WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders - Futures Only, November 15, 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  :   303,926:    51,953    102,452     27,307    193,999    132,046    273,259    261,805:    30,667     42,121
Old  :   250,401:    54,294     96,954     11,924    156,468    112,070    222,686    220,948:    27,715     29,453
Other:    53,525:    11,050     18,889      1,992     37,531     19,976     50,573     40,857:     2,952     12,668
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     6,561:     1,569      5,989     -5,989      7,425      3,995      3,005      3,995:     3,556      2,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       33.7        9.0       63.8       43.4       89.9       86.1:      10.1       13.9
Old  :     100.0:      21.7       38.7        4.8       62.5       44.8       88.9       88.2:      11.1       11.8
Other:     100.0:      20.6       35.3        3.7       70.1       37.3       94.5       76.3:       5.5       23.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        72        131         68         56         67        174        229:
Old  :       277:        72        123         51         53         56        162        198:
Other:       138:        29         47         17         16         58         52        115:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       26.8       45.4       33.8       29.4       20.2       44.5       26.5
Old  :                 34.1       30.9       49.2       38.8       34.1       29.4       49.2       36.7
Other:                 66.3       21.1       78.5       29.8       60.5       18.1       72.0       25.6
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders - Futures Only, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   297,365:    50,384     96,463     33,296    186,574    128,051    270,254    257,810:    27,111     39,555
Old  :   246,878:    52,111     92,152     18,745    152,323    109,734    223,179    220,631:    23,699     26,247
Other:    50,487:    10,587     16,625      2,237     34,251     18,317     47,075     37,179:     3,412     13,308
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -7,997:    -1,677      4,631    -12,744      5,637      1,669     -8,784     -6,444:       787     -1,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       32.4       11.2       62.7       43.1       90.9       86.7:       9.1       13.3
Old  :     100.0:      21.1       37.3        7.6       61.7       44.4       90.4       89.4:       9.6       10.6
Other:     100.0:      21.0       32.9        4.4       67.8       36.3       93.2       73.6:       6.8       26.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:        73        135         85         52         65        181        244:
Old  :       287:        72        131         70         48         56        169        217:
Other:       141:        29         50         18         16         57         54        117:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       25.9       45.7       32.7       30.1       20.1       44.8       26.2
Old  :                 34.6       30.0       49.1       37.7       34.6       29.4       49.1       36.6
Other:                 63.6       18.9       75.0       25.7       59.3       16.5       69.8       22.8
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders - Futures Only, November 15, 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  :   855,305:   176,062    177,032     69,908    453,657    417,822    699,627    664,762:   155,678    190,543
Old  :   778,388:   174,953    178,491     49,538    410,756    381,414    635,247    609,443:   143,141    168,945
Other:    76,917:    16,868     14,300      4,611     42,901     36,408     64,380     55,319:    12,537     21,598
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :   -12,533:     5,477      2,496    -16,589       -601      7,963    -11,713     -6,130:      -820     -6,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       20.7        8.2       53.0       48.9       81.8       77.7:      18.2       22.3
Old  :     100.0:      22.5       22.9        6.4       52.8       49.0       81.6       78.3:      18.4       21.7
Other:     100.0:      21.9       18.6        6.0       55.8       47.3       83.7       71.9:      16.3       28.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       569:       161        123        120        191        194        416        394:
Old  :       559:       162        120        106        182        187        399        375:
Other:       251:        49         44         10         46        124         98        176:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       19.3       29.8       25.3       17.1       16.8       25.9       21.8
Old  :                 21.3       19.2       31.1       25.6       18.6       16.4       26.9       21.8
Other:                 39.4       29.7       49.6       37.8       39.1       28.8       49.0       35.2
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders - Futures Only, November 8, 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  :   867,838:   170,585    174,536     86,497    454,258    409,859    711,340    670,892:   156,498    196,946
Old  :   796,492:   168,475    176,569     67,348    415,654    375,207    651,477    619,124:   145,015    177,368
Other:    71,346:    17,624     13,481      3,635     38,604     34,652     59,863     51,768:    11,483     19,578
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     7,974:     9,853      6,754     -2,125     -6,353      5,755      1,375     10,384:     6,599     -2,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       20.1       10.0       52.3       47.2       82.0       77.3:      18.0       22.7
Old  :     100.0:      21.2       22.2        8.5       52.2       47.1       81.8       77.7:      18.2       22.3
Other:     100.0:      24.7       18.9        5.1       54.1       48.6       83.9       72.6:      16.1       27.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       570:       150        130        123        190        194        406        409:
Old  :       562:       147        132        110        183        187        391        392:
Other:       250:        48         45         10         42        125         95        176:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       19.2       30.8       24.9       17.6       16.1       26.4       20.9
Old  :                 21.8       18.9       31.4       24.9       18.5       15.6       26.7       20.8
Other:                 40.2       30.6       50.7       39.0       39.8       28.5       49.4       36.2
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders - Futures Only, November 15, 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  :     7,280:     3,597        369         92      1,397      5,475      5,086      5,936:     2,194      1,344
Old  :     7,258:     3,597        370         89      1,394      5,468      5,080      5,927:     2,178      1,331
Other:        22:         1          0          2          3          7          6          9:        16         13
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       191:       -50        -51         72        221         29        243         50:       -52        141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.4        5.1        1.3       19.2       75.2       69.9       81.5:      30.1       18.5
Old  :     100.0:      49.6        5.1        1.2       19.2       75.3       70.0       81.7:      30.0       18.3
Other:     100.0:       4.5        0.0        9.1       13.6       31.8       27.3       40.9:      72.7       59.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        13          6          3         13         12         29         18:
Old  :        36:        13          6          3         13         12         29         18:
Other:         4:         1          0          1          2          2          3          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       52.4       46.1       68.7       30.4       46.5       44.0       61.2
Old  :                 30.5       52.5       46.3       68.8       30.5       46.6       44.1       61.4
Other:                 27.3       40.9       27.3       40.9       13.6       27.3       13.6       27.3
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders - Futures Only, November 8, 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  :     7,089:     3,647        420         20      1,176      5,446      4,843      5,886:     2,246      1,203
Old  :     7,067:     3,647        420         20      1,173      5,439      4,840      5,879:     2,227      1,188
Other:        22:         0          0          0          3          7          3          7:        19         15
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       545:       681        200        -72        161        301        770        429:      -225        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.4        5.9        0.3       16.6       76.8       68.3       83.0:      31.7       17.0
Old  :     100.0:      51.6        5.9        0.3       16.6       77.0       68.5       83.2:      31.5       16.8
Other:     100.0:       0.0        0.0        0.0       13.6       31.8       13.6       31.8:      86.4       68.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        14          6          2         11         12         27         18:
Old  :        37:        14          6          2         11         12         27         18:
Other:         3:         0          0          0          2          2          2          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  :                 31.2       52.8       45.1       70.0       31.2       49.4       45.1       63.6
Old  :                 31.3       52.9       45.2       70.1       31.3       49.5       45.2       63.8
Other:                 13.6       31.8       13.6       31.8        9.1       27.3        9.1       27.3
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders - Futures Only, November 15, 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  :   268,851:    50,295     44,700     25,822    146,031    127,283    222,148    197,805:    46,703     71,046
Old  :   251,427:    50,207     46,742     18,954    137,612    120,794    206,773    186,490:    44,654     64,937
Other:    17,424:     6,422      4,292        534      8,419      6,489     15,375     11,315:     2,049      6,109
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,310:     3,271      1,693     -1,360     -5,886     -2,690     -3,975     -2,357:     2,665      1,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       16.6        9.6       54.3       47.3       82.6       73.6:      17.4       26.4
Old  :     100.0:      20.0       18.6        7.5       54.7       48.0       82.2       74.2:      17.8       25.8
Other:     100.0:      36.9       24.6        3.1       48.3       37.2       88.2       64.9:      11.8       35.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:        77         97         66         87         96        214        221:
Old  :       307:        83         96         56         86         93        208        213:
Other:        98:        17         22          3         22         42         40         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  :                 20.9       19.8       32.3       26.0       19.9       16.3       29.5       21.8
Old  :                 22.3       20.5       33.4       27.2       22.3       17.2       32.2       23.4
Other:                 47.1       28.7       65.3       38.9       43.8       28.3       62.0       38.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders - Futures Only, November 8, 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  :   270,161:    47,024     43,007     27,182    151,917    129,973    226,123    200,162:    44,038     69,999
Old  :   253,483:    47,339     44,943     20,355    143,444    123,808    211,138    189,106:    42,345     64,377
Other:    16,678:     5,860      4,239        652      8,473      6,165     14,985     11,056:     1,693      5,622
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -4,475:      -789     -1,725     -1,039     -4,292        160     -6,120     -2,604:     1,645     -1,871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       15.9       10.1       56.2       48.1       83.7       74.1:      16.3       25.9
Old  :     100.0:      18.7       17.7        8.0       56.6       48.8       83.3       74.6:      16.7       25.4
Other:     100.0:      35.1       25.4        3.9       50.8       37.0       89.8       66.3:      10.2       33.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        66         92         67         84         97        200        226:
Old  :       299:        73         93         57         83         94        194        218:
Other:       104:        17         24          5         22         45         42         72:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       20.3       32.5       26.5       19.8       16.1       30.1       21.1
Old  :                 22.0       21.1       33.8       27.5       22.0       16.9       32.4       22.2
Other:                 47.7       29.1       66.5       39.7       44.3       28.7       63.1       38.7
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders - Futures Only, November 15, 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  :   175,531:    36,302     23,397     25,756     91,225    106,465    153,283    155,618:    22,248     19,913
