4       44.2       63.9       53.9
Old  :                 48.4       44.5       63.9       54.2       48.4       44.2       63.9       53.9
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                             Code-124601
Commitments of Traders - Futures Only, September 20, 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  :    33,616:     3,790      6,958          0     23,811     17,109     27,601     24,067:     6,015      9,549
Old  :    33,616:     3,790      6,958          0     23,811     17,109     27,601     24,067:     6,015      9,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -18,124:    -4,205        782     -2,549     -5,308    -13,628    -12,062    -15,395:    -6,062     -2,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       20.7        0.0       70.8       50.9       82.1       71.6:      17.9       28.4
Old  :     100.0:      11.3       20.7        0.0       70.8       50.9       82.1       71.6:      17.9       28.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         8         13          0         16         10         24         23:
Old  :        46:         8         13          0         16         10         24         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  :                 50.4       46.2       64.9       55.4       50.4       45.9       64.9       55.1
Old  :                 50.4       46.2       64.9       55.4       50.4       45.9       64.9       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                            Code-124603
Commitments of Traders - Futures Only, September 27, 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  :    48,631:    19,695     26,875        357     12,787     11,812     32,839     39,044:    15,792      9,587
Old  :    48,631:    19,695     26,875        357     12,787     11,812     32,839     39,044:    15,792      9,587
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :      -923:       392     -3,519        -48     -3,392      3,621     -3,048         54:     2,125       -977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       55.3        0.7       26.3       24.3       67.5       80.3:      32.5       19.7
Old  :     100.0:      40.5       55.3        0.7       26.3       24.3       67.5       80.3:      32.5       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  :        63:        16         24          3         13         13         31         38:
Old  :        63:        16         24          3         13         13         31         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  :                 37.0       45.0       48.2       55.1       37.0       44.6       48.2       54.8
Old  :                 37.0       45.0       48.2       55.1       37.0       44.6       48.2       54.8
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                            Code-124603
Commitments of Traders - Futures Only, September 20, 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  :    49,554:    19,303     30,394        405     16,179      8,191     35,887     38,990:    13,667     10,564
Old  :    49,554:    19,303     30,394        405     16,179      8,191     35,887     38,990:    13,667     10,564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -32,971:     2,242     -4,783     -3,019    -30,336    -12,698    -31,113    -20,500:    -1,858    -12,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       61.3        0.8       32.6       16.5       72.4       78.7:      27.6       21.3
Old  :     100.0:      39.0       61.3        0.8       32.6       16.5       72.4       78.7:      27.6       21.3
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  :        62:        18         24          2         17          4         37         28:
Old  :        62:        18         24          2         17          4         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  :                 38.3       46.5       48.4       58.6       38.3       46.4       48.4       58.5
Old  :                 38.3       46.5       48.4       58.6       38.3       46.4       48.4       58.5
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                            Code-246602
Commitments of Traders - Futures Only, September 27, 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  :    33,678:     8,544      3,881        172     24,751     28,896     33,467     32,949:       211        729
Old  :    33,678:     8,544      3,881        172     24,751     28,896     33,467     32,949:       211        729
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :      -402:      -336         77          0        -73       -550       -409       -473:         7         71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       11.5        0.5       73.5       85.8       99.4       97.8:       0.6        2.2
Old  :     100.0:      25.4       11.5        0.5       73.5       85.8       99.4       97.8:       0.6        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         7         17          3         16         20         25         38:
Old  :        56:         7         17          3         16         20         25         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  :                 68.0       53.3       83.1       74.8       64.1       48.2       77.7       66.1
Old  :                 68.0       53.3       83.1       74.8       64.1       48.2       77.7       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                            Code-246602
Commitments of Traders - Futures Only, September 20, 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  :    34,080:     8,880      3,804        172     24,824     29,446     33,876     33,422:       204        658
Old  :    34,080:     8,880      3,804        172     24,824     29,446     33,876     33,422:       204        658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    -5,623:     5,958       -122     -6,466     -4,907      1,236     -5,415     -5,352:      -208       -271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       11.2        0.5       72.8       86.4       99.4       98.1:       0.6        1.9
Old  :     100.0:      26.1       11.2        0.5       72.8       86.4       99.4       98.1:       0.6        1.9
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  :        56:         8         16          3         16         20         26         37:
Old  :        56:         8         16          3         16         20         26         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.2       54.0       82.2       76.3       63.3       49.6       76.9       67.8
Old  :                 67.2       54.0       82.2       76.3       63.3       49.6       76.9       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                       Code-052641
Commitments of Traders - Futures Only, September 27, 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  :    20,061:       671      2,119        599     13,042     10,812     14,312     13,530:     5,749      6,531
Old  :    20,061:       671      2,119        599     13,042     10,812     14,312     13,530:     5,749      6,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :       426:      -121        -17        151        350        109        380        243:        46        183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       10.6        3.0       65.0       53.9       71.3       67.4:      28.7       32.6
Old  :     100.0:       3.3       10.6        3.0       65.0       53.9       71.3       67.4:      28.7       32.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         5          7          7         18         16         27         26:
Old  :        35:         5          7          7         18         16         27         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       32.8       60.1       50.0       43.6       30.5       58.8       44.0
Old  :                 43.6       32.8       60.1       50.0       43.6       30.5       58.8       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                       Code-052641
Commitments of Traders - Futures Only, September 20, 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  :    19,635:       792      2,136        448     12,692     10,703     13,932     13,287:     5,703      6,348
Old  :    19,635:       792      2,136        448     12,692     10,703     13,932     13,287:     5,703      6,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :       462:      -380       -196        -41        215        548       -206        311:       668        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       10.9        2.3       64.6       54.5       71.0       67.7:      29.0       32.3
Old  :     100.0:       4.0       10.9        2.3       64.6       54.5       71.0       67.7:      29.0       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  :        36:         6          6          7         19         16         28         26:
Old  :        36:         6          6          7         19         16         28         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       33.6       59.9       50.9       43.1       31.4       58.8       45.1
Old  :                 43.1       33.6       59.9       50.9       43.1       31.4       58.8       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders - Futures Only, September 27, 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  :   111,504:    22,732     22,453     23,106     49,657     32,556     95,495     78,115:    16,009     33,389
Old  :    18,435:     8,660      7,987        100      4,875      3,283     13,635     11,370:     4,800      7,065
Other:    93,069:    18,742     19,136     18,336     44,782     29,273     81,860     66,745:    11,209     26,324
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     3,874:     2,433      1,392        -96      1,713      1,597      4,050      2,893:      -176        981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       20.1       20.7       44.5       29.2       85.6       70.1:      14.4       29.9
Old  :     100.0:      47.0       43.3        0.5       26.4       17.8       74.0       61.7:      26.0       38.3
Other:     100.0:      20.1       20.6       19.7       48.1       31.5       88.0       71.7:      12.0       28.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        51         45         59         26         40        126        111:
Old  :       100:        41         23          3         14         22         57         46:
Other:       158:        46         53         45         22         40        108        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  :                 27.7       15.6       38.8       27.7       27.7       13.1       38.3       22.6
Old  :                 20.2       27.1       36.5       37.8       20.2       26.9       36.5       37.7
Other:                 32.5       16.2       45.8       28.5       32.5       14.4       45.2       23.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders - Futures Only, September 20, 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  :   107,630:    20,299     21,061     23,202     47,944     30,959     91,445     75,222:    16,185     32,408
Old  :    24,840:    13,152     11,159        297      4,999      4,529     18,448     15,985:     6,392      8,855
Other:    82,790:    14,209     16,964     15,843     42,945     26,430     72,997     59,237:     9,793     23,553
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     3,845:       737         99      4,043       -132       -236      4,648      3,906:      -803        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       19.6       21.6       44.5       28.8       85.0       69.9:      15.0       30.1
Old  :     100.0:      52.9       44.9        1.2       20.1       18.2       74.3       64.4:      25.7       35.6
Other:     100.0:      17.2       20.5       19.1       51.9       31.9       88.2       71.6:      11.8       28.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        53         38         56         25         38        121        105:
Old  :       119:        52         24          3         17         26         70         52:
Other:       141:        39         47         42         20         37         94         97:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       15.5       39.3       26.6       28.1       12.8       39.1       22.1
Old  :                 19.9       30.3       33.1       40.1       19.9       30.2       33.1       40.0
Other:                 35.1       16.6       49.4       27.8       35.1       14.4       48.8       23.1
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                Code-056641
Commitments of Traders - Futures Only, September 27, 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  :     1,085:       584        347          7         25         46        616        400:       469        685
Old  :     1,085:       584        347          7         25         46        616        400:       469        685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.8       32.0        0.6        2.3        4.2       56.8       36.9:      43.2       63.1
Old  :     100.0:      53.8       32.0        0.6        2.3        4.2       56.8       36.9:      43.2       63.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        10          8          3          1          2         13         11:
Old  :        20:        10          8          3          1          2         13         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       22.6       49.1       34.2       36.4       22.1       49.1       33.6
Old  :                 36.4       22.6       49.1       34.2       36.4       22.1       49.1       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                   Code-057642
Commitments of Traders - Futures Only, September 27, 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  :   154,724:    43,581     24,243     20,516     71,337     69,455    135,434    114,214:    19,290     40,510
Old  :   154,724:    43,581     24,243     20,516     71,337     69,455    135,434    114,214:    19,290     40,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     6,043:     4,688      2,006        781        169      2,082      5,638      4,869:       405      1,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       15.7       13.3       46.1       44.9       87.5       73.8:      12.5       26.2
Old  :     100.0:      28.2       15.7       13.3       46.1       44.9       87.5       73.8:      12.5       26.2
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  :       242:        64         46         56         62        105        159        189:
Old  :       242:        64         46         56         62        105        159        189:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       12.2       38.4       20.3       24.3       11.8       36.4       19.4
Old  :                 24.3       12.2       38.4       20.3       24.3       11.8       36.4       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                   Code-057642
Commitments of Traders - Futures Only, September 20, 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  :   148,681:    38,893     22,237     19,735     71,168     67,373    129,796    109,345:    18,885     39,336
Old  :   148,681:    38,893     22,237     19,735     71,168     67,373    129,796    109,345:    18,885     39,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     6,316:     2,441     -1,253      1,536      2,295      5,097      6,272      5,380:        44        936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       15.0       13.3       47.9       45.3       87.3       73.5:      12.7       26.5
Old  :     100.0:      26.2       15.0       13.3       47.9       45.3       87.3       73.5:      12.7       26.5
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  :       232:        57         49         58         57         99        152        184:
Old  :       232:        57         49         58         57         99        152        184:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       13.1       39.2       21.5       24.7       12.5       37.3       20.4
Old  :                 24.7       13.1       39.2       21.5       24.7       12.5       37.3       20.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                               Code-058643
Commitments of Traders - Futures Only, September 27, 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  :     3,808:     1,243      1,048        132        658        885      2,033      2,065:     1,775      1,743
Old  :     3,808:     1,243      1,048        132        658        885      2,033      2,065:     1,775      1,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :        -1:        13       -469         50         15        340         78        -79:       -79         78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       27.5        3.5       17.3       23.2       53.4       54.2:      46.6       45.8
Old  :     100.0:      32.6       27.5        3.5       17.3       23.2       53.4       54.2:      46.6       45.8
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  :        50:        13         15          7         12         15         31         32:
Old  :        50:        13         15          7         12         15         31         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  :                 28.2       24.6       38.1       32.7       28.2       24.1       38.1       32.1
Old  :                 28.2       24.6       38.1       32.7       28.2       24.1       38.1       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                               Code-058643
Commitments of Traders - Futures Only, September 20, 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  :     3,809:     1,230      1,517         82        643        545      1,955      2,144:     1,854      1,665
Old  :     3,809:     1,230      1,517         82        643        545      1,955      2,144:     1,854      1,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :       -73:       -96       -124         31         27         89        -38         -4:       -35        -69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       39.8        2.2       16.9       14.3       51.3       56.3:      48.7       43.7
Old  :     100.0:      32.3       39.8        2.2       16.9       14.3       51.3       56.3:      48.7       43.7
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  :        42:        13         12          4         12         11         27         26:
Old  :        42:        13         12          4         12         11         27         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       33.6       38.5       41.1       27.6       33.6       38.5       41.0
Old  :                 27.6       33.6       38.5       41.1       27.6       33.6       38.5       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                  Code-061641
Commitments of Traders - Futures Only, September 27, 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  :    30,350:    12,217      2,985      4,677      7,896      9,814     24,790     17,476:     5,560     12,874
Old  :    30,350:    12,217      2,985      4,677      7,896      9,814     24,790     17,476:     5,560     12,874
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     1,287:        36         40        147        592        996        775      1,183:       512        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3        9.8       15.4       26.0       32.3       81.7       57.6:      18.3       42.4
Old  :     100.0:      40.3        9.8       15.4       26.0       32.3       81.7       57.6:      18.3       42.4
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  :       148:        45         23         26         39         48        104         85:
Old  :       148:        45         23         26         39         48        104         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       23.4       24.5       28.2       13.3       17.5       22.0       21.2
Old  :                 14.0       23.4       24.5       28.2       13.3       17.5       22.0       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                  Code-061641
Commitments of Traders - Futures Only, September 20, 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  :    29,063:    12,181      2,945      4,530      7,304      8,818     24,015     16,293:     5,048     12,770
Old  :    29,063:    12,181      2,945      4,530      7,304      8,818     24,015     16,293:     5,048     12,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :       944:    -1,125       -549        769        764        598        408        818:       536        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9       10.1       15.6       25.1       30.3       82.6       56.1:      17.4       43.9
Old  :     100.0:      41.9       10.1       15.6       25.1       30.3       82.6       56.1:      17.4       43.9
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  :       136:        45         26         24         34         42         99         75:
Old  :       136:        45         26         24         34         42         99         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       23.7       25.6       28.7       14.2       18.2       23.3       22.0
