WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders - Futures Only, October 4, 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  :   297,221:    55,543     70,668     45,537    170,136    139,804    271,216    256,009:    26,005     41,212
Old  :   262,047:    55,380     73,714     29,655    153,342    127,707    238,377    231,076:    23,670     30,971
Other:    35,174:    15,355     12,146        690     16,794     12,097     32,839     24,933:     2,335     10,241
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    15,334:    11,273    -10,457     11,104     -8,685     10,824     13,692     11,471:     1,642      3,863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       23.8       15.3       57.2       47.0       91.3       86.1:       8.7       13.9
Old  :     100.0:      21.1       28.1       11.3       58.5       48.7       91.0       88.2:       9.0       11.8
Other:     100.0:      43.7       34.5        2.0       47.7       34.4       93.4       70.9:       6.6       29.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        73        110         79         43         64        180        205:
Old  :       267:        70        115         64         38         58        160        193:
Other:       136:        43         37          7         15         53         62         93:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       30.5       44.8       37.5       29.2       23.7       42.2       28.9
Old  :                 32.6       34.5       47.3       41.5       32.6       31.2       47.3       37.1
Other:                 44.2       21.0       59.3       29.8       43.3       19.8       58.1       28.4
 
                                 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
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders - Futures Only, October 4, 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  :   749,162:   146,255    165,277     52,074    417,670    339,785    615,999    557,136:   133,163    192,026
Old  :   705,814:   131,261    169,795     43,611    406,283    315,285    581,155    528,691:   124,659    177,123
Other:    43,348:    22,086      2,574      1,371     11,387     24,500     34,844     28,445:     8,504     14,903
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    28,939:    15,290      4,655      2,019      2,501     12,586     19,810     19,260:     9,129      9,679
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       22.1        7.0       55.8       45.4       82.2       74.4:      17.8       25.6
Old  :     100.0:      18.6       24.1        6.2       57.6       44.7       82.3       74.9:      17.7       25.1
Other:     100.0:      51.0        5.9        3.2       26.3       56.5       80.4       65.6:      19.6       34.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       539:       146        117         94        176        187        374        362:
Old  :       532:       141        125         83        173        184        362        352:
Other:       232:        61         22          7         35        123         98        150:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       18.5       33.0       23.7       21.5       18.0       31.3       22.8
Old  :                 22.8       18.0       34.7       23.4       22.6       17.5       32.9       22.5
Other:                 21.0       31.3       33.3       38.0       20.3       30.9       31.1       37.1
 
                                  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
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders - Futures Only, October 4, 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  :     6,413:     2,814        449         78      1,098      4,713      3,990      5,240:     2,423      1,173
Old  :     6,408:     2,814        449         77      1,095      4,712      3,986      5,238:     2,422      1,170
Other:         5:         0          0          1          3          1          4          2:         1          3
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :       525:       270       -121         56          5      1,151        331      1,086:       194       -561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9        7.0        1.2       17.1       73.5       62.2       81.7:      37.8       18.3
Old  :     100.0:      43.9        7.0        1.2       17.1       73.5       62.2       81.7:      37.8       18.3
Other:     100.0:       0.0        0.0       20.0       60.0       20.0       80.0       40.0:      20.0       60.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        12          5          3          7         16         21         22:
Old  :        36:        12          5          3          7         16         21         22:
Other:         3:         0          0          1          2          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       42.7       51.2       60.1       36.7       38.8       49.3       56.1
Old  :                 36.7       42.7       51.2       60.2       36.7       38.9       49.4       56.1
Other:                 80.0       40.0       80.0       40.0       40.0        0.0       40.0        0.0
 
                                  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
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders - Futures Only, October 4, 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  :   267,206:    57,675     55,468     24,390    139,835    113,097    221,900    192,955:    45,306     74,251
Old  :   258,245:    57,733     56,462     19,725    136,884    110,401    214,342    186,588:    43,903     71,657
Other:     8,961:     4,535      3,599         72      2,951      2,696      7,558      6,367:     1,403      2,594
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    13,917:     1,430      1,137      2,019      9,421      6,105     12,870      9,261:     1,047      4,656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       20.8        9.1       52.3       42.3       83.0       72.2:      17.0       27.8
Old  :     100.0:      22.4       21.9        7.6       53.0       42.8       83.0       72.3:      17.0       27.7
Other:     100.0:      50.6       40.2        0.8       32.9       30.1       84.3       71.1:      15.7       28.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       325:        84        100         69         86         98        215        238:
Old  :       324:        89        101         62         86         96        211        232:
Other:        95:        15         23          3         16         44         32         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  :                 20.1       14.3       29.0       21.3       20.1       10.0       28.2       15.8
Old  :                 20.8       14.4       29.9       21.6       20.8       10.1       29.1       16.1
Other:                 53.2       24.9       67.1       45.4       52.9       24.7       65.5       42.7
 
                                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
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders - Futures Only, October 4, 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  :   153,305:    36,834     12,176     14,660     75,972    111,544    127,466    138,380:    25,839     14,925
Old  :   148,486:    36,619     11,979     12,864     74,590    109,764    124,073    134,607:    24,413     13,879
Other:     4,819:     1,875      1,857        136      1,382      1,780      3,393      3,773:     1,426      1,046
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    11,227:     6,850    -12,724      1,164     -2,440     26,316      5,574     14,756:     5,653     -3,529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        7.9        9.6       49.6       72.8       83.1       90.3:      16.9        9.7
Old  :     100.0:      24.7        8.1        8.7       50.2       73.9       83.6       90.7:      16.4        9.3
Other:     100.0:      38.9       38.5        2.8       28.7       36.9       70.4       78.3:      29.6       21.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        43         25         30         48         47        107         92:
Old  :       138:        48         24         28         48         46        107         89:
Other:        31:         5         11          3         10         10         16         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  :                 23.4       33.4       34.0       48.2       22.6       28.0       32.1       40.4
Old  :                 23.9       34.3       34.9       49.5       23.3       29.0       33.2       42.0
Other:                 53.1       35.7       65.8       53.2       46.3       24.3       51.0       40.2
 
                              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
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders - Futures Only, October 4, 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  :   582,145:    96,177     97,922      4,187    362,260    306,695    462,624    408,804:   119,521    173,341
Old  :   582,145:    96,177     97,922      4,187    362,260    306,695    462,624    408,804:   119,521    173,341
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    26,472:    -1,690     16,552       -934     21,727     -5,341     19,103     10,277:     7,369     16,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       16.8        0.7       62.2       52.7       79.5       70.2:      20.5       29.8
Old  :     100.0:      16.5       16.8        0.7       62.2       52.7       79.5       70.2:      20.5       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  :       155:        24         33         19         57         76         90        119:
Old  :       155:        24         33         19         57         76         90        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       14.9       34.3       25.0       21.7       13.2       29.6       21.2
Old  :                 24.9       14.9       34.3       25.0       21.7       13.2       29.6       21.2
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 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
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders - Futures Only, October 4, 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  :   130,923:    20,462     19,237     15,249     68,801     74,560    104,512    109,046:    26,411     21,877
Old  :   127,290:    20,813     19,472     13,918     66,658     72,683    101,389    106,073:    25,901     21,217
Other:     3,633:       323        439        657      2,143      1,877      3,123      2,973:       510        660
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     4,011:     2,452      4,146        243       -363     -1,896      2,332      2,493:     1,679      1,518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       14.7       11.6       52.6       56.9       79.8       83.3:      20.2       16.7
Old  :     100.0:      16.4       15.3       10.9       52.4       57.1       79.7       83.3:      20.3       16.7
Other:     100.0:       8.9       12.1       18.1       59.0       51.7       86.0       81.8:      14.0       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        33         36         33         47         46         96        108:
Old  :       138:        36         36         33         47         45         96        107:
Other:        27:         4          7          3         14          6         21         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       28.4       33.8       40.4       16.5       25.3       24.7       31.4
Old  :                 23.3       28.9       33.5       41.1       16.8       25.8       24.6       32.1
Other:                 53.2       50.5       72.3       71.4       41.9       41.8       54.0       52.7
 
