WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders - Futures Only, October 25, 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  :   298,757:    49,596     80,328     46,467    179,877    131,602    275,940    258,397:    22,817     40,360
Old  :   256,505:    51,102     83,992     28,901    155,793    116,553    235,796    229,446:    20,709     27,059
Other:    42,252:    14,482     12,324      1,578     24,084     15,049     40,144     28,951:     2,108     13,301
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     5,106:    -2,656     13,864      1,387      8,089     -9,067      6,820      6,184:    -1,714     -1,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       26.9       15.6       60.2       44.0       92.4       86.5:       7.6       13.5
Old  :     100.0:      19.9       32.7       11.3       60.7       45.4       91.9       89.5:       8.1       10.5
Other:     100.0:      34.3       29.2        3.7       57.0       35.6       95.0       68.5:       5.0       31.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        61        114         80         46         64        173        216:
Old  :       264:        65        120         62         43         57        154        201:
Other:       137:        43         36         12         17         55         63        100:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       26.7       45.7       32.6       30.2       19.6       43.1       24.7
Old  :                 33.8       30.5       48.9       36.7       33.8       28.1       48.9       33.9
Other:                 51.6       16.9       65.2       23.7       50.7       16.3       64.3       23.1
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders - Futures Only, October 18, 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  :   293,651:    52,252     66,464     45,080    171,788    140,669    269,120    252,213:    24,531     41,438
Old  :   252,441:    52,400     71,643     27,170    150,772    125,206    230,342    224,019:    22,099     28,422
Other:    41,210:    16,188     11,157      1,574     21,016     15,463     38,778     28,194:     2,432     13,016
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -3,948:     1,231        507     -2,668        484     -1,279       -953     -3,440:    -2,995       -508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       22.6       15.4       58.5       47.9       91.6       85.9:       8.4       14.1
Old  :     100.0:      20.8       28.4       10.8       59.7       49.6       91.2       88.7:       8.8       11.3
Other:     100.0:      39.3       27.1        3.8       51.0       37.5       94.1       68.4:       5.9       31.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        70        102         76         47         66        176        201:
Old  :       259:        69        111         58         43         60        155        189:
Other:       135:        44         32          9         17         55         64         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  :                 29.8       29.3       45.5       35.3       29.8       22.5       42.9       27.6
Old  :                 33.8       33.6       48.9       40.3       33.8       31.0       48.9       37.1
Other:                 45.8       17.4       60.8       24.9       44.9       17.1       59.8       24.3
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders - Futures Only, October 25, 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  :   827,308:   151,524    166,063     85,522    452,029    383,857    689,075    635,442:   138,233    191,866
Old  :   777,722:   136,911    170,789     75,973    434,773    356,310    647,657    603,072:   130,065    174,650
Other:    49,586:    22,583      3,244      1,579     17,256     27,547     41,418     32,370:     8,168     17,216
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    30,173:      -305      3,627     21,060     12,496     10,111     33,251     34,798:    -3,078     -4,625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       20.1       10.3       54.6       46.4       83.3       76.8:      16.7       23.2
Old  :     100.0:      17.6       22.0        9.8       55.9       45.8       83.3       77.5:      16.7       22.5
Other:     100.0:      45.5        6.5        3.2       34.8       55.6       83.5       65.3:      16.5       34.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       561:       145        130        119        184        188        404        394:
Old  :       553:       135        141        106        178        183        388        381:
Other:       235:        60         27          5         38        120        100        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  :                 22.5       19.4       33.0       24.5       19.8       16.3       28.9       20.9
Old  :                 23.7       18.9       34.8       24.4       20.8       15.7       30.5       20.6
Other:                 19.5       30.7       32.7       37.0       19.1       30.3       30.8       35.7
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders - Futures Only, October 18, 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  :   797,135:   151,829    162,436     64,462    439,533    373,746    655,824    600,644:   141,311    196,491
Old  :   748,923:   136,669    166,996     55,166    423,891    347,269    615,726    569,431:   133,197    179,492
Other:    48,212:    22,714      2,994      1,742     15,642     26,477     40,098     31,213:     8,114     16,999
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    31,340:     4,019     -7,788      9,830      8,734     24,557     22,583     26,599:     8,757      4,741
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       20.4        8.1       55.1       46.9       82.3       75.4:      17.7       24.6
Old  :     100.0:      18.2       22.3        7.4       56.6       46.4       82.2       76.0:      17.8       24.0
Other:     100.0:      47.1        6.2        3.6       32.4       54.9       83.2       64.7:      16.8       35.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       547:       149        128        107        186        187        396        375:
Old  :       540:       136        138         96        183        186        383        368:
Other:       231:        60         26          5         37        118         99        147:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       19.4       32.9       24.8       20.5       17.3       29.6       21.6
Old  :                 23.4       18.9       34.7       24.7       21.5       16.7       31.3       21.4
Other:                 20.5       31.2       33.7       37.6       20.1       30.5       31.8       36.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders - Futures Only, October 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     7,283:     3,850        317         17        897      5,609      4,764      5,943:     2,519      1,340
Old  :     7,274:     3,850        317         17        894      5,608      4,761      5,942:     2,513      1,332
Other:         9:         0          0          0          3          1          3          1:         6          8
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       386:       307        -31        -27          4        304        284        246:       102        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.9        4.4        0.2       12.3       77.0       65.4       81.6:      34.6       18.4
Old  :     100.0:      52.9        4.4        0.2       12.3       77.1       65.5       81.7:      34.5       18.3
Other:     100.0:       0.0        0.0        0.0       33.3       11.1       33.3       11.1:      66.7       88.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        16          4          2          9         13         27         17:
Old  :        37:        16          4          2          9         13         27         17:
Other:         2:         0          0          0          2          1          2          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  :                 32.7       50.7       47.3       68.6       32.7       48.1       47.3       65.2
Old  :                 32.8       50.8       47.3       68.7       32.8       48.2       47.3       65.3
Other:                 33.3       11.1       33.3       11.1       22.2        0.0       22.2        0.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders - Futures Only, October 18, 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  :     6,897:     3,543        348         44        893      5,305      4,480      5,697:     2,417      1,200
Old  :     6,888:     3,543        348         43        890      5,304      4,476      5,695:     2,412      1,193
Other:         9:         0          0          1          3          1          4          2:         5          7
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       243:       272          9         26       -215        167         83        202:       160         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.4        5.0        0.6       12.9       76.9       65.0       82.6:      35.0       17.4
Old  :     100.0:      51.4        5.1        0.6       12.9       77.0       65.0       82.7:      35.0       17.3
Other:     100.0:       0.0        0.0       11.1       33.3       11.1       44.4       22.2:      55.6       77.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        14          5          3          8         16         25         21:
Old  :        38:        14          5          3          8         16         25         21:
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  :                 34.3       48.8       48.5       65.3       34.3       45.9       48.5       61.3
Old  :                 34.4       48.9       48.5       65.4       34.4       45.9       48.5       61.4
Other:                 44.4       22.2       44.4       22.2       22.2        0.0       22.2        0.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders - Futures Only, October 25, 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  :   289,231:    44,149     43,187     28,878    164,848    136,267    237,875    208,332:    51,356     80,899
Old  :   274,400:    44,344     44,865     22,553    157,830    131,142    224,727    198,560:    49,673     75,840
Other:    14,831:     5,598      4,115        532      7,018      5,125     13,148      9,772:     1,683      5,059
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -9,560:   -16,676     -5,868     -3,783      8,071     -1,416    -12,388    -11,067:     2,828      1,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       14.9       10.0       57.0       47.1       82.2       72.0:      17.8       28.0
Old  :     100.0:      16.2       16.4        8.2       57.5       47.8       81.9       72.4:      18.1       27.6
Other:     100.0:      37.7       27.7        3.6       47.3       34.6       88.7       65.9:      11.3       34.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        58         93         78         93        102        210        234:
Old  :       293:        61         94         67         92        100        203        225:
Other:       108:        16         26          4         21         49         39         78:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       18.4       30.3       25.0       18.5       13.4       26.9       17.7
Old  :                 20.2       19.0       31.0       25.7       20.2       14.0       28.9       18.6
Other:                 44.8       28.1       66.5       40.5       42.1       28.1       62.8       39.6
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders - Futures Only, October 18, 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  :   298,791:    60,825     49,055     32,661    156,777    137,683    250,263    219,399:    48,528     79,392
Old  :   285,372:    61,341     50,954     26,203    150,829    133,581    238,373    210,738:    46,999     74,634
Other:    13,419:     5,475      4,092        467      5,948      4,102     11,890      8,661:     1,529      4,758
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    10,631:     2,729     -4,977      3,552      5,204     15,282     11,485     13,857:      -854     -3,226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       16.4       10.9       52.5       46.1       83.8       73.4:      16.2       26.6
Old  :     100.0:      21.5       17.9        9.2       52.9       46.8       83.5       73.8:      16.5       26.2
Other:     100.0:      40.8       30.5        3.5       44.3       30.6       88.6       64.5:      11.4       35.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       344:        94         96         90         97        111        240        265:
Old  :       343:       101         98         79         96        110        234        257:
Other:       104:        16         23          2         21         50         38         74:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       17.4       27.4       24.0       17.9       13.5       25.7       18.1
Old  :                 19.2       17.7       28.2       24.7       19.2       14.1       27.4       19.1
Other:                 46.3       26.7       64.5       40.0       44.5       26.7       60.4       38.5
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders - Futures Only, October 25, 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  :   168,801:    42,052      8,936     23,590     77,930    123,727    143,572    156,253:    25,229     12,548
Old  :   160,584:    43,476      8,978     19,598     73,456    120,101    136,530    148,677:    24,054     11,907
Other:     8,217:     2,400      3,782        168      4,474      3,626      7,042      7,576:     1,175        641
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -1,877:    -1,511       -626      1,723      1,248     -1,927      1,460       -830:    -3,337     -1,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        5.3       14.0       46.2       73.3       85.1       92.6:      14.9        7.4
Old  :     100.0:      27.1        5.6       12.2       45.7       74.8       85.0       92.6:      15.0        7.4
Other:     100.0:      29.2       46.0        2.0       54.4       44.1       85.7       92.2:      14.3        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        48         19         35         45         51        115         98:
Old  :       144:        57         17         31         44         50        113         93:
Other:        37:         4         16          3         12         11         19         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       38.3       33.2       53.8       20.8       35.9       30.1       46.1
Old  :                 22.1       39.0       33.3       54.7       21.9       36.8       31.7       49.0
Other:                 69.7       34.0       81.9       56.7       62.3       30.0       71.8       49.8
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders - Futures Only, October 18, 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  :   170,678:    43,563      9,562     21,867     76,682    125,654    142,112    157,083:    28,566     13,595
Old  :   163,321:    44,272      9,200     18,786     73,526    123,041    136,584    151,027:    26,737     12,294
Other:     7,357:     2,339      3,410         33      3,156      2,613      5,528      6,056:     1,829      1,301
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     5,596:     1,731         35      1,581      2,268      4,176      5,580      5,792:        16       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        5.6       12.8       44.9       73.6       83.3       92.0:      16.7        8.0
Old  :     100.0:      27.1        5.6       11.5       45.0       75.3       83.6       92.5:      16.4        7.5
Other:     100.0:      31.8       46.4        0.4       42.9       35.5       75.1       82.3:      24.9       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        57         18         30         48         50        121         91:
Old  :       148:        64         16         27         47         49        120         87:
Other:        36:         4         14          3         12         11         19         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       36.5       31.6       52.5       20.4       34.6       29.2       46.0
Old  :                 21.3       37.5       31.6       53.7       21.3       35.5       30.6       48.9
Other:                 59.0       34.6       72.4       52.8       58.3       29.6       65.0       45.0
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders - Futures Only, October 25, 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  :   595,634:    85,206    119,681      7,958    390,773    290,083    483,937    417,722:   111,697    177,912
Old  :   595,634:    85,206    119,681      7,958    390,773    290,083    483,937    417,722:   111,697    177,912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     1,351:    -7,676       -783      3,934      4,441     -2,286        699        865:       652        486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       20.1        1.3       65.6       48.7       81.2       70.1:      18.8       29.9
Old  :     100.0:      14.3       20.1        1.3       65.6       48.7       81.2       70.1:      18.8       29.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        23         36         23         62         69         99        114:
Old  :       154:        23         36         23         62         69         99        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  :                 24.3       14.1       35.3       24.3       20.8       13.2       29.7       22.1
Old  :                 24.3       14.1       35.3       24.3       20.8       13.2       29.7       22.1
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, October 18, 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  :   594,283:    92,882    120,464      4,024    386,332    292,369    483,238    416,857:   111,045    177,426
Old  :   594,283:    92,882    120,464      4,024    386,332    292,369    483,238    416,857:   111,045    177,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    29,304:    13,305     19,857        285      8,640       -557     22,230     19,585:     7,074      9,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       20.3        0.7       65.0       49.2       81.3       70.1:      18.7       29.9
Old  :     100.0:      15.6       20.3        0.7       65.0       49.2       81.3       70.1:      18.7       29.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        24         35         17         59         69         91        113:
Old  :       154:        24         35         17         59         69         91        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       15.1       35.1       25.0       21.7       13.4       30.6       22.7
Old  :                 25.3       15.1       35.1       25.0       21.7       13.4       30.6       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 25, 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  :   138,721:    18,847     21,102     14,799     72,498     77,128    106,144    113,029:    32,577     25,692
Old  :   132,981:    19,121     21,521     12,565     69,515     73,932    101,201    108,018:    31,780     24,963
Other:     5,740:       895        750      1,065      2,983      3,196      4,943      5,011:       797        729
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     3,289:    -1,714      2,381       -289      1,263       -738       -740      1,354:     4,029      1,935
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       15.2       10.7       52.3       55.6       76.5       81.5:      23.5       18.5
Old  :     100.0:      14.4       16.2        9.4       52.3       55.6       76.1       81.2:      23.9       18.8
Other:     100.0:      15.6       13.1       18.6       52.0       55.7       86.1       87.3:      13.9       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        28         36         30         43         42         91        100:
Old  :       129:        29         38         30         43         40         91         97:
Other:        36:        11          8          6         14         11         28         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       31.2       36.5       40.9       19.2       20.9       24.6       27.2
Old  :                 26.5       31.7       36.3       41.3       19.7       21.8       25.2       28.2
Other:                 40.6       39.1       62.8       64.4       30.2       31.9       42.8       43.5
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders - Futures Only, October 18, 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  :   135,432:    20,561     18,721     15,088     71,235     77,866    106,884    111,675:    28,548     23,757
Old  :   130,594:    21,150     18,991     13,091     68,347     75,391    102,588    107,473:    28,006     23,121
Other:     4,838:       541        860        867      2,888      2,475      4,296      4,202:       542        636
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -1,081:     1,547     -1,051     -1,471       -687         96       -611     -2,426:      -470      1,345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       13.8       11.1       52.6       57.5       78.9       82.5:      21.1       17.5
Old  :     100.0:      16.2       14.5       10.0       52.3       57.7       78.6       82.3:      21.4       17.7
Other:     100.0:      11.2       17.8       17.9       59.7       51.2       88.8       86.9:      11.2       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        30         36         30         48         45         97        102:
Old  :       134:        32         38         30         48         43         97        100:
Other:        36:         9          9          6         15         10         28         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       30.6       36.7       42.0       19.5       24.0       25.7       30.3
Old  :                 25.7       31.4       36.3       42.9       19.9       24.7       26.3       31.0
Other:                 46.6       42.4       66.2       65.7       35.0       30.3       44.9       41.2
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders - Futures Only, October 25, 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  :     7,420:     2,494        738        801      2,502      4,619      5,797      6,158:     1,623      1,262
Old  :     7,412:     2,495        738        800      2,502      4,619      5,797      6,157:     1,615      1,255
Other:         8:         0          1          0          0          0          0          1:         8          7
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       -54:      -130         15       -102        188       -177        -44       -264:       -10        210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        9.9       10.8       33.7       62.3       78.1       83.0:      21.9       17.0
Old  :     100.0:      33.7       10.0       10.8       33.8       62.3       78.2       83.1:      21.8       16.9
Other:     100.0:       0.0       12.5        0.0        0.0        0.0        0.0       12.5:     100.0       87.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        13          5          6         14         15         30         23:
Old  :        41:        13          5          6         14         15         30         23:
Other:         1:         0          1          0          0          0          0          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  :                 30.5       49.6       47.2       66.4       28.3       35.7       40.0       49.9
Old  :                 30.5       49.7       47.2       66.5       28.3       35.7       40.0       49.9
Other:                  0.0       12.5        0.0       12.5        0.0       12.5        0.0       12.5
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders - Futures Only, October 18, 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  :     7,474:     2,624        723        903      2,314      4,796      5,841      6,422:     1,633      1,052
Old  :     7,466:     2,626        723        901      2,314      4,796      5,841      6,420:     1,625      1,046
Other:         8:         0          2          0          0          0          0          2:         8          6
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       122:      -113       -186        -23         67        284        -69         75:       191         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1        9.7       12.1       31.0       64.2       78.2       85.9:      21.8       14.1
Old  :     100.0:      35.2        9.7       12.1       31.0       64.2       78.2       86.0:      21.8       14.0
Other:     100.0:       0.0       25.0        0.0        0.0        0.0        0.0       25.0:     100.0       75.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        15          5          9         14         16         34         27:
Old  :        46:        15          5          9         14         16         34         27:
Other:         1:         0          1          0          0          0          0          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  :                 29.5       44.7       45.6       63.1       29.5       35.3       41.1       51.2