Old  :                 14.6       23.7       25.6       28.7       14.2       18.2       23.3       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                 Code-090741
Commitments of Traders - Futures Only, September 27, 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  :   110,057:    50,520      7,424        689     24,420     85,327     75,629     93,440:    34,428     16,617
Old  :   110,057:    50,520      7,424        689     24,420     85,327     75,629     93,440:    34,428     16,617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :   -38,114:     4,984    -11,609     -2,042    -38,389    -18,895    -35,447    -32,546:    -2,667     -5,568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.9        6.7        0.6       22.2       77.5       68.7       84.9:      31.3       15.1
Old  :     100.0:      45.9        6.7        0.6       22.2       77.5       68.7       84.9:      31.3       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        28         15          6         18         25         49         43:
Old  :        81:        28         15          6         18         25         49         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       35.6       40.2       56.8       26.9       35.3       40.2       56.5
Old  :                 26.9       35.6       40.2       56.8       26.9       35.3       40.2       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                 Code-090741
Commitments of Traders - Futures Only, September 20, 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  :   148,171:    45,536     19,033      2,731     62,809    104,222    111,076    125,986:    37,095     22,185
Old  :   148,171:    45,536     19,033      2,731     62,809    104,222    111,076    125,986:    37,095     22,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     6,952:      -421      2,668      1,082      3,140     -1,401      3,801      2,349:     3,151      4,603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       12.8        1.8       42.4       70.3       75.0       85.0:      25.0       15.0
Old  :     100.0:      30.7       12.8        1.8       42.4       70.3       75.0       85.0:      25.0       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        27         18          7         28         30         58         52:
Old  :        86:        27         18          7         28         30         58         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       28.4       38.9       47.1       18.2       23.4       27.3       37.1
Old  :                 22.9       28.4       38.9       47.1       18.2       23.4       27.3       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                   Code-092741
Commitments of Traders - Futures Only, September 27, 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  :    76,757:     6,138     49,869          0     64,282      6,296     70,420     56,165:     6,337     20,592
Old  :    76,757:     6,138     49,869          0     64,282      6,296     70,420     56,165:     6,337     20,592
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :    19,559:     3,650     16,471          0     18,692       -432     22,342     16,039:    -2,783      3,520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       65.0        0.0       83.7        8.2       91.7       73.2:       8.3       26.8
Old  :     100.0:       8.0       65.0        0.0       83.7        8.2       91.7       73.2:       8.3       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  :        49:         4         26          0         16          6         20         32:
Old  :        49:         4         26          0         16          6         20         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  :                 56.3       37.4       74.1       48.9       54.3       37.4       71.4       48.5
Old  :                 56.3       37.4       74.1       48.9       54.3       37.4       71.4       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                   Code-092741
Commitments of Traders - Futures Only, September 20, 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  :    57,198:     2,488     33,398          0     45,590      6,728     48,078     40,126:     9,120     17,072
Old  :    57,198:     2,488     33,398          0     45,590      6,728     48,078     40,126:     9,120     17,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    -3,647:    -1,687     14,257       -147      2,220    -22,808        386     -8,698:    -4,033      5,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       58.4        0.0       79.7       11.8       84.1       70.2:      15.9       29.8
Old  :     100.0:       4.3       58.4        0.0       79.7       11.8       84.1       70.2:      15.9       29.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         2         17          0         14          6         16         23:
Old  :        36:         2         17          0         14          6         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  :                 58.2       36.7       72.9       51.3       54.1       36.7       68.8       50.2
Old  :                 58.2       36.7       72.9       51.3       54.1       36.7       68.8       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                   Code-095741
Commitments of Traders - Futures Only, September 27, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    79,975:    40,077      7,415         53     34,851     66,808     74,981     74,276:     4,994      5,699
Old  :    79,975:    40,077      7,415         53     34,851     66,808     74,981     74,276:     4,994      5,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     5,366:       257      2,898        -74      5,870      3,098      6,053      5,922:      -687       -556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1        9.3        0.1       43.6       83.5       93.8       92.9:       6.2        7.1
Old  :     100.0:      50.1        9.3        0.1       43.6       83.5       93.8       92.9:       6.2        7.1
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  :        78:        40          9          1         14         18         55         27:
Old  :        78:        40          9          1         14         18         55         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  :                 37.6       75.5       53.7       85.4       37.3       75.5       53.4       85.4
Old  :                 37.6       75.5       53.7       85.4       37.3       75.5       53.4       85.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                   Code-095741
Commitments of Traders - Futures Only, September 20, 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  :    74,609:    39,820      4,517        127     28,981     63,710     68,928     68,354:     5,681      6,255
Old  :    74,609:    39,820      4,517        127     28,981     63,710     68,928     68,354:     5,681      6,255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -13,734:    -5,190       -887     -1,386     -5,199     -9,847    -11,775    -12,120:    -1,959     -1,614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.4        6.1        0.2       38.8       85.4       92.4       91.6:       7.6        8.4
Old  :     100.0:      53.4        6.1        0.2       38.8       85.4       92.4       91.6:       7.6        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        40          7          1         14         17         55         24:
Old  :        75:        40          7          1         14         17         55         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  :                 34.4       76.8       53.6       85.3       34.1       76.8       53.3       85.3
Old  :                 34.4       76.8       53.6       85.3       34.1       76.8       53.3       85.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                              Code-096742
Commitments of Traders - Futures Only, September 27, 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  :    77,440:    27,581     25,018         63     30,404     35,853     58,048     60,934:    19,392     16,506
Old  :    77,440:    27,581     25,018         63     30,404     35,853     58,048     60,934:    19,392     16,506
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     9,655:     3,009     11,024         59      7,916     -5,315     10,984      5,768:    -1,329      3,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       32.3        0.1       39.3       46.3       75.0       78.7:      25.0       21.3
Old  :     100.0:      35.6       32.3        0.1       39.3       46.3       75.0       78.7:      25.0       21.3
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  :        54:        17         12          2         16         16         35         28:
Old  :        54:        17         12          2         16         16         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  :                 33.9       34.3       50.0       54.8       31.0       34.1       44.8       50.2
Old  :                 33.9       34.3       50.0       54.8       31.0       34.1       44.8       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                              Code-096742
Commitments of Traders - Futures Only, September 20, 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  :    67,785:    24,572     13,994          4     22,488     41,168     47,064     55,166:    20,721     12,619
Old  :    67,785:    24,572     13,994          4     22,488     41,168     47,064     55,166:    20,721     12,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -23,916:    -2,838      5,059       -764    -18,370    -25,986    -21,972    -21,691:    -1,944     -2,225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2       20.6        0.0       33.2       60.7       69.4       81.4:      30.6       18.6
Old  :     100.0:      36.2       20.6        0.0       33.2       60.7       69.4       81.4:      30.6       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        17         10          1         12         18         30         28:
Old  :        51:        17         10          1         12         18         30         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  :                 34.6       36.6       50.0       56.1       29.4       35.2       44.1       51.8
Old  :                 34.6       36.6       50.0       56.1       29.4       35.2       44.1       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                   Code-097741
Commitments of Traders - Futures Only, September 27, 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  :   138,571:    13,469     72,535         43    101,617     33,591    115,129    106,169:    23,442     32,402
Old  :   138,571:    13,469     72,535         43    101,617     33,591    115,129    106,169:    23,442     32,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :    10,721:     1,515     12,952          0      8,066     -5,868      9,581      7,084:     1,140      3,637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       52.3        0.0       73.3       24.2       83.1       76.6:      16.9       23.4
Old  :     100.0:       9.7       52.3        0.0       73.3       24.2       83.1       76.6:      16.9       23.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        19         40          2         25         16         45         57:
Old  :        94:        19         40          2         25         16         45         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       25.1       57.2       39.5       40.0       22.7       56.4       35.5
Old  :                 40.0       25.1       57.2       39.5       40.0       22.7       56.4       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                   Code-097741
Commitments of Traders - Futures Only, September 20, 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  :   127,850:    11,954     59,583         43     93,551     39,459    105,548     99,085:    22,302     28,765
Old  :   127,850:    11,954     59,583         43     93,551     39,459    105,548     99,085:    22,302     28,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -61,397:     1,674     14,369     -2,442    -55,626    -74,546    -56,394    -62,619:    -5,003      1,222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       46.6        0.0       73.2       30.9       82.6       77.5:      17.4       22.5
Old  :     100.0:       9.4       46.6        0.0       73.2       30.9       82.6       77.5:      17.4       22.5
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  :        80:        15         29          2         26         17         42         47:
Old  :        80:        15         29          2         26         17         42         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  :                 43.6       29.5       58.4       44.9       43.6       28.4       58.4       43.0
Old  :                 43.6       29.5       58.4       44.9       43.6       28.4       58.4       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                     Code-099741
Commitments of Traders - Futures Only, September 27, 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  :   135,698:    32,927     34,530      1,192     64,263     56,575     98,382     92,297:    37,316     43,401
Old  :   135,698:    32,927     34,530      1,192     64,263     56,575     98,382     92,297:    37,316     43,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :    17,032:     3,875      4,050        360     11,322      9,119     15,557     13,529:     1,475      3,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       25.4        0.9       47.4       41.7       72.5       68.0:      27.5       32.0
Old  :     100.0:      24.3       25.4        0.9       47.4       41.7       72.5       68.0:      27.5       32.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        33         30         10         28         21         66         56:
Old  :       101:        33         30         10         28         21         66         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       34.5       34.4       45.9       19.1       33.2       34.2       44.5
Old  :                 19.2       34.5       34.4       45.9       19.1       33.2       34.2       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                     Code-099741
Commitments of Traders - Futures Only, September 20, 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  :   118,666:    29,052     30,480        832     52,941     47,456     82,825     78,768:    35,841     39,898
Old  :   118,666:    29,052     30,480        832     52,941     47,456     82,825     78,768:    35,841     39,898
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -44,077:      -269      8,744       -762    -35,756    -54,177    -36,787    -46,195:    -7,290      2,118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       25.7        0.7       44.6       40.0       69.8       66.4:      30.2       33.6
Old  :     100.0:      24.5       25.7        0.7       44.6       40.0       69.8       66.4:      30.2       33.6
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  :        95:        32         29         11         25         20         62         55:
Old  :        95:        32         29         11         25         20         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  :                 21.5       33.3       35.9       45.3       21.5       32.0       35.8       43.2
Old  :                 21.5       33.3       35.9       45.3       21.5       32.0       35.8       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                Code-032741
Commitments of Traders - Futures Only, September 27, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    36,616:     9,330      2,528          6     19,676     25,688     29,012     28,222:     7,604      8,394
Old  :    36,616:     9,330      2,528          6     19,676     25,688     29,012     28,222:     7,604      8,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     5,964:     1,366       -954       -279      3,564      4,706      4,651      3,473:     1,313      2,491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        6.9        0.0       53.7       70.2       79.2       77.1:      20.8       22.9
Old  :     100.0:      25.5        6.9        0.0       53.7       70.2       79.2       77.1:      20.8       22.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          1          1          9         13         12         14:
Old  :        20:         2          1          1          9         13         12         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  :                 54.4       51.2       74.2       70.8       53.9       51.1       73.0       70.7
Old  :                 54.4       51.2       74.2       70.8       53.9       51.1       73.0       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                Code-032741
Commitments of Traders - Futures Only, September 20, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    30,652:     7,964      3,482        285     16,112     20,982     24,361     24,749:     6,291      5,903
Old  :    30,652:     7,964      3,482        285     16,112     20,982     24,361     24,749:     6,291      5,903
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -12,867:     6,754        678       -895    -19,994    -14,487    -14,135    -14,704:     1,268      1,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       11.4        0.9       52.6       68.5       79.5       80.7:      20.5       19.3
Old  :     100.0:      26.0       11.4        0.9       52.6       68.5       79.5       80.7:      20.5       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          2          2         10         12         13         15:
Old  :        21:         2          2          2         10         12         13         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  :                 55.3       43.5       72.5       64.6       53.9       43.4       70.1       63.1
Old  :                 55.3       43.5       72.5       64.6       53.9       43.4       70.1       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                               Code-132741
Commitments of Traders - Futures Only, September 27, 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  : 7,857,468:   859,436    790,429    960,281  5,179,455  4,678,397  6,999,172  6,429,107:   858,296  1,428,361
Old  : 7,857,468:   859,436    790,429    960,281  5,179,455  4,678,397  6,999,172  6,429,107:   858,296  1,428,361
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :   396,559:    -6,081     77,646    105,528    243,680    137,005    343,127    320,179:    53,432     76,380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       10.1       12.2       65.9       59.5       89.1       81.8:      10.9       18.2
Old  :     100.0:      10.9       10.1       12.2       65.9       59.5       89.1       81.8:      10.9       18.2
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  :       263:        44         66         90        115        144        211        256:
Old  :       263:        44         66         90        115        144        211        256:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       14.7       50.8       23.2       32.5       10.6       43.3       17.0
Old  :                 33.3       14.7       50.8       23.2       32.5       10.6       43.3       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                               Code-132741
Commitments of Traders - Futures Only, September 20, 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  : 7,460,909:   865,517    712,783    854,753  4,935,775  4,541,392  6,656,045  6,108,928:   804,864  1,351,981
Old  : 7,460,909:   865,517    712,783    854,753  4,935,775  4,541,392  6,656,045  6,108,928:   804,864  1,351,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :  -805,864:  -352,139    -88,559   -100,438   -271,188   -504,589   -723,765   -693,586:   -82,099   -112,278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        9.6       11.5       66.2       60.9       89.2       81.9:      10.8       18.1
Old  :     100.0:      11.6        9.6       11.5       66.2       60.9       89.2       81.9:      10.8       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  :       257:        45         61         81        121        143        210        244:
Old  :       257:        45         61         81        121        143        210        244:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       14.4       50.3       23.9       33.8       11.5       43.5       18.6
Old  :                 34.6       14.4       50.3       23.9       33.8       11.5       43.5       18.6
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                               Code-138741
Commitments of Traders - Futures Only, September 27, 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  :   635,113:    49,354     60,436      2,145    451,003    470,522    502,502    533,103:   132,611    102,010