                              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
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders - Futures Only, October 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     7,041:     2,998      1,006        879      1,903      4,039      5,780      5,924:     1,261      1,117
Old  :     7,041:     2,998      1,006        879      1,903      4,039      5,780      5,924:     1,261      1,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :       631:       406       -252         92          8        833        506        673:       125        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6       14.3       12.5       27.0       57.4       82.1       84.1:      17.9       15.9
Old  :     100.0:      42.6       14.3       12.5       27.0       57.4       82.1       84.1:      17.9       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        17          6          9         11         15         32         27:
Old  :        46:        17          6          9         11         15         32         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  :                 33.8       39.5       50.0       55.8       33.8       33.1       48.9       49.4
Old  :                 33.8       39.5       50.0       55.8       33.8       33.1       48.9       49.4
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 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
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-042601
Commitments of Traders - Futures Only, October 4, 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  :   335,140:    83,571     65,457      1,323    186,377    163,420    271,271    230,200:    63,869    104,940
Old  :   335,140:    83,571     65,457      1,323    186,377    163,420    271,271    230,200:    63,869    104,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :      -707:    -3,628     19,818       -338     10,825    -18,463      6,859      1,017:    -7,566     -1,724
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       19.5        0.4       55.6       48.8       80.9       68.7:      19.1       31.3
Old  :     100.0:      24.9       19.5        0.4       55.6       48.8       80.9       68.7:      19.1       31.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        21         22          4         42         45         64         70:
Old  :       108:        21         22          4         42         45         64         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  :                 31.4       14.9       43.6       23.3       31.4       13.7       42.4       21.6
Old  :                 31.4       14.9       43.6       23.3       31.4       13.7       42.4       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              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
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-043602
Commitments of Traders - Futures Only, October 4, 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  : 1,641,098:   389,329    380,552     20,796  1,008,755    852,066  1,418,880  1,253,414:   222,218    387,684
Old  : 1,641,098:   389,329    380,552     20,796  1,008,755    852,066  1,418,880  1,253,414:   222,218    387,684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    10,604:     7,043     21,799    -16,550     31,654    -14,520     22,147     -9,271:   -11,543     19,875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       23.2        1.3       61.5       51.9       86.5       76.4:      13.5       23.6
Old  :     100.0:      23.7       23.2        1.3       61.5       51.9       86.5       76.4:      13.5       23.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        60         55         34         83        106        151        187:
Old  :       249:        60         55         34         83        106        151        187:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       26.6       47.9       34.4       31.8       26.0       46.2       32.9
Old  :                 33.4       26.6       47.9       34.4       31.8       26.0       46.2       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              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
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-044601
Commitments of Traders - Futures Only, October 4, 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  : 1,214,256:   236,492    343,786     21,813    813,152    574,857  1,071,457    940,456:   142,799    273,800
Old  : 1,214,256:   236,492    343,786     21,813    813,152    574,857  1,071,457    940,456:   142,799    273,800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    88,788:    51,162     81,665      4,285     45,091    -30,082    100,538     55,868:   -11,750     32,920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       28.3        1.8       67.0       47.3       88.2       77.5:      11.8       22.5
Old  :     100.0:      19.5       28.3        1.8       67.0       47.3       88.2       77.5:      11.8       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  :       180:        43         35         21         66         71        113        123:
Old  :       180:        43         35         21         66         71        113        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  :                 31.1       26.3       41.6       36.4       30.4       25.1       39.5       34.1
Old  :                 31.1       26.3       41.6       36.4       30.4       25.1       39.5       34.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              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
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                 Code-045601
Commitments of Traders - Futures Only, October 4, 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  :   353,263:   100,555     71,260     51,285    157,861    198,556    309,701    321,101:    43,562     32,162
Old  :   353,263:   100,555     71,260     51,285    157,861    198,556    309,701    321,101:    43,562     32,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :  -110,705:   -34,237    -10,464    -19,423    -49,736    -75,431   -103,396   -105,318:    -7,309     -5,387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       20.2       14.5       44.7       56.2       87.7       90.9:      12.3        9.1
Old  :     100.0:      28.5       20.2       14.5       44.7       56.2       87.7       90.9:      12.3        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        34         25         30         48         46         99         84:
Old  :       120:        34         25         30         48         46         99         84:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       26.1       33.1       39.4       18.2       22.8       26.5       32.7
Old  :                 22.5       26.1       33.1       39.4       18.2       22.8       26.5       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                 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
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                             Code-124601
Commitments of Traders - Futures Only, October 4, 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  :    35,810:     4,954      6,318        410     23,533     18,174     28,897     24,902:     6,913     10,908
Old  :    35,810:     4,954      6,318        410     23,533     18,174     28,897     24,902:     6,913     10,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     1,242:       631       -711        404        195      1,224      1,230        917:        12        325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       17.6        1.1       65.7       50.8       80.7       69.5:      19.3       30.5
Old  :     100.0:      13.8       17.6        1.1       65.7       50.8       80.7       69.5:      19.3       30.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        10         14          3         18         12         31         26:
Old  :        52:        10         14          3         18         12         31         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       40.3       61.1       51.3       46.7       37.8       61.1       48.8
Old  :                 46.7       40.3       61.1       51.3       46.7       37.8       61.1       48.8
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 AVG- x $5 - CHICAGO BOARD OF TRADE                            Code-124603
Commitments of Traders - Futures Only, October 4, 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  :    53,360:    23,585     29,814        529     11,402     13,847     35,516     44,190:    17,844      9,170
Old  :    53,360:    23,585     29,814        529     11,402     13,847     35,516     44,190:    17,844      9,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     4,729:     3,890      2,939        172     -1,385      2,035      2,677      5,146:     2,052       -417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.2       55.9        1.0       21.4       26.0       66.6       82.8:      33.4       17.2
Old  :     100.0:      44.2       55.9        1.0       21.4       26.0       66.6       82.8:      33.4       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  :        67:        20         25          3         15         10         38         35:
Old  :        67:        20         25          3         15         10         38         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       46.5       42.7       57.8       32.8       46.4       41.9       57.6
Old  :                 32.8       46.5       42.7       57.8       32.8       46.4       41.9       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                            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
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                            Code-246602
Commitments of Traders - Futures Only, October 4, 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  :    33,490:     8,664      3,745         62     24,311     28,953     33,037     32,760:       453        730
Old  :    33,490:     8,664      3,745         62     24,311     28,953     33,037     32,760:       453        730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :      -188:       120       -136       -110       -440         57       -430       -189:       242          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       11.2        0.2       72.6       86.5       98.6       97.8:       1.4        2.2
Old  :     100.0:      25.9       11.2        0.2       72.6       86.5       98.6       97.8:       1.4        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         7         17          3         15         20         24         38:
Old  :        55:         7         17          3         15         20         24         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       54.6       84.1       75.4       64.4       49.4       78.2       66.7
Old  :                 68.3       54.6       84.1       75.4       64.4       49.4       78.2       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                            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
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                       Code-052641
Commitments of Traders - Futures Only, October 4, 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  :    17,677:       366      2,096        401     12,009      8,483     12,776     10,980:     4,901      6,697
Old  :    17,677:       366      2,096        401     12,009      8,483     12,776     10,980:     4,901      6,697
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    -2,384:      -305        -23       -198     -1,033     -2,329     -1,536     -2,550:      -848        166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       11.9        2.3       67.9       48.0       72.3       62.1:      27.7       37.9
Old  :     100.0:       2.1       11.9        2.3       67.9       48.0       72.3       62.1:      27.7       37.9
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  :        32:         5          7          7         17         12         26         22:
Old  :        32:         5          7          7         17         12         26         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       33.2       60.3       49.4       46.2       30.4       59.6       43.1
Old  :                 46.2       33.2       60.3       49.4       46.2       30.4       59.6       43.1
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
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders - Futures Only, October 4, 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  :   113,443:    24,485     23,356     22,457     48,905     34,076     95,847     79,889:    17,596     33,554
Old  :   113,443:    24,485     23,356     22,457     48,905     34,076     95,847     79,889:    17,596     33,554
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     1,939:     1,753        903       -649       -752      1,520        352      1,774:     1,587        165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       20.6       19.8       43.1       30.0       84.5       70.4:      15.5       29.6
Old  :     100.0:      21.6       20.6       19.8       43.1       30.0       84.5       70.4:      15.5       29.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        53         44         52         24         41        122        106:
Old  :       164:        53         44         52         24         41        122        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       15.6       38.8       27.3       27.6       14.1       38.1       23.0
Old  :                 27.6       15.6       38.8       27.3       27.6       14.1       38.1       23.0
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
 