Old  :                 29.5       44.7       45.7       63.2       29.5       35.4       41.1       51.2
Other:                  0.0       25.0        0.0       25.0        0.0       25.0        0.0       25.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-042601
Commitments of Traders - Futures Only, October 25, 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  :   372,316:   101,461     97,277      2,097    193,658    165,637    297,216    265,011:    75,100    107,305
Old  :   372,316:   101,461     97,277      2,097    193,658    165,637    297,216    265,011:    75,100    107,305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    17,236:     7,897     10,900         45      4,287     -1,692     12,229      9,253:     5,007      7,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       26.1        0.6       52.0       44.5       79.8       71.2:      20.2       28.8
Old  :     100.0:      27.3       26.1        0.6       52.0       44.5       79.8       71.2:      20.2       28.8
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  :       118:        23         26          5         46         49         71         78:
Old  :       118:        23         26          5         46         49         71         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       16.4       39.1       26.0       27.4       15.5       38.5       24.9
Old  :                 27.4       16.4       39.1       26.0       27.4       15.5       38.5       24.9
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 18, 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  :   355,080:    93,564     86,377      2,052    189,371    167,329    284,987    255,758:    70,093     99,322
Old  :   355,080:    93,564     86,377      2,052    189,371    167,329    284,987    255,758:    70,093     99,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     7,643:       760      5,683         -6        634      2,726      1,388      8,403:     6,255       -760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       24.3        0.6       53.3       47.1       80.3       72.0:      19.7       28.0
Old  :     100.0:      26.4       24.3        0.6       53.3       47.1       80.3       72.0:      19.7       28.0
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  :       113:        21         24          4         43         48         65         75:
Old  :       113:        21         24          4         43         48         65         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       16.6       42.8       25.2       30.4       15.5       42.8       23.7
Old  :                 30.4       16.6       42.8       25.2       30.4       15.5       42.8       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-043602
Commitments of Traders - Futures Only, October 25, 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  : 1,729,381:   349,595    432,913     36,675  1,101,705    862,563  1,487,975  1,332,151:   241,406    397,230
Old  : 1,729,381:   349,595    432,913     36,675  1,101,705    862,563  1,487,975  1,332,151:   241,406    397,230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    51,150:   -53,192     67,336      3,796     81,436    -29,411     32,040     41,721:    19,110      9,429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       25.0        2.1       63.7       49.9       86.0       77.0:      14.0       23.0
Old  :     100.0:      20.2       25.0        2.1       63.7       49.9       86.0       77.0:      14.0       23.0
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  :       257:        58         60         31         90        102        158        183:
Old  :       257:        58         60         31         90        102        158        183:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       26.9       42.2       34.8       30.0       26.4       39.8       32.9
Old  :                 31.9       26.9       42.2       34.8       30.0       26.4       39.8       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, October 18, 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  : 1,678,231:   402,787    365,577     32,879  1,020,269    891,974  1,455,935  1,290,430:   222,296    387,801
Old  : 1,678,231:   402,787    365,577     32,879  1,020,269    891,974  1,455,935  1,290,430:   222,296    387,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    51,861:       933    -18,064      5,325     20,504     34,736     26,762     21,997:    25,099     29,864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       21.8        2.0       60.8       53.1       86.8       76.9:      13.2       23.1
Old  :     100.0:      24.0       21.8        2.0       60.8       53.1       86.8       76.9:      13.2       23.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        72         51         36         93        106        173        185:
Old  :       268:        72         51         36         93        106        173        185:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       26.7       40.0       34.3       27.7       26.2       37.4       32.9
Old  :                 30.0       26.7       40.0       34.3       27.7       26.2       37.4       32.9
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 25, 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  : 1,409,649:   259,179    461,204     27,827    989,766    615,064  1,276,772  1,104,095:   132,877    305,554
Old  : 1,409,649:   259,179    461,204     27,827    989,766    615,064  1,276,772  1,104,095:   132,877    305,554
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    56,470:     4,948     37,345      1,818     51,481        267     58,247     39,430:    -1,777     17,040
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       32.7        2.0       70.2       43.6       90.6       78.3:       9.4       21.7
Old  :     100.0:      18.4       32.7        2.0       70.2       43.6       90.6       78.3:       9.4       21.7
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  :       188:        43         45         28         65         67        116        132:
Old  :       188:        43         45         28         65         67        116        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       24.4       47.3       35.4       35.4       24.0       45.0       34.3
Old  :                 36.2       24.4       47.3       35.4       35.4       24.0       45.0       34.3
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 18, 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  : 1,353,179:   254,231    423,859     26,009    938,285    614,797  1,218,525  1,064,665:   134,654    288,514
Old  : 1,353,179:   254,231    423,859     26,009    938,285    614,797  1,218,525  1,064,665:   134,654    288,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    48,643:    14,546     21,079      3,901     23,578     12,280     42,025     37,260:     6,618     11,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       31.3        1.9       69.3       45.4       90.0       78.7:      10.0       21.3
Old  :     100.0:      18.8       31.3        1.9       69.3       45.4       90.0       78.7:      10.0       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  :       182:        43         40         23         68         66        117        123:
Old  :       182:        43         40         23         68         66        117        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  :                 33.9       25.2       44.4       36.7       33.1       24.8       42.0       35.2
Old  :                 33.9       25.2       44.4       36.7       33.1       24.8       42.0       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                 Code-045601
Commitments of Traders - Futures Only, October 25, 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  :   452,728:   156,746    105,379     65,271    185,862    245,933    407,879    416,583:    44,849     36,145
Old  :   452,728:   156,746    105,379     65,271    185,862    245,933    407,879    416,583:    44,849     36,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    29,701:    17,996         89      5,064      4,275     22,947     27,335     28,100:     2,366      1,601
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       23.3       14.4       41.1       54.3       90.1       92.0:       9.9        8.0
Old  :     100.0:      34.6       23.3       14.4       41.1       54.3       90.1       92.0:       9.9        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  :       128:        35         28         31         54         50        109         90:
Old  :       128:        35         28         31         54         50        109         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       22.8       39.0       36.5       23.2       18.4       31.6       27.9
Old  :                 25.8       22.8       39.0       36.5       23.2       18.4       31.6       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                 Code-045601
Commitments of Traders - Futures Only, October 18, 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  :   423,027:   138,750    105,290     60,207    181,587    222,986    380,544    388,483:    42,483     34,544
Old  :   423,027:   138,750    105,290     60,207    181,587    222,986    380,544    388,483:    42,483     34,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    43,699:    26,160     13,196      8,456     12,867     15,088     47,483     36,740:    -3,784      6,959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       24.9       14.2       42.9       52.7       90.0       91.8:      10.0        8.2
Old  :     100.0:      32.8       24.9       14.2       42.9       52.7       90.0       91.8:      10.0        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        33         28         30         55         51        106         91:
Old  :       129:        33         28         30         55         51        106         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       23.5       39.7       38.1       24.5       19.7       32.7       29.6
Old  :                 26.3       23.5       39.7       38.1       24.5       19.7       32.7       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                             Code-124601
Commitments of Traders - Futures Only, October 25, 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  :    37,850:     4,841      8,985         12     25,780     17,207     30,633     26,204:     7,217     11,646
Old  :    37,850:     4,841      8,985         12     25,780     17,207     30,633     26,204:     7,217     11,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     1,572:    -1,039      1,845         10      2,194       -599      1,165      1,256:       407        316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       23.7        0.0       68.1       45.5       80.9       69.2:      19.1       30.8
Old  :     100.0:      12.8       23.7        0.0       68.1       45.5       80.9       69.2:      19.1       30.8
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  :        51:        10         13          1         19         10         30         23:
Old  :        51:        10         13          1         19         10         30         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  :                 44.2       39.8       59.8       53.4       44.2       39.8       59.8       53.3
Old  :                 44.2       39.8       59.8       53.4       44.2       39.8       59.8       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                             Code-124601
Commitments of Traders - Futures Only, October 18, 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  :    36,278:     5,880      7,140          2     23,586     17,806     29,468     24,948:     6,810     11,330
Old  :    36,278:     5,880      7,140          2     23,586     17,806     29,468     24,948:     6,810     11,330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,338:     1,827      1,083         -1        152       -372      1,978        710:      -640        628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       19.7        0.0       65.0       49.1       81.2       68.8:      18.8       31.2
Old  :     100.0:      16.2       19.7        0.0       65.0       49.1       81.2       68.8:      18.8       31.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        12         13          1         19         11         32         24:
Old  :        53:        12         13          1         19         11         32         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       38.4       59.7       50.1       46.1       37.9       59.7       49.6
Old  :                 46.1       38.4       59.7       50.1       46.1       37.9       59.7       49.6
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, October 25, 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  :    66,951:    28,373     27,237        539     20,768     28,479     49,680     56,255:    17,271     10,696
Old  :    66,951:    28,373     27,237        539     20,768     28,479     49,680     56,255:    17,271     10,696
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -2,731:       625     -8,098        -89     -2,018      5,336     -1,482     -2,851:    -1,249        120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       40.7        0.8       31.0       42.5       74.2       84.0:      25.8       16.0
Old  :     100.0:      42.4       40.7        0.8       31.0       42.5       74.2       84.0:      25.8       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        25         20          4         20         12         46         35:
Old  :        74:        25         20          4         20         12         46         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  :                 36.2       54.9       48.4       64.5       36.2       54.6       47.3       63.7
Old  :                 36.2       54.9       48.4       64.5       36.2       54.6       47.3       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                            Code-124603
Commitments of Traders - Futures Only, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    69,682:    27,748     35,335        628     22,786     23,143     51,162     59,106:    18,520     10,576
Old  :    69,682:    27,748     35,335        628     22,786     23,143     51,162     59,106:    18,520     10,576
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     9,288:     1,101      4,854        256      7,604      2,838      8,961      7,948:       327      1,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       50.7        0.9       32.7       33.2       73.4       84.8:      26.6       15.2
Old  :     100.0:      39.8       50.7        0.9       32.7       33.2       73.4       84.8:      26.6       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  :        84:        26         28          5         21         12         49         43:
Old  :        84:        26         28          5         21         12         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  :                 36.4       43.6       49.0       55.2       36.4       43.2       47.7       54.8
Old  :                 36.4       43.6       49.0       55.2       36.4       43.2       47.7       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 25, 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  :    33,398:     6,779      3,456         62     26,179     29,117     33,020     32,635:       378        763
Old  :    33,398:     6,779      3,456         62     26,179     29,117     33,020     32,635:       378        763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -1,531:    -1,895       -144          0        394     -1,454     -1,501     -1,598:       -30         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       10.3        0.2       78.4       87.2       98.9       97.7:       1.1        2.3
Old  :     100.0:      20.3       10.3        0.2       78.4       87.2       98.9       97.7:       1.1        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         7         12          3         17         21         26         34:
Old  :        52:         7         12          3         17         21         26         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.8       53.0       82.7       73.7       62.1       47.6       77.0       64.7
Old  :                 62.8       53.0       82.7       73.7       62.1       47.6       77.0       64.7
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, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    34,929:     8,674      3,600         62     25,785     30,571     34,521     34,233:       408        696
Old  :    34,929:     8,674      3,600         62     25,785     30,571     34,521     34,233:       408        696
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,256:         0        -33          0      1,312      1,466      1,312      1,433:       -56       -177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       10.3        0.2       73.8       87.5       98.8       98.0:       1.2        2.0
Old  :     100.0:      24.8       10.3        0.2       73.8       87.5       98.8       98.0:       1.2        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         7         15          3         16         21         25         37:
Old  :        55:         7         15          3         16         21         25         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  :                 65.5       55.0       83.8       74.8       64.6       50.5       78.3       66.5
Old  :                 65.5       55.0       83.8       74.8       64.6       50.5       78.3       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                             Code-247602
Commitments of Traders - Futures Only, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    14,531:       278      1,713          0     14,253     12,689     14,531     14,402:         0        129
Old  :    14,531:       278      1,713          0     14,253     12,689     14,531     14,402:         0        129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       11.8        0.0       98.1       87.3      100.0       99.1:       0.0        0.9
Old  :     100.0:       1.9       11.8        0.0       98.1       87.3      100.0       99.1:       0.0        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  :        20:         2          6          0          5          7          7         13:
Old  :        20:         2          6          0          5          7          7         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  :                 96.4       85.9      100.0       94.4       96.4       85.9      100.0       94.4
Old  :                 96.4       85.9      100.0       94.4       96.4       85.9      100.0       94.4
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 25, 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  :    20,002:       661      2,444        465     13,183      9,294     14,309     12,203:     5,693      7,799
Old  :    20,002:       661      2,444        465     13,183      9,294     14,309     12,203:     5,693      7,799
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       240:       257         17        -28         47        100        276         89:       -36        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       12.2        2.3       65.9       46.5       71.5       61.0:      28.5       39.0
Old  :     100.0:       3.3       12.2        2.3       65.9       46.5       71.5       61.0:      28.5       39.0
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  :        33:         4          8          8         17         13         27         23:
Old  :        33:         4          8          8         17         13         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  :                 44.4       32.4       60.9       47.5       44.4       29.5       59.4       42.3
Old  :                 44.4       32.4       60.9       47.5       44.4       29.5       59.4       42.3
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 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    19,762:       404      2,427        493     13,136      9,194     14,033     12,114:     5,729      7,648
Old  :    19,762:       404      2,427        493     13,136      9,194     14,033     12,114:     5,729      7,648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       765:       179         22        -29        206        516        356        509:       409        256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       12.3        2.5       66.5       46.5       71.0       61.3:      29.0       38.7
Old  :     100.0:       2.0       12.3        2.5       66.5       46.5       71.0       61.3:      29.0       38.7
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  :        32:         3          8          7         17         13         26         22:
Old  :        32:         3          8          7         17         13         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  :                 44.6       32.1       60.3       47.2       44.6       29.1       59.4       41.9
Old  :                 44.6       32.1       60.3       47.2       44.6       29.1       59.4       41.9
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 25, 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  :   112,411:    23,514     23,752     24,959     48,840     33,078     97,313     81,789:    15,098     30,622
Old  :   112,345:    23,514     23,752     24,959     48,840     33,061     97,313     81,772:    15,032     30,573
Other:        66:         0          0          0          0         17          0         17:        66         49
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     2,285:       -63      3,326       -114      1,936       -595      1,759      2,617:       526       -332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       21.1       22.2       43.4       29.4       86.6       72.8:      13.4       27.2
Old  :     100.0:      20.9       21.1       22.2       43.5       29.4       86.6       72.8:      13.4       27.2
Other:     100.0:       0.0        0.0        0.0        0.0       25.8        0.0       25.8:     100.0       74.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        47         48         59         25         37        117        114:
Old  :       160:        47         48         59         25         37        117        114:
Other:         1:         0          0          0          0          1          0          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  :                 28.3       17.3       40.4       28.2       28.3       14.5       39.4       22.3
Old  :                 28.3       17.3       40.4       28.2       28.3       14.5       39.5       22.3
Other:                  0.0       25.8        0.0       25.8        0.0       25.8        0.0       25.8
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders - Futures Only, October 18, 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  :   110,126:    23,577     20,426     25,073     46,904     33,673     95,554     79,172:    14,572     30,954
Old  :   110,118:    23,577     20,426     25,073     46,904     33,666     95,554     79,165:    14,564     30,953
Other:         8:         0          0          0          0          7          0          7:         8          1
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -8,651:    -3,350     -4,218      1,672     -3,108       -813     -4,786     -3,359:    -3,865     -5,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       18.5       22.8       42.6       30.6       86.8       71.9:      13.2       28.1
Old  :     100.0:      21.4       18.5       22.8       42.6       30.6       86.8       71.9:      13.2       28.1
Other:     100.0:       0.0        0.0        0.0        0.0       87.5        0.0       87.5:     100.0       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        56         48         57         23         37        123        112:
Old  :       167:        56         48         57         23         37        123        112:
Other:         1:         0          0          0          0          1          0          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  :                 28.8       17.6       40.9       29.0       28.8       15.0       39.9       22.8
Old  :                 28.8       17.6       40.9       29.0       28.8       15.0       39.9       22.8
Other:                  0.0       87.5        0.0       87.5        0.0       87.5        0.0       87.5
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                Code-056641
Commitments of Traders - Futures Only, October 25, 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  :     1,354:       517        392         57        216        132        790        581:       564        773
Old  :     1,354:       517        392         57        216        132        790        581:       564        773
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       -79:      -162       -107          6         50          4       -106        -97:        27         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       29.0        4.2       16.0        9.7       58.3       42.9:      41.7       57.1
Old  :     100.0:      38.2       29.0        4.2       16.0        9.7       58.3       42.9:      41.7       57.1