Old  :   164,944:    39,377     24,753     19,843     84,625    101,364    143,845    145,960:    21,099     18,984
Other:    10,587:     2,051      3,770        787      6,600      5,101      9,438      9,658:     1,149        929
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     3,598:    -2,945      6,593        894      6,440     -5,798      4,389      1,689:      -791      1,909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       13.3       14.7       52.0       60.7       87.3       88.7:      12.7       11.3
Old  :     100.0:      23.9       15.0       12.0       51.3       61.5       87.2       88.5:      12.8       11.5
Other:     100.0:      19.4       35.6        7.4       62.3       48.2       89.1       91.2:      10.9        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        36         41         36         50         48        107        117:
Old  :       151:        42         43         30         48         47        103        112:
Other:        46:         7         15          4         15         15         25         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       34.1       34.4       44.9       20.5       33.5       30.2       38.9
Old  :                 22.5       34.9       34.3       45.1       21.8       34.3       32.3       40.0
Other:                 68.4       36.2       80.0       57.4       68.4       34.0       75.8       54.1
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders - Futures Only, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   171,933:    39,247     16,804     24,862     84,785    112,263    148,894    153,929:    23,039     18,004
Old  :   161,809:    40,831     17,168     20,845     78,515    107,083    140,191    145,096:    21,618     16,713
Other:    10,124:     2,178      3,398        255      6,270      5,180      8,703      8,833:     1,421      1,291
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       394:      -634      3,845      1,459      1,456     -6,564      2,281     -1,260:    -1,887      1,654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        9.8       14.5       49.3       65.3       86.6       89.5:      13.4       10.5
Old  :     100.0:      25.2       10.6       12.9       48.5       66.2       86.6       89.7:      13.4       10.3
Other:     100.0:      21.5       33.6        2.5       61.9       51.2       86.0       87.2:      14.0       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        41         37         42         49         47        115        116:
Old  :       155:        45         38         37         47         46        112        111:
Other:        43:         6         14          3         15         13         23         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       35.3       34.7       48.9       20.5       34.8       30.1       40.2
Old  :                 22.7       36.2       34.8       49.1       21.8       35.6       32.1       43.0
Other:                 68.7       40.1       78.1       60.9       67.9       33.7       73.9       53.9
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders - Futures Only, November 15, 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  :   647,819:    97,377    116,140     17,023    406,256    342,925    520,656    476,088:   127,163    171,731
Old  :   647,819:    97,377    116,140     17,023    406,256    342,925    520,656    476,088:   127,163    171,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    33,437:     3,159     -7,267      1,830     23,220     36,360     28,209     30,923:     5,228      2,514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       17.9        2.6       62.7       52.9       80.4       73.5:      19.6       26.5
Old  :     100.0:      15.0       17.9        2.6       62.7       52.9       80.4       73.5:      19.6       26.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        25         35         29         67         74        111        119:
Old  :       162:        25         35         29         67         74        111        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       14.1       34.4       23.9       21.2       13.3       29.1       22.4
Old  :                 24.8       14.1       34.4       23.9       21.2       13.3       29.1       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders - Futures Only, November 8, 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  :   614,382:    94,218    123,407     15,193    383,036    306,565    492,447    445,165:   121,935    169,217
Old  :   614,382:    94,218    123,407     15,193    383,036    306,565    492,447    445,165:   121,935    169,217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    12,568:     9,045    -18,939      5,839    -12,907     14,829      1,977      1,729:    10,591     10,839
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       20.1        2.5       62.3       49.9       80.2       72.5:      19.8       27.5
Old  :     100.0:      15.3       20.1        2.5       62.3       49.9       80.2       72.5:      19.8       27.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        24         37         30         65         74        107        123:
Old  :       159:        24         37         30         65         74        107        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  :                 25.7       14.3       36.3       24.5       21.8       14.1       30.2       23.2
Old  :                 25.7       14.3       36.3       24.5       21.8       14.1       30.2       23.2
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, November 15, 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  :   136,479:    21,960     19,365     16,853     71,171     76,762    109,984    112,980:    26,495     23,499
Old  :   129,526:    22,202     19,974     13,970     67,403     72,646    103,575    106,590:    25,951     22,936
Other:     6,953:     1,115        748      1,526      3,768      4,116      6,409      6,390:       544        563
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -860:     2,445     -2,042        771     -4,514      2,130     -1,298        859:       438     -1,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       14.2       12.3       52.1       56.2       80.6       82.8:      19.4       17.2
Old  :     100.0:      17.1       15.4       10.8       52.0       56.1       80.0       82.3:      20.0       17.7
Other:     100.0:      16.0       10.8       21.9       54.2       59.2       92.2       91.9:       7.8        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        38         33         32         50         49        108        104:
Old  :       143:        39         35         32         50         47        108        102:
Other:        44:        12          7          6         17         17         32         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       30.2       31.0       38.5       18.1       25.3       25.1       32.7
Old  :                 22.1       30.6       30.5       38.9       18.7       26.4       26.1       34.2
Other:                 43.1       35.5       63.3       57.8       29.9       27.8       43.1       39.6
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders - Futures Only, November 8, 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  :   137,339:    19,515     21,407     16,082     75,685     74,632    111,282    112,121:    26,057     25,218
Old  :   131,331:    19,575     21,686     14,013     72,186     71,251    105,774    106,950:    25,557     24,381
Other:     6,008:       926        707      1,083      3,499      3,381      5,508      5,171:       500        837
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -3,561:       637       -751       -159     -1,951     -3,584     -1,473     -4,494:    -2,088        933
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       15.6       11.7       55.1       54.3       81.0       81.6:      19.0       18.4
Old  :     100.0:      14.9       16.5       10.7       55.0       54.3       80.5       81.4:      19.5       18.6
Other:     100.0:      15.4       11.8       18.0       58.2       56.3       91.7       86.1:       8.3       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        33         37         34         47         43        104        102:
Old  :       138:        34         40         34         47         42        104        101:
Other:        38:        12          6          6         15         14         30         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       31.2       35.1       39.0       19.1       23.1       26.7       30.0
Old  :                 25.2       31.5       34.8       39.6       19.6       24.0       27.4       31.1
Other:                 44.5       40.7       66.2       65.8       30.8       29.7       43.8       39.8
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders - Futures Only, November 15, 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  :     7,392:     3,172        197        668      1,908      5,667      5,748      6,532:     1,644        860
Old  :     7,357:     3,175        202        658      1,908      5,648      5,741      6,508:     1,616        849
Other:        35:         7          5          0          0         19          7         24:        28         11
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       -63:        86        -74        -89        -25         67        -28        -96:       -35         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.9        2.7        9.0       25.8       76.7       77.8       88.4:      22.2       11.6
Old  :     100.0:      43.2        2.7        8.9       25.9       76.8       78.0       88.5:      22.0       11.5
Other:     100.0:      20.0       14.3        0.0        0.0       54.3       20.0       68.6:      80.0       31.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        18          4          6         13         16         32         25:
Old  :        46:        18          4          6         13         16         32         25:
Other:         5:         2          1          0          0          2          2          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       57.4       45.0       73.3       23.5       48.4       36.2       60.4
Old  :                 26.2       57.7       45.2       73.4       23.6       48.7       36.3       60.5
Other:                 20.0       68.6       20.0       68.6       20.0       68.6       20.0       68.6
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders - Futures Only, November 8, 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  :     7,455:     3,086        271        757      1,933      5,600      5,776      6,628:     1,679        827
Old  :     7,424:     3,090        276        748      1,933      5,584      5,771      6,608:     1,653        816
Other:        31:         5          4          0          0         16          5         20:        26         11
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       -35:       402       -306       -126       -505        665       -229        233:       194       -268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4        3.6       10.2       25.9       75.1       77.5       88.9:      22.5       11.1
Old  :     100.0:      41.6        3.7       10.1       26.0       75.2       77.7       89.0:      22.3       11.0
Other:     100.0:      16.1       12.9        0.0        0.0       51.6       16.1       64.5:      83.9       35.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        17          5          6         14         16         33         25:
Old  :        45:        17          5          6         14         16         33         25:
Other:         4:         1          1          0          0          2          1          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       60.3       45.2       72.8       22.8       49.2       35.7       58.7
Old  :                 26.8       60.5       45.3       72.9       22.9       49.4       35.8       58.7
Other:                 16.1       64.5       16.1       64.5       16.1       64.5       16.1       64.5
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-042601
Commitments of Traders - Futures Only, November 15, 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  :   370,646:   103,954     96,798      2,158    193,688    162,230    299,800    261,186:    70,846    109,460
Old  :   370,646:   103,954     96,798      2,158    193,688    162,230    299,800    261,186:    70,846    109,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     8,576:      -980      6,192          0      9,911     -1,082      8,931      5,110:      -355      3,466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       26.1        0.6       52.3       43.8       80.9       70.5:      19.1       29.5
Old  :     100.0:      28.0       26.1        0.6       52.3       43.8       80.9       70.5:      19.1       29.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        24         28          6         48         48         75         79:
Old  :       118:        24         28          6         48         48         75         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       16.5       37.3       26.1       25.2       15.4       36.1       24.8