                         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, October 4, 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  :   164,709:    50,871     22,650     21,928     71,656     75,572    144,455    120,150:    20,254     44,559
Old  :   164,709:    50,871     22,650     21,928     71,656     75,572    144,455    120,150:    20,254     44,559
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     9,985:     7,290     -1,593      1,412        319      6,117      9,021      5,936:       964      4,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       13.8       13.3       43.5       45.9       87.7       72.9:      12.3       27.1
Old  :     100.0:      30.9       13.8       13.3       43.5       45.9       87.7       72.9:      12.3       27.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        66         48         57         58        107        164        188:
Old  :       248:        66         48         57         58        107        164        188:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       11.6       37.5       19.4       23.2       10.6       35.5       17.2
Old  :                 23.2       11.6       37.5       19.4       23.2       10.6       35.5       17.2
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
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                               Code-058643
Commitments of Traders - Futures Only, October 4, 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  :     3,968:     1,184        773        211        704      1,317      2,099      2,301:     1,869      1,667
Old  :     3,968:     1,184        773        211        704      1,317      2,099      2,301:     1,869      1,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :       160:       -59       -275         79         46        432         66        236:        94        -76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       19.5        5.3       17.7       33.2       52.9       58.0:      47.1       42.0
Old  :     100.0:      29.8       19.5        5.3       17.7       33.2       52.9       58.0:      47.1       42.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        13         12          6         11         21         29         35:
Old  :        51:        13         12          6         11         21         29         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       19.3       37.5       29.6       28.7       19.3       36.5       28.7
Old  :                 28.7       19.3       37.5       29.6       28.7       19.3       36.5       28.7
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
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                  Code-061641
Commitments of Traders - Futures Only, October 4, 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  :    30,276:    11,765      2,479      5,123      7,611     10,058     24,499     17,660:     5,777     12,616
Old  :    30,276:    11,765      2,479      5,123      7,611     10,058     24,499     17,660:     5,777     12,616
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :       -74:      -452       -506        446       -285        244       -291        184:       217       -258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9        8.2       16.9       25.1       33.2       80.9       58.3:      19.1       41.7
Old  :     100.0:      38.9        8.2       16.9       25.1       33.2       80.9       58.3:      19.1       41.7
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  :       145:        46         21         25         34         49         96         87:
Old  :       145:        46         21         25         34         49         96         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       22.2       26.5       27.0       13.6       15.5       23.6       18.7
Old  :                 15.1       22.2       26.5       27.0       13.6       15.5       23.6       18.7
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
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                 Code-090741
Commitments of Traders - Futures Only, October 4, 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  :   108,178:    47,026      8,995        762     25,285     82,651     73,073     92,408:    35,105     15,770
Old  :   108,178:    47,026      8,995        762     25,285     82,651     73,073     92,408:    35,105     15,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    -1,879:    -3,494      1,571         73        865     -2,676     -2,556     -1,032:       677       -847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5        8.3        0.7       23.4       76.4       67.5       85.4:      32.5       14.6
Old  :     100.0:      43.5        8.3        0.7       23.4       76.4       67.5       85.4:      32.5       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        27         18          5         17         25         46         46:
Old  :        83:        27         18          5         17         25         46         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       32.4       40.5       54.7       26.7       31.6       40.4       54.0
Old  :                 26.7       32.4       40.5       54.7       26.7       31.6       40.4       54.0
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
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                   Code-092741
Commitments of Traders - Futures Only, October 4, 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  :    87,779:     9,973     57,099          0     69,953      8,884     79,926     65,983:     7,853     21,796
Old  :    87,779:     9,973     57,099          0     69,953      8,884     79,926     65,983:     7,853     21,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    11,022:     3,835      7,230          0      5,671      2,588      9,506      9,818:     1,516      1,204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       65.0        0.0       79.7       10.1       91.1       75.2:       8.9       24.8
Old  :     100.0:      11.4       65.0        0.0       79.7       10.1       91.1       75.2:       8.9       24.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         4         30          0         15          7         19         37:
Old  :        52:         4         30          0         15          7         19         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  :                 55.3       33.5       76.3       46.3       53.9       33.5       74.8       46.3
Old  :                 55.3       33.5       76.3       46.3       53.9       33.5       74.8       46.3
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
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                   Code-095741
Commitments of Traders - Futures Only, October 4, 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  :    81,286:    60,168      3,894          0     14,360     72,660     74,528     76,554:     6,758      4,732
Old  :    81,286:    60,168      3,894          0     14,360     72,660     74,528     76,554:     6,758      4,732
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     1,311:    20,091     -3,521        -53    -20,491      5,852       -453      2,278:     1,764       -967
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.0        4.8        0.0       17.7       89.4       91.7       94.2:       8.3        5.8
Old  :     100.0:      74.0        4.8        0.0       17.7       89.4       91.7       94.2:       8.3        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        53          8          0         16         17         69         25:
Old  :        91:        53          8          0         16         17         69         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       73.7       51.0       86.1       30.6       73.7       51.0       86.1
Old  :                 30.6       73.7       51.0       86.1       30.6       73.7       51.0       86.1
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
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                              Code-096742
Commitments of Traders - Futures Only, October 4, 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  :    89,889:    20,074     36,934          4     53,557     34,590     73,635     71,528:    16,254     18,361
Old  :    89,889:    20,074     36,934          4     53,557     34,590     73,635     71,528:    16,254     18,361
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    12,449:    -7,507     11,916        -59     23,153     -1,263     15,587     10,594:    -3,138      1,855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       41.1        0.0       59.6       38.5       81.9       79.6:      18.1       20.4
Old  :     100.0:      22.3       41.1        0.0       59.6       38.5       81.9       79.6:      18.1       20.4
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  :        61:        17         15          1         20         16         38         31:
Old  :        61:        17         15          1         20         16         38         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       37.0       51.6       54.4       27.1       37.0       46.2       49.7
Old  :                 31.0       37.0       51.6       54.4       27.1       37.0       46.2       49.7
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
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                   Code-097741
Commitments of Traders - Futures Only, October 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   167,979:    16,352     79,651         43    125,981     56,416    142,376    136,110:    25,603     31,869
Old  :   167,979:    16,352     79,651         43    125,981     56,416    142,376    136,110:    25,603     31,869
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    29,408:     2,883      7,116          0     24,364     22,825     27,247     29,941:     2,161       -533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       47.4        0.0       75.0       33.6       84.8       81.0:      15.2       19.0
Old  :     100.0:       9.7       47.4        0.0       75.0       33.6       84.8       81.0:      15.2       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        21         41          2         26         17         48         59:
Old  :        99:        21         41          2         26         17         48         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       29.2       60.9       45.1       40.7       29.2       60.9       44.1
Old  :                 40.7       29.2       60.9       45.1       40.7       29.2       60.9       44.1
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
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                     Code-099741
Commitments of Traders - Futures Only, October 4, 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  :   143,338:    34,646     36,544        812     68,778     56,196    104,236     93,552:    39,102     49,786
Old  :   143,338:    34,646     36,544        812     68,778     56,196    104,236     93,552:    39,102     49,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     7,640:     1,719      2,014       -380      4,515       -379      5,854      1,255:     1,786      6,385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       25.5        0.6       48.0       39.2       72.7       65.3:      27.3       34.7
Old  :     100.0:      24.2       25.5        0.6       48.0       39.2       72.7       65.3:      27.3       34.7
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  :       113:        36         35          7         29         25         67         65:
Old  :       113:        36         35          7         29         25         67         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       33.4       33.4       42.6       19.2       32.0       32.3       41.2
Old  :                 19.2       33.4       33.4       42.6       19.2       32.0       32.3       41.2
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
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                Code-032741
Commitments of Traders - Futures Only, October 4, 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  :    39,084:     9,022      3,401          6     23,527     25,681     32,555     29,088:     6,529      9,996
Old  :    39,084:     9,022      3,401          6     23,527     25,681     32,555     29,088:     6,529      9,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     2,468:      -308        873          0      3,851         -7      3,543        866:    -1,075      1,602
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        8.7        0.0       60.2       65.7       83.3       74.4:      16.7       25.6
Old  :     100.0:      23.1        8.7        0.0       60.2       65.7       83.3       74.4:      16.7       25.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          2          1         10         13         13         15:
Old  :        21:         2          2          1         10         13         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  :                 52.1       51.7       72.3       66.4       51.3       48.1       68.0       61.6
Old  :                 52.1       51.7       72.3       66.4       51.3       48.1       68.0       61.6
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
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                               Code-132741
Commitments of Traders - Futures Only, October 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 8,172,516:   835,777  1,084,247  1,039,748  5,334,814  4,589,663  7,210,339  6,713,658:   962,177  1,458,858
Old  : 8,172,516:   835,777  1,084,247  1,039,748  5,334,814  4,589,663  7,210,339  6,713,658:   962,177  1,458,858
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :   315,048:   -23,659    293,818     79,467    155,359    -88,734    211,167    284,551:   103,881     30,497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       13.3       12.7       65.3       56.2       88.2       82.1:      11.8       17.9
Old  :     100.0:      10.2       13.3       12.7       65.3       56.2       88.2       82.1:      11.8       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        49         65         86        120        142        214        255:
Old  :       267:        49         65         86        120        142        214        255:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       13.7       50.6       21.9       31.7        9.9       43.7       16.4
Old  :                 32.5       13.7       50.6       21.9       31.7        9.9       43.7       16.4
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
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                               Code-138741
Commitments of Traders - Futures Only, October 4, 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  :   630,502:    49,777     61,079      1,906    447,967    469,653    499,650    532,638:   130,852     97,864
Old  :   630,502:    49,777     61,079      1,906    447,967    469,653    499,650    532,638:   130,852     97,864
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    -4,611:       423        643       -239     -3,036       -869     -2,852       -465:    -1,759     -4,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        9.7        0.3       71.0       74.5       79.2       84.5:      20.8       15.5
Old  :     100.0:       7.9        9.7        0.3       71.0       74.5       79.2       84.5:      20.8       15.5
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  :       185:        30         36         16         81         63        120        106:
Old  :       185:        30         36         16         81         63        120        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       30.3       30.6       44.1       21.5       30.3       30.5       44.0
Old  :                 21.6       30.3       30.6       44.1       21.5       30.3       30.5       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                               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
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-13874A
Commitments of Traders - Futures Only, October 4, 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  :   956,849:   187,216    245,858     20,480    501,267    572,196    708,963    838,534:   247,886    118,315
Old  :   956,849:   187,216    245,858     20,480    501,267    572,196    708,963    838,534:   247,886    118,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     8,342:     6,646      9,058     10,033      8,305    -26,945     24,984     -7,854:   -16,642     16,196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       25.7        2.1       52.4       59.8       74.1       87.6:      25.9       12.4
Old  :     100.0:      19.6       25.7        2.1       52.4       59.8       74.1       87.6:      25.9       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  :       186:        42         56         16         56         58        109        119:
Old  :       186:        42         56         16         56         58        109        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       27.8       33.0       42.9       19.9       26.1       30.4       38.4
Old  :                 20.7       27.8       33.0       42.9       19.9       26.1       30.4       38.4
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
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-338741
Commitments of Traders - Futures Only, October 4, 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  :    12,780:     1,940        427          0      6,660     11,324      8,600     11,751:     4,180      1,029
Old  :    12,780:     1,940        427          0      6,660     11,324      8,600     11,751:     4,180      1,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :       159:       154          0          0       -332       -145       -178       -145:       337        304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        3.3        0.0       52.1       88.6       67.3       91.9:      32.7        8.1
Old  :     100.0:      15.2        3.3        0.0       52.1       88.6       67.3       91.9:      32.7        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  :        35:         5          1          0         18         14         23         15:
Old  :        35:         5          1          0         18         14         23         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  :                 25.0       49.5       38.9       69.6       25.0       48.9       38.9       68.6
Old  :                 25.0       49.5       38.9       69.6       25.0       48.9       38.9       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            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
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-33874A
Commitments of Traders - Futures Only, October 4, 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  :    33,351:     7,323      3,681         98     21,655     25,512     29,076     29,291:     4,275      4,060
Old  :    33,351:     7,323      3,681         98     21,655     25,512     29,076     29,291:     4,275      4,060
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     3,322:     1,126     -1,427         30      1,708      5,267      2,864      3,870:       458       -548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       11.0        0.3       64.9       76.5       87.2       87.8:      12.8       12.2
Old  :     100.0:      22.0       11.0        0.3       64.9       76.5       87.2       87.8:      12.8       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  :        44:         7          4          1         20         21         27         26:
Old  :        44:         7          4          1         20         21         27         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       44.4       70.2       61.2       52.3       44.3       66.1       60.8
Old  :                 55.0       44.4       70.2       61.2       52.3       44.3       66.1       60.8
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 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
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders - Futures Only, October 4, 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  :    56,366:     9,452      9,622      1,198     28,581     35,546     39,231     46,366:    17,135     10,000
Old  :    56,366:     9,452      9,622      1,198     28,581     35,546     39,231     46,366:    17,135     10,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :       -56:     3,934     -3,154        955     -1,297        825      3,592     -1,374:    -3,648      1,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       17.1        2.1       50.7       63.1       69.6       82.3:      30.4       17.7
Old  :     100.0:      16.8       17.1        2.1       50.7       63.1       69.6       82.3:      30.4       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        13         16          1         32         23         46         39:
Old  :        77:        13         16          1         32         23         46         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       27.8       37.5       43.9       25.9       23.6       35.2       39.0
Old  :                 27.1       27.8       37.5       43.9       25.9       23.6       35.2       39.0
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 (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-209742
Commitments of Traders - Futures Only, October 4, 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  :   269,833:   106,204     81,610      2,568    128,308    119,632    237,080    203,810:    32,753     66,023
Old  :   269,833:   106,204     81,610      2,568    128,308    119,632    237,080    203,810:    32,753     66,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     4,240:    17,695     -3,715       -264    -31,923     16,005    -14,492     12,026:    18,732     -7,786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4       30.2        1.0       47.6       44.3       87.9       75.5:      12.1       24.5
Old  :     100.0:      39.4       30.2        1.0       47.6       44.3       87.9       75.5:      12.1       24.5
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  :       186:        66         60         10         37         36        108        101:
Old  :       186:        66         60         10         37         36        108        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  :                 33.0       19.8       45.9       31.5       27.5       14.5       39.8       24.2
Old  :                 33.0       19.8       45.9       31.5       27.5       14.5       39.8       24.2
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
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-232741
Commitments of Traders - Futures Only, October 4, 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  :    69,587:    29,452        582          0     16,799     60,544     46,251     61,126:    23,336      8,461
Old  :    69,587:    29,452        582          0     16,799     60,544     46,251     61,126:    23,336      8,461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     6,406:     5,925          0          0         96      6,432      6,021      6,432:       385        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3        0.8        0.0       24.1       87.0       66.5       87.8:      33.5       12.2
Old  :     100.0:      42.3        0.8        0.0       24.1       87.0       66.5       87.8:      33.5       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  :        35:        16          1          0          9         13         25         14:
Old  :        35:        16          1          0          9         13         25         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  :                 44.3       56.0       52.3       77.4       44.3       55.7       52.3       77.1
Old  :                 44.3       56.0       52.3       77.4       44.3       55.7       52.3       77.1
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
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                          Code-239741
Commitments of Traders - Futures Only, October 4, 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  :    32,198:       669      6,045          0     26,744     21,574     27,413     27,619:     4,785      4,579
Old  :    32,198:       669      6,045          0     26,744     21,574     27,413     27,619:     4,785      4,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :       601:        -3        156          0        580        376        577        532:        24         69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       18.8        0.0       83.1       67.0       85.1       85.8:      14.9       14.2
Old  :     100.0:       2.1       18.8        0.0       83.1       67.0       85.1       85.8:      14.9       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:         1         14          0         31         28         32         42:
Old  :        64:         1         14          0         31         28         32         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  :                 54.2       30.9       63.2       46.4       54.1       29.1       63.1       44.5
Old  :                 54.2       30.9       63.2       46.4       54.1       29.1       63.1       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                          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 (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-239742
Commitments of Traders - Futures Only, October 4, 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  :   230,566:    17,026     52,858        122    204,653    161,884    221,801    214,864:     8,765     15,702
Old  :   230,566:    17,026     52,858        122    204,653    161,884    221,801    214,864:     8,765     15,702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     9,967:     3,273      3,732       -227      5,169      3,939      8,215      7,444:     1,752      2,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       22.9        0.1       88.8       70.2       96.2       93.2:       3.8        6.8
Old  :     100.0:       7.4       22.9        0.1       88.8       70.2       96.2       93.2:       3.8        6.8
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  :       127:        19         44          3         37         47         58         92:
Old  :       127:        19         44          3         37         47         58         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  :                 62.9       38.4       74.3       53.6       61.2       37.9       68.6       48.7
Old  :                 62.9       38.4       74.3       53.6       61.2       37.9       68.6       48.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          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
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                               Code-240741
Commitments of Traders - Futures Only, October 4, 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  :    52,991:    17,033     17,304      1,140     22,349     29,008     40,522     47,452:    12,469      5,539
Old  :    52,991:    17,033     17,304      1,140     22,349     29,008     40,522     47,452:    12,469      5,539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :       443:    -3,211     -2,051        891      2,099      2,043       -221        883:       664       -440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       32.7        2.2       42.2       54.7       76.5       89.5:      23.5       10.5
Old  :     100.0:      32.1       32.7        2.2       42.2       54.7       76.5       89.5:      23.5       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        29         18          3         19         23         48         44:
Old  :        85:        29         18          3         19         23         48         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       46.5       39.8       55.5       23.3       46.5       36.5       55.4
Old  :                 26.6       46.5       39.8       55.5       23.3       46.5       36.5       55.4
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE                          Code-240743
Commitments of Traders - Futures Only, October 4, 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  :    35,013:     8,548      3,119        626     22,107      2,526     31,281      6,271:     3,732     28,742
Old  :    35,013:     8,548      3,119        626     22,107      2,526     31,281      6,271:     3,732     28,742
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     1,307:    -2,502      1,246        305      2,745        488        548      2,039:       759       -732
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        8.9        1.8       63.1        7.2       89.3       17.9:      10.7       82.1
Old  :     100.0:      24.4        8.9        1.8       63.1        7.2       89.3       17.9:      10.7       82.1
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:        14          3          1         10          4         24          8:
Old  :        30:        14          3          1         10          4         24          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       13.0       67.0       17.9       53.1       10.8       63.6       12.7
Old  :                 56.5       13.0       67.0       17.9       53.1       10.8       63.6       12.7
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
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                               Code-597741
Commitments of Traders - Futures Only, October 4, 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  :    36,299:     1,819      2,796        150     17,579     29,143     19,548     32,089:    16,751      4,210
Old  :    36,299:     1,819      2,796        150     17,579     29,143     19,548     32,089:    16,751      4,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    -1,820:      -465        100        150      1,474     -1,569      1,159     -1,319:    -2,979       -501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        7.7        0.4       48.4       80.3       53.9       88.4:      46.1       11.6
Old  :     100.0:       5.0        7.7        0.4       48.4       80.3       53.9       88.4:      46.1       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  :        46:         4         10          1         20         26         24         37:
Old  :        46:         4         10          1         20         26         24         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  :                 25.1       40.0       37.2       63.5       13.3       34.4       20.1       46.3
Old  :                 25.1       40.0       37.2       63.5       13.3       34.4       20.1       46.3
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
 