Old  :   635,113:    49,354     60,436      2,145    451,003    470,522    502,502    533,103:   132,611    102,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     3,497:     3,901      3,926       -572    -10,300      5,533     -6,971      8,887:    10,468     -5,390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        9.5        0.3       71.0       74.1       79.1       83.9:      20.9       16.1
Old  :     100.0:       7.8        9.5        0.3       71.0       74.1       79.1       83.9:      20.9       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  :       184:        32         35         16         79         63        120        105:
Old  :       184:        32         35         16         79         63        120        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       29.7       31.4       43.4       21.8       29.7       31.4       43.4
Old  :                 21.8       29.7       31.4       43.4       21.8       29.7       31.4       43.4
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                               Code-138741
Commitments of Traders - Futures Only, September 20, 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  :   631,616:    45,453     56,510      2,717    461,303    464,989    509,473    524,216:   122,143    107,400
Old  :   631,616:    45,453     56,510      2,717    461,303    464,989    509,473    524,216:   122,143    107,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :  -111,806:    -1,481     -6,135    -12,420    -60,662    -74,647    -74,563    -93,202:   -37,243    -18,604
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        8.9        0.4       73.0       73.6       80.7       83.0:      19.3       17.0
Old  :     100.0:       7.2        8.9        0.4       73.0       73.6       80.7       83.0:      19.3       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  :       181:        29         33         16         81         62        120        101:
Old  :       181:        29         33         16         81         62        120        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       30.3       31.8       44.3       21.9       30.3       31.7       44.3
Old  :                 22.0       30.3       31.8       44.3       21.9       30.3       31.7       44.3
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                            Code-13874A
Commitments of Traders - Futures Only, September 27, 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  :   948,507:   180,570    236,800     10,447    492,962    599,141    683,979    846,388:   264,528    102,119
Old  :   948,507:   180,570    236,800     10,447    492,962    599,141    683,979    846,388:   264,528    102,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :    46,028:    27,619    -22,500    -12,089     44,795     48,691     60,325     14,102:   -14,297     31,926
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       25.0        1.1       52.0       63.2       72.1       89.2:      27.9       10.8
Old  :     100.0:      19.0       25.0        1.1       52.0       63.2       72.1       89.2:      27.9       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  :       180:        36         57         13         60         51        106        111:
Old  :       180:        36         57         13         60         51        106        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  :                 20.5       29.4       32.9       44.8       20.4       27.4       30.9       39.9
Old  :                 20.5       29.4       32.9       44.8       20.4       27.4       30.9       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-13874A
Commitments of Traders - Futures Only, September 20, 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  :   902,479:   152,951    259,300     22,536    448,167    550,450    623,654    832,286:   278,825     70,193
Old  :   902,479:   152,951    259,300     22,536    448,167    550,450    623,654    832,286:   278,825     70,193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :  -525,836:   -61,311   -129,740    -40,737   -403,191   -273,120   -505,239   -443,597:   -20,597    -82,239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       28.7        2.5       49.7       61.0       69.1       92.2:      30.9        7.8
Old  :     100.0:      16.9       28.7        2.5       49.7       61.0       69.1       92.2:      30.9        7.8
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  :       177:        33         61         12         55         51         96        116:
Old  :       177:        33         61         12         55         51         96        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  :                 20.5       29.1       31.8       43.9       20.5       28.0       29.4       40.5
Old  :                 20.5       29.1       31.8       43.9       20.5       28.0       29.4       40.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-338741
Commitments of Traders - Futures Only, September 27, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    12,621:     1,786        427          0      6,992     11,469      8,778     11,896:     3,843        725
Old  :    12,621:     1,786        427          0      6,992     11,469      8,778     11,896:     3,843        725
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :       120:       235          0          0        436        341        671        341:      -551       -221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        3.4        0.0       55.4       90.9       69.6       94.3:      30.4        5.7
Old  :     100.0:      14.2        3.4        0.0       55.4       90.9       69.6       94.3:      30.4        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         4          1          0         20         16         24         17:
Old  :        37:         4          1          0         20         16         24         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  :                 25.5       50.1       40.6       69.2       25.5       49.4       40.6       68.0
Old  :                 25.5       50.1       40.6       69.2       25.5       49.4       40.6       68.0
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                            Code-338741
Commitments of Traders - Futures Only, September 20, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    12,501:     1,551        427          0      6,556     11,128      8,107     11,555:     4,394        946
Old  :    12,501:     1,551        427          0      6,556     11,128      8,107     11,555:     4,394        946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    -7,813:       400          0       -505     -6,652     -4,666     -6,757     -5,171:    -1,056     -2,642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        3.4        0.0       52.4       89.0       64.9       92.4:      35.1        7.6
Old  :     100.0:      12.4        3.4        0.0       52.4       89.0       64.9       92.4:      35.1        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  :        34:         3          1          0         18         15         21         16:
Old  :        34:         3          1          0         18         15         21         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       48.3       41.5       67.6       26.6       47.6       41.5       66.3
Old  :                 26.6       48.3       41.5       67.6       26.6       47.6       41.5       66.3
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                            Code-33874A
Commitments of Traders - Futures Only, September 27, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    30,029:     6,197      5,108         68     19,947     20,245     26,212     25,421:     3,817      4,608
Old  :    30,029:     6,197      5,108         68     19,947     20,245     26,212     25,421:     3,817      4,608
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     2,974:       169      1,079         68      2,422      2,378      2,659      3,525:       315       -551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       17.0        0.2       66.4       67.4       87.3       84.7:      12.7       15.3
Old  :     100.0:      20.6       17.0        0.2       66.4       67.4       87.3       84.7:      12.7       15.3
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  :        39:         4          7          1         18         18         22         26:
Old  :        39:         4          7          1         18         18         22         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       43.1       72.4       57.9       52.1       41.4       68.9       55.8
Old  :                 55.3       43.1       72.4       57.9       52.1       41.4       68.9       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-33874A
Commitments of Traders - Futures Only, September 20, 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  :    27,055:     6,028      4,029          0     17,525     17,867     23,553     21,896:     3,502      5,159
Old  :    27,055:     6,028      4,029          0     17,525     17,867     23,553     21,896:     3,502      5,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -21,799:    -1,677      1,261     -3,059     -7,337    -18,676    -12,073    -20,474:    -9,726     -1,325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       14.9        0.0       64.8       66.0       87.1       80.9:      12.9       19.1
Old  :     100.0:      22.3       14.9        0.0       64.8       66.0       87.1       80.9:      12.9       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          5          0         18         16         22         21:
Old  :        36:         4          5          0         18         16         22         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8       44.7       71.5       60.9       56.8       44.3       71.2       57.5
Old  :                 56.8       44.7       71.5       60.9       56.8       44.3       71.2       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders - Futures Only, September 27, 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  :    56,422:     5,518     12,776        243     29,878     34,721     35,639     47,740:    20,783      8,682
Old  :    56,422:     5,518     12,776        243     29,878     34,721     35,639     47,740:    20,783      8,682
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     4,694:      -302        986        243       -736      1,822       -795      3,051:     5,489      1,643
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       22.6        0.4       53.0       61.5       63.2       84.6:      36.8       15.4
Old  :     100.0:       9.8       22.6        0.4       53.0       61.5       63.2       84.6:      36.8       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        10         19          1         31         23         42         42:
Old  :        76:        10         19          1         31         23         42         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  :                 25.9       28.2       34.6       45.0       24.6       24.5       32.8       40.4
Old  :                 25.9       28.2       34.6       45.0       24.6       24.5       32.8       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders - Futures Only, September 20, 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  :    51,728:     5,820     11,790          0     30,614     32,899     36,434     44,689:    15,294      7,039
Old  :    51,728:     5,820     11,790          0     30,614     32,899     36,434     44,689:    15,294      7,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -25,032:    -1,364     -5,791     -1,131    -19,585    -14,101    -22,080    -21,023:    -2,952     -4,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       22.8        0.0       59.2       63.6       70.4       86.4:      29.6       13.6
Old  :     100.0:      11.3       22.8        0.0       59.2       63.6       70.4       86.4:      29.6       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        10         18          0         34         24         44         42:
Old  :        78:        10         18          0         34         24         44         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  :                 29.9       33.4       39.9       48.7       28.5       28.7       37.6       43.8
Old  :                 29.9       33.4       39.9       48.7       28.5       28.7       37.6       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-209742
Commitments of Traders - Futures Only, September 27, 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  :   265,593:    88,509     85,325      2,832    160,231    103,627    251,572    191,784:    14,021     73,809
Old  :   265,593:    88,509     85,325      2,832    160,231    103,627    251,572    191,784:    14,021     73,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :    34,871:   -12,081     13,409        321     47,777     -5,020     36,017      8,710:    -1,146     26,161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       32.1        1.1       60.3       39.0       94.7       72.2:       5.3       27.8
Old  :     100.0:      33.3       32.1        1.1       60.3       39.0       94.7       72.2:       5.3       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  :       168:        47         58          8         43         31         95         92:
Old  :       168:        47         58          8         43         31         95         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  :                 39.0       20.1       54.2       31.9       33.4       16.2       48.6       25.9
Old  :                 39.0       20.1       54.2       31.9       33.4       16.2       48.6       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-209742
Commitments of Traders - Futures Only, September 20, 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  :   230,722:   100,590     71,916      2,511    112,454    108,647    215,555    183,074:    15,167     47,648
Old  :   230,722:   100,590     71,916      2,511    112,454    108,647    215,555    183,074:    15,167     47,648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :  -163,413:   -24,593    -10,153     -9,532   -118,577   -129,595   -152,702   -149,280:   -10,711    -14,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6       31.2        1.1       48.7       47.1       93.4       79.3:       6.6       20.7
Old  :     100.0:      43.6       31.2        1.1       48.7       47.1       93.4       79.3:       6.6       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        47         61         11         34         32         90         95:
Old  :       166:        47         61         11         34         32         90         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       23.3       46.0       34.5       30.6       17.0       44.2       26.1
Old  :                 30.7       23.3       46.0       34.5       30.6       17.0       44.2       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-232741
Commitments of Traders - Futures Only, September 27, 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  :    63,181:    23,527        582          0     16,703     54,112     40,230     54,694:    22,951      8,487
Old  :    63,181:    23,527        582          0     16,703     54,112     40,230     54,694:    22,951      8,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :   -15,451:   -12,674        582          0        343    -18,499    -12,331    -17,917:    -3,120      2,466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        0.9        0.0       26.4       85.6       63.7       86.6:      36.3       13.4
Old  :     100.0:      37.2        0.9        0.0       26.4       85.6       63.7       86.6:      36.3       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        16          1          0          9         14         25         15:
Old  :        36:        16          1          0          9         14         25         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       51.6       50.0       77.7       41.2       51.5       49.5       76.5
Old  :                 41.2       51.6       50.0       77.7       41.2       51.5       49.5       76.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-232741
Commitments of Traders - Futures Only, September 20, 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  :    78,632:    36,201          0          0     16,360     72,611     52,561     72,611:    26,071      6,021
Old  :    78,632:    36,201          0          0     16,360     72,611     52,561     72,611:    26,071      6,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -17,735:       -84     -3,043     -1,395    -15,910    -10,201    -17,389    -14,639:      -346     -3,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0        0.0        0.0       20.8       92.3       66.8       92.3:      33.2        7.7
Old  :     100.0:      46.0        0.0        0.0       20.8       92.3       66.8       92.3:      33.2        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  :        40:        18          0          0          9         17         27         17:
Old  :        40:        18          0          0          9         17         27         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  :                 40.1       51.1       51.2       76.1       40.1       51.1       51.2       76.0
Old  :                 40.1       51.1       51.2       76.1       40.1       51.1       51.2       76.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                          Code-239741
Commitments of Traders - Futures Only, September 27, 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  :    31,597:       672      5,889          0     26,164     21,198     26,836     27,087:     4,761      4,510
Old  :    31,597:       672      5,889          0     26,164     21,198     26,836     27,087:     4,761      4,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :       421:      -506        212          0        425        345        -81        557:       502       -136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       18.6        0.0       82.8       67.1       84.9       85.7:      15.1       14.3
Old  :     100.0:       2.1       18.6        0.0       82.8       67.1       84.9       85.7:      15.1       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         1         14          0         30         28         31         42:
Old  :        62:         1         14          0         30         28         31         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       30.6       63.3       46.1       54.1       28.7       63.3       44.2
Old  :                 54.1       30.6       63.3       46.1       54.1       28.7       63.3       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                          Code-239741
Commitments of Traders - Futures Only, September 20, 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  :    31,176:     1,178      5,677          0     25,739     20,853     26,917     26,530:     4,259      4,646
Old  :    31,176:     1,178      5,677          0     25,739     20,853     26,917     26,530:     4,259      4,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -15,302:       393       -489       -896    -13,561    -11,462    -14,064    -12,847:    -1,238     -2,455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       18.2        0.0       82.6       66.9       86.3       85.1:      13.7       14.9
Old  :     100.0:       3.8       18.2        0.0       82.6       66.9       86.3       85.1:      13.7       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         3         13          0         30         27         33         40:
Old  :        62:         3         13          0         30         27         33         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  :                 52.0       31.9       62.0       47.6       52.0       30.0       61.9       45.6
Old  :                 52.0       31.9       62.0       47.6       52.0       30.0       61.9       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-239742
Commitments of Traders - Futures Only, September 27, 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  :   220,599:    13,753     49,126        349    199,484    157,945    213,586    207,420:     7,013     13,179
Old  :   220,599:    13,753     49,126        349    199,484    157,945    213,586    207,420:     7,013     13,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     7,038:    -2,827     -1,287        141     10,159      6,125      7,473      4,979:      -435      2,059
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       22.3        0.2       90.4       71.6       96.8       94.0:       3.2        6.0
Old  :     100.0:       6.2       22.3        0.2       90.4       71.6       96.8       94.0:       3.2        6.0
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  :       119:        19         37          2         34         48         54         86:
Old  :       119:        19         37          2         34         48         54         86:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       40.6       74.1       56.2       58.7       39.4       67.9       50.5
Old  :                 60.9       40.6       74.1       56.2       58.7       39.4       67.9       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-239742