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:         8         10          2          4          4         14         14:
Old  :        24:         8         10          2          4          4         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       25.2       47.7       36.1       36.0       24.2       46.5       33.8
Old  :                 36.0       25.2       47.7       36.1       36.0       24.2       46.5       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                Code-056641
Commitments of Traders - Futures Only, October 18, 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  :     1,433:       679        499         51        166        128        896        678:       537        755
Old  :     1,433:       679        499         51        166        128        896        678:       537        755
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :      -281:      -354         -1         37         29          5       -288         41:         7       -322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.4       34.8        3.6       11.6        8.9       62.5       47.3:      37.5       52.7
Old  :     100.0:      47.4       34.8        3.6       11.6        8.9       62.5       47.3:      37.5       52.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         9         11          2          3          3         14         14:
Old  :        26:         9         11          2          3          3         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       24.4       49.8       37.4       35.0       23.2       49.8       34.3
Old  :                 35.0       24.4       49.8       37.4       35.0       23.2       49.8       34.3
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 25, 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  :   168,332:    53,274     16,287     24,843     71,404     80,364    149,521    121,494:    18,811     46,838
Old  :   168,332:    53,274     16,287     24,843     71,404     80,364    149,521    121,494:    18,811     46,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     3,209:     2,234       -110      1,320        -16      1,872      3,538      3,082:      -329        127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        9.7       14.8       42.4       47.7       88.8       72.2:      11.2       27.8
Old  :     100.0:      31.6        9.7       14.8       42.4       47.7       88.8       72.2:      11.2       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  :       263:        71         54         57         64        115        178        191:
Old  :       263:        71         54         57         64        115        178        191:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       10.9       36.3       17.9       23.0        8.0       33.5       13.7
Old  :                 23.0       10.9       36.3       17.9       23.0        8.0       33.5       13.7
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 18, 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  :   165,123:    51,040     16,397     23,523     71,420     78,492    145,983    118,412:    19,140     46,711
Old  :   165,123:    51,040     16,397     23,523     71,420     78,492    145,983    118,412:    19,140     46,711
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -3,876:    -3,450     -4,653       -857      1,252      1,873     -3,055     -3,637:      -821       -239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        9.9       14.2       43.3       47.5       88.4       71.7:      11.6       28.3
Old  :     100.0:      30.9        9.9       14.2       43.3       47.5       88.4       71.7:      11.6       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  :       260:        70         45         58         62        118        173        194:
Old  :       260:        70         45         58         62        118        173        194:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       10.7       36.8       18.1       23.3        8.5       34.5       14.4
Old  :                 23.3       10.7       36.8       18.1       23.3        8.5       34.5       14.4
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 25, 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  :     3,814:       968        763        211        811      1,271      1,990      2,245:     1,824      1,569
Old  :     3,814:       968        763        211        811      1,271      1,990      2,245:     1,824      1,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       -82:       -80       -212         73        -27        179        -34         40:       -48       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       20.0        5.5       21.3       33.3       52.2       58.9:      47.8       41.1
Old  :     100.0:      25.4       20.0        5.5       21.3       33.3       52.2       58.9:      47.8       41.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        12         16          6         14         18         30         36:
Old  :        49:        12         16          6         14         18         30         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       18.7       37.5       29.2       25.6       17.3       32.9       26.5
Old  :                 26.4       18.7       37.5       29.2       25.6       17.3       32.9       26.5
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 18, 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  :     3,896:     1,048        975        138        838      1,092      2,024      2,205:     1,872      1,691
Old  :     3,896:     1,048        975        138        838      1,092      2,024      2,205:     1,872      1,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :        13:       -53        103        -46         13          1        -86         58:        99        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       25.0        3.5       21.5       28.0       52.0       56.6:      48.0       43.4
Old  :     100.0:      26.9       25.0        3.5       21.5       28.0       52.0       56.6:      48.0       43.4
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  :        54:        16         17          6         13         17         33         37:
Old  :        54:        16         17          6         13         17         33         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  :                 27.2       18.3       35.3       28.2       26.3       18.3       33.5       27.5
Old  :                 27.2       18.3       35.3       28.2       26.3       18.3       33.5       27.5
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 25, 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  :    27,279:    11,726      3,564      2,904      7,436      7,791     22,066     14,259:     5,213     13,020
Old  :    27,279:    11,726      3,564      2,904      7,436      7,791     22,066     14,259:     5,213     13,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :      -200:      -408        561       -237        186       -333       -459         -9:       259       -191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.0       13.1       10.6       27.3       28.6       80.9       52.3:      19.1       47.7
Old  :     100.0:      43.0       13.1       10.6       27.3       28.6       80.9       52.3:      19.1       47.7
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  :       133:        45         19         20         38         45         98         73:
Old  :       133:        45         19         20         38         45         98         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       17.8       25.0       23.1       14.7       13.8       24.5       18.6
Old  :                 14.7       17.8       25.0       23.1       14.7       13.8       24.5       18.6
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 18, 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  :    27,479:    12,134      3,003      3,141      7,250      8,124     22,525     14,268:     4,954     13,211
Old  :    27,479:    12,134      3,003      3,141      7,250      8,124     22,525     14,268:     4,954     13,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -1,323:       -32        619     -1,066        283     -1,207       -815     -1,654:      -508        331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.2       10.9       11.4       26.4       29.6       82.0       51.9:      18.0       48.1
Old  :     100.0:      44.2       10.9       11.4       26.4       29.6       82.0       51.9:      18.0       48.1
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  :       133:        41         21         22         38         43         97         73:
Old  :       133:        41         21         22         38         43         97         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       18.8       29.0       23.4       15.3       13.1       26.4       17.1
Old  :                 17.0       18.8       29.0       23.4       15.3       13.1       26.4       17.1
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 25, 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  :   104,625:    43,849      6,904        793     27,732     79,945     72,374     87,642:    32,251     16,983
Old  :   104,625:    43,849      6,904        793     27,732     79,945     72,374     87,642:    32,251     16,983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -7,729:    -7,410     -1,543         12        937     -7,450     -6,461     -8,981:    -1,268      1,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9        6.6        0.8       26.5       76.4       69.2       83.8:      30.8       16.2
Old  :     100.0:      41.9        6.6        0.8       26.5       76.4       69.2       83.8:      30.8       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        29         14          5         19         24         50         41:
Old  :        81:        29         14          5         19         24         50         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       35.8       37.3       59.9       24.9       35.5       37.3       59.6
Old  :                 24.9       35.8       37.3       59.9       24.9       35.5       37.3       59.6
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 18, 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  :   112,354:    51,259      8,447        781     26,795     87,395     78,835     96,623:    33,519     15,731
Old  :   112,354:    51,259      8,447        781     26,795     87,395     78,835     96,623:    33,519     15,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     3,207:       727      1,506         -4      1,724      4,714      2,447      6,216:       760     -3,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.6        7.5        0.7       23.8       77.8       70.2       86.0:      29.8       14.0
Old  :     100.0:      45.6        7.5        0.7       23.8       77.8       70.2       86.0:      29.8       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        32         14          4         19         25         52         42:
Old  :        85:        32         14          4         19         25         52         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  :                 24.4       37.2       38.8       59.9       24.4       37.2       38.8       59.9
Old  :                 24.4       37.2       38.8       59.9       24.4       37.2       38.8       59.9
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 25, 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  :    66,764:    12,814     33,657        356     44,806     13,183     57,976     47,196:     8,788     19,568
Old  :    66,764:    12,814     33,657        356     44,806     13,183     57,976     47,196:     8,788     19,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :   -13,558:    -1,144    -11,283        356    -13,691      2,369    -14,479     -8,558:       921     -5,000
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       50.4        0.5       67.1       19.7       86.8       70.7:      13.2       29.3
Old  :     100.0:      19.2       50.4        0.5       67.1       19.7       86.8       70.7:      13.2       29.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         6         25          3         15          9         24         34:
Old  :        51:         6         25          3         15          9         24         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       28.6       65.2       39.9       34.7       28.4       63.4       39.6
Old  :                 36.0       28.6       65.2       39.9       34.7       28.4       63.4       39.6
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 18, 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  :    80,322:    13,958     44,940          0     58,497     10,814     72,455     55,754:     7,867     24,568
Old  :    80,322:    13,958     44,940          0     58,497     10,814     72,455     55,754:     7,867     24,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     7,945:       386      6,081          0      6,211     -1,513      6,597      4,568:     1,348      3,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       55.9        0.0       72.8       13.5       90.2       69.4:       9.8       30.6
Old  :     100.0:      17.4       55.9        0.0       72.8       13.5       90.2       69.4:       9.8       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  :        54:         6         28          0         16          9         22         37:
Old  :        54:         6         28          0         16          9         22         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  :                 44.9       27.9       71.1       38.6       43.6       27.9       69.7       38.6
Old  :                 44.9       27.9       71.1       38.6       43.6       27.9       69.7       38.6
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 25, 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  :    64,329:    26,719     12,048         20     31,075     46,847     57,814     58,915:     6,515      5,414
Old  :    64,329:    26,719     12,048         20     31,075     46,847     57,814     58,915:     6,515      5,414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     1,229:      -180      5,459         20        664     -3,594        504      1,885:       725       -656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5       18.7        0.0       48.3       72.8       89.9       91.6:      10.1        8.4
Old  :     100.0:      41.5       18.7        0.0       48.3       72.8       89.9       91.6:      10.1        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  :        80:        35         18          1         13         16         49         34:
Old  :        80:        35         18          1         13         16         49         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       62.6       53.7       77.2       35.2       62.6       53.3       77.2
Old  :                 35.6       62.6       53.7       77.2       35.2       62.6       53.3       77.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                   Code-095741
Commitments of Traders - Futures Only, October 18, 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  :    63,100:    26,899      6,589          0     30,411     50,441     57,310     57,030:     5,790      6,070
Old  :    63,100:    26,899      6,589          0     30,411     50,441     57,310     57,030:     5,790      6,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :   -12,477:   -26,544      1,080        -55     15,379    -13,414    -11,220    -12,389:    -1,257        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6       10.4        0.0       48.2       79.9       90.8       90.4:       9.2        9.6
Old  :     100.0:      42.6       10.4        0.0       48.2       79.9       90.8       90.4:       9.2        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        36         14          0         16         15         52         29:
Old  :        79:        36         14          0         16         15         52         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  :                 32.6       72.9       50.4       82.6       32.2       72.9       50.0       82.6
Old  :                 32.6       72.9       50.4       82.6       32.2       72.9       50.0       82.6
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 25, 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  :    74,286:    12,541     26,582        180     44,302     29,131     57,023     55,893:    17,263     18,393
Old  :    74,286:    12,541     26,582        180     44,302     29,131     57,023     55,893:    17,263     18,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -9,443:     1,950     -5,059        176     -9,122      1,143     -6,996     -3,740:    -2,447     -5,703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       35.8        0.2       59.6       39.2       76.8       75.2:      23.2       24.8
Old  :     100.0:      16.9       35.8        0.2       59.6       39.2       76.8       75.2:      23.2       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  :        56:        11         17          3         21         15         35         32:
Old  :        56:        11         17          3         21         15         35         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  :                 34.7       39.3       52.6       55.7       23.7       34.6       38.6       44.2
Old  :                 34.7       39.3       52.6       55.7       23.7       34.6       38.6       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                              Code-096742
Commitments of Traders - Futures Only, October 18, 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  :    83,729:    10,591     31,641          4     53,424     27,988     64,019     59,633:    19,710     24,096
Old  :    83,729:    10,591     31,641          4     53,424     27,988     64,019     59,633:    19,710     24,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -5,671:    -3,125     -5,120          0     -2,949     -4,497     -6,074     -9,617:       403      3,946
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       37.8        0.0       63.8       33.4       76.5       71.2:      23.5       28.8
Old  :     100.0:      12.6       37.8        0.0       63.8       33.4       76.5       71.2:      23.5       28.8
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  :        51:        12         16          1         19         13         32         29:
Old  :        51:        12         16          1         19         13         32         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  :                 31.9       34.5       52.8       49.4       24.6       30.3       41.7       40.3
Old  :                 31.9       34.5       52.8       49.4       24.6       30.3       41.7       40.3
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 25, 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  :   195,218:    20,098     86,780        100    147,875     76,634    168,073    163,514:    27,145     31,704
Old  :   195,218:    20,098     86,780        100    147,875     76,634    168,073    163,514:    27,145     31,704
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -4,460:      -116        -75         67     -2,008      3,816     -2,057      3,808:    -2,403     -8,268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       44.5        0.1       75.7       39.3       86.1       83.8:      13.9       16.2
Old  :     100.0:      10.3       44.5        0.1       75.7       39.3       86.1       83.8:      13.9       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        23         46          5         29         19         54         68:
Old  :       108:        23         46          5         29         19         54         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       29.9       60.9       44.7       32.6       24.6       53.1       38.1
Old  :                 35.8       29.9       60.9       44.7       32.6       24.6       53.1       38.1
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, October 18, 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  :   199,678:    20,214     86,855         33    149,883     72,818    170,130    159,706:    29,548     39,972
Old  :   199,678:    20,214     86,855         33    149,883     72,818    170,130    159,706:    29,548     39,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    23,517:     1,469      2,075        -10     20,378     16,470     21,837     18,535:     1,680      4,982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       43.5        0.0       75.1       36.5       85.2       80.0:      14.8       20.0
Old  :     100.0:      10.1       43.5        0.0       75.1       36.5       85.2       80.0:      14.8       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        22         45          2         28         19         51         65:
Old  :       104:        22         45          2         28         19         51         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  :                 35.6       29.2       60.4       44.1       33.4       23.9       53.3       36.2
Old  :                 35.6       29.2       60.4       44.1       33.4       23.9       53.3       36.2
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, October 25, 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  :   151,243:    20,794     23,352      1,672     77,812     70,441    100,278     95,465:    50,965     55,778
Old  :   151,243:    20,794     23,352      1,672     77,812     70,441    100,278     95,465:    50,965     55,778
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     6,822:    -4,444     -1,031        909      4,740      2,126      1,205      2,004:     5,617      4,818
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       15.4        1.1       51.4       46.6       66.3       63.1:      33.7       36.9
Old  :     100.0:      13.7       15.4        1.1       51.4       46.6       66.3       63.1:      33.7       36.9
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  :        99:        32         27          6         30         26         63         59:
Old  :        99:        32         27          6         30         26         63         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  :                 24.0       38.5       38.5       45.2       22.9       37.1       37.2       43.2
Old  :                 24.0       38.5       38.5       45.2       22.9       37.1       37.2       43.2
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, October 18, 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  :   144,421:    25,238     24,383        763     73,072     68,315     99,073     93,461:    45,348     50,960
Old  :   144,421:    25,238     24,383        763     73,072     68,315     99,073     93,461:    45,348     50,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    13,423:    -4,865       -928       -482     11,792      9,674      6,445      8,264:     6,978      5,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       16.9        0.5       50.6       47.3       68.6       64.7:      31.4       35.3
Old  :     100.0:      17.5       16.9        0.5       50.6       47.3       68.6       64.7:      31.4       35.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        36         30          7         28         25         67         59:
Old  :       104:        36         30          7         28         25         67         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  :                 23.4       36.7       38.0       43.7       23.0       35.2       35.9       41.6
Old  :                 23.4       36.7       38.0       43.7       23.0       35.2       35.9       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-112741
Commitments of Traders - Futures Only, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (CONTRACTS OF NZ$ 100,000)                               :
     :          :                                                                            :
All  :    10,099:     6,208        508          0      2,353      8,421      8,561      8,929:     1,538      1,170
Old  :    10,099:     6,208        508          0      2,353      8,421      8,561      8,929:     1,538      1,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       661:       616          0          0       -146        566        470        566:       191         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.5        5.0        0.0       23.3       83.4       84.8       88.4:      15.2       11.6
Old  :     100.0:      61.5        5.0        0.0       23.3       83.4       84.8       88.4:      15.2       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  :        21:         5          3          0          6          8         11         11:
Old  :        21:         5          3          0          6          8         11         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  :                 70.6       71.3       81.0       84.0       68.3       71.3       78.7       84.0
Old  :                 70.6       71.3       81.0       84.0       68.3       71.3       78.7       84.0
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 25, 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  :    38,653:     8,946        721        450     24,483     32,035     33,879     33,206:     4,774      5,447