                                SILVER - COMMODITY EXCHANGE INC.                                        Code-084691
Commitments of Traders - Futures Only, October 4, 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  :   125,742:    55,195     12,413     11,276     26,807     90,271     93,278    113,960:    32,464     11,782
Old  :   125,742:    55,195     12,413     11,276     26,807     90,271     93,278    113,960:    32,464     11,782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     6,788:     4,579       -904      1,338        986      5,768      6,903      6,202:      -115        586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9        9.9        9.0       21.3       71.8       74.2       90.6:      25.8        9.4
Old  :     100.0:      43.9        9.9        9.0       21.3       71.8       74.2       90.6:      25.8        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  :       179:        94         40         24         20         38        125         92:
Old  :       179:        94         40         24         20         38        125         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  :                 19.1       33.3       30.9       50.1       13.2       28.3       20.0       41.6
Old  :                 19.1       33.3       30.9       50.1       13.2       28.3       20.0       41.6
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
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders - Futures Only, October 4, 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  :   107,932:    40,996     31,475     10,998     42,715     53,881     94,709     96,354:    13,223     11,578
Old  :   107,932:    40,996     31,475     10,998     42,715     53,881     94,709     96,354:    13,223     11,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     3,537:     3,513      3,209       -904      1,351      2,082      3,960      4,387:      -423       -850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       29.2       10.2       39.6       49.9       87.7       89.3:      12.3       10.7
Old  :     100.0:      38.0       29.2       10.2       39.6       49.9       87.7       89.3:      12.3       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  :       196:        68         69         43         43         38        143        125:
Old  :       196:        68         69         43         43         38        143        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       40.6       37.4       51.8       27.0       36.9       36.9       47.8
Old  :                 27.0       40.6       37.4       51.8       27.0       36.9       36.9       47.8
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
 