Commitments of Traders - Futures Only, September 20, 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  :   213,561:    16,580     50,413        208    189,325    151,820    206,113    202,441:     7,448     11,120
Old  :   213,561:    16,580     50,413        208    189,325    151,820    206,113    202,441:     7,448     11,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -74,842:    -4,491      1,493     -5,195    -45,960    -61,939    -55,646    -65,641:   -19,196     -9,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       23.6        0.1       88.7       71.1       96.5       94.8:       3.5        5.2
Old  :     100.0:       7.8       23.6        0.1       88.7       71.1       96.5       94.8:       3.5        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  :       121:        20         41          3         34         46         56         88:
Old  :       121:        20         41          3         34         46         56         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  :                 58.0       42.4       72.2       58.5       55.2       40.7       65.8       52.7
Old  :                 58.0       42.4       72.2       58.5       55.2       40.7       65.8       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                               Code-240741
Commitments of Traders - Futures Only, September 27, 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  :    52,548:    20,244     19,355        249     20,250     26,965     40,743     46,569:    11,805      5,979
Old  :    52,548:    20,244     19,355        249     20,250     26,965     40,743     46,569:    11,805      5,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     5,388:     1,488        742        142      2,196      2,816      3,826      3,700:     1,562      1,688
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5       36.8        0.5       38.5       51.3       77.5       88.6:      22.5       11.4
Old  :     100.0:      38.5       36.8        0.5       38.5       51.3       77.5       88.6:      22.5       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  :        86:        31         19          2         21         18         52         39:
Old  :        86:        31         19          2         21         18         52         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  :                 22.7       46.0       38.2       57.2       21.4       46.0       35.8       57.2
Old  :                 22.7       46.0       38.2       57.2       21.4       46.0       35.8       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                               Code-240741
Commitments of Traders - Futures Only, September 20, 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  :    47,160:    18,756     18,613        107     18,054     24,149     36,917     42,869:    10,243      4,291
Old  :    47,160:    18,756     18,613        107     18,054     24,149     36,917     42,869:    10,243      4,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     3,667:     1,658      2,606          0      3,083      1,985      4,741      4,591:    -1,074       -924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       39.5        0.2       38.3       51.2       78.3       90.9:      21.7        9.1
Old  :     100.0:      39.8       39.5        0.2       38.3       51.2       78.3       90.9:      21.7        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        29         16          1         23         17         52         34:
Old  :        82:        29         16          1         23         17         52         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  :                 21.4       49.0       35.3       61.0       20.8       49.0       34.2       61.0
Old  :                 21.4       49.0       35.3       61.0       20.8       49.0       34.2       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                          Code-240743
Commitments of Traders - Futures Only, September 27, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :    33,706:    11,050      1,873        321     19,362      2,038     30,733      4,232:     2,973     29,474
Old  :    33,706:    11,050      1,873        321     19,362      2,038     30,733      4,232:     2,973     29,474
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :      -583:    -1,415        340         85      2,401        548      1,071        973:    -1,654     -1,556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8        5.6        1.0       57.4        6.0       91.2       12.6:       8.8       87.4
Old  :     100.0:      32.8        5.6        1.0       57.4        6.0       91.2       12.6:       8.8       87.4
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:        12          3          1          9          3         21          7:
Old  :        26:        12          3          1          9          3         21          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.0        9.5       75.1       12.6       59.6        7.1       71.6        8.1
Old  :                 63.0        9.5       75.1       12.6       59.6        7.1       71.6        8.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                          Code-240743
Commitments of Traders - Futures Only, September 20, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :    34,289:    12,465      1,533        236     16,961      1,490     29,662      3,259:     4,627     31,030
Old  :    34,289:    12,465      1,533        236     16,961      1,490     29,662      3,259:     4,627     31,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     5,706:       488       -409         -2      3,749        151      4,235       -260:     1,471      5,966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4        4.5        0.7       49.5        4.3       86.5        9.5:      13.5       90.5
Old  :     100.0:      36.4        4.5        0.7       49.5        4.3       86.5        9.5:      13.5       90.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        12          2          1          7          4         19          7:
Old  :        24:        12          2          1          7          4         19          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.3        7.1       73.4        9.5       60.6        7.1       72.6        8.1
Old  :                 61.3        7.1       73.4        9.5       60.6        7.1       72.6        8.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                               Code-597741
Commitments of Traders - Futures Only, September 27, 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  :    38,119:     2,284      2,696          0     16,105     30,712     18,389     33,408:    19,730      4,711
Old  :    38,119:     2,284      2,696          0     16,105     30,712     18,389     33,408:    19,730      4,711
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :    -1,276:      -525          0          0        638       -381        113       -381:    -1,389       -895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        7.1        0.0       42.2       80.6       48.2       87.6:      51.8       12.4
Old  :     100.0:       6.0        7.1        0.0       42.2       80.6       48.2       87.6:      51.8       12.4
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  :        41:         4          9          0         16         23         20         32:
Old  :        41:         4          9          0         16         23         20         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  :                 25.7       39.4       37.0       64.6       13.2       35.4       18.6       48.9
Old  :                 25.7       39.4       37.0       64.6       13.2       35.4       18.6       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                               Code-597741
Commitments of Traders - Futures Only, September 20, 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  :    39,395:     2,809      2,696          0     15,467     31,093     18,276     33,789:    21,119      5,606
Old  :    39,395:     2,809      2,696          0     15,467     31,093     18,276     33,789:    21,119      5,606
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    -2,299:     1,311       -391        -80     -5,844      1,746     -4,613      1,275:     2,314     -3,574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        6.8        0.0       39.3       78.9       46.4       85.8:      53.6       14.2
Old  :     100.0:       7.1        6.8        0.0       39.3       78.9       46.4       85.8:      53.6       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         4          9          0         14         23         18         32:
Old  :        40:         4          9          0         14         23         18         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  :                 24.6       38.8       36.3       63.5       13.4       33.0       16.9       46.0
Old  :                 24.6       38.8       36.3       63.5       13.4       33.0       16.9       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                        Code-084691
Commitments of Traders - Futures Only, September 27, 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  :   118,954:    50,616     13,317      9,938     25,821     84,503     86,375    107,758:    32,579     11,196
Old  :   118,954:    50,616     13,317      9,938     25,821     84,503     86,375    107,758:    32,579     11,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     1,236:     1,608     -2,231      1,578     -2,064      2,719      1,122      2,066:       114       -830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6       11.2        8.4       21.7       71.0       72.6       90.6:      27.4        9.4
Old  :     100.0:      42.6       11.2        8.4       21.7       71.0       72.6       90.6:      27.4        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  :       170:        94         34         24         18         36        121         85:
Old  :       170:        94         34         24         18         36        121         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       35.4       31.2       51.5       13.4       29.6       20.2       43.2
Old  :                 19.0       35.4       31.2       51.5       13.4       29.6       20.2       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                        Code-084691
Commitments of Traders - Futures Only, September 20, 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  :   117,718:    49,008     15,548      8,360     27,885     81,784     85,253    105,692:    32,465     12,026
Old  :   117,718:    49,008     15,548      8,360     27,885     81,784     85,253    105,692:    32,465     12,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     2,283:     7,004    -10,947        168     -6,213     12,402        959      1,623:     1,324        660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6       13.2        7.1       23.7       69.5       72.4       89.8:      27.6       10.2
Old  :     100.0:      41.6       13.2        7.1       23.7       69.5       72.4       89.8:      27.6       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  :       174:        95         35         23         21         34        120         90:
Old  :       174:        95         35         23         21         34        120         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  :                 20.2       33.8       33.1       49.3       14.1       28.2       21.0       41.1
Old  :                 20.2       33.8       33.1       49.3       14.1       28.2       21.0       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders - Futures Only, September 27, 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  :   104,395:    37,483     28,266     11,902     41,364     51,799     90,749     91,967:    13,646     12,428
Old  :   104,395:    37,483     28,266     11,902     41,364     51,799     90,749     91,967:    13,646     12,428
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     3,543:     2,703        381        132        934      3,132      3,769      3,645:      -226       -102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       27.1       11.4       39.6       49.6       86.9       88.1:      13.1       11.9
Old  :     100.0:      35.9       27.1       11.4       39.6       49.6       86.9       88.1:      13.1       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  :       186:        65         66         42         40         36        140        116:
Old  :       186:        65         66         42         40         36        140        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  :                 26.8       41.7       37.5       51.4       26.8       38.0       36.5       47.3
Old  :                 26.8       41.7       37.5       51.4       26.8       38.0       36.5       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders - Futures Only, September 20, 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  :   100,852:    34,780     27,885     11,770     40,430     48,667     86,980     88,322:    13,872     12,530
Old  :   100,852:    34,780     27,885     11,770     40,430     48,667     86,980     88,322:    13,872     12,530
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     1,523:     1,046        402        755       -505        456      1,296      1,613:       227        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       27.6       11.7       40.1       48.3       86.2       87.6:      13.8       12.4
Old  :     100.0:      34.5       27.6       11.7       40.1       48.3       86.2       87.6:      13.8       12.4
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  :       185:        67         65         38         40         36        138        112:
Old  :       185:        67         65         38         40         36        138        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       41.3       36.5       51.2       26.2       37.5       35.2       46.9
Old  :                 26.2       41.3       36.5       51.2       26.2       37.5       35.2       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                         Code-088691
Commitments of Traders - Futures Only, September 27, 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  :   366,819:   219,648     53,548     34,288     53,912    248,026    307,848    335,862:    58,971     30,957
Old  :   366,819:   219,648     53,548     34,288     53,912    248,026    307,848    335,862:    58,971     30,957
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     3,504:      -315     -8,289      4,735     -4,208      2,829        212       -725:     3,292      4,229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.9       14.6        9.3       14.7       67.6       83.9       91.6:      16.1        8.4
Old  :     100.0:      59.9       14.6        9.3       14.7       67.6       83.9       91.6:      16.1        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:       150         65         43         29         52        211        133:
Old  :       280:       150         65         43         29         52        211        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       35.5       37.8       53.1       26.6       34.1       31.9       46.0
Old  :                 28.5       35.5       37.8       53.1       26.6       34.1       31.9       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                         Code-088691
Commitments of Traders - Futures Only, September 20, 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  :   363,315:   219,963     61,837     29,553     58,120    245,197    307,636    336,587:    55,679     26,728
Old  :   363,315:   219,963     61,837     29,553     58,120    245,197    307,636    336,587:    55,679     26,728
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    42,115:    44,678     13,350      2,351     -5,082     23,206     41,947     38,907:       168      3,208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.5       17.0        8.1       16.0       67.5       84.7       92.6:      15.3        7.4
Old  :     100.0:      60.5       17.0        8.1       16.0       67.5       84.7       92.6:      15.3        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  :       297:       152         74         33         33         53        209        142:
Old  :       297:       152         74         33         33         53        209        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       34.5       39.0       51.4       26.9       33.5       33.4       44.1
Old  :                 28.8       34.5       39.0       51.4       26.9       33.5       33.4       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                      Code-1170E1
Commitments of Traders - Futures Only, September 27, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :     9,727:     4,514      2,196        550      2,769      6,271      7,833      9,017:     1,894        710
Old  :     9,727:     4,514      2,196        550      2,769      6,271      7,833      9,017:     1,894        710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :      -276:      -131       -102        -70         83        103       -118        -69:      -158       -207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.4       22.6        5.7       28.5       64.5       80.5       92.7:      19.5        7.3
Old  :     100.0:      46.4       22.6        5.7       28.5       64.5       80.5       92.7:      19.5        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  :        36:        15          3         11          5          6         30         19:
Old  :        36:        15          3         11          5          6         30         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       78.6       67.4       87.8       48.1       66.5       56.5       74.8
Old  :                 56.0       78.6       67.4       87.8       48.1       66.5       56.5       74.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                      Code-1170E1
Commitments of Traders - Futures Only, September 20, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    10,003:     4,645      2,298        620      2,686      6,168      7,951      9,086:     2,052        917
Old  :    10,003:     4,645      2,298        620      2,686      6,168      7,951      9,086:     2,052        917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :       704:       -94         22        136        114        169        156        327:       548        377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.4       23.0        6.2       26.9       61.7       79.5       90.8:      20.5        9.2
Old  :     100.0:      46.4       23.0        6.2       26.9       61.7       79.5       90.8:      20.5        9.2
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  :        41:        18          4         13          6          6         36         21:
Old  :        41:        18          4         13          6          6         36         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  :                 51.5       75.1       63.8       84.9       46.7       63.6       54.6       72.8
Old  :                 51.5       75.1       63.8       84.9       46.7       63.6       54.6       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders - Futures Only, September 27, 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  :   101,256:    38,862      3,985      4,813     35,934     71,501     79,609     80,299:    21,647     20,957
Old  :    87,050:    37,476      4,257        647     30,393     64,349     68,516     69,253:    18,534     17,797
Other:    14,206:     5,391      3,733        161      5,541      7,152     11,093     11,046:     3,113      3,160
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     6,255:     4,251        626        656      1,196      4,664      6,103      5,946:       152        309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4        3.9        4.8       35.5       70.6       78.6       79.3:      21.4       20.7
Old  :     100.0:      43.1        4.9        0.7       34.9       73.9       78.7       79.6:      21.3       20.4
Other:     100.0:      37.9       26.3        1.1       39.0       50.3       78.1       77.8:      21.9       22.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        59         17         14         45         54        112         77:
Old  :       147:        59         16          6         39         52        103         69:
Other:        72:        17         13          2         16         28         33         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       34.6       29.5       46.0       17.5       28.1       25.0       35.5
Old  :                 19.3       39.2       29.5       49.5       19.3       35.2       29.5       43.6
Other:                 42.0       48.7       54.6       62.5       42.0       48.7       54.6       61.3
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders - Futures Only, September 20, 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  :    95,001:    34,611      3,359      4,157     34,738     66,837     73,506     74,353:    21,495     20,648
Old  :    83,474:    34,249      3,427        913     30,525     62,222     65,687     66,562:    17,787     16,912