Old  :    38,653:     8,946        721        450     24,483     32,035     33,879     33,206:     4,774      5,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     8,860:        93     -1,126          0      7,770      9,822      7,863      8,696:       997        164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        1.9        1.2       63.3       82.9       87.6       85.9:      12.4       14.1
Old  :     100.0:      23.1        1.9        1.2       63.3       82.9       87.6       85.9:      12.4       14.1
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  :        22:         4          1          1         10         13         14         15:
Old  :        22:         4          1          1         10         13         14         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       58.5       79.0       74.2       59.5       50.4       76.2       65.3
Old  :                 59.8       58.5       79.0       74.2       59.5       50.4       76.2       65.3
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 18, 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  :    29,793:     8,853      1,847        450     16,713     22,213     26,016     24,510:     3,777      5,283
Old  :    29,793:     8,853      1,847        450     16,713     22,213     26,016     24,510:     3,777      5,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :   -11,278:      -752       -940       -910     -6,538     -7,044     -8,200     -8,894:    -3,078     -2,384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        6.2        1.5       56.1       74.6       87.3       82.3:      12.7       17.7
Old  :     100.0:      29.7        6.2        1.5       56.1       74.6       87.3       82.3:      12.7       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  :        21:         4          2          1          8         11         12         14:
Old  :        21:         4          2          1          8         11         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  :                 57.6       48.8       78.3       68.5       57.2       44.5       76.8       62.5
Old  :                 57.6       48.8       78.3       68.5       57.2       44.5       76.8       62.5
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 25, 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  : 8,686,840:   872,633  1,064,936  1,154,879  5,726,433  5,000,430  7,753,945  7,220,245:   932,895  1,466,595
Old  : 8,686,840:   872,633  1,064,936  1,154,879  5,726,433  5,000,430  7,753,945  7,220,245:   932,895  1,466,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :   260,008:   -48,286     -4,538     31,641    218,066    179,237    201,421    206,340:    58,587     53,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       12.3       13.3       65.9       57.6       89.3       83.1:      10.7       16.9
Old  :     100.0:      10.0       12.3       13.3       65.9       57.6       89.3       83.1:      10.7       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        51         70         89        123        143        223        262:
Old  :       279:        51         70         89        123        143        223        262:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       14.4       49.2       22.9       31.9       10.7       42.0       17.9
Old  :                 32.6       14.4       49.2       22.9       31.9       10.7       42.0       17.9
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 18, 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  : 8,426,832:   920,919  1,069,474  1,123,238  5,508,367  4,821,193  7,552,524  7,013,905:   874,308  1,412,927
Old  : 8,426,832:   920,919  1,069,474  1,123,238  5,508,367  4,821,193  7,552,524  7,013,905:   874,308  1,412,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    74,836:    -9,200    -18,257     35,157     76,977     48,389    102,934     65,289:   -28,098      9,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       12.7       13.3       65.4       57.2       89.6       83.2:      10.4       16.8
Old  :     100.0:      10.9       12.7       13.3       65.4       57.2       89.6       83.2:      10.4       16.8
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  :       274:        52         71         91        119        140        218        261:
Old  :       274:        52         71         91        119        140        218        261:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       13.9       50.2       22.7       31.8       10.8       43.7       18.2
Old  :                 32.5       13.9       50.2       22.7       31.8       10.8       43.7       18.2
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 25, 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  :   653,048:    59,764     69,179      1,600    466,880    466,894    528,244    537,673:   124,804    115,375
Old  :   653,048:    59,764     69,179      1,600    466,880    466,894    528,244    537,673:   124,804    115,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     8,382:      -958      1,482        -33      6,670     -1,898      5,679       -449:     2,703      8,831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       10.6        0.2       71.5       71.5       80.9       82.3:      19.1       17.7
Old  :     100.0:       9.2       10.6        0.2       71.5       71.5       80.9       82.3:      19.1       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  :       190:        37         35         12         83         59        126        100:
Old  :       190:        37         35         12         83         59        126        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       29.5       30.1       42.7       21.0       29.5       30.0       42.7
Old  :                 21.1       29.5       30.1       42.7       21.0       29.5       30.0       42.7
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 18, 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  :   644,666:    60,722     67,697      1,633    460,210    468,792    522,565    538,122:   122,101    106,544
Old  :   644,666:    60,722     67,697      1,633    460,210    468,792    522,565    538,122:   122,101    106,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     9,663:     7,288      1,877       -220      8,156     -2,708     15,224     -1,051:    -5,561     10,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       10.5        0.3       71.4       72.7       81.1       83.5:      18.9       16.5
Old  :     100.0:       9.4       10.5        0.3       71.4       72.7       81.1       83.5:      18.9       16.5
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  :       197:        35         43         13         83         62        128        108:
Old  :       197:        35         43         13         83         62        128        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       29.0       30.2       42.1       21.2       29.0       30.2       42.1
Old  :                 21.3       29.0       30.2       42.1       21.2       29.0       30.2       42.1
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 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  : 1,119,100:   140,596    362,717     11,375    654,525    611,137    806,496    985,229:   312,604    133,871
Old  : 1,119,100:   140,596    362,717     11,375    654,525    611,137    806,496    985,229:   312,604    133,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    68,992:   -11,821     60,291     -1,251     44,889    -15,785     31,817     43,255:    37,175     25,737
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       32.4        1.0       58.5       54.6       72.1       88.0:      27.9       12.0
Old  :     100.0:      12.6       32.4        1.0       58.5       54.6       72.1       88.0:      27.9       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        44         58         18         62         60        116        126:
Old  :       198:        44         58         18         62         60        116        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       25.7       30.4       42.3       16.5       23.1       25.3       37.9
Old  :                 18.7       25.7       30.4       42.3       16.5       23.1       25.3       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-13874A
Commitments of Traders - Futures Only, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  : 1,050,108:   152,417    302,426     12,626    609,636    626,922    774,679    941,974:   275,429    108,134
Old  : 1,050,108:   152,417    302,426     12,626    609,636    626,922    774,679    941,974:   275,429    108,134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    66,657:   -44,400     46,414     -5,351     57,967     19,945      8,216     61,008:    58,441      5,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       28.8        1.2       58.1       59.7       73.8       89.7:      26.2       10.3
Old  :     100.0:      14.5       28.8        1.2       58.1       59.7       73.8       89.7:      26.2       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        43         56         16         62         56        114        119:
Old  :       192:        43         56         16         62         56        114        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  :                 19.4       26.9       31.1       42.2       16.7       23.3       25.5       36.6
Old  :                 19.4       26.9       31.1       42.2       16.7       23.3       25.5       36.6
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, October 25, 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  :    12,938:     1,242        661          0      6,807     11,133      8,049     11,794:     4,889      1,144
Old  :    12,938:     1,242        661          0      6,807     11,133      8,049     11,794:     4,889      1,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :        -5:         3        -27          0         -1          0          2        -27:        -7         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        5.1        0.0       52.6       86.0       62.2       91.2:      37.8        8.8
Old  :     100.0:       9.6        5.1        0.0       52.6       86.0       62.2       91.2:      37.8        8.8
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  :        34:         2          2          0         19         15         21         17:
Old  :        34:         2          2          0         19         15         21         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       46.5       39.4       66.9       25.4       46.5       39.4       65.8
Old  :                 25.4       46.5       39.4       66.9       25.4       46.5       39.4       65.8
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 18, 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  :    12,943:     1,239        688          0      6,808     11,133      8,047     11,821:     4,896      1,122
Old  :    12,943:     1,239        688          0      6,808     11,133      8,047     11,821:     4,896      1,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       151:        48        261          0          1       -145         49        116:       102         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        5.3        0.0       52.6       86.0       62.2       91.3:      37.8        8.7
Old  :     100.0:       9.6        5.3        0.0       52.6       86.0       62.2       91.3:      37.8        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          2          0         19         15         21         17:
Old  :        34:         2          2          0         19         15         21         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       46.5       39.4       66.8       25.2       46.5       39.4       65.8
Old  :                 25.2       46.5       39.4       66.8       25.2       46.5       39.4       65.8
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, October 25, 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  :    35,342:     6,299      6,322          0     24,957     21,589     31,256     27,911:     4,086      7,431
Old  :    35,342:     6,299      6,322          0     24,957     21,589     31,256     27,911:     4,086      7,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       809:       226        434          0        444         76        670        510:       139        299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       17.9        0.0       70.6       61.1       88.4       79.0:      11.6       21.0
Old  :     100.0:      17.8       17.9        0.0       70.6       61.1       88.4       79.0:      11.6       21.0
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  :        38:         4          6          0         18         17         22         23:
Old  :        38:         4          6          0         18         17         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  :                 58.5       39.5       76.7       55.9       55.7       38.8       72.2       54.9
Old  :                 58.5       39.5       76.7       55.9       55.7       38.8       72.2       54.9
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 18, 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  :    34,533:     6,073      5,888          0     24,513     21,513     30,586     27,401:     3,947      7,132
Old  :    34,533:     6,073      5,888          0     24,513     21,513     30,586     27,401:     3,947      7,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       125:    -1,568        889          0        883     -1,573       -685       -684:       810        809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       17.1        0.0       71.0       62.3       88.6       79.3:      11.4       20.7
Old  :     100.0:      17.6       17.1        0.0       71.0       62.3       88.6       79.3:      11.4       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         4          6          0         19         20         23         26:
Old  :        41:         4          6          0         19         20         23         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       40.2       75.7       54.7       56.7       38.9       71.7       53.2
Old  :                 59.3       40.2       75.7       54.7       56.7       38.9       71.7       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders - Futures Only, October 25, 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  :    62,890:     9,011     13,154        754     33,392     39,280     43,157     53,188:    19,733      9,702
Old  :    62,890:     9,011     13,154        754     33,392     39,280     43,157     53,188:    19,733      9,702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -1,189:       907     -2,922        754       -457        361      1,204     -1,807:    -2,393        618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       20.9        1.2       53.1       62.5       68.6       84.6:      31.4       15.4
Old  :     100.0:      14.3       20.9        1.2       53.1       62.5       68.6       84.6:      31.4       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  :        78:        12         18          2         33         24         46         43:
Old  :        78:        12         18          2         33         24         46         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       29.5       40.1       45.9       29.1       28.5       38.1       42.0
Old  :                 29.2       29.5       40.1       45.9       29.1       28.5       38.1       42.0
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, October 18, 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  :    64,079:     8,104     16,076          0     33,849     38,919     41,953     54,995:    22,126      9,084
Old  :    64,079:     8,104     16,076          0     33,849     38,919     41,953     54,995:    22,126      9,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     4,410:       777      3,837     -1,004      3,853      2,014      3,626      4,847:       784       -437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       25.1        0.0       52.8       60.7       65.5       85.8:      34.5       14.2
Old  :     100.0:      12.6       25.1        0.0       52.8       60.7       65.5       85.8:      34.5       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        12         21          0         33         27         45         48:
Old  :        84:        12         21          0         33         27         45         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       30.0       39.7       46.1       29.0       28.3       37.8       42.9
Old  :                 29.0       30.0       39.7       46.1       29.0       28.3       37.8       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-209742
Commitments of Traders - Futures Only, October 25, 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  :   403,547:    70,935    185,213      9,575    304,916    133,994    385,426    328,782:    18,121     74,765
Old  :   403,547:    70,935    185,213      9,575    304,916    133,994    385,426    328,782:    18,121     74,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -9,040:    -2,949    -20,790      6,917    -13,189     19,855     -9,221      5,982:       181    -15,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       45.9        2.4       75.6       33.2       95.5       81.5:       4.5       18.5
Old  :     100.0:      17.6       45.9        2.4       75.6       33.2       95.5       81.5:       4.5       18.5
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  :       206:        46         88          9         45         38         99        127:
Old  :       206:        46         88          9         45         38         99        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.2       29.1       63.9       39.1       44.2       21.7       55.9       29.4
Old  :                 52.2       29.1       63.9       39.1       44.2       21.7       55.9       29.4
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 18, 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  :   412,587:    73,884    206,003      2,658    318,105    114,139    394,647    322,800:    17,940     89,787
Old  :   412,587:    73,884    206,003      2,658    318,105    114,139    394,647    322,800:    17,940     89,787
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    65,606:   -25,378     48,974       -413     95,046      7,193     69,255     55,754:    -3,649      9,852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       49.9        0.6       77.1       27.7       95.7       78.2:       4.3       21.8
Old  :     100.0:      17.9       49.9        0.6       77.1       27.7       95.7       78.2:       4.3       21.8
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  :       190:        50         69          9         45         36        102        107:
Old  :       190:        50         69          9         45         36        102        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  :                 55.2       29.5       70.8       41.6       51.3       28.0       66.9       37.3
Old  :                 55.2       29.5       70.8       41.6       51.3       28.0       66.9       37.3
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 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    59,833:    15,562      7,648          0     27,250     41,155     42,812     48,803:    17,021     11,030
Old  :    59,833:    15,562      7,648          0     27,250     41,155     42,812     48,803:    17,021     11,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -4,064:    -3,831       -683          0       -948     -2,478     -4,779     -3,161:       715       -903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       12.8        0.0       45.5       68.8       71.6       81.6:      28.4       18.4
Old  :     100.0:      26.0       12.8        0.0       45.5       68.8       71.6       81.6:      28.4       18.4
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  :        38:        10          6          0         11         15         21         21:
Old  :        38:        10          6          0         11         15         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       43.3       54.9       61.1       39.9       42.6       53.5       60.5
Old  :                 39.9       43.3       54.9       61.1       39.9       42.6       53.5       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-232741
Commitments of Traders - Futures Only, October 18, 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  :    63,897:    19,393      8,331          0     28,198     43,633     47,591     51,964:    16,306     11,933
Old  :    63,897:    19,393      8,331          0     28,198     43,633     47,591     51,964:    16,306     11,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     3,769:       549      6,415          0      6,476     -5,331      7,025      1,084:    -3,256      2,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       13.0        0.0       44.1       68.3       74.5       81.3:      25.5       18.7
Old  :     100.0:      30.4       13.0        0.0       44.1       68.3       74.5       81.3:      25.5       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        10          8          0         11         15         21         23:
Old  :        39:        10          8          0         11         15         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.2       42.4       57.1       59.0       40.2       42.2       55.5       58.8
Old  :                 40.2       42.4       57.1       59.0       40.2       42.2       55.5       58.8
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 25, 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  :    35,433:       852      7,087          0     31,123     22,762     31,975     29,849:     3,458      5,584
Old  :    35,433:       852      7,087          0     31,123     22,762     31,975     29,849:     3,458      5,584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       974:       109         -4          0      1,581         20      1,690         16:      -716        958
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       20.0        0.0       87.8       64.2       90.2       84.2:       9.8       15.8
Old  :     100.0:       2.4       20.0        0.0       87.8       64.2       90.2       84.2:       9.8       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:         2         16          0         32         27         34         43:
Old  :        66:         2         16          0         32         27         34         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  :                 55.2       32.3       66.8       46.8       54.7       30.6       66.4       45.1
Old  :                 55.2       32.3       66.8       46.8       54.7       30.6       66.4       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                          Code-239741
Commitments of Traders - Futures Only, October 18, 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  :    34,459:       743      7,091          0     29,542     22,742     30,285     29,833:     4,174      4,626
Old  :    34,459:       743      7,091          0     29,542     22,742     30,285     29,833:     4,174      4,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       651:      -123        744          0      1,803         17      1,680        761:    -1,029       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       20.6        0.0       85.7       66.0       87.9       86.6:      12.1       13.4
Old  :     100.0:       2.2       20.6        0.0       85.7       66.0       87.9       86.6:      12.1       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  :        65:         1         17          0         31         27         32         44:
Old  :        65:         1         17          0         31         27         32         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  :                 55.7       31.5       66.6       46.9       55.7       29.8       66.5       45.2
Old  :                 55.7       31.5       66.6       46.9       55.7       29.8       66.5       45.2
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 25, 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  :   282,186:    13,624     69,934      1,392    255,648    199,699    270,664    271,025:    11,522     11,161
Old  :   282,186:    13,624     69,934      1,392    255,648    199,699    270,664    271,025:    11,522     11,161
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    16,188:       562      7,048        -36     12,114     11,269     12,640     18,281:     3,548     -2,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       24.8        0.5       90.6       70.8       95.9       96.0:       4.1        4.0
Old  :     100.0:       4.8       24.8        0.5       90.6       70.8       95.9       96.0:       4.1        4.0
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  :       137:        15         52          6         41         49         60        103:
Old  :       137:        15         52          6         41         49         60        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.2       32.5       77.3       48.1       64.2       31.6       71.4       44.3
Old  :                 67.2       32.5       77.3       48.1       64.2       31.6       71.4       44.3
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 18, 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  :   265,998:    13,062     62,886      1,428    243,534    188,430    258,024    252,744:     7,974     13,254