                                 GOLD - COMMODITY EXCHANGE INC.                                         Code-088691
Commitments of Traders - Futures Only, October 4, 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  :   363,529:   229,464     57,966     26,620     51,172    253,896    307,256    338,482:    56,273     25,047
Old  :   363,529:   229,464     57,966     26,620     51,172    253,896    307,256    338,482:    56,273     25,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    -3,290:     9,816      4,418     -7,668     -2,740      5,870       -592      2,620:    -2,698     -5,910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.1       15.9        7.3       14.1       69.8       84.5       93.1:      15.5        6.9
Old  :     100.0:      63.1       15.9        7.3       14.1       69.8       84.5       93.1:      15.5        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:       148         64         32         30         52        201        131:
Old  :       278:       148         64         32         30         52        201        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       36.3       39.1       52.3       27.1       34.1       33.1       45.6
Old  :                 29.0       36.3       39.1       52.3       27.1       34.1       33.1       45.6
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
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                      Code-1170E1
Commitments of Traders - Futures Only, October 4, 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  :    10,358:     4,921      2,328        550      2,788      6,422      8,259      9,300:     2,099      1,058
Old  :    10,358:     4,921      2,328        550      2,788      6,422      8,259      9,300:     2,099      1,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :       631:       407        132          0         19        151        426        283:       205        348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.5       22.5        5.3       26.9       62.0       79.7       89.8:      20.3       10.2
Old  :     100.0:      47.5       22.5        5.3       26.9       62.0       79.7       89.8:      20.3       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  :        41:        19          3         12          6          6         35         21:
Old  :        41:        19          3         12          6          6         35         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.4       76.9       64.3       85.1       45.6       65.3       54.1       72.3
Old  :                 52.4       76.9       64.3       85.1       45.6       65.3       54.1       72.3
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
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders - Futures Only, October 4, 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  :   114,813:    45,916      7,790      4,471     41,231     79,390     91,618     91,651:    23,195     23,162
Old  :    96,387:    41,886      6,249      1,088     34,900     70,388     77,874     77,725:    18,513     18,662
Other:    18,426:     7,276      4,787        137      6,331      9,002     13,744     13,926:     4,682      4,500
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    13,557:     7,054      3,805       -342      5,297      7,889     12,009     11,352:     1,548      2,205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0        6.8        3.9       35.9       69.1       79.8       79.8:      20.2       20.2
Old  :     100.0:      43.5        6.5        1.1       36.2       73.0       80.8       80.6:      19.2       19.4
Other:     100.0:      39.5       26.0        0.7       34.4       48.9       74.6       75.6:      25.4       24.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        64         22         18         46         63        119         97:
Old  :       166:        67         20          9         39         60        108         87:
Other:        88:        19         16          3         17         39         36         58:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       33.4       28.2       44.2       15.2       26.1       22.5       33.3
Old  :                 18.6       38.7       28.4       47.9       18.4       33.6       27.6       40.8
Other:                 40.9       43.0       51.4       54.9       40.9       42.7       50.3       54.7
 