Other:    11,527:     3,599      3,169          7      4,213      4,615      7,819      7,791:     3,708      3,736
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    -3,299:     5,851     -6,908         34    -12,288      1,406     -6,403     -5,468:     3,104      2,169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4        3.5        4.4       36.6       70.4       77.4       78.3:      22.6       21.7
Old  :     100.0:      41.0        4.1        1.1       36.6       74.5       78.7       79.7:      21.3       20.3
Other:     100.0:      31.2       27.5        0.1       36.5       40.0       67.8       67.6:      32.2       32.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        54         16         18         42         53        107         78:
Old  :       143:        56         15          9         39         52        101         70:
Other:        62:        16         12          1         12         25         28         38:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       35.4       30.6       45.0       18.7       28.0       26.8       35.7
Old  :                 20.5       38.7       30.8       48.4       20.5       33.6       29.7       41.7
Other:                 43.7       30.4       55.4       49.9       43.7       29.9       55.3       49.0
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders - Futures Only, September 27, 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  :    29,759:     6,001        552        367     13,148     20,287     19,516     21,206:    10,243      8,553
Old  :    29,535:     6,001        548        365     13,054     20,219     19,420     21,132:    10,115      8,403
Other:       224:         0          4          2         94         68         96         74:       128        150
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :      -165:       798     -1,274       -332     -1,168        873       -702       -733:       537        568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        1.9        1.2       44.2       68.2       65.6       71.3:      34.4       28.7
Old  :     100.0:      20.3        1.9        1.2       44.2       68.5       65.8       71.5:      34.2       28.5
Other:     100.0:       0.0        1.8        0.9       42.0       30.4       42.9       33.0:      57.1       67.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        13          4          4         17         18         32         24:
Old  :        43:        13          4          4         16         18         31         24:
Other:         9:         0          1          1          4          5          5          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       47.8       46.7       59.0       29.0       47.7       43.0       54.4
Old  :                 30.7       48.0       46.8       59.2       28.9       47.8       43.1       54.6
Other:                 42.0       31.7       42.9       33.0       41.5       30.8       41.5       31.7
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders - Futures Only, September 20, 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  :    29,924:     5,203      1,826        699     14,316     19,414     20,218     21,939:     9,706      7,985
Old  :    29,734:     5,203      1,826        699     14,225     19,353     20,127     21,878:     9,607      7,856
Other:       190:         0          0          0         91         61         91         61:        99        129
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    -1,915:     1,415     -2,532        -98     -2,024      1,906       -707       -724:    -1,208     -1,191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        6.1        2.3       47.8       64.9       67.6       73.3:      32.4       26.7
Old  :     100.0:      17.5        6.1        2.4       47.8       65.1       67.7       73.6:      32.3       26.4
Other:     100.0:       0.0        0.0        0.0       47.9       32.1       47.9       32.1:      52.1       67.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        11          4          4         19         13         30         21:
Old  :        38:        11          4          4         19         13         30         21:
Other:         6:         0          0          0          3          4          3          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  :                 32.2       51.4       47.5       62.9       29.2       48.0       42.1       55.1
Old  :                 32.1       51.5       47.6       63.1       29.2       48.3       42.1       55.3
Other:                 47.9       32.1       47.9       32.1       47.4       31.6       47.4       31.6
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders - Futures Only, September 27, 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  :   107,674:    21,760     31,310      5,610     67,071     60,353     94,441     97,273:    13,233     10,401
Old  :   106,893:    21,848     31,424      5,408     66,486     59,810     93,742     96,642:    13,151     10,251
Other:       781:       114         88          0        585        543        699        631:        82        150
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     3,327:     1,431     -3,038        900       -676      5,450      1,655      3,312:     1,672         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       29.1        5.2       62.3       56.1       87.7       90.3:      12.3        9.7
Old  :     100.0:      20.4       29.4        5.1       62.2       56.0       87.7       90.4:      12.3        9.6
Other:     100.0:      14.6       11.3        0.0       74.9       69.5       89.5       80.8:      10.5       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        63         63         38         49         55        138        133:
Old  :       200:        63         64         36         49         55        137        132:
Other:        15:         2          1          0          6          6          8          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       33.2       41.3       41.2       25.4       28.4       36.7       35.4
Old  :                 26.0       33.4       41.6       41.2       25.6       28.5       37.4       35.6
Other:                 75.0       73.1       89.5       80.8       75.0       73.1       89.5       80.8
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders - Futures Only, September 20, 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  :   104,347:    20,329     34,348      4,710     67,747     54,903     92,786     93,961:    11,561     10,386
Old  :   103,619:    20,420     34,448      4,519     67,203     54,403     92,142     93,370:    11,477     10,249
Other:       728:       100         91          0        544        500        644        591:        84        137
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :      -224:      -125       -229       -222        278      1,172        -69        721:      -155       -945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       32.9        4.5       64.9       52.6       88.9       90.0:      11.1       10.0
Old  :     100.0:      19.7       33.2        4.4       64.9       52.5       88.9       90.1:      11.1        9.9
Other:     100.0:      13.7       12.5        0.0       74.7       68.7       88.5       81.2:      11.5       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        55         68         38         54         54        135        140:
Old  :       202:        55         69         36         54         53        134        138:
Other:        15:         1          1          0          6          7          7          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  :                 25.7       31.6       41.0       39.9       25.7       28.4       37.2       35.6
Old  :                 25.9       31.8       41.2       40.1       25.9       28.6       37.8       35.8
Other:                 74.9       71.3       88.5       81.2       74.9       71.3       88.5       81.2
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders - Futures Only, September 27, 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  :    23,204:     7,957      3,864      1,092     10,949     16,292     19,998     21,248:     3,206      1,956
Old  :    15,925:     6,628      3,788          7      6,760     10,540     13,395     14,335:     2,530      1,590
Other:     7,279:     2,069        816        345      4,189      5,752      6,603      6,913:       676        366
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :      -365:       236     -1,545        319     -1,000      1,299       -445         73:        80       -438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       16.7        4.7       47.2       70.2       86.2       91.6:      13.8        8.4
Old  :     100.0:      41.6       23.8        0.0       42.4       66.2       84.1       90.0:      15.9       10.0
Other:     100.0:      28.4       11.2        4.7       57.5       79.0       90.7       95.0:       9.3        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        33         21         16         20         14         63         43:
Old  :        80:        27         26          1         18         13         45         40:
Other:        43:        17          7         12         12         10         32         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  :                 34.1       49.1       49.7       64.1       34.1       45.5       46.8       59.2
Old  :                 37.8       52.2       54.6       64.9       37.8       51.8       53.9       64.5
Other:                 50.4       72.3       69.0       83.2       45.3       71.9       62.6       79.5
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders - Futures Only, September 20, 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  :    23,569:     7,721      5,409        773     11,949     14,993     20,443     21,175:     3,126      2,394
Old  :    17,306:     6,326      5,001          0      8,344     10,431     14,670     15,432:     2,636      1,874
Other:     6,263:     1,791        804        377      3,605      4,562      5,773      5,743:       490        520
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :      -126:      -233       -803       -412        485        737       -160       -478:        34        352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       22.9        3.3       50.7       63.6       86.7       89.8:      13.3       10.2
Old  :     100.0:      36.6       28.9        0.0       48.2       60.3       84.8       89.2:      15.2       10.8
Other:     100.0:      28.6       12.8        6.0       57.6       72.8       92.2       91.7:       7.8        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        28         30         13         23         14         60         49:
Old  :        86:        25         31          0         21         13         46         44:
Other:        39:        13          9         12         11          9         30         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       45.9       51.2       59.9       33.7       41.7       48.1       55.2
Old  :                 38.2       47.9       54.7       60.4       38.2       47.5       54.4       60.0
Other:                 51.2       73.3       73.1       80.8       47.0       71.2       67.2       77.1
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders - Futures Only, September 27, 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  :   125,462:    26,111     30,171      1,816     89,484     88,385    117,411    120,372:     8,051      5,090
Old  :   109,984:    26,203     30,351      1,318     74,636     73,293    102,157    104,962:     7,827      5,022
Other:    15,478:       248        160        158     14,848     15,092     15,254     15,410:       224         68
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     7,551:     1,168      7,767       -257      4,664       -960      5,575      6,550:     1,976      1,001
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       24.0        1.4       71.3       70.4       93.6       95.9:       6.4        4.1
Old  :     100.0:      23.8       27.6        1.2       67.9       66.6       92.9       95.4:       7.1        4.6
Other:     100.0:       1.6        1.0        1.0       95.9       97.5       98.6       99.6:       1.4        0.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        50         50         14         50         34        105         94:
Old  :       158:        49         52         13         48         34        103         93:
Other:        26:         3          1          3         16         13         19         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  :                 31.2       31.4       49.7       46.9       22.6       22.3       34.1       32.0
Old  :                 31.8       31.0       49.7       44.1       28.1       22.0       42.4       34.7
Other:                 63.7       89.3       85.8       97.1       45.8       67.3       60.9       70.4
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders - Futures Only, September 20, 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  :   117,911:    24,943     22,404      2,073     84,820     89,345    111,836    113,822:     6,075      4,089
Old  :   102,698:    25,047     22,418      1,622     70,174     74,613     96,843     98,653:     5,855      4,045
Other:    15,213:        77        167        270     14,646     14,732     14,993     15,169:       220         44
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     4,041:     1,142      5,505        332      2,588     -1,979      4,062      3,858:       -21        183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       19.0        1.8       71.9       75.8       94.8       96.5:       5.2        3.5
Old  :     100.0:      24.4       21.8        1.6       68.3       72.7       94.3       96.1:       5.7        3.9
Other:     100.0:       0.5        1.1        1.8       96.3       96.8       98.6       99.7:       1.4        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        52         44         16         50         34        107         91:
Old  :       155:        52         46         15         49         34        106         90:
Other:        26:         2          3          3         14         12         17         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  :                 33.8       35.1       52.1       51.6       23.8       26.7       34.5       36.3
Old  :                 34.8       34.0       52.2       48.8       29.8       27.0       43.3       40.1
Other:                 66.6       89.1       87.9       97.1       49.0       66.7       62.9       69.8
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders - Futures Only, September 27, 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  :   460,099:   172,305     33,726     22,899    185,478    360,286    380,682    416,911:    79,417     43,188
Old  :   460,099:   172,305     33,726     22,899    185,478    360,286    380,682    416,911:    79,417     43,188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :   -26,839:   -17,470      2,213     -6,611     -1,238    -17,301    -25,319    -21,699:    -1,520     -5,140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4        7.3        5.0       40.3       78.3       82.7       90.6:      17.3        9.4
Old  :     100.0:      37.4        7.3        5.0       40.3       78.3       82.7       90.6:      17.3        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  :       167:        73         28         33         51         52        144         95:
Old  :       167:        73         28         33         51         52        144         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       31.7       29.3       52.9       15.5       26.4       24.8       43.2
Old  :                 18.2       31.7       29.3       52.9       15.5       26.4       24.8       43.2
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                                     Code-080732
Commitments of Traders - Futures Only, September 20, 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  :   486,938:   189,775     31,513     29,510    186,716    377,587    406,001    438,610:    80,937     48,328
Old  :   486,938:   189,775     31,513     29,510    186,716    377,587    406,001    438,610:    80,937     48,328
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    18,449:    10,372        415      1,402      5,942     10,400     17,716     12,217:       733      6,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0        6.5        6.1       38.3       77.5       83.4       90.1:      16.6        9.9
Old  :     100.0:      39.0        6.5        6.1       38.3       77.5       83.4       90.1:      16.6        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  :       168:        68         31         37         50         53        143        100:
Old  :       168:        68         31         37         50         53        143        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       31.0       29.6       50.0       14.7       25.4       24.8       40.8
Old  :                 18.2       31.0       29.6       50.0       14.7       25.4       24.8       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders - Futures Only, September 27, 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  :    86,506:    19,503     21,580      9,622     48,535     46,974     77,660     78,176:     8,846      8,330
Old  :    85,514:    19,536     21,871      9,229     47,990     46,295     76,755     77,395:     8,759      8,119
Other:       992:       345         87         15        545        679        905        781:        87        211
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     1,483:       905      1,491       -227        958       -216      1,636      1,048:      -153        435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       24.9       11.1       56.1       54.3       89.8       90.4:      10.2        9.6
Old  :     100.0:      22.8       25.6       10.8       56.1       54.1       89.8       90.5:      10.2        9.5
Other:     100.0:      34.8        8.8        1.5       54.9       68.4       91.2       78.7:       8.8       21.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        94         79         49         96         75        214        189:
Old  :       294:        96         83         49         95         75        213        189:
Other:        37:         5          3          4         14         18         21         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       19.5       30.6       31.3       18.8       16.8       28.9       25.9
Old  :                 19.3       19.7       31.0       31.6       19.0       17.0       29.3       26.2
Other:                 56.7       43.9       76.9       64.3       55.9       43.9       73.2       61.4
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders - Futures Only, September 20, 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  :    85,023:    18,598     20,089      9,849     47,577     47,190     76,024     77,128:     8,999      7,895
Old  :    84,018:    18,576     20,423      9,407     47,145     46,546     75,128     76,376:     8,890      7,642
Other:     1,005:       388         32         76        432        644        896        752:       109        253
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :       484:      -498        473        788       -719     -1,890       -429       -629:       913      1,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       23.6       11.6       56.0       55.5       89.4       90.7:      10.6        9.3
Old  :     100.0:      22.1       24.3       11.2       56.1       55.4       89.4       90.9:      10.6        9.1
Other:     100.0:      38.6        3.2        7.6       43.0       64.1       89.2       74.8:      10.8       25.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       289:        95         76         44         93         77        210        181:
Old  :       289:        95         79         44         93         77        210        181:
Other:        34:         5          1          3         14         17         19         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  :                 18.5       20.6       30.9       32.8       18.1       17.0       28.2       26.7
Old  :                 18.7       20.9       31.2       33.2       18.4       17.2       28.5       27.0
Other:                 49.6       42.4       72.4       61.2       45.1       42.4       62.9       57.5
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  Code-098662
Commitments of Traders - Futures Only, September 27, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    17,573:    12,695      3,131      2,007        630     11,059     15,332     16,197:     2,241      1,376
Old  :    17,573:    12,695      3,131      2,007        630     11,059     15,332     16,197:     2,241      1,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     5,284:     5,140        696          1        -21      5,079      5,120      5,776:       164       -492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.2       17.8       11.4        3.6       62.9       87.2       92.2:      12.8        7.8