Old  :   265,998:    13,062     62,886      1,428    243,534    188,430    258,024    252,744:     7,974     13,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    10,104:       512      6,437       -291     12,785     10,312     13,006     16,458:    -2,902     -6,354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       23.6        0.5       91.6       70.8       97.0       95.0:       3.0        5.0
Old  :     100.0:       4.9       23.6        0.5       91.6       70.8       97.0       95.0:       3.0        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        13         52          5         39         47         56        100:
Old  :       133:        13         52          5         39         47         56        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5       33.2       77.7       48.4       65.1       33.2       71.3       44.8
Old  :                 67.5       33.2       77.7       48.4       65.1       33.2       71.3       44.8
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 25, 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  :    58,092:    16,458     17,330        630     28,322     33,398     45,410     51,358:    12,682      6,734
Old  :    58,092:    16,458     17,330        630     28,322     33,398     45,410     51,358:    12,682      6,734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :      -859:      -599       -119        -95     -1,051       -462     -1,745       -676:       886       -183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       29.8        1.1       48.8       57.5       78.2       88.4:      21.8       11.6
Old  :     100.0:      28.3       29.8        1.1       48.8       57.5       78.2       88.4:      21.8       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  :        87:        26         20          3         22         23         49         45:
Old  :        87:        26         20          3         22         23         49         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       42.9       42.3       54.7       25.5       42.9       37.1       53.2
Old  :                 30.7       42.9       42.3       54.7       25.5       42.9       37.1       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                               Code-240741
Commitments of Traders - Futures Only, October 18, 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  :    58,951:    17,057     17,449        725     29,373     33,860     47,155     52,034:    11,796      6,917
Old  :    58,951:    17,057     17,449        725     29,373     33,860     47,155     52,034:    11,796      6,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,174:      -644         -3       -391      2,456      2,402      1,421      2,008:      -247       -834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       29.6        1.2       49.8       57.4       80.0       88.3:      20.0       11.7
Old  :     100.0:      28.9       29.6        1.2       49.8       57.4       80.0       88.3:      20.0       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        28         22          3         20         23         49         47:
Old  :        89:        28         22          3         20         23         49         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       42.8       43.3       53.5       25.2       42.8       38.3       52.2
Old  :                 29.6       42.8       43.3       53.5       25.2       42.8       38.3       52.2
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 25, 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  :    36,146:     9,985      1,531          0     21,591      4,583     31,576      6,114:     4,570     30,032
Old  :    36,146:     9,985      1,531          0     21,591      4,583     31,576      6,114:     4,570     30,032
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -1,036:      -353         20          0     -1,555      1,010     -1,908      1,030:       872     -2,066
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        4.2        0.0       59.7       12.7       87.4       16.9:      12.6       83.1
Old  :     100.0:      27.6        4.2        0.0       59.7       12.7       87.4       16.9:      12.6       83.1
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  :        32:        12          2          0          9         10         21         12:
Old  :        32:        12          2          0          9         10         21         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.6        8.7       74.7       14.4       62.7        8.6       72.8       13.2
Old  :                 64.6        8.7       74.7       14.4       62.7        8.6       72.8       13.2
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 18, 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  :    37,182:    10,338      1,511          0     23,146      3,573     33,484      5,084:     3,698     32,098
Old  :    37,182:    10,338      1,511          0     23,146      3,573     33,484      5,084:     3,698     32,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -2,839:      -247       -559       -145        353        440        -39       -264:    -2,800     -2,575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        4.1        0.0       62.3        9.6       90.1       13.7:       9.9       86.3
Old  :     100.0:      27.8        4.1        0.0       62.3        9.6       90.1       13.7:       9.9       86.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        15          2          0          9          8         24         10:
Old  :        33:        15          2          0          9          8         24         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  :                 64.2        8.5       72.7       12.4       62.3        8.0       70.7       11.1
Old  :                 64.2        8.5       72.7       12.4       62.3        8.0       70.7       11.1
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 25, 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  :    35,564:     1,609      2,094          0     17,087     28,732     18,696     30,826:    16,868      4,738
Old  :    35,564:     1,609      2,094          0     17,087     28,732     18,696     30,826:    16,868      4,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     1,696:         0        -20          0        503        744        503        724:     1,193        972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        5.9        0.0       48.0       80.8       52.6       86.7:      47.4       13.3
Old  :     100.0:       4.5        5.9        0.0       48.0       80.8       52.6       86.7:      47.4       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         3          9          0         18         26         21         35:
Old  :        42:         3          9          0         18         26         21         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  :                 29.6       39.3       41.8       62.1       17.2       34.3       22.1       45.0
Old  :                 29.6       39.3       41.8       62.1       17.2       34.3       22.1       45.0
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 18, 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  :    33,868:     1,609      2,114          0     16,584     27,988     18,193     30,102:    15,675      3,766
Old  :    33,868:     1,609      2,114          0     16,584     27,988     18,193     30,102:    15,675      3,766
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,017:         0       -605          0        653        653        653         48:       364        969
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        6.2        0.0       49.0       82.6       53.7       88.9:      46.3       11.1
Old  :     100.0:       4.8        6.2        0.0       49.0       82.6       53.7       88.9:      46.3       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  :        44:         3         11          0         18         27         21         38:
Old  :        44:         3         11          0         18         27         21         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  :                 29.2       40.7       42.3       63.0       16.3       35.6       23.0       46.6
Old  :                 29.2       40.7       42.3       63.0       16.3       35.6       23.0       46.6
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, October 25, 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  :   138,960:    66,256     12,135     14,317     25,901    101,417    106,474    127,869:    32,486     11,091
Old  :   138,960:    66,256     12,135     14,317     25,901    101,417    106,474    127,869:    32,486     11,091
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -3,570:       -26         99      1,027       -690      1,633        311      2,759:    -3,881     -6,329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.7        8.7       10.3       18.6       73.0       76.6       92.0:      23.4        8.0
Old  :     100.0:      47.7        8.7       10.3       18.6       73.0       76.6       92.0:      23.4        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  :       186:       101         40         29         17         37        124        102:
Old  :       186:       101         40         29         17         37        124        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       36.2       31.2       53.2       12.4       31.1       19.6       44.1
Old  :                 19.8       36.2       31.2       53.2       12.4       31.1       19.6       44.1
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 18, 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  :   142,530:    66,282     12,036     13,290     26,591     99,784    106,163    125,110:    36,367     17,420
Old  :   142,530:    66,282     12,036     13,290     26,591     99,784    106,163    125,110:    36,367     17,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     8,095:     3,399        520         14        553      3,150      3,966      3,684:     4,129      4,411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.5        8.4        9.3       18.7       70.0       74.5       87.8:      25.5       12.2
Old  :     100.0:      46.5        8.4        9.3       18.7       70.0       74.5       87.8:      25.5       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  :       184:        96         43         27         17         38        122        100:
Old  :       184:        96         43         27         17         38        122        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       33.2       30.8       49.3       12.7       28.3       19.7       40.9
Old  :                 19.0       33.2       30.8       49.3       12.7       28.3       19.7       40.9
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 25, 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  :   102,512:    31,662     30,431     11,079     44,683     46,877     87,424     88,387:    15,088     14,125
Old  :   102,512:    31,662     30,431     11,079     44,683     46,877     87,424     88,387:    15,088     14,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -4,915:    -6,843       -748       -175      1,248     -5,371     -5,770     -6,294:       855      1,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       29.7       10.8       43.6       45.7       85.3       86.2:      14.7       13.8
Old  :     100.0:      30.9       29.7       10.8       43.6       45.7       85.3       86.2:      14.7       13.8
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  :       200:        69         67         43         46         38        147        127:
Old  :       200:        69         67         43         46         38        147        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       37.3       36.1       48.2       26.6       34.6       35.9       44.2
Old  :                 26.6       37.3       36.1       48.2       26.6       34.6       35.9       44.2
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 18, 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  :   107,427:    38,505     31,179     11,254     43,435     52,248     93,194     94,681:    14,233     12,746
Old  :   107,427:    38,505     31,179     11,254     43,435     52,248     93,194     94,681:    14,233     12,746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -4,202:    -4,662       -877       -106        581     -2,190     -4,187     -3,173:       -15     -1,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       29.0       10.5       40.4       48.6       86.8       88.1:      13.2       11.9
Old  :     100.0:      35.8       29.0       10.5       40.4       48.6       86.8       88.1:      13.2       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        69         71         42         47         41        146        133:
Old  :       202:        69         71         42         47         41        146        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  :                 26.7       39.1       36.9       50.3       26.7       35.3       36.7       45.9
Old  :                 26.7       39.1       36.9       50.3       26.7       35.3       36.7       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                         Code-088691
Commitments of Traders - Futures Only, October 25, 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  :   339,388:   206,809     53,457     30,260     54,314    235,105    291,383    318,822:    48,005     20,566
Old  :   339,388:   206,809     53,457     30,260     54,314    235,105    291,383    318,822:    48,005     20,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :   -23,311:   -17,615       -543         11      2,666    -16,050    -14,938    -16,582:    -8,373     -6,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.9       15.8        8.9       16.0       69.3       85.9       93.9:      14.1        6.1
Old  :     100.0:      60.9       15.8        8.9       16.0       69.3       85.9       93.9:      14.1        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:       145         77         36         28         43        193        141:
Old  :       279:       145         77         36         28         43        193        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       37.6       41.8       57.6       27.6       34.1       33.6       48.2
Old  :                 31.2       37.6       41.8       57.6       27.6       34.1       33.6       48.2
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 18, 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  :   362,699:   224,424     54,000     30,249     51,648    251,155    306,321    335,404:    56,378     27,295
Old  :   362,699:   224,424     54,000     30,249     51,648    251,155    306,321    335,404:    56,378     27,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -8,145:    -9,636     -2,650      1,279      2,097    -11,110     -6,260    -12,481:    -1,885      4,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.9       14.9        8.3       14.2       69.2       84.5       92.5:      15.5        7.5
Old  :     100.0:      61.9       14.9        8.3       14.2       69.2       84.5       92.5:      15.5        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:       147         74         29         30         46        195        135:
Old  :       280:       147         74         29         30         46        195        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       36.9       40.7       54.5       27.1       34.0       33.6       46.8
Old  :                 28.9       36.9       40.7       54.5       27.1       34.0       33.6       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                      Code-1170E1
Commitments of Traders - Futures Only, October 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    11,914:     5,184      1,291        964      3,585      8,276      9,733     10,531:     2,181      1,383
Old  :    11,914:     5,184      1,291        964      3,585      8,276      9,733     10,531:     2,181      1,383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -1,124:      -152         24        -88        168       -413        -72       -477:    -1,052       -647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       10.8        8.1       30.1       69.5       81.7       88.4:      18.3       11.6
Old  :     100.0:      43.5       10.8        8.1       30.1       69.5       81.7       88.4:      18.3       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        18          4         15          7          6         39         22:
Old  :        42:        18          4         15          7          6         39         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  :                 46.4       68.0       62.2       83.6       37.8       52.6       47.3       61.7
Old  :                 46.4       68.0       62.2       83.6       37.8       52.6       47.3       61.7
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 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    13,038:     5,336      1,267      1,052      3,417      8,689      9,805     11,008:     3,233      2,030
Old  :    13,038:     5,336      1,267      1,052      3,417      8,689      9,805     11,008:     3,233      2,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,391:       146       -176          0        698      1,037        844        861:       547        530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        9.7        8.1       26.2       66.6       75.2       84.4:      24.8       15.6
Old  :     100.0:      40.9        9.7        8.1       26.2       66.6       75.2       84.4:      24.8       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        20          3         15          6          6         40         22:
Old  :        44:        20          3         15          6          6         40         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  :                 41.7       65.7       56.0       79.7       34.1       51.4       42.7       60.2
Old  :                 41.7       65.7       56.0       79.7       34.1       51.4       42.7       60.2
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 25, 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  :   124,652:    52,333      6,732      7,285     51,035     86,219    110,653    100,236:    13,999     24,416
Old  :   102,643:    48,000      7,426      2,465     42,167     74,856     92,632     84,747:    10,011     17,896
Other:    22,009:     8,836      3,809        317      8,868     11,363     18,021     15,489:     3,988      6,520
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     3,861:    -2,115       -727      1,226      5,259      2,463      4,370      2,962:      -509        899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0        5.4        5.8       40.9       69.2       88.8       80.4:      11.2       19.6
Old  :     100.0:      46.8        7.2        2.4       41.1       72.9       90.2       82.6:       9.8       17.4
Other:     100.0:      40.1       17.3        1.4       40.3       51.6       81.9       70.4:      18.1       29.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        67         25         34         56         68        137        115:
Old  :       176:        65         25         21         47         67        119        107:
Other:       104:        23         22          6         23         43         49         68:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       32.9       34.1       44.5       18.0       25.3       28.6       32.6
Old  :                 25.2       35.4       36.3       47.2       23.6       31.6       34.4       39.1
Other:                 47.3       39.1       55.4       48.5       47.3       39.1       55.4       47.5
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders - Futures Only, October 18, 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  :   120,791:    54,448      7,459      6,059     45,776     83,756    106,283     97,274:    14,508     23,517
Old  :   100,815:    51,249      6,925      2,908     36,322     73,555     90,479     83,388:    10,336     17,427
Other:    19,976:     6,287      3,622         63      9,454     10,201     15,804     13,886:     4,172      6,090
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     5,863:     6,605       -442      2,386      3,881      2,637     12,872      4,581:    -7,009      1,282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.1        6.2        5.0       37.9       69.3       88.0       80.5:      12.0       19.5
Old  :     100.0:      50.8        6.9        2.9       36.0       73.0       89.7       82.7:      10.3       17.3
Other:     100.0:      31.5       18.1        0.3       47.3       51.1       79.1       69.5:      20.9       30.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        61         25         24         54         70        128        107:
Old  :       172:        63         21         15         46         68        114         99:
Other:        99:        19         19          3         24         45         44         66:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       30.7       30.5       41.3       17.5       22.9       27.3       29.6
Old  :                 20.1       35.8       31.4       46.0       19.8       31.8       30.3       39.0
Other:                 46.4       35.5       54.4       45.3       46.4       34.2       54.4       43.3
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders - Futures Only, October 25, 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  :    36,280:    10,179        160      1,076     15,898     26,005     27,153     27,241:     9,127      9,039
Old  :    34,961:    10,299        160        898     15,402     25,624     26,599     26,682:     8,362      8,279
Other:     1,319:        52        172          6        496        381        554        559:       765        760
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       607:      -806       -562        254      1,384        829        832        521:      -225         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        0.4        3.0       43.8       71.7       74.8       75.1:      25.2       24.9
Old  :     100.0:      29.5        0.5        2.6       44.1       73.3       76.1       76.3:      23.9       23.7
Other:     100.0:       3.9       13.0        0.5       37.6       28.9       42.0       42.4:      58.0       57.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        21          2          6         20         17         43         23:
Old  :        49:        21          2          5         20         17         43         22:
Other:        17:         1          2          2          8          7         10         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       49.6       43.2       63.1       19.0       39.8       32.6       46.8
Old  :                 28.7       50.6       43.9       64.7       19.2       40.7       33.3       48.1
Other:                 29.9       35.7       40.9       41.8       29.6       35.6       40.3       41.6
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders - Futures Only, October 18, 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  :    35,673:    10,985        722        822     14,514     25,176     26,321     26,720:     9,352      8,953
Old  :    34,606:    10,962        711        789     14,022     24,810     25,773     26,310:     8,833      8,296
Other:     1,067:        52         40          4        492        366        548        410:       519        657
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,776:     1,134        442        435       -186        929      1,383      1,806:       393        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        2.0        2.3       40.7       70.6       73.8       74.9:      26.2       25.1
Old  :     100.0:      31.7        2.1        2.3       40.5       71.7       74.5       76.0:      25.5       24.0
Other:     100.0:       4.9        3.7        0.4       46.1       34.3       51.4       38.4:      48.6       61.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        21          6          5         18         16         42         24:
Old  :        51:        23          4          4         17         16         41         23:
Other:        18:         1          4          1          7          6          8         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  :                 26.5       49.3       41.6       61.6       19.2       43.2       33.0       50.5
Old  :                 26.6       50.0       41.9       62.7       19.3       43.8       33.5       51.7
Other:                 37.0       33.6       51.4       37.6       37.0       33.6       51.0       37.6
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders - Futures Only, October 25, 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  :   122,819:    31,133     23,046      7,707     68,205     83,039    107,045    113,792:    15,774      9,027
Old  :   121,333:    31,199     23,237      7,268     67,230     81,877    105,697    112,382:    15,636      8,951
Other:     1,486:       310        185         63        975      1,162      1,348      1,410:       138         76