                               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 - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders - Futures Only, October 4, 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  :    32,977:     8,436        495        391     14,507     23,208     23,334     24,094:     9,643      8,883
Old  :    32,406:     8,420        486        316     14,330     23,062     23,066     23,864:     9,340      8,542
Other:       571:        56         49         35        177        146        268        230:       303        341
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     3,218:     2,435        -57         24      1,359      2,921      3,818      2,888:      -600        330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        1.5        1.2       44.0       70.4       70.8       73.1:      29.2       26.9
Old  :     100.0:      26.0        1.5        1.0       44.2       71.2       71.2       73.6:      28.8       26.4
Other:     100.0:       9.8        8.6        6.1       31.0       25.6       46.9       40.3:      53.1       59.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        18          4          2         22         20         41         25:
Old  :        52:        19          3          2         21         20         40         25:
Other:        11:         1          2          1          4          4          6          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       48.5       43.3       59.7       23.0       47.1       37.4       54.2
Old  :                 26.9       49.0       43.9       60.4       23.2       47.7       37.8       55.1
Other:                 37.1       37.7       46.9       40.3       36.1       31.5       40.8       34.2
 
                               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
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders - Futures Only, October 4, 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  :   110,391:    23,572     25,796      7,776     65,880     68,011     97,228    101,583:    13,163      8,808
Old  :   109,406:    23,660     25,861      7,544     65,175     67,315     96,379    100,720:    13,027      8,686
Other:       985:       144        167          0        705        696        849        863:       136        122
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     2,717:     1,812     -5,514      2,166     -1,191      7,658      2,787      4,310:       -70     -1,593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       23.4        7.0       59.7       61.6       88.1       92.0:      11.9        8.0
Old  :     100.0:      21.6       23.6        6.9       59.6       61.5       88.1       92.1:      11.9        7.9
Other:     100.0:      14.6       17.0        0.0       71.6       70.7       86.2       87.6:      13.8       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        63         58         42         47         55        144        128:
Old  :       200:        63         59         40         47         55        143        127:
Other:        20:         3          4          0          6          7          9         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       36.4       41.3       45.1       25.1       30.1       35.3       36.5
Old  :                 26.3       36.2       41.7       44.9       25.3       30.3       36.0       36.8
Other:                 66.8       75.7       85.9       85.6       66.8       75.7       85.9       85.6
 
                             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
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders - Futures Only, October 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    25,034:     9,550      4,342      1,431     10,645     17,763     21,626     23,536:     3,408      1,498
Old  :    15,053:     7,682      3,715          0      4,735     10,251     12,417     13,966:     2,636      1,087
Other:     9,981:     2,782      1,541        517      5,910      7,512      9,209      9,570:       772        411
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     1,830:     1,593        478        339       -304      1,471      1,628      2,288:       202       -458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       17.3        5.7       42.5       71.0       86.4       94.0:      13.6        6.0
Old  :     100.0:      51.0       24.7        0.0       31.5       68.1       82.5       92.8:      17.5        7.2
Other:     100.0:      27.9       15.4        5.2       59.2       75.3       92.3       95.9:       7.7        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        41         17         15         20         17         72         40:
Old  :        80:        35         18          0         17         15         52         33:
Other:        50:        17         11         13         14         11         34         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       49.2       46.3       66.1       30.8       45.2       42.5       60.8
Old  :                 30.5       54.0       46.9       69.2       30.5       53.6       46.1       68.8
Other:                 45.4       64.4       65.9       80.2       42.5       62.1       59.4       74.5
 
                    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
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders - Futures Only, October 4, 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  :   124,673:    25,438     28,446      1,621     89,586     87,280    116,645    117,347:     8,028      7,326
Old  :   109,088:    25,633     28,617      1,097     74,632     72,063    101,362    101,777:     7,726      7,311
Other:    15,585:       171        195        158     14,954     15,217     15,283     15,570:       302         15
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :      -789:      -673     -1,725       -195        102     -1,105       -766     -3,025:       -23      2,236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       22.8        1.3       71.9       70.0       93.6       94.1:       6.4        5.9
Old  :     100.0:      23.5       26.2        1.0       68.4       66.1       92.9       93.3:       7.1        6.7
Other:     100.0:       1.1        1.3        1.0       96.0       97.6       98.1       99.9:       1.9        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        47         48         10         51         37        104         94:
Old  :       158:        48         51          9         49         37        102         93:
Other:        27:         3          2          3         15         13         18         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  :                 31.2       30.7       49.4       46.6       22.5       21.7       33.6       32.3
Old  :                 30.8       30.3       48.6       43.7       27.8       21.3       40.5       34.3
Other:                 62.1       89.3       85.9       97.4       45.3       67.5       62.7       72.4
 
                                 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
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders - Futures Only, October 4, 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  :   458,136:   164,891     34,755     31,538    182,075    345,989    378,504    412,282:    79,632     45,854
Old  :   458,136:   164,891     34,755     31,538    182,075    345,989    378,504    412,282:    79,632     45,854
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    -1,963:    -7,414      1,029      8,639     -3,403    -14,297     -2,178     -4,629:       215      2,666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0        7.6        6.9       39.7       75.5       82.6       90.0:      17.4       10.0
Old  :     100.0:      36.0        7.6        6.9       39.7       75.5       82.6       90.0:      17.4       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        69         25         32         48         52        137         93:
Old  :       161:        69         25         32         48         52        137         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       30.7       27.1       49.7       14.9       26.6       24.1       42.9
Old  :                 16.0       30.7       27.1       49.7       14.9       26.6       24.1       42.9
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 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
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders - Futures Only, October 4, 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  :    87,370:    19,833     21,869     10,147     48,333     48,156     78,313     80,172:     9,057      7,198
Old  :    85,695:    19,822     22,295      9,441     47,567     47,005     76,830     78,741:     8,865      6,954
Other:     1,675:       493         56        224        766      1,151      1,483      1,431:       192        244
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :       864:       330        289        525       -202      1,182        653      1,996:       211     -1,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       25.0       11.6       55.3       55.1       89.6       91.8:      10.4        8.2
Old  :     100.0:      23.1       26.0       11.0       55.5       54.9       89.7       91.9:      10.3        8.1
Other:     100.0:      29.4        3.3       13.4       45.7       68.7       88.5       85.4:      11.5       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        90         82         51         98         79        215        193:
Old  :       295:        91         85         50         98         78        214        192:
Other:        40:         7          2          5         15         20         23         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  :                 19.0       19.5       30.9       31.5       18.8       16.6       29.1       25.5
Old  :                 19.4       19.9       31.5       32.0       19.1       17.0       29.7       26.0
Other:                 45.9       44.2       70.4       64.6       35.6       40.2       51.3       52.4
 
                               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
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  Code-098662
Commitments of Traders - Futures Only, October 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    19,561:    13,955      2,816      2,004        409     13,248     16,368     18,068:     3,193      1,493
Old  :    19,561:    13,955      2,816      2,004        409     13,248     16,368     18,068:     3,193      1,493
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     1,988:     1,260       -315         -3       -221      2,189      1,036      1,871:       952        117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.3       14.4       10.2        2.1       67.7       83.7       92.4:      16.3        7.6
Old  :     100.0:      71.3       14.4       10.2        2.1       67.7       83.7       92.4:      16.3        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        27         10          3          4          5         34         16:
Old  :        47:        27         10          3          4          5         34         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.7       79.7       63.1       88.4       44.1       72.5       54.7       79.2
Old  :                 48.7       79.7       63.1       88.4       44.1       72.5       54.7       79.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  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
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders - Futures Only, October 4, 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  :   167,990:    21,550     16,404     22,321     91,784    108,675    135,655    147,400:    32,335     20,590
Old  :   167,990:    21,550     16,404     22,321     91,784    108,675    135,655    147,400:    32,335     20,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    -6,468:       620        397     -2,477     -4,272     -4,244     -6,129     -6,324:      -339       -144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        9.8       13.3       54.6       64.7       80.8       87.7:      19.2       12.3
Old  :     100.0:      12.8        9.8       13.3       54.6       64.7       80.8       87.7:      19.2       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        33         24         40         63         63        117        109:
Old  :       134:        33         24         40         63         63        117        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  :                 18.7       19.4       30.1       28.7       13.7       13.6       20.2       20.0
Old  :                 18.7       19.4       30.1       28.7       13.7       13.6       20.2       20.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         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
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders - Futures Only, October 4, 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  :   552,970:    64,673     67,898    182,936    237,671    263,285    485,280    514,119:    67,690     38,851
Old  :   552,970:    64,673     67,898    182,936    237,671    263,285    485,280    514,119:    67,690     38,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    15,041:     7,161     -8,540     15,673     -5,987      1,011     16,847      8,144:    -1,806      6,897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       12.3       33.1       43.0       47.6       87.8       93.0:      12.2        7.0
Old  :     100.0:      11.7       12.3       33.1       43.0       47.6       87.8       93.0:      12.2        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        61         38         67         90         79        183        154:
Old  :       196:        61         38         67         90         79        183        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  :                 21.6       27.7       31.8       41.5        8.5       14.1       12.7       19.9
Old  :                 21.6       27.7       31.8       41.5        8.5       14.1       12.7       19.9
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
 