Old  :     100.0:      72.2       17.8       11.4        3.6       62.9       87.2       92.2:      12.8        7.8
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  :        45:        23          9          2          6          6         30         17:
Old  :        45:        23          9          2          6          6         30         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  :                 54.1       72.6       66.9       85.3       47.2       66.0       57.5       75.6
Old  :                 54.1       72.6       66.9       85.3       47.2       66.0       57.5       75.6
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                                  Code-098662
Commitments of Traders - Futures Only, September 20, 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  :    12,289:     7,555      2,435      2,006        651      5,980     10,212     10,421:     2,077      1,868
Old  :    12,289:     7,555      2,435      2,006        651      5,980     10,212     10,421:     2,077      1,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    -5,860:     3,337     -1,752       -125     -9,437     -2,753     -6,225     -4,630:       365     -1,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.5       19.8       16.3        5.3       48.7       83.1       84.8:      16.9       15.2
Old  :     100.0:      61.5       19.8       16.3        5.3       48.7       83.1       84.8:      16.9       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        13         13          3          4          7         19         22:
Old  :        38:        13         13          3          4          7         19         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  :                 63.5       60.2       73.6       74.1       50.3       48.8       59.2       60.1
Old  :                 63.5       60.2       73.6       74.1       50.3       48.8       59.2       60.1
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                         Code-022651
Commitments of Traders - Futures Only, September 27, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   174,458:    20,930     16,007     24,798     96,056    112,919    141,784    153,724:    32,674     20,734
Old  :   174,458:    20,930     16,007     24,798     96,056    112,919    141,784    153,724:    32,674     20,734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     2,559:       470     -2,673       -563      3,039      5,768      2,946      2,532:      -387         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        9.2       14.2       55.1       64.7       81.3       88.1:      18.7       11.9
Old  :     100.0:      12.0        9.2       14.2       55.1       64.7       81.3       88.1:      18.7       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  :       132:        33         26         39         64         61        119        107:
Old  :       132:        33         26         39         64         61        119        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       19.9       28.9       28.8       13.1       12.7       19.4       19.6
Old  :                 18.3       19.9       28.9       28.8       13.1       12.7       19.4       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders - Futures Only, September 20, 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  :   171,899:    20,460     18,680     25,361     93,017    107,151    138,838    151,192:    33,061     20,707
Old  :   171,899:    20,460     18,680     25,361     93,017    107,151    138,838    151,192:    33,061     20,707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     2,786:    -2,506        739      2,159      3,455      2,237      3,108      5,135:      -322     -2,349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       10.9       14.8       54.1       62.3       80.8       88.0:      19.2       12.0
Old  :     100.0:      11.9       10.9       14.8       54.1       62.3       80.8       88.0:      19.2       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        33         29         41         59         56        117        105:
Old  :       132:        33         29         41         59         56        117        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       19.5       29.8       28.9       13.5       11.7       18.9       18.7
Old  :                 18.3       19.5       29.8       28.9       13.5       11.7       18.9       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders - Futures Only, September 27, 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  :   537,929:    57,512     76,438    167,263    243,658    262,274    468,433    505,975:    69,496     31,954
Old  :   537,929:    57,512     76,438    167,263    243,658    262,274    468,433    505,975:    69,496     31,954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :   -24,415:   -13,218     -1,573     -7,595      6,424    -13,874    -14,389    -23,042:   -10,026     -1,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       14.2       31.1       45.3       48.8       87.1       94.1:      12.9        5.9
Old  :     100.0:      10.7       14.2       31.1       45.3       48.8       87.1       94.1:      12.9        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        56         42         64         94         80        184        154:
Old  :       198:        56         42         64         94         80        184        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       27.7       31.9       42.4        8.4       14.5       12.7       20.2
Old  :                 21.0       27.7       31.9       42.4        8.4       14.5       12.7       20.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders - Futures Only, September 20, 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  :   562,344:    70,730     78,011    174,858    237,234    276,148    482,822    529,017:    79,522     33,327
Old  :   562,344:    70,730     78,011    174,858    237,234    276,148    482,822    529,017:    79,522     33,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    21,269:     7,711      4,211      6,037      3,841      5,575     17,589     15,823:     3,680      5,446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       13.9       31.1       42.2       49.1       85.9       94.1:      14.1        5.9
Old  :     100.0:      12.6       13.9       31.1       42.2       49.1       85.9       94.1:      14.1        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        61         42         70         95         84        189        164:
Old  :       204:        61         42         70         95         84        189        164:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       26.5       31.1       40.5        7.4       13.7       12.2       20.4
Old  :                 21.1       26.5       31.1       40.5        7.4       13.7       12.2       20.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders - Futures Only, September 27, 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  :    41,541:       982      3,131      4,275     30,290     26,844     35,547     34,250:     5,994      7,291
Old  :    41,541:       982      3,131      4,275     30,290     26,844     35,547     34,250:     5,994      7,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :       377:       982        -73       -753        272        901        501         75:      -124        302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4        7.5       10.3       72.9       64.6       85.6       82.4:      14.4       17.6
Old  :     100.0:       2.4        7.5       10.3       72.9       64.6       85.6       82.4:      14.4       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          2          2         17         16         19         19:
Old  :        24:         1          2          2         17         16         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  :                 46.1       36.1       67.5       58.4       39.2       29.7       53.8       45.1
Old  :                 46.1       36.1       67.5       58.4       39.2       29.7       53.8       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders - Futures Only, September 20, 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  :    41,164:         0      3,204      5,028     30,018     25,943     35,046     34,175:     6,118      6,989
Old  :    41,164:         0      3,204      5,028     30,018     25,943     35,046     34,175:     6,118      6,989
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :        79:         0        549       -497       -584         67     -1,081        119:     1,160        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.8       12.2       72.9       63.0       85.1       83.0:      14.9       17.0
Old  :     100.0:       0.0        7.8       12.2       72.9       63.0       85.1       83.0:      14.9       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          3          2         16         15         18         18:
Old  :        23:         0          3          2         16         15         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       38.4       68.4       61.1       40.4       30.0       54.9       47.3
Old  :                 46.7       38.4       68.4       61.1       40.4       30.0       54.9       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders - Futures Only, September 27, 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  :   111,935:     9,574      4,130      1,993     91,684    100,851    103,251    106,974:     8,684      4,961
Old  :   111,935:     9,574      4,130      1,993     91,684    100,851    103,251    106,974:     8,684      4,961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :       379:         0          0         62       -152        927        -90        989:       469       -610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        3.7        1.8       81.9       90.1       92.2       95.6:       7.8        4.4
Old  :     100.0:       8.6        3.7        1.8       81.9       90.1       92.2       95.6:       7.8        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         4          2          5         28         33         34         38:
Old  :        42:         4          2          5         28         33         34         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  :                 53.1       35.0       64.7       56.8       49.6       32.2       58.0       52.3
Old  :                 53.1       35.0       64.7       56.8       49.6       32.2       58.0       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders - Futures Only, September 20, 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  :   111,556:     9,574      4,130      1,931     91,836     99,924    103,341    105,985:     8,215      5,571
Old  :   111,556:     9,574      4,130      1,931     91,836     99,924    103,341    105,985:     8,215      5,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     3,556:      -222          0          0      5,078      2,463      4,856      2,463:    -1,300      1,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        3.7        1.7       82.3       89.6       92.6       95.0:       7.4        5.0
Old  :     100.0:       8.6        3.7        1.7       82.3       89.6       92.6       95.0:       7.4        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         4          2          5         29         32         35         37:
Old  :        42:         4          2          5         29         32         35         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       36.0       64.6       58.0       50.3       32.3       58.3       52.4
Old  :                 53.1       36.0       64.6       58.0       50.3       32.3       58.3       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders - Futures Only, September 27, 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  :    59,392:     7,502      8,832        434     48,263     42,642     56,199     51,908:     3,193      7,484
Old  :    59,392:     7,502      8,832        434     48,263     42,642     56,199     51,908:     3,193      7,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :      -676:       496          0       -496      2,338       -698      2,338     -1,194:    -3,014        518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       14.9        0.7       81.3       71.8       94.6       87.4:       5.4       12.6
Old  :     100.0:      12.6       14.9        0.7       81.3       71.8       94.6       87.4:       5.4       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          2          1         21         17         24         20:
Old  :        31:         3          2          1         21         17         24         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  :                 55.5       42.1       76.9       65.8       51.6       33.6       67.6       54.1
Old  :                 55.5       42.1       76.9       65.8       51.6       33.6       67.6       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders - Futures Only, September 20, 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  :    60,068:     7,006      8,832        930     45,925     43,340     53,861     53,102:     6,207      6,966
Old  :    60,068:     7,006      8,832        930     45,925     43,340     53,861     53,102:     6,207      6,966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :       784:     1,306          0       -434     -3,093      2,038     -2,221      1,604:     3,005       -820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       14.7        1.5       76.5       72.2       89.7       88.4:      10.3       11.6
Old  :     100.0:      11.7       14.7        1.5       76.5       72.2       89.7       88.4:      10.3       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          2          1         19         18         22         21:
Old  :        29:         3          2          1         19         18         22         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       41.9       76.9       65.2       50.2       33.5       63.7       52.3
Old  :                 56.3       41.9       76.9       65.2       50.2       33.5       63.7       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders - Futures Only, September 27, 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  :    68,680:       188     18,600      2,675     61,461     44,242     64,324     65,517:     4,356      3,163
Old  :    68,680:       188     18,600      2,675     61,461     44,242     64,324     65,517:     4,356      3,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     3,121:      -124      1,049        426      2,217        974      2,519      2,449:       602        672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3       27.1        3.9       89.5       64.4       93.7       95.4:       6.3        4.6
Old  :     100.0:       0.3       27.1        3.9       89.5       64.4       93.7       95.4:       6.3        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  :        27:         1          3          3         21         20         24         24:
Old  :        27:         1          3          3         21         20         24         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       51.6       65.5       68.7       36.0       41.8       49.2       53.6
Old  :                 44.2       51.6       65.5       68.7       36.0       41.8       49.2       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders - Futures Only, September 20, 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  :    65,559:       312     17,551      2,249     59,244     43,268     61,805     63,068:     3,754      2,491
Old  :    65,559:       312     17,551      2,249     59,244     43,268     61,805     63,068:     3,754      2,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     1,882:       124     -1,966        549      1,209      3,299      1,882      1,882:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5       26.8        3.4       90.4       66.0       94.3       96.2:       5.7        3.8
Old  :     100.0:       0.5       26.8        3.4       90.4       66.0       94.3       96.2:       5.7        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          3          3         21         20         24         24:
Old  :        27:         1          3          3         21         20         24         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       51.4       66.3       71.2       36.8       43.1       51.6       56.3
Old  :                 44.3       51.4       66.3       71.2       36.8       43.1       51.6       56.3
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                            Code-02365F
Commitments of Traders - Futures Only, September 27, 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  :    66,442:    19,014     13,919      2,742     39,298     42,690     61,054     59,351:     5,388      7,091
Old  :    66,442:    19,014     13,919      2,742     39,298     42,690     61,054     59,351:     5,388      7,091
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :       974:       213        217        122        807      1,003      1,142      1,342:      -168       -368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       20.9        4.1       59.1       64.3       91.9       89.3:       8.1       10.7
Old  :     100.0:      28.6       20.9        4.1       59.1       64.3       91.9       89.3:       8.1       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          5          4         20         19         24         26:
Old  :        30:         2          5          4         20         19         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  :                 52.9       39.8       72.5       56.2       47.8       38.4       59.5       53.5
Old  :                 52.9       39.8       72.5       56.2       47.8       38.4       59.5       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-02365F
Commitments of Traders - Futures Only, September 20, 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  :    65,468:    18,801     13,702      2,620     38,491     41,687     59,912     58,009:     5,556      7,459
Old  :    65,468:    18,801     13,702      2,620     38,491     41,687     59,912     58,009:     5,556      7,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     2,812:      -200       -492        616      2,365      2,113      2,781      2,237:        31        575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       20.9        4.0       58.8       63.7       91.5       88.6:       8.5       11.4
Old  :     100.0:      28.7       20.9        4.0       58.8       63.7       91.5       88.6:       8.5       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  :        29:         2          5          4         19         19         23         26:
Old  :        29:         2          5          4         19         19         23         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       40.3       73.2       56.7       48.7       39.0       61.2       53.9
Old  :                 53.4       40.3       73.2       56.7       48.7       39.0       61.2       53.9
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                              Code-02365G
Commitments of Traders - Futures Only, September 27, 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  :    64,798:         0      6,391        517     61,195     51,519     61,712     58,427:     3,086      6,371
Old  :    64,798:         0      6,391        517     61,195     51,519     61,712     58,427:     3,086      6,371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     2,484:         0      3,042     -1,184      1,918        408        734      2,266:     1,750        218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.9        0.8       94.4       79.5       95.2       90.2:       4.8        9.8
Old  :     100.0:       0.0        9.9        0.8       94.4       79.5       95.2       90.2:       4.8        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  :        26:         0          1          1         21         22         22         23:
Old  :        26:         0          1          1         21         22         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       40.8       81.0       65.6       58.2       39.3       67.2       56.3
Old  :                 63.8       40.8       81.0       65.6       58.2       39.3       67.2       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-02365G
Commitments of Traders - Futures Only, September 20, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    62,314:         0      3,349      1,701     59,277     51,111     60,978     56,161:     1,336      6,153
Old  :    62,314:         0      3,349      1,701     59,277     51,111     60,978     56,161:     1,336      6,153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     1,314:      -211      3,349       -896      1,841     -1,264        734      1,189:       580        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.4        2.7       95.1       82.0       97.9       90.1:       2.1        9.9
Old  :     100.0:       0.0        5.4        2.7       95.1       82.0       97.9       90.1:       2.1        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          1          1         19         20         20         21:
Old  :        24:         0          1          1         19         20         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.8       38.9       83.6       65.3       60.9       37.3       68.8       53.0
Old  :                 65.8       38.9       83.6       65.3       60.9       37.3       68.8       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders - Futures Only, September 27, 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  :    66,201:         0     11,425      1,034     60,515     48,386     61,549     60,845:     4,652      5,356
Old  :    66,201:         0     11,425      1,034     60,515     48,386     61,549     60,845:     4,652      5,356
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :       591:         0        -32       -172        711        658        539        454:        52        137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       17.3        1.6       91.4       73.1       93.0       91.9:       7.0        8.1
Old  :     100.0:       0.0       17.3        1.6       91.4       73.1       93.0       91.9:       7.0        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         0          2          2         23         20         25         22:
Old  :        30:         0          2          2         23         20         25         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  :                 32.4       48.5       55.6       75.1       25.6       37.6       41.5       54.0
Old  :                 32.4       48.5       55.6       75.1       25.6       37.6       41.5       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders - Futures Only, September 20, 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  :    65,610:         0     11,457      1,206     59,804     47,728     61,010     60,391:     4,600      5,219
Old  :    65,610:         0     11,457      1,206     59,804     47,728     61,010     60,391:     4,600      5,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :       635:         0       -496        434         50        192        484        130:       151        505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       17.5        1.8       91.2       72.7       93.0       92.0:       7.0        8.0
Old  :     100.0:       0.0       17.5        1.8       91.2       72.7       93.0       92.0:       7.0        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  :        30:         0          2          2         23         20         25         22:
Old  :        30:         0          2          2         23         20         25         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  :                 30.6       49.5       54.6       75.6       27.1       39.8       42.0       56.7
Old  :                 30.6       49.5       54.6       75.6       27.1       39.8       42.0       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-02365K
Commitments of Traders - Futures Only, September 27, 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  :    42,464:         0      3,091        162     34,248     35,812     34,410     39,065:     8,054      3,399
Old  :    42,464:         0      3,091        162     34,248     35,812     34,410     39,065:     8,054      3,399
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :       453:         0        275          0       -124       -188       -124         87:       577        366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.3        0.4       80.7       84.3       81.0       92.0:      19.0        8.0
Old  :     100.0:       0.0        7.3        0.4       80.7       84.3       81.0       92.0:      19.0        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  :        20:         0          1          1         13         15         14         16:
Old  :        20:         0          1          1         13         15         14         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       68.4       74.8       83.4       52.9       68.0       69.0       80.0
Old  :                 54.6       68.4       74.8       83.4       52.9       68.0       69.0       80.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-02365K
Commitments of Traders - Futures Only, September 20, 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  :    42,011:         0      2,816        162     34,372     36,000     34,534     38,978:     7,477      3,033
Old  :    42,011:         0      2,816        162     34,372     36,000     34,534     38,978:     7,477      3,033
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.7        0.4       81.8       85.7       82.2       92.8:      17.8        7.2
Old  :     100.0:       0.0        6.7        0.4       81.8       85.7       82.2       92.8:      17.8        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          1         13         15         14         16:
Old  :        20:         0          1          1         13         15         14         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       69.0       75.6       83.8       53.4       68.7       68.7       79.4
Old  :                 55.2       69.0       75.6       83.8       53.4       68.7       68.7       79.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders - Futures Only, September 27, 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  :    67,814:    17,700          0      2,500     41,386     58,852     61,586     61,352:     6,228      6,462
Old  :    67,814:    17,700          0      2,500     41,386     58,852     61,586     61,352:     6,228      6,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :       412:      -992          0        124      1,969        261      1,101        385:      -689         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        0.0        3.7       61.0       86.8       90.8       90.5:       9.2        9.5
Old  :     100.0:      26.1        0.0        3.7       61.0       86.8       90.8       90.5:       9.2        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          0          2         20         23         22         25:
Old  :        27:         2          0          2         20         23         22         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  :                 57.8       48.2       74.9       66.5       38.0       29.2       46.2       40.5
Old  :                 57.8       48.2       74.9       66.5       38.0       29.2       46.2       40.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders - Futures Only, September 20, 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  :    67,402:    18,692          0      2,376     39,417     58,591     60,485     60,967:     6,917      6,435
Old  :    67,402:    18,692          0      2,376     39,417     58,591     60,485     60,967:     6,917      6,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     1,170:       248          0          0     -1,224        876       -976        876:     2,146        294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        0.0        3.5       58.5       86.9       89.7       90.5:      10.3        9.5
Old  :     100.0:      27.7        0.0        3.5       58.5       86.9       89.7       90.5:      10.3        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  :        26:         2          0          2         19         22         21         24:
Old  :        26:         2          0          2         19         22         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  :                 59.6       48.5       75.2       67.3       39.8       29.7       48.3       40.8
Old  :                 59.6       48.5       75.2       67.3       39.8       29.7       48.3       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders - Futures Only, September 27, 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  :    47,473:     1,131      1,157      4,755     37,560     33,399     43,446     39,311:     4,027      8,162
Old  :    47,473:     1,131      1,157      4,755     37,560     33,399     43,446     39,311:     4,027      8,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :      -343:      -188      1,157       -633      1,175       -956        354       -432:      -697         89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4        2.4       10.0       79.1       70.4       91.5       82.8:       8.5       17.2
Old  :     100.0:       2.4        2.4       10.0       79.1       70.4       91.5       82.8:       8.5       17.2
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  :        28:         4          2          3         16         18         22         21:
Old  :        28:         4          2          3         16         18         22         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       33.7       69.8       58.9       40.1       27.3       55.6       42.8
Old  :                 42.4       33.7       69.8       58.9       40.1       27.3       55.6       42.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders - Futures Only, September 20, 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  :    47,816:     1,319          0      5,388     36,385     34,355     43,092     39,743:     4,724      8,073
Old  :    47,816:     1,319          0      5,388     36,385     34,355     43,092     39,743:     4,724      8,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     3,759:       297          0        706      2,634      4,047      3,637      4,753:       122       -994
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        0.0       11.3       76.1       71.8       90.1       83.1:       9.9       16.9
Old  :     100.0:       2.8        0.0       11.3       76.1       71.8       90.1       83.1:       9.9       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         4          0          2         17         18         21         20:
Old  :        27:         4          0          2         17         18         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       34.5       70.0       59.4       38.4       28.2       53.5       44.7
Old  :                 43.7       34.5       70.0       59.4       38.4       28.2       53.5       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-023A09
Commitments of Traders - Futures Only, September 27, 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  :    46,416:     2,170      2,697          0     43,661     43,024     45,831     45,721:       585        695
Old  :    46,416:     2,170      2,697          0     43,661     43,024     45,831     45,721:       585        695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        5.8        0.0       94.1       92.7       98.7       98.5:       1.3        1.5
Old  :     100.0:       4.7        5.8        0.0       94.1       92.7       98.7       98.5:       1.3        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  :        20:         2          2          0         12          8         14         10:
Old  :        20:         2          2          0         12          8         14         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.6       84.7       93.4       95.8       68.3       68.4       75.9       78.0
Old  :                 83.6       84.7       93.4       95.8       68.3       68.4       75.9       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-035652
Commitments of Traders - Futures Only, September 27, 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  :    48,967:     2,170      2,883          0     44,167     44,430     46,337     47,313:     2,630      1,654
Old  :    48,967:     2,170      2,883          0     44,167     44,430     46,337     47,313:     2,630      1,654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        5.9        0.0       90.2       90.7       94.6       96.6:       5.4        3.4
Old  :     100.0:       4.4        5.9        0.0       90.2       90.7       94.6       96.6:       5.4        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          2          0         16         16         18         18:
Old  :        29:         2          2          0         16         16         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.6       68.2       86.1       84.1       35.4       30.4       42.1       40.9
Old  :                 72.6       68.2       86.1       84.1       35.4       30.4       42.1       40.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders - Futures Only, September 27, 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  : 1,330,191:   356,372     76,819    232,654    721,897  1,006,379  1,310,923  1,315,852:    19,268     14,339
Old  : 1,330,191:   356,372     76,819    232,654    721,897  1,006,379  1,310,923  1,315,852:    19,268     14,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     9,126:    20,481     -1,445    -21,857     12,573     29,735     11,197      6,433:    -2,071      2,693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        5.8       17.5       54.3       75.7       98.6       98.9:       1.4        1.1
Old  :     100.0:      26.8        5.8       17.5       54.3       75.7       98.6       98.9:       1.4        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        26         14         36         91         85        130        123:
Old  :       141:        26         14         36         91         85        130        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       26.3       37.9       41.2       17.7       16.5       26.9       28.3
Old  :                 23.9       26.3       37.9       41.2       17.7       16.5       26.9       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders - Futures Only, September 20, 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  : 1,321,065:   335,891     78,264    254,511    709,324    976,644  1,299,726  1,309,419:    21,339     11,646
Old  : 1,321,065:   335,891     78,264    254,511    709,324    976,644  1,299,726  1,309,419:    21,339     11,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    55,862:     9,369     23,327     10,435     34,581     21,565     54,385     55,327:     1,477        535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        5.9       19.3       53.7       73.9       98.4       99.1:       1.6        0.9
Old  :     100.0:      25.4        5.9       19.3       53.7       73.9       98.4       99.1:       1.6        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  :       132:        27         11         35         85         81        122        118:
Old  :       132:        27         11         35         85         81        122        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       26.9       40.7       41.8       17.6       17.5       28.2       29.0
Old  :                 24.9       26.9       40.7       41.8       17.6       17.5       28.2       29.0
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                         Code-03565C
Commitments of Traders - Futures Only, September 27, 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  :   299,875:    72,470     59,856    109,632    111,167    127,551    293,269    297,039:     6,606      2,836
Old  :   299,875:    72,470     59,856    109,632    111,167    127,551    293,269    297,039:     6,606      2,836
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :    57,480:    15,156      4,932     35,556      2,854     16,263     53,566     56,751:     3,914        729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       20.0       36.6       37.1       42.5       97.8       99.1:       2.2        0.9
Old  :     100.0:      24.2       20.0       36.6       37.1       42.5       97.8       99.1:       2.2        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  :        55:        16          8         20         28         30         50         52:
Old  :        55:        16          8         20         28         30         50         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       42.0       57.3       66.1       21.3       23.1       28.1       32.5
Old  :                 35.7       42.0       57.3       66.1       21.3       23.1       28.1       32.5
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                         Code-03565C
Commitments of Traders - Futures Only, September 20, 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  :   242,395:    57,314     54,924     74,076    108,313    111,288    239,703    240,288:     2,692      2,107
Old  :   242,395:    57,314     54,924     74,076    108,313    111,288    239,703    240,288:     2,692      2,107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    24,095:     6,337      8,832     16,245      1,192         77     23,774     25,154:       321     -1,059
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       22.7       30.6       44.7       45.9       98.9       99.1:       1.1        0.9
Old  :     100.0:      23.6       22.7       30.6       44.7       45.9       98.9       99.1:       1.1        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  :        50:        11          8         18         29         31         47         50:
Old  :        50:        11          8         18         29         31         47         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       42.4       55.8       64.9       22.9       25.9       31.3       35.4
Old  :                 33.3       42.4       55.8       64.9       22.9       25.9       31.3       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders - Futures Only, September 27, 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  :    81,023:    24,507      7,072     16,031     40,235     57,660     80,773     80,763:       250        260
Old  :    81,023:    24,507      7,072     16,031     40,235     57,660     80,773     80,763:       250        260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :      -335:      -320       -408       -360        323        453       -357       -315:        22        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        8.7       19.8       49.7       71.2       99.7       99.7:       0.3        0.3
Old  :     100.0:      30.2        8.7       19.8       49.7       71.2       99.7       99.7:       0.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         3          7          9         36         40         45         50:
Old  :        50:         3          7          9         36         40         45         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       43.8       70.4       62.5       42.6       39.0       49.4       49.8
Old  :                 57.1       43.8       70.4       62.5       42.6       39.0       49.4       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders - Futures Only, September 20, 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  :    81,358:    24,827      7,480     16,391     39,912     57,207     81,130     81,078:       228        280
Old  :    81,358:    24,827      7,480     16,391     39,912     57,207     81,130     81,078:       228        280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :       506:     1,148       -140       -534       -188      1,000        426        326:        80        180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        9.2       20.1       49.1       70.3       99.7       99.7:       0.3        0.3
Old  :     100.0:      30.5        9.2       20.1       49.1       70.3       99.7       99.7:       0.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         3          7          9         36         38         45         48:
Old  :        50:         3          7          9         36         38         45         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  :                 58.7       43.9       71.6       63.1       43.8       39.8       50.3       51.3
Old  :                 58.7       43.9       71.6       63.1       43.8       39.8       50.3       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders - Futures Only, September 27, 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  :    27,475:     2,981      5,096      2,561     21,912     19,309     27,454     26,966:        21        509
Old  :    27,475:     2,981      5,096      2,561     21,912     19,309     27,454     26,966:        21        509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     1,872:       172        328       -202      1,902      1,746      1,872      1,872:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       18.5        9.3       79.8       70.3       99.9       98.1:       0.1        1.9
Old  :     100.0:      10.8       18.5        9.3       79.8       70.3       99.9       98.1:       0.1        1.9
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  :        36:         5          3          6         22         23         30         29:
Old  :        36:         5          3          6         22         23         30         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       51.4       72.3       72.5       54.7       48.0       65.3       61.5
Old  :                 57.9       51.4       72.3       72.5       54.7       48.0       65.3       61.5
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                             Code-06465A
Commitments of Traders - Futures Only, September 20, 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  :    25,603:     2,809      4,768      2,763     20,010     17,563     25,582     25,094:        21        509