Old  :                 26.1       16.5       37.3       26.1       25.2       15.4       36.1       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-042601
Commitments of Traders - Futures Only, November 8, 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  :   362,070:   104,934     90,606      2,158    183,777    163,312    290,869    256,076:    71,201    105,994
Old  :   362,070:   104,934     90,606      2,158    183,777    163,312    290,869    256,076:    71,201    105,994
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     5,966:     9,843       -965        152     -3,411      7,954      6,584      7,141:      -618     -1,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       25.0        0.6       50.8       45.1       80.3       70.7:      19.7       29.3
Old  :     100.0:      29.0       25.0        0.6       50.8       45.1       80.3       70.7:      19.7       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  :       116:        23         26          6         46         50         72         79:
Old  :       116:        23         26          6         46         50         72         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       16.1       36.6       26.1       24.3       14.9       35.6       24.6
Old  :                 24.9       16.1       36.6       26.1       24.3       14.9       35.6       24.6
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, November 15, 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  : 1,902,039:   375,501    363,110     64,555  1,125,385  1,058,226  1,565,441  1,485,891:   336,598    416,148
Old  : 1,902,039:   375,501    363,110     64,555  1,125,385  1,058,226  1,565,441  1,485,891:   336,598    416,148
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :   113,647:   -24,676    -26,847      4,358     34,716    110,881     14,398     88,392:    99,249     25,255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       19.1        3.4       59.2       55.6       82.3       78.1:      17.7       21.9
Old  :     100.0:      19.7       19.1        3.4       59.2       55.6       82.3       78.1:      17.7       21.9
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  :       274:        75         54         37         98        108        187        185:
Old  :       274:        75         54         37         98        108        187        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  :                 32.7       25.9       39.1       35.8       28.1       24.5       34.3       31.4
Old  :                 32.7       25.9       39.1       35.8       28.1       24.5       34.3       31.4
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, November 8, 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  : 1,788,392:   400,177    389,957     60,197  1,090,669    947,345  1,551,043  1,397,499:   237,349    390,893
Old  : 1,788,392:   400,177    389,957     60,197  1,090,669    947,345  1,551,043  1,397,499:   237,349    390,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    41,906:    48,979    -27,768     14,621    -17,488     68,477     46,112     55,330:    -4,206    -13,424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       21.8        3.4       61.0       53.0       86.7       78.1:      13.3       21.9
Old  :     100.0:      22.4       21.8        3.4       61.0       53.0       86.7       78.1:      13.3       21.9
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  :       271:        70         58         35         95        107        180        185:
Old  :       271:        70         58         35         95        107        180        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  :                 29.8       27.2       38.6       36.9       26.2       26.7       33.9       34.0
Old  :                 29.8       27.2       38.6       36.9       26.2       26.7       33.9       34.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-044601
Commitments of Traders - Futures Only, November 15, 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  : 1,461,691:   261,129    456,881     41,222  1,017,345    670,566  1,319,696  1,168,669:   141,995    293,022
Old  : 1,461,691:   261,129    456,881     41,222  1,017,345    670,566  1,319,696  1,168,669:   141,995    293,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -8,155:   -15,931     -7,009     -4,391      3,460       -658    -16,862    -12,058:     8,707      3,903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       31.3        2.8       69.6       45.9       90.3       80.0:       9.7       20.0
Old  :     100.0:      17.9       31.3        2.8       69.6       45.9       90.3       80.0:       9.7       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  :       197:        43         46         28         72         76        123        142:
Old  :       197:        43         46         28         72         76        123        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       25.0       47.8       35.8       33.0       24.6       42.9       31.9
Old  :                 35.5       25.0       47.8       35.8       33.0       24.6       42.9       31.9
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, November 8, 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  : 1,469,846:   277,060    463,890     45,613  1,013,885    671,224  1,336,558  1,180,727:   133,288    289,119
Old  : 1,469,846:   277,060    463,890     45,613  1,013,885    671,224  1,336,558  1,180,727:   133,288    289,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    25,751:    23,175        152      5,356         87     36,688     28,618     42,196:    -2,867    -16,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       31.6        3.1       69.0       45.7       90.9       80.3:       9.1       19.7
Old  :     100.0:      18.8       31.6        3.1       69.0       45.7       90.9       80.3:       9.1       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        43         46         30         68         75        119        143:
Old  :       196:        43         46         30         68         75        119        143:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       25.0       46.3       35.5       32.9       24.7       42.1       32.4
Old  :                 34.8       25.0       46.3       35.5       32.9       24.7       42.1       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                 Code-045601
Commitments of Traders - Futures Only, November 15, 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  :   346,087:   102,592     83,148     50,352    150,091    178,777    303,035    312,277:    43,052     33,810
Old  :   346,087:   102,592     83,148     50,352    150,091    178,777    303,035    312,277:    43,052     33,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    21,008:     4,850        366      7,684      6,504     13,357     19,038     21,407:     1,970       -399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       24.0       14.5       43.4       51.7       87.6       90.2:      12.4        9.8
Old  :     100.0:      29.6       24.0       14.5       43.4       51.7       87.6       90.2:      12.4        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  :       116:        32         21         32         50         47         99         85:
Old  :       116:        32         21         32         50         47         99         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       23.1       41.3       37.8       23.6       20.2       34.2       30.0
Old  :                 26.0       23.1       41.3       37.8       23.6       20.2       34.2       30.0
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, November 8, 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  :   325,079:    97,742     82,782     42,668    143,587    165,420    283,997    290,870:    41,082     34,209
Old  :   325,079:    97,742     82,782     42,668    143,587    165,420    283,997    290,870:    41,082     34,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :  -111,113:   -57,386    -21,997     -8,024    -52,397    -80,288   -117,807   -110,309:     6,694       -804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       25.5       13.1       44.2       50.9       87.4       89.5:      12.6       10.5
Old  :     100.0:      30.1       25.5       13.1       44.2       50.9       87.4       89.5:      12.6       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        29         24         31         45         48         91         88:
Old  :       114:        29         24         31         45         48         91         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       24.0       41.8       36.9       25.0       20.6       37.1       30.9
Old  :                 27.0       24.0       41.8       36.9       25.0       20.6       37.1       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                             Code-124601
Commitments of Traders - Futures Only, November 15, 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  :    37,458:     6,349      8,596          5     26,010     17,535     32,364     26,136:     5,094     11,322
Old  :    37,458:     6,349      8,596          5     26,010     17,535     32,364     26,136:     5,094     11,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       -85:       647        833          0         75       -110        722        723:      -807       -808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       22.9        0.0       69.4       46.8       86.4       69.8:      13.6       30.2
Old  :     100.0:      16.9       22.9        0.0       69.4       46.8       86.4       69.8:      13.6       30.2
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  :        57:        15         13          2         19         11         35         25:
Old  :        57:        15         13          2         19         11         35         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  :                 45.1       39.9       61.3       53.2       45.1       39.8       61.3       53.1
Old  :                 45.1       39.9       61.3       53.2       45.1       39.8       61.3       53.1
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, November 8, 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  :    37,543:     5,702      7,763          5     25,935     17,645     31,642     25,413:     5,901     12,130
Old  :    37,543:     5,702      7,763          5     25,935     17,645     31,642     25,413:     5,901     12,130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       -77:       572       -735          5        -79        318        498       -412:      -575        335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       20.7        0.0       69.1       47.0       84.3       67.7:      15.7       32.3
Old  :     100.0:      15.2       20.7        0.0       69.1       47.0       84.3       67.7:      15.7       32.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        14         10          1         18         11         32         22:
Old  :        52:        14         10          1         18         11         32         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  :                 45.0       40.1       61.0       53.7       45.0       39.9       61.0       53.6
Old  :                 45.0       40.1       61.0       53.7       45.0       39.9       61.0       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                            Code-124603
Commitments of Traders - Futures Only, November 15, 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  :    77,729:    30,386     25,915        676     31,984     40,508     63,046     67,099:    14,683     10,630
Old  :    77,729:    30,386     25,915        676     31,984     40,508     63,046     67,099:    14,683     10,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     7,438:     3,100      3,240         96      6,237      2,189      9,433      5,525:    -1,995      1,913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       33.3        0.9       41.1       52.1       81.1       86.3:      18.9       13.7
Old  :     100.0:      39.1       33.3        0.9       41.1       52.1       81.1       86.3:      18.9       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        29         27          4         18         14         49         43:
Old  :        84:        29         27          4         18         14         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  :                 42.7       49.1       53.6       62.6       42.7       48.9       51.4       62.5
Old  :                 42.7       49.1       53.6       62.6       42.7       48.9       51.4       62.5
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, November 8, 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  :    70,291:    27,286     22,675        580     25,747     38,319     53,613     61,574:    16,678      8,717
Old  :    70,291:    27,286     22,675        580     25,747     38,319     53,613     61,574:    16,678      8,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,345:    -1,456     -4,382        -34      2,466      2,993        976     -1,423:    -2,321         78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8       32.3        0.8       36.6       54.5       76.3       87.6:      23.7       12.4
Old  :     100.0:      38.8       32.3        0.8       36.6       54.5       76.3       87.6:      23.7       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        28         21          5         20         14         50         38:
Old  :        80:        28         21          5         20         14         50         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  :                 38.2       50.8       48.9       63.1       38.2       50.6       46.5       63.0
Old  :                 38.2       50.8       48.9       63.1       38.2       50.6       46.5       63.0
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, November 15, 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  :    33,614:     7,236      3,730         69     25,950     29,027     33,255     32,826:       359        788
Old  :    33,614:     7,236      3,730         69     25,950     29,027     33,255     32,826:       359        788
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :        61:       319        267         13       -282       -251         50         29:        11         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       11.1        0.2       77.2       86.4       98.9       97.7:       1.1        2.3
Old  :     100.0:      21.5       11.1        0.2       77.2       86.4       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  :        54:         9         12          4         18         20         29         34:
Old  :        54:         9         12          4         18         20         29         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  :                 61.0       48.8       81.0       71.8       60.0       43.9       75.3       63.4
Old  :                 61.0       48.8       81.0       71.8       60.0       43.9       75.3       63.4
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, November 8, 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  :    33,553:     6,917      3,463         56     26,232     29,278     33,205     32,797:       348        756
Old  :    33,553:     6,917      3,463         56     26,232     29,278     33,205     32,797:       348        756
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       824:        95        -73          0        789        871        884        798:       -60         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       10.3        0.2       78.2       87.3       99.0       97.7:       1.0        2.3
Old  :     100.0:      20.6       10.3        0.2       78.2       87.3       99.0       97.7:       1.0        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  :        54:         8         12          3         21         20         31         33:
Old  :        54:         8         12          3         21         20         31         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.1       53.1       81.1       74.0       60.0       47.3       75.4       64.6
Old  :                 61.1       53.1       81.1       74.0       60.0       47.3       75.4       64.6
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, November 15, 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  :    19,625:       129      2,461        548     13,764      8,316     14,441     11,325:     5,184      8,300
Old  :    19,625:       129      2,461        548     13,764      8,316     14,441     11,325:     5,184      8,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       709:       -67          6        109        703        102        745        217:       -36        492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7       12.5        2.8       70.1       42.4       73.6       57.7:      26.4       42.3
Old  :     100.0:       0.7       12.5        2.8       70.1       42.4       73.6       57.7:      26.4       42.3
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  :        31:         2          8          8         17         13         25         24:
Old  :        31:         2          8          8         17         13         25         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.1       32.9       63.6       47.6       45.1       30.3       63.1       42.6
Old  :                 45.1       32.9       63.6       47.6       45.1       30.3       63.1       42.6
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, November 8, 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  :    18,916:       196      2,455        439     13,061      8,214     13,696     11,108:     5,220      7,808
Old  :    18,916:       196      2,455        439     13,061      8,214     13,696     11,108:     5,220      7,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,865:      -683         -2        -58       -805     -1,360     -1,546     -1,420:      -319       -445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0       13.0        2.3       69.0       43.4       72.4       58.7:      27.6       41.3
Old  :     100.0:       1.0       13.0        2.3       69.0       43.4       72.4       58.7:      27.6       41.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         3          8          7         17         13         25         23:
Old  :        32:         3          8          7         17         13         25         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  :                 46.7       33.7       62.2       48.4       46.7       30.9       61.6       43.0
Old  :                 46.7       33.7       62.2       48.4       46.7       30.9       61.6       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders - Futures Only, November 15, 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  :   116,659:    29,570     24,107     20,411     49,224     39,581     99,205     84,099:    17,454     32,560
Old  :   116,520:    29,570     24,102     20,411     49,216     39,537     99,197     84,050:    17,323     32,470
Other:       139:         0          5          0          8         44          8         49:       131         90
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,919:     4,515        114     -1,043        229      3,812      3,701      2,883:     1,218      2,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       20.7       17.5       42.2       33.9       85.0       72.1:      15.0       27.9
Old  :     100.0:      25.4       20.7       17.5       42.2       33.9       85.1       72.1:      14.9       27.9
Other:     100.0:       0.0        3.6        0.0        5.8       31.7        5.8       35.3:      94.2       64.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        53         54         54         25         39        124        116:
Old  :       172:        53         54         54         25         39        124        116:
Other:         7:         0          1          0          1          5          1          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       16.7       39.7       27.9       27.9       16.2       39.0       25.6
Old  :                 28.0       16.8       39.8       27.9       28.0       16.2       39.0       25.7
Other:                  5.8       30.2        5.8       35.3        5.8       30.2        5.8       35.3
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders - Futures Only, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   111,740:    25,055     23,993     21,454     48,995     35,769     95,504     81,216:    16,236     30,524
Old  :   111,604:    25,055     24,020     21,422     48,987     35,725     95,464     81,167:    16,140     30,437
Other:       136:        32          5          0          8         44         40         49:        96         87
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,614:     2,215        127     -4,361       -252      2,200     -2,398     -2,034:       784        420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       21.5       19.2       43.8       32.0       85.5       72.7:      14.5       27.3
Old  :     100.0:      22.4       21.5       19.2       43.9       32.0       85.5       72.7:      14.5       27.3
Other:     100.0:      23.5        3.7        0.0        5.9       32.4       29.4       36.0:      70.6       64.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        47         53         58         29         40        124        121:
Old  :       171:        47         53         58         29         40        124        121:
Other:         8:         1          1          0          1          5          2          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       15.9       41.3       26.3       28.9       14.2       40.6       22.8
Old  :                 29.0       15.9       41.4       26.4       29.0       14.2       40.7       22.8
Other:                 29.4       30.9       29.4       36.0       29.4       30.9       29.4       36.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                Code-056641
Commitments of Traders - Futures Only, November 15, 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  :     1,247:       302        345        116        288        142        706        603:       541        644
Old  :     1,247:       302        345        116        288        142        706        603:       541        644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       -68:       -98        -28         79         16        -44         -3          7:       -65        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       27.7        9.3       23.1       11.4       56.6       48.4:      43.4       51.6
Old  :     100.0:      24.2       27.7        9.3       23.1       11.4       56.6       48.4:      43.4       51.6
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:         6         10          3          3          2         11         13:
Old  :        21:         6         10          3          3          2         11         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       25.5       52.0       38.4       39.5       24.5       47.1       34.7
Old  :                 41.0       25.5       52.0       38.4       39.5       24.5       47.1       34.7
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, November 8, 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  :     1,315:       400        373         37        272        186        709        596:       606        719
Old  :     1,315:       400        373         37        272        186        709        596:       606        719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       -96:        11          4        -82        -29         57       -100        -21:         4        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       28.4        2.8       20.7       14.1       53.9       45.3:      46.1       54.7
Old  :     100.0:      30.4       28.4        2.8       20.7       14.1       53.9       45.3:      46.1       54.7
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  :        22:         7         10          1          3          3         11         13:
Old  :        22:         7         10          1          3          3         11         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  :                 37.3       26.9       47.9       37.9       37.3       25.8       47.1       36.3
Old  :                 37.3       26.9       47.9       37.9       37.3       25.8       47.1       36.3
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, November 15, 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  :   173,332:    55,519     19,330     22,351     73,914     81,384    151,784    123,065:    21,548     50,267
Old  :   173,332:    55,519     19,330     22,351     73,914     81,384    151,784    123,065:    21,548     50,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     7,149:     1,522      1,213        672      3,867      5,247      6,061      7,132:     1,088         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       11.2       12.9       42.6       47.0       87.6       71.0:      12.4       29.0
Old  :     100.0:      32.0       11.2       12.9       42.6       47.0       87.6       71.0:      12.4       29.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        74         40         58         59        121        173        202:
Old  :       271:        74         40         58         59        121        173        202:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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        8.1       34.0       15.1       22.9        7.1       33.2       13.4
Old  :                 22.9        8.1       34.0       15.1       22.9        7.1       33.2       13.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                   Code-057642
Commitments of Traders - Futures Only, November 8, 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  :   166,183:    53,997     18,117     21,679     70,047     76,137    145,723    115,933:    20,460     50,250
Old  :   166,183:    53,997     18,117     21,679     70,047     76,137    145,723    115,933:    20,460     50,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,877:     2,572      1,335     -3,197     -2,256     -3,033     -2,881     -4,895:     1,004      3,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       10.9       13.0       42.2       45.8       87.7       69.8:      12.3       30.2
Old  :     100.0:      32.5       10.9       13.0       42.2       45.8       87.7       69.8:      12.3       30.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        74         45         54         63        110        171        185:
Old  :       258:        74         45         54         63        110        171        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  :                 23.7        8.9       36.0       16.2       23.7        7.5       34.5       13.8