                        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
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders - Futures Only, October 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    99,355:     9,681      3,244      3,065     76,616     83,198     89,362     89,507:     9,993      9,848
Old  :    99,355:     9,681      3,244      3,065     76,616     83,198     89,362     89,507:     9,993      9,848
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :   -12,580:       107       -886      1,072    -15,068    -17,653    -13,889    -17,467:     1,309      4,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        3.3        3.1       77.1       83.7       89.9       90.1:      10.1        9.9
Old  :     100.0:       9.7        3.3        3.1       77.1       83.7       89.9       90.1:      10.1        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  :        36:         5          1          5         25         26         31         31:
Old  :        36:         5          1          5         25         26         31         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.5       34.7       63.2       58.0       46.2       31.8       55.6       52.7
Old  :                 49.5       34.7       63.2       58.0       46.2       31.8       55.6       52.7
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
 
                          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
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders - Futures Only, October 4, 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  :    65,172:         2     23,682      1,515     57,431     35,876     58,948     61,073:     6,224      4,099
Old  :    65,172:         2     23,682      1,515     57,431     35,876     58,948     61,073:     6,224      4,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    -3,508:      -186      5,082     -1,160     -4,030     -8,366     -5,376     -4,444:     1,868        936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       36.3        2.3       88.1       55.0       90.4       93.7:       9.6        6.3
Old  :     100.0:       0.0       36.3        2.3       88.1       55.0       90.4       93.7:       9.6        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          4          3         17         16         20         21:
Old  :        25:         1          4          3         17         16         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  :                 44.0       55.7       66.7       71.9       38.6       51.9       56.5       64.8
Old  :                 44.0       55.7       66.7       71.9       38.6       51.9       56.5       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                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
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-02365F
Commitments of Traders - Futures Only, October 4, 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  :    67,331:    25,185     12,984      2,436     32,289     45,456     59,910     60,876:     7,421      6,455
Old  :    67,331:    25,185     12,984      2,436     32,289     45,456     59,910     60,876:     7,421      6,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :       889:     6,171       -935       -306     -7,009      2,766     -1,144      1,525:     2,033       -636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       19.3        3.6       48.0       67.5       89.0       90.4:      11.0        9.6
Old  :     100.0:      37.4       19.3        3.6       48.0       67.5       89.0       90.4:      11.0        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          5          3         15         16         20         22:
Old  :        26:         3          5          3         15         16         20         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  :                 58.0       42.1       75.5       59.8       50.1       40.9       61.0       55.2
Old  :                 58.0       42.1       75.5       59.8       50.1       40.9       61.0       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            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
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-02365G
Commitments of Traders - Futures Only, October 4, 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  :    62,290:         0      4,579        665     59,302     47,579     59,967     52,823:     2,323      9,467
Old  :    62,290:         0      4,579        665     59,302     47,579     59,967     52,823:     2,323      9,467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    -2,508:         0     -1,812        148     -1,893     -3,940     -1,745     -5,604:      -763      3,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.4        1.1       95.2       76.4       96.3       84.8:       3.7       15.2
Old  :     100.0:       0.0        7.4        1.1       95.2       76.4       96.3       84.8:       3.7       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          1          1         15         17         16         18:
Old  :        21:         0          1          1         15         17         16         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  :                 65.6       38.6       81.9       64.4       60.1       37.5       69.6       55.7
Old  :                 65.6       38.6       81.9       64.4       60.1       37.5       69.6       55.7
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
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders - Futures Only, October 4, 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  :    62,246:         0     11,555        375     53,549     43,386     53,924     55,316:     8,322      6,930
Old  :    62,246:         0     11,555        375     53,549     43,386     53,924     55,316:     8,322      6,930
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    -3,955:         0        130       -659     -6,966     -5,000     -7,625     -5,529:     3,670      1,574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.6        0.6       86.0       69.7       86.6       88.9:      13.4       11.1
Old  :     100.0:       0.0       18.6        0.6       86.0       69.7       86.6       88.9:      13.4       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          2          2         19         13         21         15:
Old  :        24:         0          2          2         19         13         21         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  :                 34.1       52.2       57.8       78.5       27.7       41.9       42.5       58.1
Old  :                 34.1       52.2       57.8       78.5       27.7       41.9       42.5       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                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
 
                     NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-02365K
Commitments of Traders - Futures Only, October 4, 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  :    42,475:         0      1,053        462     35,439     36,886     35,901     38,401:     6,574      4,074
Old  :    42,475:         0      1,053        462     35,439     36,886     35,901     38,401:     6,574      4,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :        11:         0     -2,038        300      1,191      1,074      1,491       -664:    -1,480        675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.5        1.1       83.4       86.8       84.5       90.4:      15.5        9.6
Old  :     100.0:       0.0        2.5        1.1       83.4       86.8       84.5       90.4:      15.5        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          1         13         12         14         13:
Old  :        20:         0          1          1         13         12         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.3       69.1       77.7       85.1       60.0       68.8       72.4       80.9
Old  :                 61.3       69.1       77.7       85.1       60.0       68.8       72.4       80.9
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
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders - Futures Only, October 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    54,212:     9,473      1,208      2,666     34,410     43,584     46,549     47,458:     7,663      6,754
Old  :    54,212:     9,473      1,208      2,666     34,410     43,584     46,549     47,458:     7,663      6,754
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :   -13,602:    -8,227      1,208        166     -6,976    -15,268    -15,037    -13,894:     1,435        292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        2.2        4.9       63.5       80.4       85.9       87.5:      14.1       12.5
Old  :     100.0:      17.5        2.2        4.9       63.5       80.4       85.9       87.5:      14.1       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          1          3         14         19         17         23:
Old  :        24:         3          1          3         14         19         17         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       41.6       74.3       61.0       35.7       29.3       47.4       39.7
Old  :                 57.2       41.6       74.3       61.0       35.7       29.3       47.4       39.7
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
 