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :      -113:    -2,977        244       -977      1,207     -1,185     -2,747     -1,918:     2,634      1,805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       18.8        6.3       55.5       67.6       87.2       92.7:      12.8        7.3
Old  :     100.0:      25.7       19.2        6.0       55.4       67.5       87.1       92.6:      12.9        7.4
Other:     100.0:      20.9       12.4        4.2       65.6       78.2       90.7       94.9:       9.3        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        81         50         49         50         65        169        138:
Old  :       222:        79         53         47         50         64        168        136:
Other:        30:         6          6          1          6         13         12         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       37.9       38.0       49.2       23.0       30.8       32.2       39.7
Old  :                 24.7       37.7       38.4       49.1       23.3       31.2       32.7       40.2
Other:                 66.3       70.9       87.1       83.4       62.4       70.4       82.9       81.1
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders - Futures Only, October 18, 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  :   122,932:    34,110     22,802      8,684     66,998     84,224    109,792    115,710:    13,140      7,222
Old  :   121,497:    34,193     23,004      8,229     66,023     83,119    108,445    114,352:    13,052      7,145
Other:     1,435:       309        190         63        975      1,105      1,347      1,358:        88         77
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     7,275:     8,105       -760        251        162      8,818      8,518      8,309:    -1,243     -1,034
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       18.5        7.1       54.5       68.5       89.3       94.1:      10.7        5.9
Old  :     100.0:      28.1       18.9        6.8       54.3       68.4       89.3       94.1:      10.7        5.9
Other:     100.0:      21.5       13.2        4.4       67.9       77.0       93.9       94.6:       6.1        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        82         48         48         46         62        162        136:
Old  :       219:        80         52         46         45         62        160        135:
Other:        29:         7          6          1          6         11         13         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  :                 24.2       38.7       38.0       49.7       22.7       32.4       32.5       41.1
Old  :                 24.5       38.4       38.4       49.6       23.0       32.8       33.5       41.6
Other:                 68.7       73.4       90.2       85.2       64.7       72.9       85.9       82.6
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders - Futures Only, October 25, 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  :    31,056:    13,779      3,619      3,707      9,509     21,833     26,995     29,159:     4,061      1,897
Old  :     6,090:     3,529        210          0      1,719      5,421      5,248      5,631:       842        459
Other:    24,966:    11,600      4,759      2,357      7,790     16,412     21,747     23,528:     3,219      1,438
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     3,075:     1,379     -1,624      1,551        386      2,834      3,316      2,761:      -241        314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4       11.7       11.9       30.6       70.3       86.9       93.9:      13.1        6.1
Old  :     100.0:      57.9        3.4        0.0       28.2       89.0       86.2       92.5:      13.8        7.5
Other:     100.0:      46.5       19.1        9.4       31.2       65.7       87.1       94.2:      12.9        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        63         23         26         20         20         97         57:
Old  :        57:        26          6          0         14         15         40         21:
Other:       111:        53         28         22         15         18         84         53:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       48.2       33.3       63.9       23.3       45.3       32.7       59.4
Old  :                 35.3       77.8       54.5       84.8       34.3       77.8       53.4       84.0
Other:                 26.8       47.0       37.3       62.7       26.8       44.7       37.3       58.1
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders - Futures Only, October 18, 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  :    27,981:    12,400      5,243      2,156      9,123     18,999     23,679     26,398:     4,302      1,583
Old  :    11,951:     8,201      2,763         13      1,594      8,157      9,808     10,933:     2,143      1,018
Other:    16,030:     5,121      3,402      1,221      7,529     10,842     13,871     15,465:     2,159        565
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       428:     1,395        386         -5     -1,737        242       -347        623:       775       -195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3       18.7        7.7       32.6       67.9       84.6       94.3:      15.4        5.7
Old  :     100.0:      68.6       23.1        0.1       13.3       68.3       82.1       91.5:      17.9        8.5
Other:     100.0:      31.9       21.2        7.6       47.0       67.6       86.5       96.5:      13.5        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        54         20         17         19         17         82         45:
Old  :        79:        40         15          2         12         16         53         32:
Other:        73:        31         18         13         15         13         53         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       44.2       37.2       62.2       26.3       42.4       36.6       57.7
Old  :                 30.8       43.2       46.7       63.6       30.8       42.7       46.7       63.0
Other:                 36.6       53.0       49.3       73.9       36.6       50.1       47.9       67.6
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders - Futures Only, October 25, 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  :   136,221:    31,135     32,377      1,357     94,113     96,041    126,605    129,775:     9,616      6,446
Old  :   118,506:    31,295     32,519        938     77,093     78,765    109,326    112,222:     9,180      6,284
Other:    17,715:       142        160        117     17,020     17,276     17,279     17,553:       436        162
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     2,368:     1,204      2,450       -511        910       -574      1,603      1,365:       765      1,003
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       23.8        1.0       69.1       70.5       92.9       95.3:       7.1        4.7
Old  :     100.0:      26.4       27.4        0.8       65.1       66.5       92.3       94.7:       7.7        5.3
Other:     100.0:       0.8        0.9        0.7       96.1       97.5       97.5       99.1:       2.5        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        57         48          9         55         38        115         93:
Old  :       165:        57         49          8         54         38        114         92:
Other:        22:         1          1          1         13         12         14         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       26.3       45.8       47.1       19.9       20.3       29.2       32.5
Old  :                 28.6       26.9       45.8       45.7       24.8       21.3       37.2       35.8
Other:                 61.9       83.8       91.0       96.8       46.4       58.8       61.5       64.6
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders - Futures Only, October 18, 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  :   133,853:    29,931     29,927      1,868     93,203     96,615    125,002    128,410:     8,851      5,443
Old  :   116,575:    30,091     30,124      1,295     76,584     80,064    107,970    111,483:     8,605      5,092
Other:    17,278:       197        160        216     16,619     16,551     17,032     16,927:       246        351
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     4,711:     2,737       -176        755        690      5,297      4,182      5,876:       529     -1,165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       22.4        1.4       69.6       72.2       93.4       95.9:       6.6        4.1
Old  :     100.0:      25.8       25.8        1.1       65.7       68.7       92.6       95.6:       7.4        4.4
Other:     100.0:       1.1        0.9        1.3       96.2       95.8       98.6       98.0:       1.4        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        56         47         13         54         38        116         94:
Old  :       163:        56         49         12         52         38        114         93:
Other:        26:         3          1          3         14         13         17         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       28.2       46.1       48.1       20.3       20.3       29.2       32.3
Old  :                 27.9       27.8       45.6       47.0       26.4       21.5       38.4       35.5
Other:                 61.4       87.5       89.3       95.1       48.1       67.8       67.9       72.3
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders - Futures Only, October 25, 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  :   472,662:   167,350     37,638     31,167    203,848    371,546    402,365    440,351:    70,297     32,311
Old  :   472,662:   167,350     37,638     31,167    203,848    371,546    402,365    440,351:    70,297     32,311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -3,106:     1,739     -2,073      1,523     -1,531     -3,433      1,731     -3,983:    -4,837        877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4        8.0        6.6       43.1       78.6       85.1       93.2:      14.9        6.8
Old  :     100.0:      35.4        8.0        6.6       43.1       78.6       85.1       93.2:      14.9        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  :       167:        67         30         31         55         56        144         97:
Old  :       167:        67         30         31         55         56        144         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       31.4       29.6       51.9       14.7       25.3       24.7       41.1
Old  :                 17.1       31.4       29.6       51.9       14.7       25.3       24.7       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders - Futures Only, October 18, 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  :   475,768:   165,611     39,711     29,644    205,379    374,979    400,634    444,334:    75,134     31,434
Old  :   475,768:   165,611     39,711     29,644    205,379    374,979    400,634    444,334:    75,134     31,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    19,423:    -5,174      3,677       -416     23,525     21,235     17,935     24,496:     1,488     -5,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        8.3        6.2       43.2       78.8       84.2       93.4:      15.8        6.6
Old  :     100.0:      34.8        8.3        6.2       43.2       78.8       84.2       93.4:      15.8        6.6
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:        64         30         33         50         52        138         94:
Old  :       164:        64         30         33         50         52        138         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       32.8       30.1       52.5       14.5       25.5       24.0       41.6
Old  :                 18.4       32.8       30.1       52.5       14.5       25.5       24.0       41.6
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 25, 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  :    84,812:    19,481     15,222      9,887     46,664     54,389     76,032     79,498:     8,780      5,314
Old  :    82,726:    19,427     15,860      8,918     45,774     52,894     74,119     77,672:     8,607      5,054
Other:     2,086:       692          0        331        890      1,495      1,913      1,826:       173        260
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -1,056:     1,521       -844        132       -156      2,615      1,497      1,903:    -2,553     -2,959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       17.9       11.7       55.0       64.1       89.6       93.7:      10.4        6.3
Old  :     100.0:      23.5       19.2       10.8       55.3       63.9       89.6       93.9:      10.4        6.1
Other:     100.0:      33.2        0.0       15.9       42.7       71.7       91.7       87.5:       8.3       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        84         79         56         85         78        211        180:
Old  :       278:        84         81         56         85         77        211        179:
Other:        39:         8          0          4         13         22         22         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  :                 20.5       21.3       32.0       33.5       19.0       15.4       28.5       23.4
Old  :                 21.0       21.5       32.8       33.8       19.5       15.8       29.2       24.0
Other:                 53.2       48.8       75.7       69.5       34.1       35.0       46.9       44.8
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders - Futures Only, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :    85,868:    17,960     16,066      9,755     46,820     51,774     74,535     77,595:    11,333      8,273
Old  :    83,965:    17,906     16,561      8,930     45,958     50,448     72,794     75,939:    11,171      8,026
Other:     1,903:       549          0        330        862      1,326      1,741      1,656:       162        247
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -1,994:    -1,670     -3,711     -1,584       -561      1,730     -3,815     -3,565:     1,821      1,571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       18.7       11.4       54.5       60.3       86.8       90.4:      13.2        9.6
Old  :     100.0:      21.3       19.7       10.6       54.7       60.1       86.7       90.4:      13.3        9.6
Other:     100.0:      28.8        0.0       17.3       45.3       69.7       91.5       87.0:       8.5       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        88         75         55         90         80        214        182:
Old  :       284:        88         78         55         90         80        214        182:
Other:        37:         8          0          4         13         20         21         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       19.5       30.6       31.6       18.6       14.8       28.1       23.2
Old  :                 20.1       19.6       31.2       32.0       19.1       15.2       28.8       23.7
Other:                 53.9       50.8       77.7       72.1       32.0       35.4       45.5       45.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  Code-098662
Commitments of Traders - Futures Only, October 25, 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  :    34,050:    27,806      3,573      2,188      1,310     26,628     31,304     32,389:     2,746      1,661
Old  :    34,050:    27,806      3,573      2,188      1,310     26,628     31,304     32,389:     2,746      1,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     9,811:    10,780        230        166        344      9,587     11,290      9,983:    -1,479       -172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.7       10.5        6.4        3.8       78.2       91.9       95.1:       8.1        4.9
Old  :     100.0:      81.7       10.5        6.4        3.8       78.2       91.9       95.1:       8.1        4.9
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  :        65:        38         12          8          7          9         48         27:
Old  :        65:        38         12          8          7          9         48         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       74.3       69.8       86.5       46.2       73.4       66.1       82.4
Old  :                 46.3       74.3       69.8       86.5       46.2       73.4       66.1       82.4
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, October 18, 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  :    24,239:    17,026      3,343      2,022        966     17,041     20,014     22,406:     4,225      1,833
Old  :    24,239:    17,026      3,343      2,022        966     17,041     20,014     22,406:     4,225      1,833
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     3,551:     3,320     -1,847     -1,184       -191      6,397      1,945      3,366:     1,606        185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.2       13.8        8.3        4.0       70.3       82.6       92.4:      17.4        7.6
Old  :     100.0:      70.2       13.8        8.3        4.0       70.3       82.6       92.4:      17.4        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  :        57:        35          9          2          7          6         43         17:
Old  :        57:        35          9          2          7          6         43         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  :                 41.7       75.0       56.2       87.4       38.5       72.4       50.5       80.4
Old  :                 41.7       75.0       56.2       87.4       38.5       72.4       50.5       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                              Code-299661
Commitments of Traders - Futures Only, October 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF EURO 200,000)                               :
     :          :                                                                            :
All  :    21,429:    13,074      1,509          0      3,244     16,289     16,318     17,798:     5,111      3,631
Old  :    21,429:    13,074      1,509          0      3,244     16,289     16,318     17,798:     5,111      3,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.0        7.0        0.0       15.1       76.0       76.1       83.1:      23.9       16.9
Old  :     100.0:      61.0        7.0        0.0       15.1       76.0       76.1       83.1:      23.9       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7          2          0          3         10         10         12:
Old  :        22:         7          2          0          3         10         10         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  :                 55.2       50.0       71.0       71.9       55.2       50.0       71.0       71.9
Old  :                 55.2       50.0       71.0       71.9       55.2       50.0       71.0       71.9
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 25, 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  :   173,333:    17,619     24,429     22,654    101,686     99,889    141,959    146,972:    31,374     26,361
Old  :   173,333:    17,619     24,429     22,654    101,686     99,889    141,959    146,972:    31,374     26,361
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -1,895:    -2,070        154        410        593     -7,960     -1,067     -7,396:      -828      5,501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       14.1       13.1       58.7       57.6       81.9       84.8:      18.1       15.2
Old  :     100.0:      10.2       14.1       13.1       58.7       57.6       81.9       84.8:      18.1       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  :       141:        31         33         40         69         64        122        116:
Old  :       141:        31         33         40         69         64        122        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  :                 19.1       18.3       29.7       27.3       15.2       13.6       22.5       20.5
Old  :                 19.1       18.3       29.7       27.3       15.2       13.6       22.5       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders - Futures Only, October 18, 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  :   175,228:    19,689     24,275     22,244    101,093    107,849    143,026    154,368:    32,202     20,860
Old  :   175,228:    19,689     24,275     22,244    101,093    107,849    143,026    154,368:    32,202     20,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     2,718:      -671      3,019      1,264      3,665        236      4,258      4,519:    -1,540     -1,801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       13.9       12.7       57.7       61.5       81.6       88.1:      18.4       11.9
Old  :     100.0:      11.2       13.9       12.7       57.7       61.5       81.6       88.1:      18.4       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  :       138:        33         29         39         68         63        120        114:
Old  :       138:        33         29         39         68         63        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  :                 18.5       19.4       29.3       28.8       14.0       15.0       21.0       21.6
Old  :                 18.5       19.4       29.3       28.8       14.0       15.0       21.0       21.6
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 25, 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  :   559,253:    68,186     85,997    178,148    243,261    260,481    489,595    524,626:    69,658     34,627
Old  :   559,253:    68,186     85,997    178,148    243,261    260,481    489,595    524,626:    69,658     34,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     3,154:    11,822      5,578     -9,343     -3,189     -1,812       -710     -5,577:     3,864      8,731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       15.4       31.9       43.5       46.6       87.5       93.8:      12.5        6.2
Old  :     100.0:      12.2       15.4       31.9       43.5       46.6       87.5       93.8:      12.5        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        57         47         69         88         78        186        156:
Old  :       200:        57         47         69         88         78        186        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       28.9       32.8       43.4        8.7       15.0       12.7       21.0
Old  :                 22.9       28.9       32.8       43.4        8.7       15.0       12.7       21.0
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 18, 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  :   556,099:    56,364     80,419    187,491    246,450    262,293    490,305    530,203:    65,794     25,896
Old  :   556,099:    56,364     80,419    187,491    246,450    262,293    490,305    530,203:    65,794     25,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :      -803:    -1,033      5,574        245      4,581     -1,222      3,793      4,597:    -4,596     -5,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       14.5       33.7       44.3       47.2       88.2       95.3:      11.8        4.7
Old  :     100.0:      10.1       14.5       33.7       44.3       47.2       88.2       95.3:      11.8        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  :       193:        54         41         68         92         79        182        154:
Old  :       193:        54         41         68         92         79        182        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  :                 22.8       29.8       32.8       43.9        8.4       15.5       12.5       21.3
Old  :                 22.8       29.8       32.8       43.9        8.4       15.5       12.5       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365A
Commitments of Traders - Futures Only, October 25, 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  :    40,426:     2,538          0        698     30,330     36,034     33,566     36,732:     6,860      3,694
Old  :    40,426:     2,538          0        698     30,330     36,034     33,566     36,732:     6,860      3,694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        0.0        1.7       75.0       89.1       83.0       90.9:      17.0        9.1
Old  :     100.0:       6.3        0.0        1.7       75.0       89.1       83.0       90.9:      17.0        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  :        20:         1          0          1         14         13         15         14:
Old  :        20:         1          0          1         14         13         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       71.1       74.9       84.0       51.0       69.9       68.2       79.4
Old  :                 55.8       71.1       74.9       84.0       51.0       69.9       68.2       79.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders - Futures Only, October 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    38,534:         0      7,929      1,429     30,475     19,952     31,904     29,310:     6,630      9,224
Old  :    38,534:         0      7,929      1,429     30,475     19,952     31,904     29,310:     6,630      9,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       20.6        3.7       79.1       51.8       82.8       76.1:      17.2       23.9