Old  :                 23.7        8.9       36.0       16.2       23.7        7.5       34.5       13.8
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, November 15, 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  :     4,898:     2,533        225        339        463      2,704      3,335      3,268:     1,563      1,630
Old  :     4,898:     2,533        225        339        463      2,704      3,335      3,268:     1,563      1,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       423:       475        -83        128        -46        463        557        508:      -134        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.7        4.6        6.9        9.5       55.2       68.1       66.7:      31.9       33.3
Old  :     100.0:      51.7        4.6        6.9        9.5       55.2       68.1       66.7:      31.9       33.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        24          8          7         11         29         39         40:
Old  :        62:        24          8          7         11         29         39         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  :                 29.6       21.4       40.9       32.9       29.6       21.4       40.3       30.8
Old  :                 29.6       21.4       40.9       32.9       29.6       21.4       40.3       30.8
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, November 8, 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  :     4,475:     2,058        308        211        509      2,241      2,778      2,760:     1,697      1,715
Old  :     4,475:     2,058        308        211        509      2,241      2,778      2,760:     1,697      1,715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       796:       588       -247         61        -54        756        595        570:       201        226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0        6.9        4.7       11.4       50.1       62.1       61.7:      37.9       38.3
Old  :     100.0:      46.0        6.9        4.7       11.4       50.1       62.1       61.7:      37.9       38.3
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  :        59:        22         11         10         10         24         39         38:
Old  :        59:        22         11         10         10         24         39         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  :                 28.0       21.0       37.4       32.0       28.0       20.8       37.4       29.5
Old  :                 28.0       21.0       37.4       32.0       28.0       20.8       37.4       29.5
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, November 15, 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  :    27,220:    12,508      3,284      2,494      7,474      7,699     22,476     13,477:     4,744     13,743
Old  :    27,220:    12,508      3,284      2,494      7,474      7,699     22,476     13,477:     4,744     13,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,020:       550       -579     -1,077       -288        480       -815     -1,176:      -205        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0       12.1        9.2       27.5       28.3       82.6       49.5:      17.4       50.5
Old  :     100.0:      46.0       12.1        9.2       27.5       28.3       82.6       49.5:      17.4       50.5
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  :       129:        48         14         19         32         45         92         70:
Old  :       129:        48         14         19         32         45         92         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       13.0       30.2       19.4       16.8        7.3       28.2       13.7
Old  :                 18.3       13.0       30.2       19.4       16.8        7.3       28.2       13.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                  Code-061641
Commitments of Traders - Futures Only, November 8, 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  :    28,240:    11,958      3,863      3,571      7,762      7,219     23,291     14,653:     4,949     13,587
Old  :    28,240:    11,958      3,863      3,571      7,762      7,219     23,291     14,653:     4,949     13,587
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       708:       795        490       -219         46       -585        622       -314:        86      1,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3       13.7       12.6       27.5       25.6       82.5       51.9:      17.5       48.1
Old  :     100.0:      42.3       13.7       12.6       27.5       25.6       82.5       51.9:      17.5       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  :       134:        45         22         24         32         44         94         79:
Old  :       134:        45         22         24         32         44         94         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       13.8       27.4       20.6       14.2        8.3       25.3       13.8
Old  :                 16.2       13.8       27.4       20.6       14.2        8.3       25.3       13.8
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, November 15, 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  :   102,550:    32,487     12,318        731     37,885     71,831     71,103     84,880:    31,447     17,670
Old  :   102,550:    32,487     12,318        731     37,885     71,831     71,103     84,880:    31,447     17,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,801:    -4,747      1,424        -44      1,726      7,446     -3,065      8,826:     1,264    -10,627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       12.0        0.7       36.9       70.0       69.3       82.8:      30.7       17.2
Old  :     100.0:      31.7       12.0        0.7       36.9       70.0       69.3       82.8:      30.7       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        23         14          4         20         25         45         41:
Old  :        72:        23         14          4         20         25         45         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  :                 29.4       35.5       43.5       54.1       29.4       34.7       43.5       53.4
Old  :                 29.4       35.5       43.5       54.1       29.4       34.7       43.5       53.4
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, November 8, 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  :   104,351:    37,234     10,894        775     36,159     64,385     74,168     76,054:    30,183     28,297
Old  :   104,351:    37,234     10,894        775     36,159     64,385     74,168     76,054:    30,183     28,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -3,875:    -7,201      3,619        -17      5,998    -18,411     -1,220    -14,809:    -2,655     10,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       10.4        0.7       34.7       61.7       71.1       72.9:      28.9       27.1
Old  :     100.0:      35.7       10.4        0.7       34.7       61.7       71.1       72.9:      28.9       27.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        26         15          6         19         23         48         41:
Old  :        75:        26         15          6         19         23         48         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       32.4       39.1       48.7       25.7       31.4       39.1       47.5
Old  :                 25.7       32.4       39.1       48.7       25.7       31.4       39.1       47.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                   Code-092741
Commitments of Traders - Futures Only, November 15, 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  :    98,446:    15,132     60,166          0     76,659     12,671     91,791     72,837:     6,655     25,609
Old  :    98,446:    15,132     60,166          0     76,659     12,671     91,791     72,837:     6,655     25,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    13,693:     1,302     11,666          0     13,235        229     14,537     11,895:      -844      1,798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       61.1        0.0       77.9       12.9       93.2       74.0:       6.8       26.0
Old  :     100.0:      15.4       61.1        0.0       77.9       12.9       93.2       74.0:       6.8       26.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         5         33          0         19          9         24         42:
Old  :        60:         5         33          0         19          9         24         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  :                 44.3       27.6       71.2       43.5       44.2       27.6       70.4       43.4
Old  :                 44.3       27.6       71.2       43.5       44.2       27.6       70.4       43.4
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, November 8, 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  :    84,753:    13,830     48,500          0     63,424     12,442     77,254     60,942:     7,499     23,811
Old  :    84,753:    13,830     48,500          0     63,424     12,442     77,254     60,942:     7,499     23,811
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    15,179:       193     13,084        -55     16,239      1,068     16,377     14,097:    -1,198      1,082
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       57.2        0.0       74.8       14.7       91.2       71.9:       8.8       28.1
Old  :     100.0:      16.3       57.2        0.0       74.8       14.7       91.2       71.9:       8.8       28.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         4         29          0         19          8         23         37:
Old  :        55:         4         29          0         19          8         23         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  :                 42.1       27.0       67.9       42.1       42.1       26.9       66.7       42.0
Old  :                 42.1       27.0       67.9       42.1       42.1       26.9       66.7       42.0
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, November 15, 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  :   110,276:    84,664      4,827          0     18,758    101,832    103,422    106,659:     6,854      3,617
Old  :   110,276:    84,664      4,827          0     18,758    101,832    103,422    106,659:     6,854      3,617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    18,584:    17,303       -380          0        776     18,864     18,079     18,484:       505        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.8        4.4        0.0       17.0       92.3       93.8       96.7:       6.2        3.3
Old  :     100.0:      76.8        4.4        0.0       17.0       92.3       93.8       96.7:       6.2        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  :       100:        62          7          0         17         20         79         27:
Old  :       100:        62          7          0         17         20         79         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  :                 35.6       64.3       52.1       79.9       35.6       62.0       52.1       77.3
Old  :                 35.6       64.3       52.1       79.9       35.6       62.0       52.1       77.3
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, November 8, 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  :    91,692:    67,361      5,207          0     17,982     82,968     85,343     88,175:     6,349      3,517
Old  :    91,692:    67,361      5,207          0     17,982     82,968     85,343     88,175:     6,349      3,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    21,802:    18,309         76          0      3,378     22,693     21,687     22,769:       115       -967
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.5        5.7        0.0       19.6       90.5       93.1       96.2:       6.9        3.8
Old  :     100.0:      73.5        5.7        0.0       19.6       90.5       93.1       96.2:       6.9        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        54          9          0         17         19         71         28:
Old  :        94:        54          9          0         17         19         71         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       63.1       51.1       78.8       33.0       61.5       51.1       77.1
Old  :                 33.0       63.1       51.1       78.8       33.0       61.5       51.1       77.1
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, November 15, 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  :    84,441:    10,175     33,992          4     58,210     27,537     68,389     61,533:    16,052     22,908
Old  :    84,441:    10,175     33,992          4     58,210     27,537     68,389     61,533:    16,052     22,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,051:      -314      4,133          0      4,740       -475      4,426      3,658:      -375        393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       40.3        0.0       68.9       32.6       81.0       72.9:      19.0       27.1
Old  :     100.0:      12.0       40.3        0.0       68.9       32.6       81.0       72.9:      19.0       27.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        11         18          1         20         12         32         30:
Old  :        55:        11         18          1         20         12         32         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       34.4       59.9       48.5       29.4       29.7       49.2       38.7
Old  :                 37.7       34.4       59.9       48.5       29.4       29.7       49.2       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                              Code-096742
Commitments of Traders - Futures Only, November 8, 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  :    80,390:    10,489     29,859          4     53,470     28,012     63,963     57,875:    16,427     22,515
Old  :    80,390:    10,489     29,859          4     53,470     28,012     63,963     57,875:    16,427     22,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    10,807:     1,326      6,387         -2      9,051        728     10,375      7,113:       432      3,694
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       37.1        0.0       66.5       34.8       79.6       72.0:      20.4       28.0
Old  :     100.0:      13.0       37.1        0.0       66.5       34.8       79.6       72.0:      20.4       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  :        52:         9         15          1         21         13         31         28:
Old  :        52:         9         15          1         21         13         31         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       34.0       59.8       48.3       29.9       28.8       46.8       37.9
Old  :                 39.1       34.0       59.8       48.3       29.9       28.8       46.8       37.9
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, November 15, 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  :   203,137:    21,147     88,378        667    155,676     80,033    177,490    169,078:    25,647     34,059
Old  :   203,137:    21,147     88,378        667    155,676     80,033    177,490    169,078:    25,647     34,059
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     5,422:     1,719      4,322       -217      3,012        -91      4,514      4,014:       908      1,408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       43.5        0.3       76.6       39.4       87.4       83.2:      12.6       16.8
Old  :     100.0:      10.4       43.5        0.3       76.6       39.4       87.4       83.2:      12.6       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  :       114:        27         46          5         29         23         57         73:
Old  :       114:        27         46          5         29         23         57         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  :                 38.3       29.9       59.6       43.1       34.6       24.9       51.5       35.4
Old  :                 38.3       29.9       59.6       43.1       34.6       24.9       51.5       35.4
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, November 8, 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  :   197,715:    19,428     84,056        884    152,664     80,124    172,976    165,064:    24,739     32,651
Old  :   197,715:    19,428     84,056        884    152,664     80,124    172,976    165,064:    24,739     32,651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,912:      -434     -2,108        809      2,438      5,367      2,813      4,068:      -901     -2,156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       42.5        0.4       77.2       40.5       87.5       83.5:      12.5       16.5
Old  :     100.0:       9.8       42.5        0.4       77.2       40.5       87.5       83.5:      12.5       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  :       107:        24         45          4         28         19         53         67:
Old  :       107:        24         45          4         28         19         53         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       30.7       60.8       44.5       33.7       26.1       52.1       35.9
Old  :                 37.9       30.7       60.8       44.5       33.7       26.1       52.1       35.9
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, November 15, 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  :   175,265:    31,487     44,709      2,096     94,478     73,806    128,061    120,611:    47,204     54,654
Old  :   175,265:    31,487     44,709      2,096     94,478     73,806    128,061    120,611:    47,204     54,654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    15,387:     1,929      8,524        721     13,271      5,032     15,921     14,277:      -534      1,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       25.5        1.2       53.9       42.1       73.1       68.8:      26.9       31.2
Old  :     100.0:      18.0       25.5        1.2       53.9       42.1       73.1       68.8:      26.9       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  :       110:        32         39         12         27         27         65         73:
Old  :       110:        32         39         12         27         27         65         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  :                 28.3       31.8       43.1       40.8       26.1       30.6       40.0       39.1
Old  :                 28.3       31.8       43.1       40.8       26.1       30.6       40.0       39.1
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, November 8, 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  :   159,878:    29,558     36,185      1,375     81,207     68,774    112,140    106,334:    47,738     53,544
Old  :   159,878:    29,558     36,185      1,375     81,207     68,774    112,140    106,334:    47,738     53,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    15,572:     3,126     16,751        457      7,638     -6,416     11,221     10,792:     4,351      4,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       22.6        0.9       50.8       43.0       70.1       66.5:      29.9       33.5
Old  :     100.0:      18.5       22.6        0.9       50.8       43.0       70.1       66.5:      29.9       33.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        33         35          8         25         25         62         65:
Old  :       103:        33         35          8         25         25         62         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       35.4       40.3       42.6       25.0       34.1       37.6       41.0
Old  :                 26.7       35.4       40.3       42.6       25.0       34.1       37.6       41.0
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, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    36,994:     7,467        721          0     25,262     28,487     32,729     29,208:     4,265      7,786
Old  :    36,994:     7,467        721          0     25,262     28,487     32,729     29,208:     4,265      7,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -2,949:    -1,594          0       -500     -1,939     -4,591     -4,033     -5,091:     1,084      2,142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        1.9        0.0       68.3       77.0       88.5       79.0:      11.5       21.0
Old  :     100.0:      20.2        1.9        0.0       68.3       77.0       88.5       79.0:      11.5       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  :        22:         2          1          0         11         15         13         16:
Old  :        22:         2          1          0         11         15         13         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  :                 55.1       52.3       77.8       66.9       54.8       49.2       74.9       62.9
Old  :                 55.1       52.3       77.8       66.9       54.8       49.2       74.9       62.9
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, November 15, 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  : 9,335,467: 1,025,812  1,203,874  1,440,253  5,976,818  5,209,406  8,442,883  7,853,533:   892,584  1,481,934
Old  : 9,335,467: 1,025,812  1,203,874  1,440,253  5,976,818  5,209,406  8,442,883  7,853,533:   892,584  1,481,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :   140,747:   -12,722    -28,885    139,282     43,923     62,815    170,483    173,212:   -29,736    -32,465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       12.9       15.4       64.0       55.8       90.4       84.1:       9.6       15.9
Old  :     100.0:      11.0       12.9       15.4       64.0       55.8       90.4       84.1:       9.6       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:        61         65         94        126        146        231        270:
Old  :       287:        61         65         94        126        146        231        270:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       14.3       46.4       22.6       31.1       10.8       39.3       18.1
Old  :                 31.8       14.3       46.4       22.6       31.1       10.8       39.3       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                               Code-132741
Commitments of Traders - Futures Only, November 8, 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  : 9,194,720: 1,038,534  1,232,759  1,300,971  5,932,895  5,146,591  8,272,400  7,680,321:   922,320  1,514,399
Old  : 9,194,720: 1,038,534  1,232,759  1,300,971  5,932,895  5,146,591  8,272,400  7,680,321:   922,320  1,514,399
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :   297,373:   119,829    124,821     52,839    133,302    112,076    305,970    289,736:    -8,597      7,637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       13.4       14.1       64.5       56.0       90.0       83.5:      10.0       16.5
Old  :     100.0:      11.3       13.4       14.1       64.5       56.0       90.0       83.5:      10.0       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  :       294:        63         66         94        128        146        237        270:
Old  :       294:        63         66         94        128        146        237        270:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       14.6       46.9       22.6       31.8       10.2       40.3       17.4
Old  :                 32.5       14.6       46.9       22.6       31.8       10.2       40.3       17.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                               Code-138741
Commitments of Traders - Futures Only, November 15, 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  :   656,451:    59,621     67,365      4,494    462,553    467,543    526,668    539,402:   129,783    117,049
Old  :   656,451:    59,621     67,365      4,494    462,553    467,543    526,668    539,402:   129,783    117,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     2,316:     2,505      1,569      1,504       -375       -703      3,634      2,370:    -1,318        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       10.3        0.7       70.5       71.2       80.2       82.2:      19.8       17.8
Old  :     100.0:       9.1       10.3        0.7       70.5       71.2       80.2       82.2:      19.8       17.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        35         36         12         85         62        127        104:
Old  :       189:        35         36         12         85         62        127        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       29.5       29.1       43.0       21.1       29.1       29.1       42.6
Old  :                 21.1       29.5       29.1       43.0       21.1       29.1       29.1       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                               Code-138741
Commitments of Traders - Futures Only, November 8, 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  :   654,135:    57,116     65,796      2,990    462,928    468,246    523,034    537,032:   131,101    117,103
Old  :   654,135:    57,116     65,796      2,990    462,928    468,246    523,034    537,032:   131,101    117,103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     2,147:    -1,327     -4,508       -517     -6,922        797     -8,766     -4,228:    10,913      6,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       10.1        0.5       70.8       71.6       80.0       82.1:      20.0       17.9
Old  :     100.0:       8.7       10.1        0.5       70.8       71.6       80.0       82.1:      20.0       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        33         36         15         84         63        126        105:
Old  :       186:        33         36         15         84         63        126        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       29.3       29.5       42.6       21.1       29.2       29.4       42.4
Old  :                 21.1       29.3       29.5       42.6       21.1       29.2       29.4       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-13874A
Commitments of Traders - Futures Only, November 15, 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  : 1,144,708:   163,546    309,364     19,435    613,043    701,837    796,024  1,030,636:   348,684    114,072
Old  : 1,144,708:   163,546    309,364     19,435    613,043    701,837    796,024  1,030,636:   348,684    114,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     7,936:      -469    -22,502       -946    -26,523     23,792    -27,938        344:    35,874      7,592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       27.0        1.7       53.6       61.3       69.5       90.0:      30.5       10.0