                         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
 
                       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, October 4, 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  : 1,262,871:   351,575     75,421    205,540    688,666    969,240  1,245,781  1,250,201:    17,090     12,670
Old  : 1,262,871:   351,575     75,421    205,540    688,666    969,240  1,245,781  1,250,201:    17,090     12,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :   -67,320:    -4,797     -1,398    -27,114    -33,231    -37,139    -65,142    -65,651:    -2,178     -1,669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        6.0       16.3       54.5       76.7       98.6       99.0:       1.4        1.0
Old  :     100.0:      27.8        6.0       16.3       54.5       76.7       98.6       99.0:       1.4        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        26         12         29         86         81        120        114:
Old  :       131:        26         12         29         86         81        120        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       25.7       39.6       42.2       19.5       18.8       28.5       30.4
Old  :                 25.6       25.7       39.6       42.2       19.5       18.8       28.5       30.4
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-03565C
Commitments of Traders - Futures Only, October 4, 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  :   213,701:    67,360     47,282     48,684     94,432    116,208    210,476    212,174:     3,225      1,527
Old  :   213,701:    67,360     47,282     48,684     94,432    116,208    210,476    212,174:     3,225      1,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :   -86,174:    -5,110    -12,574    -60,948    -16,735    -11,343    -82,793    -84,865:    -3,381     -1,309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       22.1       22.8       44.2       54.4       98.5       99.3:       1.5        0.7
Old  :     100.0:      31.5       22.1       22.8       44.2       54.4       98.5       99.3:       1.5        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        11          8         15         27         26         44         43:
Old  :        47:        11          8         15         27         26         44         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  :                 32.2       50.3       53.8       66.9       29.7       32.0       40.1       44.0
Old  :                 32.2       50.3       53.8       66.9       29.7       32.0       40.1       44.0
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
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders - Futures Only, October 4, 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  :    75,340:    26,370      7,040     10,442     38,340     57,738     75,152     75,220:       188        120
Old  :    75,340:    26,370      7,040     10,442     38,340     57,738     75,152     75,220:       188        120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    -5,683:     1,863        -32     -5,589     -1,895         78     -5,621     -5,543:       -62       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0        9.3       13.9       50.9       76.6       99.8       99.8:       0.2        0.2
Old  :     100.0:      35.0        9.3       13.9       50.9       76.6       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         4          6          9         36         39         46         48:
Old  :        49:         4          6          9         36         39         46         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  :                 57.9       45.1       70.0       62.3       49.4       41.0       54.8       52.7
Old  :                 57.9       45.1       70.0       62.3       49.4       41.0       54.8       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             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
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders - Futures Only, October 4, 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  :    26,220:     4,163      4,928      1,802     20,255     18,981     26,220     25,711:         0        509
Old  :    26,220:     4,163      4,928      1,802     20,255     18,981     26,220     25,711:         0        509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    -1,255:     1,182       -168       -759     -1,657       -328     -1,234     -1,255:       -21          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       18.8        6.9       77.3       72.4      100.0       98.1:       0.0        1.9
Old  :     100.0:      15.9       18.8        6.9       77.3       72.4      100.0       98.1:       0.0        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  :        35:         4          3          5         21         21         28         26:
Old  :        35:         4          3          5         21         21         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  :                 57.9       55.9       75.0       76.3       54.6       52.5       70.2       66.7
Old  :                 57.9       55.9       75.0       76.3       54.6       52.5       70.2       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465B
Commitments of Traders - Futures Only, October 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     9,348:       684      2,648      2,450      5,706      3,742      8,840      8,840:       508        508
Old  :     9,348:       684      2,648      2,450      5,706      3,742      8,840      8,840:       508        508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    -1,474:      -378       -693       -126       -970       -655     -1,474     -1,474:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       28.3       26.2       61.0       40.0       94.6       94.6:       5.4        5.4
Old  :     100.0:       7.3       28.3       26.2       61.0       40.0       94.6       94.6:       5.4        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          2          3         14         10         19         14:
Old  :        24:         4          2          3         14         10         19         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  :                 37.7       54.5       61.6       81.8       24.8       45.1       43.6       56.3
Old  :                 37.7       54.5       61.6       81.8       24.8       45.1       43.6       56.3
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
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465H
Commitments of Traders - Futures Only, October 4, 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  :    16,602:     3,472      3,540      1,680     10,930     10,912     16,082     16,132:       520        470
Old  :    16,602:     3,472      3,540      1,680     10,930     10,912     16,082     16,132:       520        470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    -1,340:      -380       -140       -220       -800     -1,170     -1,400     -1,530:        60        190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       21.3       10.1       65.8       65.7       96.9       97.2:       3.1        2.8
Old  :     100.0:      20.9       21.3       10.1       65.8       65.7       96.9       97.2:       3.1        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  :        29:         4          3          7         18         18         25         25:
Old  :        29:         4          3          7         18         18         25         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  :                 46.4       54.7       69.6       77.2       41.7       47.1       55.0       63.1
Old  :                 46.4       54.7       69.6       77.2       41.7       47.1       55.0       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            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
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06465M
Commitments of Traders - Futures Only, October 4, 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  :    24,216:    11,330        120      1,560     10,378     22,344     23,268     24,024:       948        192
Old  :    24,216:    11,330        120      1,560     10,378     22,344     23,268     24,024:       948        192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :      -140:      -230       -120       -190        -30        170       -450       -140:       310          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.8        0.5        6.4       42.9       92.3       96.1       99.2:       3.9        0.8
Old  :     100.0:      46.8        0.5        6.4       42.9       92.3       96.1       99.2:       3.9        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          1          3         20         24         23         27:
Old  :        29:         2          1          3         20         24         23         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       54.6       79.9       76.5       60.0       51.2       70.3       68.7
Old  :                 68.3       54.6       79.9       76.5       60.0       51.2       70.3       68.7
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
 
                   ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-06465S
Commitments of Traders - Futures Only, October 4, 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  :     8,600:     1,960        120        820      5,816      7,380      8,596      8,320:         4        280
Old  :     8,600:     1,960        120        820      5,816      7,380      8,596      8,320:         4        280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :       -74:      -160          0          0         90       -114        -70       -114:        -4         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        1.4        9.5       67.6       85.8      100.0       96.7:       0.0        3.3
Old  :     100.0:      22.8        1.4        9.5       67.6       85.8      100.0       96.7:       0.0        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          1          2         13          9         15         12:
Old  :        20:         2          1          2         13          9         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.9       72.9       91.2       90.8       56.0       71.9       73.8       75.4
Old  :                 67.9       72.9       91.2       90.8       56.0       71.9       73.8       75.4
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
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders - Futures Only, October 4, 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  :   866,124:   118,480    145,731    157,792    529,094    490,136    805,366    793,659:    60,758     72,465
Old  :   866,124:   118,480    145,731    157,792    529,094    490,136    805,366    793,659:    60,758     72,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    14,910:    10,999     11,921     11,682    -12,414    -12,497     10,267     11,106:     4,643      3,804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       16.8       18.2       61.1       56.6       93.0       91.6:       7.0        8.4
Old  :     100.0:      13.7       16.8       18.2       61.1       56.6       93.0       91.6:       7.0        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  :       257:        65         95         95         78         81        207        215:
Old  :       257:        65         95         95         78         81        207        215:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       15.0       36.9       24.4       20.5       11.2       28.3       17.3
Old  :                 25.1       15.0       36.9       24.4       20.5       11.2       28.3       17.3
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
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders - Futures Only, October 4, 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  :    13,206:     8,912      3,896        117      1,373      8,718     10,402     12,731:     2,804        475
Old  :    13,206:     8,912      3,896        117      1,373      8,718     10,402     12,731:     2,804        475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :       -12:       -42       -142        -19        -29        212        -90         51:        78        -63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.5       29.5        0.9       10.4       66.0       78.8       96.4:      21.2        3.6
Old  :     100.0:      67.5       29.5        0.9       10.4       66.0       78.8       96.4:      21.2        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        62         10          3          9         26         72         39:
Old  :       108:        62         10          3          9         26         72         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  :                 21.7       34.8       32.9       54.3       21.7       34.8       32.9       54.3
Old  :                 21.7       34.8       32.9       54.3       21.7       34.8       32.9       54.3
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
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders - Futures Only, October 4, 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  :    13,071:    10,058        469          0        522     11,234     10,580     11,703:     2,491      1,368
Old  :    13,071:    10,058        469          0        522     11,234     10,580     11,703:     2,491      1,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :       187:       522       -137        -22         62        672        562        513:      -375       -326
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.9        3.6        0.0        4.0       85.9       80.9       89.5:      19.1       10.5
Old  :     100.0:      76.9        3.6        0.0        4.0       85.9       80.9       89.5:      19.1       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        27          4          0         11         22         38         26:
Old  :        55:        27          4          0         11         22         38         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  :                 39.8       45.8       55.9       68.9       39.8       45.1       55.9       68.0
Old  :                 39.8       45.8       55.9       68.9       39.8       45.1       55.9       68.0
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
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-111652
Commitments of Traders - Futures Only, October 4, 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  :   134,972:    22,754      2,609     11,488     86,835    111,646    121,077    125,743:    13,895      9,229
Old  :   134,972:    22,754      2,609     11,488     86,835    111,646    121,077    125,743:    13,895      9,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :   -11,564:       -19     -1,468     -2,142     -7,612     -7,144     -9,773    -10,754:    -1,791       -810
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        1.9        8.5       64.3       82.7       89.7       93.2:      10.3        6.8
Old  :     100.0:      16.9        1.9        8.5       64.3       82.7       89.7       93.2:      10.3        6.8
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  :       141:        42         12         31         63         77        117        110:
Old  :       141:        42         12         31         63         77        117        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       24.0       42.4       38.1       17.8       18.4       28.5       28.9
Old  :                 26.3       24.0       42.4       38.1       17.8       18.4       28.5       28.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         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
 
 

Updated October 14, 2005