Old  :     100.0:       0.0       20.6        3.7       79.1       51.8       82.8       76.1:      17.2       23.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          2          2         17         14         19         16:
Old  :        21:         0          2          2         17         14         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       42.5       64.8       62.2       41.4       38.5       61.4       52.5
Old  :                 42.8       42.5       64.8       62.2       41.4       38.5       61.4       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders - Futures Only, October 25, 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  :   102,073:     8,045      3,697      2,300     83,349     85,188     93,694     91,185:     8,379     10,888
Old  :   102,073:     8,045      3,697      2,300     83,349     85,188     93,694     91,185:     8,379     10,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       811:      -455       -151         -2      2,553        172      2,096         19:    -1,285        792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        3.6        2.3       81.7       83.5       91.8       89.3:       8.2       10.7
Old  :     100.0:       7.9        3.6        2.3       81.7       83.5       91.8       89.3:       8.2       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  :        37:         4          2          4         26         26         31         31:
Old  :        37:         4          2          4         26         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  :                 51.2       35.6       65.2       57.9       46.9       33.4       57.2       52.5
Old  :                 51.2       35.6       65.2       57.9       46.9       33.4       57.2       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders - Futures Only, October 18, 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  :   101,262:     8,500      3,848      2,302     80,796     85,016     91,598     91,166:     9,664     10,096
Old  :   101,262:     8,500      3,848      2,302     80,796     85,016     91,598     91,166:     9,664     10,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       822:      -762        604       -906      2,788      1,430      1,120      1,128:      -298       -306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        3.8        2.3       79.8       84.0       90.5       90.0:       9.5       10.0
Old  :     100.0:       8.4        3.8        2.3       79.8       84.0       90.5       90.0:       9.5       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  :        36:         4          2          4         25         26         30         31:
Old  :        36:         4          2          4         25         26         30         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  :                 51.8       35.7       65.2       58.7       47.8       33.4       57.7       53.3
Old  :                 51.8       35.7       65.2       58.7       47.8       33.4       57.7       53.3
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, October 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    55,047:     5,899      8,332          0     42,925     39,697     48,824     48,029:     6,223      7,018
Old  :    55,047:     5,899      8,332          0     42,925     39,697     48,824     48,029:     6,223      7,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :      -172:         0          0          0         80        106         80        106:      -252       -278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       15.1        0.0       78.0       72.1       88.7       87.3:      11.3       12.7
Old  :     100.0:      10.7       15.1        0.0       78.0       72.1       88.7       87.3:      11.3       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          2          0         14         16         16         18:
Old  :        25:         2          2          0         14         16         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  :                 50.3       45.2       72.3       67.9       46.8       40.7       67.3       61.8
Old  :                 50.3       45.2       72.3       67.9       46.8       40.7       67.3       61.8
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, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    55,219:     5,899      8,332          0     42,845     39,591     48,744     47,923:     6,475      7,296
Old  :    55,219:     5,899      8,332          0     42,845     39,591     48,744     47,923:     6,475      7,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       15.1        0.0       77.6       71.7       88.3       86.8:      11.7       13.2
Old  :     100.0:      10.7       15.1        0.0       77.6       71.7       88.3       86.8:      11.7       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          2          0         13         14         15         16:
Old  :        23:         2          2          0         13         14         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.6       51.1       75.8       72.9       53.5       48.1       72.0       68.4
Old  :                 55.6       51.1       75.8       72.9       53.5       48.1       72.0       68.4
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 25, 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  :    77,242:       302     20,100      1,816     68,122     52,808     70,240     74,724:     7,002      2,518
Old  :    77,242:       302     20,100      1,816     68,122     52,808     70,240     74,724:     7,002      2,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     7,033:       300       -500        267      5,932      7,235      6,499      7,002:       534         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4       26.0        2.4       88.2       68.4       90.9       96.7:       9.1        3.3
Old  :     100.0:       0.4       26.0        2.4       88.2       68.4       90.9       96.7:       9.1        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  :        26:         2          3          4         18         18         23         22:
Old  :        26:         2          3          4         18         18         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       58.5       66.8       75.5       37.3       50.9       52.1       60.6
Old  :                 47.0       58.5       66.8       75.5       37.3       50.9       52.1       60.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders - Futures Only, October 18, 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  :    70,209:         2     20,600      1,549     62,190     45,573     63,741     67,722:     6,468      2,487
Old  :    70,209:         2     20,600      1,549     62,190     45,573     63,741     67,722:     6,468      2,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,828:         0     -1,306       -699      1,855      4,479      1,156      2,474:       672       -646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       29.3        2.2       88.6       64.9       90.8       96.5:       9.2        3.5
Old  :     100.0:       0.0       29.3        2.2       88.6       64.9       90.8       96.5:       9.2        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          3          4         18         18         22         22:
Old  :        25:         1          3          4         18         18         22         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       55.6       69.0       73.3       39.6       50.9       55.9       63.2
Old  :                 49.0       55.6       69.0       73.3       39.6       50.9       55.9       63.2
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, October 25, 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  :    72,768:    25,498      7,765      4,090     37,285     53,618     66,873     65,473:     5,895      7,295
Old  :    72,768:    25,498      7,765      4,090     37,285     53,618     66,873     65,473:     5,895      7,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     2,512:       249     -3,481      1,292      2,905      4,321      4,446      2,132:    -1,934        380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       10.7        5.6       51.2       73.7       91.9       90.0:       8.1       10.0
Old  :     100.0:      35.0       10.7        5.6       51.2       73.7       91.9       90.0:       8.1       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  :        26:         2          4          3         18         19         22         24:
Old  :        26:         2          4          3         18         19         22         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       45.1       75.4       60.7       46.9       34.5       54.5       46.2
Old  :                 59.9       45.1       75.4       60.7       46.9       34.5       54.5       46.2
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, October 18, 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  :    70,256:    25,249     11,246      2,798     34,380     49,297     62,427     63,341:     7,829      6,915
Old  :    70,256:    25,249     11,246      2,798     34,380     49,297     62,427     63,341:     7,829      6,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     2,078:     3,180     -1,680     -1,042       -314      3,960      1,824      1,238:       254        840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       16.0        4.0       48.9       70.2       88.9       90.2:      11.1        9.8
Old  :     100.0:      35.9       16.0        4.0       48.9       70.2       88.9       90.2:      11.1        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:         2          5          3         16         16         20         22:
Old  :        26:         2          5          3         16         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  :                 59.0       45.5       75.3       61.8       49.3       37.1       56.5       49.4
Old  :                 59.0       45.5       75.3       61.8       49.3       37.1       56.5       49.4
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 25, 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  :    65,378:         0      4,280      1,125     62,858     50,808     63,983     56,213:     1,395      9,165
Old  :    65,378:         0      4,280      1,125     62,858     50,808     63,983     56,213:     1,395      9,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     1,488:         0       -332       -202      2,542      2,360      2,340      1,826:      -852       -338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.5        1.7       96.1       77.7       97.9       86.0:       2.1       14.0
Old  :     100.0:       0.0        6.5        1.7       96.1       77.7       97.9       86.0:       2.1       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          1          1         17         20         18         21:
Old  :        25:         0          1          1         17         20         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.9       38.0       81.2       63.4       61.5       36.7       69.8       54.0
Old  :                 65.9       38.0       81.2       63.4       61.5       36.7       69.8       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-02365G
Commitments of Traders - Futures Only, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    63,890:         0      4,612      1,327     60,316     48,448     61,643     54,387:     2,247      9,503
Old  :    63,890:         0      4,612      1,327     60,316     48,448     61,643     54,387:     2,247      9,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       849:         0     -1,293        990        344      1,237      1,334        934:      -485        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.2        2.1       94.4       75.8       96.5       85.1:       3.5       14.9
Old  :     100.0:       0.0        7.2        2.1       94.4       75.8       96.5       85.1:       3.5       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          1          1         16         18         17         19:
Old  :        22:         0          1          1         16         18         17         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  :                 63.9       38.9       80.4       64.4       58.8       37.6       68.8       54.5
Old  :                 63.9       38.9       80.4       64.4       58.8       37.6       68.8       54.5
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 25, 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  :    67,450:         0      8,534      2,958     58,475     50,830     61,433     62,322:     6,017      5,128
Old  :    67,450:         0      8,534      2,958     58,475     50,830     61,433     62,322:     6,017      5,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     1,922:         0       -312        330      3,246      4,693      3,576      4,711:    -1,654     -2,789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       12.7        4.4       86.7       75.4       91.1       92.4:       8.9        7.6
Old  :     100.0:       0.0       12.7        4.4       86.7       75.4       91.1       92.4:       8.9        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          2          2         22         17         24         19:
Old  :        28:         0          2          2         22         17         24         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       50.6       55.4       74.6       24.3       38.3       37.3       52.4
Old  :                 33.1       50.6       55.4       74.6       24.3       38.3       37.3       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders - Futures Only, October 18, 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  :    65,528:         0      8,846      2,628     55,229     46,137     57,857     57,611:     7,671      7,917
Old  :    65,528:         0      8,846      2,628     55,229     46,137     57,857     57,611:     7,671      7,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       923:         0     -1,696      1,426        -24      1,068      1,402        798:      -479        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       13.5        4.0       84.3       70.4       88.3       87.9:      11.7       12.1
Old  :     100.0:       0.0       13.5        4.0       84.3       70.4       88.3       87.9:      11.7       12.1
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  :        25:         0          2          2         20         13         22         15:
Old  :        25:         0          2          2         20         13         22         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  :                 33.4       54.4       56.1       77.9       25.4       43.0       38.7       54.3
Old  :                 33.4       54.4       56.1       77.9       25.4       43.0       38.7       54.3
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 25, 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  :    46,663:         0      2,145        644     37,919     39,190     38,563     41,979:     8,100      4,684
Old  :    46,663:         0      2,145        644     37,919     39,190     38,563     41,979:     8,100      4,684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       762:         0        -96        204        708        502        912        610:      -150        152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.6        1.4       81.3       84.0       82.6       90.0:      17.4       10.0
Old  :     100.0:       0.0        4.6        1.4       81.3       84.0       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  :        22:         0          1          1         14         13         15         14:
Old  :        22:         0          1          1         14         13         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.5       66.1       75.0       82.9       59.0       65.8       69.8       78.6
Old  :                 60.5       66.1       75.0       82.9       59.0       65.8       69.8       78.6
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 18, 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  :    45,901:         0      2,241        440     37,211     38,688     37,651     41,369:     8,250      4,532
Old  :    45,901:         0      2,241        440     37,211     38,688     37,651     41,369:     8,250      4,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     2,050:         0        308        278      1,772      1,464      2,050      2,050:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.9        1.0       81.1       84.3       82.0       90.1:      18.0        9.9
Old  :     100.0:       0.0        4.9        1.0       81.1       84.3       82.0       90.1:      18.0        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  :        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  :                 60.6       67.9       75.8       85.3       59.4       67.6       70.9       81.4
Old  :                 60.6       67.9       75.8       85.3       59.4       67.6       70.9       81.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders - Futures Only, October 25, 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  :    57,521:     6,371         70      5,644     37,561     45,274     49,576     50,988:     7,945      6,533
Old  :    57,521:     6,371         70      5,644     37,561     45,274     49,576     50,988:     7,945      6,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :      -322:       330     -1,328       -330        313      1,413        313       -245:      -635        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        0.1        9.8       65.3       78.7       86.2       88.6:      13.8       11.4
Old  :     100.0:      11.1        0.1        9.8       65.3       78.7       86.2       88.6:      13.8       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  :        26:         2          1          3         19         19         22         22:
Old  :        26:         2          1          3         19         19         22         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       39.0       73.1       60.6       26.5       26.7       39.8       38.6
Old  :                 53.4       39.0       73.1       60.6       26.5       26.7       39.8       38.6
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 18, 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  :    57,843:     6,041      1,398      5,974     37,248     43,861     49,263     51,233:     8,580      6,610
Old  :    57,843:     6,041      1,398      5,974     37,248     43,861     49,263     51,233:     8,580      6,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       802:    -1,510          0      1,510       -233       -560       -233        950:     1,035       -148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        2.4       10.3       64.4       75.8       85.2       88.6:      14.8       11.4
Old  :     100.0:      10.4        2.4       10.3       64.4       75.8       85.2       88.6:      14.8       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  :        25:         2          2          3         16         19         19         23:
Old  :        25:         2          2          3         16         19         19         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  :                 54.1       38.3       73.1       59.7       26.6       24.1       38.7       34.7
Old  :                 54.1       38.3       73.1       59.7       26.6       24.1       38.7       34.7
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, October 25, 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  :    47,839:     2,048          0      5,682     32,661     30,668     40,391     36,350:     7,448     11,489
Old  :    47,839:     2,048          0      5,682     32,661     30,668     40,391     36,350:     7,448     11,489
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        0.0       11.9       68.3       64.1       84.4       76.0:      15.6       24.0
Old  :     100.0:       4.3        0.0       11.9       68.3       64.1       84.4       76.0:      15.6       24.0
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:         2          0          2         13         13         15         15:
Old  :        20:         2          0          2         13         13         15         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       37.4       67.7       61.4       38.8       27.3       52.9       42.3
Old  :                 44.8       37.4       67.7       61.4       38.8       27.3       52.9       42.3
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, October 25, 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  :    69,101:    22,302      2,160        120     44,011     65,819     66,433     68,099:     2,668      1,002
Old  :    69,101:    22,302      2,160        120     44,011     65,819     66,433     68,099:     2,668      1,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        3.1        0.2       63.7       95.3       96.1       98.5:       3.9        1.5
Old  :     100.0:      32.3        3.1        0.2       63.7       95.3       96.1       98.5:       3.9        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  :        23:         2          2          1         13         15         15         18:
Old  :        23:         2          2          1         13         15         15         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  :                 70.0       77.2       87.5       90.3       41.2       38.4       49.0       50.9
Old  :                 70.0       77.2       87.5       90.3       41.2       38.4       49.0       50.9
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 25, 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  : 1,394,487:   354,189     90,145    248,591    770,755  1,044,424  1,373,535  1,383,160:    20,952     11,327
Old  : 1,394,487:   354,189     90,145    248,591    770,755  1,044,424  1,373,535  1,383,160:    20,952     11,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    30,272:    11,802      7,484          1     20,481     26,328     32,284     33,813:    -2,012     -3,541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        6.5       17.8       55.3       74.9       98.5       99.2:       1.5        0.8
Old  :     100.0:      25.4        6.5       17.8       55.3       74.9       98.5       99.2:       1.5        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  :       140:        29         10         30         92         82        128        115:
Old  :       140:        29         10         30         92         82        128        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  :                 23.2       25.4       36.8       41.6       16.9       18.0       25.2       30.7
Old  :                 23.2       25.4       36.8       41.6       16.9       18.0       25.2       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders - Futures Only, October 18, 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  : 1,364,215:   342,387     82,661    248,590    750,274  1,018,096  1,341,251  1,349,347:    22,964     14,868
Old  : 1,364,215:   342,387     82,661    248,590    750,274  1,018,096  1,341,251  1,349,347:    22,964     14,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    63,973:    -5,699      5,404     26,347     39,326     28,499     59,974     60,250:     3,999      3,723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        6.1       18.2       55.0       74.6       98.3       98.9:       1.7        1.1
Old  :     100.0:      25.1        6.1       18.2       55.0       74.6       98.3       98.9:       1.7        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  :       133:        28         12         34         87         78        125        114:
Old  :       133:        28         12         34         87         78        125        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  :                 23.1       25.2       36.7       41.1       17.0       18.4       25.1       29.9
Old  :                 23.1       25.2       36.7       41.1       17.0       18.4       25.1       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-03565C
Commitments of Traders - Futures Only, October 25, 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  :   276,118:    62,483     84,564     67,729    143,343    122,492    273,555    274,785:     2,563      1,333
Old  :   276,118:    62,483     84,564     67,729    143,343    122,492    273,555    274,785:     2,563      1,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    25,441:    -8,143     12,595     11,387     23,113      2,126     26,357     26,108:      -916       -667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       30.6       24.5       51.9       44.4       99.1       99.5:       0.9        0.5
Old  :     100.0:      22.6       30.6       24.5       51.9       44.4       99.1       99.5:       0.9        0.5
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  :        56:        14          8         18         32         30         53         49:
Old  :        56:        14          8         18         32         30         53         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       53.4       55.1       67.3       21.3       36.6       30.4       43.4
Old  :                 35.4       53.4       55.1       67.3       21.3       36.6       30.4       43.4