Old  :     100.0:      14.3       27.0        1.7       53.6       61.3       69.5       90.0:      30.5       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  :       197:        51         54         15         61         61        123        119:
Old  :       197:        51         54         15         61         61        123        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  :                 19.9       28.9       29.7       44.1       15.0       27.2       22.6       39.1
Old  :                 19.9       28.9       29.7       44.1       15.0       27.2       22.6       39.1
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, November 8, 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  : 1,136,772:   164,015    331,866     20,381    639,566    678,045    823,962  1,030,292:   312,810    106,480
Old  : 1,136,772:   164,015    331,866     20,381    639,566    678,045    823,962  1,030,292:   312,810    106,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    28,799:     2,880     24,280        899     29,584     18,532     33,363     43,711:    -4,564    -14,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       29.2        1.8       56.3       59.6       72.5       90.6:      27.5        9.4
Old  :     100.0:      14.4       29.2        1.8       56.3       59.6       72.5       90.6:      27.5        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        50         53         16         61         60        120        120:
Old  :       196:        50         53         16         61         60        120        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       27.8       30.6       43.2       16.5       26.1       24.1       37.9
Old  :                 20.3       27.8       30.6       43.2       16.5       26.1       24.1       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-338741
Commitments of Traders - Futures Only, November 15, 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  :    12,979:     1,282        649          0      6,367     11,157      7,649     11,806:     5,330      1,173
Old  :    12,979:     1,282        649          0      6,367     11,157      7,649     11,806:     5,330      1,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -219:         5          0          0       -309       -161       -304       -161:        85        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        5.0        0.0       49.1       86.0       58.9       91.0:      41.1        9.0
Old  :     100.0:       9.9        5.0        0.0       49.1       86.0       58.9       91.0:      41.1        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          2          0         17         14         19         16:
Old  :        31:         2          2          0         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  :                 26.1       46.9       40.2       68.7       26.1       46.9       40.2       67.1
Old  :                 26.1       46.9       40.2       68.7       26.1       46.9       40.2       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-338741
Commitments of Traders - Futures Only, November 8, 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  :    13,198:     1,277        649          0      6,676     11,318      7,953     11,967:     5,245      1,231
Old  :    13,198:     1,277        649          0      6,676     11,318      7,953     11,967:     5,245      1,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :        95:       -46        -12          0        218         97        172         85:       -77         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        4.9        0.0       50.6       85.8       60.3       90.7:      39.7        9.3
Old  :     100.0:       9.7        4.9        0.0       50.6       85.8       60.3       90.7:      39.7        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          2          0         17         15         19         17:
Old  :        32:         2          2          0         17         15         19         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       46.2       41.7       66.8       25.8       46.2       41.7       65.8
Old  :                 25.8       46.2       41.7       66.8       25.8       46.2       41.7       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, November 15, 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  :    44,023:     7,812      9,661          0     31,507     27,000     39,319     36,661:     4,704      7,362
Old  :    44,023:     7,812      9,661          0     31,507     27,000     39,319     36,661:     4,704      7,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,964:       716        479          0      4,828      4,065      5,544      4,544:      -580        420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       21.9        0.0       71.6       61.3       89.3       83.3:      10.7       16.7
Old  :     100.0:      17.7       21.9        0.0       71.6       61.3       89.3       83.3:      10.7       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         6          6          0         20         18         26         24:
Old  :        43:         6          6          0         20         18         26         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  :                 57.4       43.3       72.3       60.4       55.3       43.2       69.4       60.3
Old  :                 57.4       43.3       72.3       60.4       55.3       43.2       69.4       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-33874A
Commitments of Traders - Futures Only, November 8, 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  :    39,059:     7,096      9,182          0     26,679     22,935     33,775     32,117:     5,284      6,942
Old  :    39,059:     7,096      9,182          0     26,679     22,935     33,775     32,117:     5,284      6,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,080:       286       -643          0        623      3,226        909      2,583:       171     -1,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       23.5        0.0       68.3       58.7       86.5       82.2:      13.5       17.8
Old  :     100.0:      18.2       23.5        0.0       68.3       58.7       86.5       82.2:      13.5       17.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         5          6          0         18         17         23         23:
Old  :        40:         5          6          0         18         17         23         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  :                 54.7       39.4       71.0       57.6       52.2       39.0       67.5       57.3
Old  :                 54.7       39.4       71.0       57.6       52.2       39.0       67.5       57.3
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, November 15, 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  :    59,145:    14,157     12,487          0     33,476     36,563     47,633     49,050:    11,512     10,095
Old  :    59,145:    14,157     12,487          0     33,476     36,563     47,633     49,050:    11,512     10,095
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -2,892:     3,087       -659        -56       -161     -1,345      2,870     -2,060:    -5,762       -832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       21.1        0.0       56.6       61.8       80.5       82.9:      19.5       17.1
Old  :     100.0:      23.9       21.1        0.0       56.6       61.8       80.5       82.9:      19.5       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        16         15          0         36         25         52         40:
Old  :        82:        16         15          0         36         25         52         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  :                 28.9       29.8       41.2       46.9       28.9       27.9       40.7       43.1
Old  :                 28.9       29.8       41.2       46.9       28.9       27.9       40.7       43.1
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, November 8, 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  :    62,037:    11,070     13,146         56     33,637     37,908     44,763     51,110:    17,274     10,927
Old  :    62,037:    11,070     13,146         56     33,637     37,908     44,763     51,110:    17,274     10,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -402:     2,252       -445         56         78     -1,784      2,386     -2,173:    -2,788      1,771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       21.2        0.1       54.2       61.1       72.2       82.4:      27.8       17.6
Old  :     100.0:      17.8       21.2        0.1       54.2       61.1       72.2       82.4:      27.8       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        12         15          1         37         24         50         39:
Old  :        79:        12         15          1         37         24         50         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       26.8       39.9       45.3       28.4       26.0       39.6       42.2
Old  :                 28.4       26.8       39.9       45.3       28.4       26.0       39.6       42.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-209742
Commitments of Traders - Futures Only, November 15, 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  :   350,316:   147,878     88,213      3,671    174,376    230,384    325,925    322,268:    24,391     28,048
Old  :   350,316:   147,878     88,213      3,671    174,376    230,384    325,925    322,268:    24,391     28,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,848:    38,751     -6,208       -929    -39,886     39,060     -2,064     31,923:     3,912    -30,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.2       25.2        1.0       49.8       65.8       93.0       92.0:       7.0        8.0
Old  :     100.0:      42.2       25.2        1.0       49.8       65.8       93.0       92.0:       7.0        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        80         60         12         43         41        130        106:
Old  :       214:        80         60         12         43         41        130        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       31.7       45.9       45.7       27.2       21.9       36.4       33.1
Old  :                 35.5       31.7       45.9       45.7       27.2       21.9       36.4       33.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-209742
Commitments of Traders - Futures Only, November 8, 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  :   348,468:   109,127     94,421      4,600    214,262    191,324    327,989    290,345:    20,479     58,123
Old  :   348,468:   109,127     94,421      4,600    214,262    191,324    327,989    290,345:    20,479     58,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :   -27,141:    40,497    -44,206     -6,741    -62,545     45,492    -28,789     -5,455:     1,648    -21,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       27.1        1.3       61.5       54.9       94.1       83.3:       5.9       16.7
Old  :     100.0:      31.3       27.1        1.3       61.5       54.9       94.1       83.3:       5.9       16.7
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  :       211:        70         70         13         41         40        118        116:
Old  :       211:        70         70         13         41         40        118        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  :                 36.2       24.5       50.4       36.6       29.9       16.8       40.4       26.6
Old  :                 36.2       24.5       50.4       36.6       29.9       16.8       40.4       26.6
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, November 15, 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  :    75,581:    18,367     18,174          0     43,292     40,805     61,659     58,979:    13,922     16,602
Old  :    75,581:    18,367     18,174          0     43,292     40,805     61,659     58,979:    13,922     16,602
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     7,381:     1,184      5,062          0      6,782      1,738      7,966      6,800:      -585        581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       24.0        0.0       57.3       54.0       81.6       78.0:      18.4       22.0
Old  :     100.0:      24.3       24.0        0.0       57.3       54.0       81.6       78.0:      18.4       22.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         7         15          0         15         14         22         29:
Old  :        47:         7         15          0         15         14         22         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  :                 48.5       34.6       65.2       49.3       48.5       34.4       64.6       48.9
Old  :                 48.5       34.6       65.2       49.3       48.5       34.4       64.6       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-232741
Commitments of Traders - Futures Only, November 8, 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  :    68,200:    17,183     13,112          0     36,510     39,067     53,693     52,179:    14,507     16,021