Old  :    25,603:     2,809      4,768      2,763     20,010     17,563     25,582     25,094:        21        509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :       362:       487       -443        341        800        592      1,628        490:    -1,266       -128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       18.6       10.8       78.2       68.6       99.9       98.0:       0.1        2.0
Old  :     100.0:      11.0       18.6       10.8       78.2       68.6       99.9       98.0:       0.1        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         5          3          6         21         23         29         29:
Old  :        36:         5          3          6         21         23         29         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  :                 58.4       47.9       74.7       70.0       54.9       42.5       64.8       57.0
Old  :                 58.4       47.9       74.7       70.0       54.9       42.5       64.8       57.0
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                             Code-06465B
Commitments of Traders - Futures Only, September 27, 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  :    10,822:     1,062      3,341      2,576      6,676      4,397     10,314     10,314:       508        508
Old  :    10,822:     1,062      3,341      2,576      6,676      4,397     10,314     10,314:       508        508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :       126:       126          0          0          0        126        126        126:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       30.9       23.8       61.7       40.6       95.3       95.3:       4.7        4.7
Old  :     100.0:       9.8       30.9       23.8       61.7       40.6       95.3       95.3:       4.7        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          3          4         17         12         23         17:
Old  :        30:         4          3          4         17         12         23         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  :                 38.9       56.4       61.2       84.5       25.0       48.4       43.3       63.9
Old  :                 38.9       56.4       61.2       84.5       25.0       48.4       43.3       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465B
Commitments of Traders - Futures Only, September 20, 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  :    10,696:       936      3,341      2,576      6,676      4,271     10,188     10,188:       508        508
Old  :    10,696:       936      3,341      2,576      6,676      4,271     10,188     10,188:       508        508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :       739:       676       -172        785        126        126      1,587        739:      -848          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       31.2       24.1       62.4       39.9       95.3       95.3:       4.7        4.7
Old  :     100.0:       8.8       31.2       24.1       62.4       39.9       95.3       95.3:       4.7        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          3          4         18         11         24         16:
Old  :        30:         4          3          4         18         11         24         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  :                 38.2       57.1       61.5       85.5       26.1       48.2       45.3       63.9
Old  :                 38.2       57.1       61.5       85.5       26.1       48.2       45.3       63.9
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                            Code-06465H
Commitments of Traders - Futures Only, September 27, 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  :    17,942:     3,852      3,680      1,900     11,730     12,082     17,482     17,662:       460        280
Old  :    17,942:     3,852      3,680      1,900     11,730     12,082     17,482     17,662:       460        280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :        -8:         0       -240        240       -268        -28        -28        -28:        20         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       20.5       10.6       65.4       67.3       97.4       98.4:       2.6        1.6
Old  :     100.0:      21.5       20.5       10.6       65.4       67.3       97.4       98.4:       2.6        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         4          3          7         18         19         25         26:
Old  :        31:         4          3          7         18         19         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  :                 46.7       53.7       69.6       74.6       41.5       47.9       56.0       62.9
Old  :                 46.7       53.7       69.6       74.6       41.5       47.9       56.0       62.9
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                            Code-06465H
Commitments of Traders - Futures Only, September 20, 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  :    17,950:     3,852      3,920      1,660     11,998     12,110     17,510     17,690:       440        260
Old  :    17,950:     3,852      3,920      1,660     11,998     12,110     17,510     17,690:       440        260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :       902:       552        740       -520        950        630        982        850:       -80         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       21.8        9.2       66.8       67.5       97.5       98.6:       2.5        1.4
Old  :     100.0:      21.5       21.8        9.2       66.8       67.5       97.5       98.6:       2.5        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  :        31:         4          3          7         18         19         25         26:
Old  :        31:         4          3          7         18         19         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  :                 46.1       54.8       70.0       75.4       41.7       48.0       56.3       63.3
Old  :                 46.1       54.8       70.0       75.4       41.7       48.0       56.3       63.3
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                          Code-06465M
Commitments of Traders - Futures Only, September 27, 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  :    24,356:    11,560        240      1,750     10,408     22,174     23,718     24,164:       638        192
Old  :    24,356:    11,560        240      1,750     10,408     22,174     23,718     24,164:       638        192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :      -170:      -230         80         70        110       -200        -50        -50:      -120       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.5        1.0        7.2       42.7       91.0       97.4       99.2:       2.6        0.8
Old  :     100.0:      47.5        1.0        7.2       42.7       91.0       97.4       99.2:       2.6        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         4          2          4         21         24         26         29:
Old  :        32:         4          2          4         21         24         26         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  :                 68.1       55.0       80.3       76.6       59.1       52.3       69.8       69.8
Old  :                 68.1       55.0       80.3       76.6       59.1       52.3       69.8       69.8
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                          Code-06465M
Commitments of Traders - Futures Only, September 20, 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  :    24,526:    11,790        160      1,680     10,298     22,374     23,768     24,214:       758        312
Old  :    24,526:    11,790        160      1,680     10,298     22,374     23,768     24,214:       758        312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :       760:       -60        -80        140        500        640        580        700:       180         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.1        0.7        6.8       42.0       91.2       96.9       98.7:       3.1        1.3
Old  :     100.0:      48.1        0.7        6.8       42.0       91.2       96.9       98.7:       3.1        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         5          1          5         21         24         27         29:
Old  :        32:         5          1          5         21         24         27         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  :                 67.6       55.1       79.8       78.1       59.1       52.1       69.8       72.7
Old  :                 67.6       55.1       79.8       78.1       59.1       52.1       69.8       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-06465S
Commitments of Traders - Futures Only, September 27, 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  :     8,674:     2,120        120        820      5,726      7,494      8,666      8,434:         8        240
Old  :     8,674:     2,120        120        820      5,726      7,494      8,666      8,434:         8        240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :       176:      -840          0        160        896         16        216        176:       -40          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        1.4        9.5       66.0       86.4       99.9       97.2:       0.1        2.8
Old  :     100.0:      24.4        1.4        9.5       66.0       86.4       99.9       97.2:       0.1        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  :        22:         2          1          2         14         14         16         17:
Old  :        22:         2          1          2         14         14         16         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  :                 67.7       64.4       90.6       85.0       55.9       63.5       70.9       70.6
Old  :                 67.7       64.4       90.6       85.0       55.9       63.5       70.9       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-06465S
Commitments of Traders - Futures Only, September 20, 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  :     8,498:     2,960        120        660      4,830      7,478      8,450      8,258:        48        240
Old  :     8,498:     2,960        120        660      4,830      7,478      8,450      8,258:        48        240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        1.4        7.8       56.8       88.0       99.4       97.2:       0.6        2.8
Old  :     100.0:      34.8        1.4        7.8       56.8       88.0       99.4       97.2:       0.6        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  :        21:         2          1          2         12         14         14         17:
Old  :        21:         2          1          2         12         14         14         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  :                 70.6       63.2       91.8       85.3       57.2       62.7       70.3       69.5
Old  :                 70.6       63.2       91.8       85.3       57.2       62.7       70.3       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders - Futures Only, September 27, 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  :   851,214:   107,481    133,810    146,110    541,508    502,633    795,099    782,553:    56,115     68,661
Old  :   851,214:   107,481    133,810    146,110    541,508    502,633    795,099    782,553:    56,115     68,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     4,626:    -2,597     10,629      3,922      8,964     -9,170     10,289      5,381:    -5,663       -755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       15.7       17.2       63.6       59.0       93.4       91.9:       6.6        8.1
Old  :     100.0:      12.6       15.7       17.2       63.6       59.0       93.4       91.9:       6.6        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        61         99         94         77         83        205        214:
Old  :       258:        61         99         94         77         83        205        214:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       16.0       37.6       26.2       21.1       10.9       27.7       17.1
Old  :                 25.8       16.0       37.6       26.2       21.1       10.9       27.7       17.1
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                             Code-067651
Commitments of Traders - Futures Only, September 20, 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  :   846,588:   110,078    123,181    142,188    532,544    511,803    784,810    777,172:    61,778     69,416
Old  :   846,588:   110,078    123,181    142,188    532,544    511,803    784,810    777,172:    61,778     69,416
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -26,259:    -4,560        295     -1,969     -2,282    -15,185     -8,811    -16,859:   -17,448     -9,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       14.6       16.8       62.9       60.5       92.7       91.8:       7.3        8.2
Old  :     100.0:      13.0       14.6       16.8       62.9       60.5       92.7       91.8:       7.3        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:        63         90         83         74         84        196        201:
Old  :       247:        63         90         83         74         84        196        201:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       16.2       36.8       26.9       20.0       11.1       26.7       17.8
Old  :                 24.9       16.2       36.8       26.9       20.0       11.1       26.7       17.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders - Futures Only, September 27, 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  :    13,218:     8,954      4,038        136      1,402      8,506     10,492     12,680:     2,726        538
Old  :    13,218:     8,954      4,038        136      1,402      8,506     10,492     12,680:     2,726        538
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :      -150:       -78     -1,069         24        -35      1,019        -89        -26:       -61       -124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.7       30.5        1.0       10.6       64.4       79.4       95.9:      20.6        4.1
Old  :     100.0:      67.7       30.5        1.0       10.6       64.4       79.4       95.9:      20.6        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        59         14          3         11         27         73         42:
Old  :       111:        59         14          3         11         27         73         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       33.9       32.9       53.5       21.7       33.9       32.9       53.5
Old  :                 21.7       33.9       32.9       53.5       21.7       33.9       32.9       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders - Futures Only, September 20, 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  :    13,368:     9,032      5,107        112      1,437      7,487     10,581     12,706:     2,787        662
Old  :    13,368:     9,032      5,107        112      1,437      7,487     10,581     12,706:     2,787        662
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :        81:       431     -1,858        -18       -645      2,147       -232        271:       313       -190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.6       38.2        0.8       10.7       56.0       79.2       95.0:      20.8        5.0
Old  :     100.0:      67.6       38.2        0.8       10.7       56.0       79.2       95.0:      20.8        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        60         15          4         13         26         77         42:
Old  :       112:        60         15          4         13         26         77         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  :                 22.1       36.5       34.3       53.7       22.1       36.4       34.3       53.3
Old  :                 22.1       36.5       34.3       53.7       22.1       36.4       34.3       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders - Futures Only, September 27, 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  :    12,884:     9,536        606         22        460     10,562     10,018     11,190:     2,866      1,694
Old  :    12,884:     9,536        606         22        460     10,562     10,018     11,190:     2,866      1,694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :      -596:      -590       -177        -27       -388       -437     -1,005       -641:       409         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.0        4.7        0.2        3.6       82.0       77.8       86.9:      22.2       13.1
Old  :     100.0:      74.0        4.7        0.2        3.6       82.0       77.8       86.9:      22.2       13.1
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:        28          6          3          8         20         37         28:
Old  :        56:        28          6          3          8         20         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  :                 35.8       46.1       52.0       69.0       35.8       45.8       51.9       68.5
Old  :                 35.8       46.1       52.0       69.0       35.8       45.8       51.9       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders - Futures Only, September 20, 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  :    13,480:    10,126        783         49        848     10,999     11,023     11,831:     2,457      1,649
Old  :    13,480:    10,126        783         49        848     10,999     11,023     11,831:     2,457      1,649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     1,520:     1,743       -131       -177       -102      1,295      1,464        987:        56        533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.1        5.8        0.4        6.3       81.6       81.8       87.8:      18.2       12.2
Old  :     100.0:      75.1        5.8        0.4        6.3       81.6       81.8       87.8:      18.2       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        29          7          1          5         21         35         28:
Old  :        58:        29          7          1          5         21         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  :                 34.3       45.6       51.4       66.7       34.3       45.3       51.4       66.4
Old  :                 34.3       45.6       51.4       66.7       34.3       45.3       51.4       66.4
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                         Code-111652
Commitments of Traders - Futures Only, September 27, 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  :   146,536:    22,773      4,077     13,630     94,447    118,790    130,850    136,497:    15,686     10,039
Old  :   146,536:    22,773      4,077     13,630     94,447    118,790    130,850    136,497:    15,686     10,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     7,879:    -7,121         52      4,841      9,459      1,865      7,179      6,758:       700      1,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        2.8        9.3       64.5       81.1       89.3       93.1:      10.7        6.9
Old  :     100.0:      15.5        2.8        9.3       64.5       81.1       89.3       93.1:      10.7        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        44         14         32         69         74        124        111:
Old  :       143:        44         14         32         69         74        124        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  :                 24.2       23.7       39.5       37.5       16.5       18.0       25.7       27.2
Old  :                 24.2       23.7       39.5       37.5       16.5       18.0       25.7       27.2
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                         Code-111652
Commitments of Traders - Futures Only, September 20, 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  :   138,657:    29,894      4,025      8,789     84,988    116,925    123,671    129,739:    14,986      8,918
Old  :   138,657:    29,894      4,025      8,789     84,988    116,925    123,671    129,739:    14,986      8,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :       731:    -2,713     -1,299        175      4,562      3,181      2,024      2,057:    -1,293     -1,326
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        2.9        6.3       61.3       84.3       89.2       93.6:      10.8        6.4
Old  :     100.0:      21.6        2.9        6.3       61.3       84.3       89.2       93.6:      10.8        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        47         15         33         61         74        119        111:
Old  :       143:        47         15         33         61         74        119        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  :                 23.4       25.9       38.4       40.1       16.4       18.9       25.2       28.6
Old  :                 23.4       25.9       38.4       40.1       16.4       18.9       25.2       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 7, 2005