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 18, 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  :   250,677:    70,626     71,969     56,342    120,230    120,366    247,198    248,677:     3,479      2,000
Old  :   250,677:    70,626     71,969     56,342    120,230    120,366    247,198    248,677:     3,479      2,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    20,980:     1,819     19,835        896     18,115        172     20,830     20,903:       150         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       28.7       22.5       48.0       48.0       98.6       99.2:       1.4        0.8
Old  :     100.0:      28.2       28.7       22.5       48.0       48.0       98.6       99.2:       1.4        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  :        47:        10          9         15         27         26         45         42:
Old  :        47:        10          9         15         27         26         45         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  :                 32.4       51.8       53.9       67.2       25.2       34.0       35.6       42.3
Old  :                 32.4       51.8       53.9       67.2       25.2       34.0       35.6       42.3
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 25, 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  :    76,847:    26,850      9,800     10,786     39,023     56,181     76,659     76,767:       188         80
Old  :    76,847:    26,850      9,800     10,786     39,023     56,181     76,659     76,767:       188         80
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       747:      -760       -660        724        803      1,043        767      1,107:       -20       -360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       12.8       14.0       50.8       73.1       99.8       99.9:       0.2        0.1
Old  :     100.0:      34.9       12.8       14.0       50.8       73.1       99.8       99.9:       0.2        0.1
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  :        52:         3          6          9         36         42         46         51:
Old  :        52:         3          6          9         36         42         46         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       40.7       68.9       59.4       50.0       36.1       55.2       49.5
Old  :                 58.1       40.7       68.9       59.4       50.0       36.1       55.2       49.5
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 18, 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  :    76,100:    27,610     10,460     10,062     38,220     55,138     75,892     75,660:       208        440
Old  :    76,100:    27,610     10,460     10,062     38,220     55,138     75,892     75,660:       208        440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :      -183:     1,500      1,400       -620       -463     -1,243        417       -463:      -600        280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       13.7       13.2       50.2       72.5       99.7       99.4:       0.3        0.6
Old  :     100.0:      36.3       13.7       13.2       50.2       72.5       99.7       99.4:       0.3        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         4          6          9         35         40         45         49:
Old  :        50:         4          6          9         35         40         45         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       41.8       69.4       60.8       50.8       37.3       56.5       51.9
Old  :                 58.9       41.8       69.4       60.8       50.8       37.3       56.5       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders - Futures Only, October 25, 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  :    27,730:     6,085      4,848      2,050     19,489     20,217     27,624     27,115:       106        615
Old  :    27,730:     6,085      4,848      2,050     19,489     20,217     27,624     27,115:       106        615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       132:       900          0       -468       -300        600        132        132:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       17.5        7.4       70.3       72.9       99.6       97.8:       0.4        2.2
Old  :     100.0:      21.9       17.5        7.4       70.3       72.9       99.6       97.8:       0.4        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  :        38:         4          3          5         22         23         29         28:
Old  :        38:         4          3          5         22         23         29         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       52.3       77.6       74.4       56.0       49.1       74.0       68.8
Old  :                 58.0       52.3       77.6       74.4       56.0       49.1       74.0       68.8
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 18, 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  :    27,598:     5,185      4,848      2,518     19,789     19,617     27,492     26,983:       106        615
Old  :    27,598:     5,185      4,848      2,518     19,789     19,617     27,492     26,983:       106        615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       568:     1,484        -40         40     -1,062        462        462        462:       106        106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       17.6        9.1       71.7       71.1       99.6       97.8:       0.4        2.2
Old  :     100.0:      18.8       17.6        9.1       71.7       71.1       99.6       97.8:       0.4        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  :        36:         4          3          6         20         23         27         29:
Old  :        36:         4          3          6         20         23         27         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       53.6       77.9       74.2       54.4       49.7       72.5       67.6
Old  :                 58.3       53.6       77.9       74.2       54.4       49.7       72.5       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465B
Commitments of Traders - Futures Only, October 25, 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  :     9,407:       743      3,459      2,454      6,210      3,494      9,407      9,407:         0          0
Old  :     9,407:       743      3,459      2,454      6,210      3,494      9,407      9,407:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       164:         0        164          0        164          0        164        164:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       36.8       26.1       66.0       37.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       7.9       36.8       26.1       66.0       37.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          3          3         14          9         19         13:
Old  :        24:         3          3          3         14          9         19         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  :                 41.0       62.9       66.6       90.4       29.5       47.2       50.8       64.5
Old  :                 41.0       62.9       66.6       90.4       29.5       47.2       50.8       64.5
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 18, 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  :     9,243:       743      3,295      2,454      6,046      3,494      9,243      9,243:         0          0
Old  :     9,243:       743      3,295      2,454      6,046      3,494      9,243      9,243:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       445:        59        689          4        382       -248        445        445:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       35.6       26.5       65.4       37.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       8.0       35.6       26.5       65.4       37.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          3          3         14          9         19         13:
Old  :        24:         3          3          3         14          9         19         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  :                 41.4       62.2       66.4       90.3       30.0       48.0       51.6       63.9
Old  :                 41.4       62.2       66.4       90.3       30.0       48.0       51.6       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 25, 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  :    17,630:     3,472      3,680      1,900     11,718     11,562     17,090     17,142:       540        488
Old  :    17,630:     3,472      3,680      1,900     11,718     11,562     17,090     17,142:       540        488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       100:       572       -188        -72       -520        132        -20       -128:       120        228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       20.9       10.8       66.5       65.6       96.9       97.2:       3.1        2.8
Old  :     100.0:      19.7       20.9       10.8       66.5       65.6       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  :        32:         5          3          7         19         21         27         28:
Old  :        32:         5          3          7         19         21         27         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       56.2       72.4       77.2       41.6       45.2       57.5       60.2
Old  :                 48.2       56.2       72.4       77.2       41.6       45.2       57.5       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465H
Commitments of Traders - Futures Only, October 18, 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  :    17,530:     2,900      3,868      1,972     12,238     11,430     17,110     17,270:       420        260
Old  :    17,530:     2,900      3,868      1,972     12,238     11,430     17,110     17,270:       420        260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       -60:      -240       -120        120         20        -10       -100        -10:        40        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       22.1       11.2       69.8       65.2       97.6       98.5:       2.4        1.5
Old  :     100.0:      16.5       22.1       11.2       69.8       65.2       97.6       98.5:       2.4        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  :        31:         3          4          7         20         21         27         28:
Old  :        31:         3          4          7         20         21         27         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       56.5       69.8       78.2       39.2       45.7       55.4       60.8
Old  :                 45.9       56.5       69.8       78.2       39.2       45.7       55.4       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06465M
Commitments of Traders - Futures Only, October 25, 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  :    24,866:    11,360        120      1,530     11,348     22,984     24,238     24,634:       628        232
Old  :    24,866:    11,360        120      1,530     11,348     22,984     24,238     24,634:       628        232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       500:         0          0          0        730        560        730        560:      -230        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7        0.5        6.2       45.6       92.4       97.5       99.1:       2.5        0.9
Old  :     100.0:      45.7        0.5        6.2       45.6       92.4       97.5       99.1:       2.5        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  :        33:         2          1          3         23         26         26         29:
Old  :        33:         2          1          3         23         26         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  :                 66.5       54.2       77.4       75.5       58.6       50.9       68.3       67.8
Old  :                 66.5       54.2       77.4       75.5       58.6       50.9       68.3       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06465M
Commitments of Traders - Futures Only, October 18, 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  :    24,366:    11,360        120      1,530     10,618     22,424     23,508     24,074:       858        292
Old  :    24,366:    11,360        120      1,530     10,618     22,424     23,508     24,074:       858        292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :        90:       -50          0         50        260          0        260         50:      -170         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6        0.5        6.3       43.6       92.0       96.5       98.8:       3.5        1.2
Old  :     100.0:      46.6        0.5        6.3       43.6       92.0       96.5       98.8:       3.5        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          1          3         22         25         25         28:
Old  :        31:         2          1          3         22         25         25         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  :                 67.8       54.3       79.0       76.0       59.8       50.9       69.3       68.2
Old  :                 67.8       54.3       79.0       76.0       59.8       50.9       69.3       68.2
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 25, 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  :     9,896:     1,630        120        820      7,422      8,896      9,872      9,836:        24         60
Old  :     9,896:     1,630        120        820      7,422      8,896      9,872      9,836:        24         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       240:         0          0          0        520        280        520        280:      -280        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        1.2        8.3       75.0       89.9       99.8       99.4:       0.2        0.6
Old  :     100.0:      16.5        1.2        8.3       75.0       89.9       99.8       99.4:       0.2        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          2         16         12         18         15:
Old  :        22:         2          1          2         16         12         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.0       71.6       85.7       88.5       51.5       67.5       67.6       73.1
Old  :                 62.0       71.6       85.7       88.5       51.5       67.5       67.6       73.1
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 18, 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  :     9,656:     1,630        120        820      6,902      8,616      9,352      9,556:       304        100
Old  :     9,656:     1,630        120        820      6,902      8,616      9,352      9,556:       304        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       510:      -310          0          0        540        690        230        690:       280       -180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        1.2        8.5       71.5       89.2       96.9       99.0:       3.1        1.0
Old  :     100.0:      16.9        1.2        8.5       71.5       89.2       96.9       99.0:       3.1        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  :        22:         2          1          2         16         11         18         14:
Old  :        22:         2          1          2         16         11         18         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  :                 59.0       73.4       82.8       90.3       48.4       69.2       67.0       75.1
Old  :                 59.0       73.4       82.8       90.3       48.4       69.2       67.0       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders - Futures Only, October 25, 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  :   817,409:   120,653    158,737    123,620    523,109    464,980    767,382    747,337:    50,027     70,072
Old  :   817,409:   120,653    158,737    123,620    523,109    464,980    767,382    747,337:    50,027     70,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :   -42,730:    -3,250      8,716    -10,247    -26,802    -38,159    -40,299    -39,690:    -2,431     -3,040
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       19.4       15.1       64.0       56.9       93.9       91.4:       6.1        8.6
Old  :     100.0:      14.8       19.4       15.1       64.0       56.9       93.9       91.4:       6.1        8.6
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  :       241:        46        103         82         76         78        184        204:
Old  :       241:        46        103         82         76         78        184        204:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       18.1       38.3       28.1       21.2       14.1       30.0       20.1
Old  :                 25.9       18.1       38.3       28.1       21.2       14.1       30.0       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders - Futures Only, October 18, 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  :   860,139:   123,903    150,021    133,867    549,911    503,139    807,681    787,027:    52,458     73,112
Old  :   860,139:   123,903    150,021    133,867    549,911    503,139    807,681    787,027:    52,458     73,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     7,770:    17,028      2,576     -8,261      4,099     17,286     12,866     11,601:    -5,096     -3,831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       17.4       15.6       63.9       58.5       93.9       91.5:       6.1        8.5
Old  :     100.0:      14.4       17.4       15.6       63.9       58.5       93.9       91.5:       6.1        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        55         95         92         79         80        195        211:
Old  :       244:        55         95         92         79         80        195        211:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       18.2       36.9       28.3       20.4       12.2       28.3       18.3
Old  :                 24.9       18.2       36.9       28.3       20.4       12.2       28.3       18.3
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, October 25, 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  :    13,905:     9,385      2,250        176      1,475     10,779     11,036     13,205:     2,869        700
Old  :    13,905:     9,385      2,250        176      1,475     10,779     11,036     13,205:     2,869        700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       650:       312       -213         11         44        615        367        413:       283        237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.5       16.2        1.3       10.6       77.5       79.4       95.0:      20.6        5.0
Old  :     100.0:      67.5       16.2        1.3       10.6       77.5       79.4       95.0:      20.6        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        62         10          2         10         27         74         38:
Old  :       110:        62         10          2         10         27         74         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  :                 24.5       33.6       36.6       51.1       24.5       33.6       36.6       51.1
Old  :                 24.5       33.6       36.6       51.1       24.5       33.6       36.6       51.1
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 18, 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  :    13,255:     9,073      2,463        165      1,431     10,164     10,669     12,792:     2,586        463
Old  :    13,255:     9,073      2,463        165      1,431     10,164     10,669     12,792:     2,586        463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       139:       443       -505        -15         31        628        459        108:      -320         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.4       18.6        1.2       10.8       76.7       80.5       96.5:      19.5        3.5
Old  :     100.0:      68.4       18.6        1.2       10.8       76.7       80.5       96.5:      19.5        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        63         10          3         11         27         76         40:
Old  :       112:        63         10          3         11         27         76         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       33.2       36.9       51.0       23.8       33.2       36.9       51.0
Old  :                 23.8       33.2       36.9       51.0       23.8       33.2       36.9       51.0
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, October 25, 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  :    12,774:     9,834        564         47        678     10,804     10,559     11,415:     2,215      1,359
Old  :    12,774:     9,834        564         47        678     10,804     10,559     11,415:     2,215      1,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       214:       473         28         35       -170        134        338        197:      -124         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.0        4.4        0.4        5.3       84.6       82.7       89.4:      17.3       10.6
Old  :     100.0:      77.0        4.4        0.4        5.3       84.6       82.7       89.4:      17.3       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        32          6          2         10         18         43         25:
Old  :        59:        32          6          2         10         18         43         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       46.7       53.3       72.0       36.7       45.7       53.3       70.9
Old  :                 36.7       46.7       53.3       72.0       36.7       45.7       53.3       70.9
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 18, 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  :    12,560:     9,361        536         12        848     10,670     10,221     11,218:     2,339      1,342
Old  :    12,560:     9,361        536         12        848     10,670     10,221     11,218:     2,339      1,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :      -895:      -975        -19          0        295       -842       -680       -861:      -215        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.5        4.3        0.1        6.8       85.0       81.4       89.3:      18.6       10.7
Old  :     100.0:      74.5        4.3        0.1        6.8       85.0       81.4       89.3:      18.6       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  :        56:        27          5          1         12         20         39         26:
Old  :        56:        27          5          1         12         20         39         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       47.4       53.3       72.4       36.3       45.7       53.3       70.7
Old  :                 36.3       47.4       53.3       72.4       36.3       45.7       53.3       70.7
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 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   138,601:    28,461      3,052     12,293     86,308    113,086    127,062    128,431:    11,539     10,170
Old  :   138,601:    28,461      3,052     12,293     86,308    113,086    127,062    128,431:    11,539     10,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     4,833:       826       -845      1,316      3,565      3,578      5,707      4,049:      -874        784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        2.2        8.9       62.3       81.6       91.7       92.7:       8.3        7.3
Old  :     100.0:      20.5        2.2        8.9       62.3       81.6       91.7       92.7:       8.3        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  :       149:        48         13         34         68         76        130        111:
Old  :       149:        48         13         34         68         76        130        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       21.5       39.1       36.9       18.1       16.5       26.1       27.5
Old  :                 24.2       21.5       39.1       36.9       18.1       16.5       26.1       27.5
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 18, 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  :   133,768:    27,635      3,897     10,977     82,743    109,508    121,355    124,382:    12,413      9,386
Old  :   133,768:    27,635      3,897     10,977     82,743    109,508    121,355    124,382:    12,413      9,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -1,040:     1,367      1,492     -1,331      1,337       -329      1,373       -168:    -2,413       -872
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        2.9        8.2       61.9       81.9       90.7       93.0:       9.3        7.0
Old  :     100.0:      20.7        2.9        8.2       61.9       81.9       90.7       93.0:       9.3        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        48         13         33         62         74        121        111:
Old  :       147:        48         13         33         62         74        121        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  :                 24.4       25.1       40.1       40.0       18.3       18.6       27.5       29.6
Old  :                 24.4       25.1       40.1       40.0       18.3       18.6       27.5       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 4, 2005