Old  :    68,200:    17,183     13,112          0     36,510     39,067     53,693     52,179:    14,507     16,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     6,957:     2,560      2,525          0      4,579        635      7,139      3,160:      -182      3,797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       19.2        0.0       53.5       57.3       78.7       76.5:      21.3       23.5
Old  :     100.0:      25.2       19.2        0.0       53.5       57.3       78.7       76.5:      21.3       23.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         8         11          0         14         15         22         26:
Old  :        44:         8         11          0         14         15         22         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       36.3       61.6       51.7       46.0       35.9       60.9       51.3
Old  :                 46.0       36.3       61.6       51.7       46.0       35.9       60.9       51.3
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, November 15, 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  :    37,141:     1,516      5,836          0     31,806     23,266     33,322     29,102:     3,819      8,039
Old  :    37,141:     1,516      5,836          0     31,806     23,266     33,322     29,102:     3,819      8,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -445:         8       -158          0        106        -13        114       -171:      -559       -274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       15.7        0.0       85.6       62.6       89.7       78.4:      10.3       21.6
Old  :     100.0:       4.1       15.7        0.0       85.6       62.6       89.7       78.4:      10.3       21.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:         2         14          0         31         27         33         41:
Old  :        64:         2         14          0         31         27         33         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  :                 54.4       30.8       67.6       42.9       53.7       29.2       66.9       41.3
Old  :                 54.4       30.8       67.6       42.9       53.7       29.2       66.9       41.3
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, November 8, 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  :    37,586:     1,508      5,994          0     31,700     23,279     33,208     29,273:     4,378      8,313
Old  :    37,586:     1,508      5,994          0     31,700     23,279     33,208     29,273:     4,378      8,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,645:       608       -433          0        305       -371        913       -804:       732      2,449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       15.9        0.0       84.3       61.9       88.4       77.9:      11.6       22.1
Old  :     100.0:       4.0       15.9        0.0       84.3       61.9       88.4       77.9:      11.6       22.1
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  :        65:         2         15          0         32         27         34         42:
Old  :        65:         2         15          0         32         27         34         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  :                 53.7       30.4       66.2       42.4       53.1       28.9       65.6       40.8
Old  :                 53.7       30.4       66.2       42.4       53.1       28.9       65.6       40.8
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, November 15, 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  :   288,183:    18,483     59,679      2,819    240,654    215,884    261,956    278,382:    26,227      9,801
Old  :   288,183:    18,483     59,679      2,819    240,654    215,884    261,956    278,382:    26,227      9,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     3,495:     2,036       -186        232     -2,286      4,453        -18      4,499:     3,513     -1,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       20.7        1.0       83.5       74.9       90.9       96.6:       9.1        3.4
Old  :     100.0:       6.4       20.7        1.0       83.5       74.9       90.9       96.6:       9.1        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        29         45          7         40         50         73         98:
Old  :       146:        29         45          7         40         50         73         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.4       32.5       70.3       48.2       56.2       31.7       63.2       44.9
Old  :                 60.4       32.5       70.3       48.2       56.2       31.7       63.2       44.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-239742
Commitments of Traders - Futures Only, November 8, 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  :   284,688:    16,447     59,865      2,587    242,940    211,431    261,974    273,883:    22,714     10,805
Old  :   284,688:    16,447     59,865      2,587    242,940    211,431    261,974    273,883:    22,714     10,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -2,115:     2,963     -2,455       -160    -12,149       -123     -9,346     -2,738:     7,231        623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       21.0        0.9       85.3       74.3       92.0       96.2:       8.0        3.8
Old  :     100.0:       5.8       21.0        0.9       85.3       74.3       92.0       96.2:       8.0        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        25         49          8         39         47         70         98:
Old  :       142:        25         49          8         39         47         70         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.3       33.7       72.6       48.8       58.8       32.4       65.8       45.0
Old  :                 64.3       33.7       72.6       48.8       58.8       32.4       65.8       45.0
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, November 15, 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  :    68,244:    20,383     25,523      1,232     32,728     33,338     54,343     60,093:    13,901      8,151
Old  :    68,244:    20,383     25,523      1,232     32,728     33,338     54,343     60,093:    13,901      8,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     2,340:      -542      1,651        -14        -69     -2,157       -625       -520:     2,965      2,860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       37.4        1.8       48.0       48.9       79.6       88.1:      20.4       11.9
Old  :     100.0:      29.9       37.4        1.8       48.0       48.9       79.6       88.1:      20.4       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  :       105:        34         28          4         24         24         61         53:
Old  :       105:        34         28          4         24         24         61         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       38.8       39.7       50.9       21.7       37.7       34.8       48.5
Old  :                 26.6       38.8       39.7       50.9       21.7       37.7       34.8       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                               Code-240741
Commitments of Traders - Futures Only, November 8, 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  :    65,904:    20,925     23,872      1,246     32,797     35,495     54,968     60,613:    10,936      5,291
Old  :    65,904:    20,925     23,872      1,246     32,797     35,495     54,968     60,613:    10,936      5,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     6,885:     2,637      6,624        824      4,302         97      7,763      7,545:      -878       -660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       36.2        1.9       49.8       53.9       83.4       92.0:      16.6        8.0
Old  :     100.0:      31.8       36.2        1.9       49.8       53.9       83.4       92.0:      16.6        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        31         26          2         22         23         54         50:
Old  :        97:        31         26          2         22         23         54         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       39.7       43.8       52.1       22.6       39.2       36.4       50.0
Old  :                 28.1       39.7       43.8       52.1       22.6       39.2       36.4       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                          Code-240743
Commitments of Traders - Futures Only, November 15, 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  :    45,105:    17,091      3,404          4     24,038      7,594     41,133     11,002:     3,972     34,103
Old  :    45,105:    17,091      3,404          4     24,038      7,594     41,133     11,002:     3,972     34,103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,021:      -101       -214          0       -396        132       -497        -82:      -524       -939
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9        7.5        0.0       53.3       16.8       91.2       24.4:       8.8       75.6
Old  :     100.0:      37.9        7.5        0.0       53.3       16.8       91.2       24.4:       8.8       75.6
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  :        45:        17          7          1         11         11         29         18:
Old  :        45:        17          7          1         11         11         29         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  :                 53.4       11.8       67.4       16.6       48.4        8.2       62.4       12.7
Old  :                 53.4       11.8       67.4       16.6       48.4        8.2       62.4       12.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                          Code-240743
Commitments of Traders - Futures Only, November 8, 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  :    46,126:    17,192      3,618          4     24,434      7,462     41,630     11,084:     4,496     35,042
Old  :    46,126:    17,192      3,618          4     24,434      7,462     41,630     11,084:     4,496     35,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     6,719:     5,528      2,021          0      1,308      1,742      6,836      3,763:      -117      2,956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3        7.8        0.0       53.0       16.2       90.3       24.0:       9.7       76.0
Old  :     100.0:      37.3        7.8        0.0       53.0       16.2       90.3       24.0:       9.7       76.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        18          9          1         11         11         30         20:
Old  :        47:        18          9          1         11         11         30         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       10.9       66.6       15.5       49.1        7.6       62.1       12.1
Old  :                 53.6       10.9       66.6       15.5       49.1        7.6       62.1       12.1
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, November 15, 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  :    34,725:     2,408      1,802        136     19,693     27,806     22,237     29,744:    12,488      4,981
Old  :    34,725:     2,408      1,802        136     19,693     27,806     22,237     29,744:    12,488      4,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -927:       829        108          0        865       -206      1,694        -98:    -2,621       -829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        5.2        0.4       56.7       80.1       64.0       85.7:      36.0       14.3
Old  :     100.0:       6.9        5.2        0.4       56.7       80.1       64.0       85.7:      36.0       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         5          9          2         20         27         26         38:
Old  :        46:         5          9          2         20         27         26         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  :                 34.5       40.0       47.6       61.3       19.6       29.6       26.8       40.7
Old  :                 34.5       40.0       47.6       61.3       19.6       29.6       26.8       40.7
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, November 8, 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  :    35,652:     1,579      1,694        136     18,828     28,012     20,543     29,842:    15,109      5,810
Old  :    35,652:     1,579      1,694        136     18,828     28,012     20,543     29,842:    15,109      5,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,832:       -30        -44          7        491     -1,509        468     -1,546:    -2,300       -286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        4.8        0.4       52.8       78.6       57.6       83.7:      42.4       16.3
Old  :     100.0:       4.4        4.8        0.4       52.8       78.6       57.6       83.7:      42.4       16.3
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  :        43:         3          8          2         19         27         23         37:
Old  :        43:         3          8          2         19         27         23         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  :                 33.5       39.5       45.6       59.6       19.9       32.3       26.4       42.3
Old  :                 33.5       39.5       45.6       59.6       19.9       32.3       26.4       42.3
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, November 15, 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  :   150,342:    65,215     13,493     19,171     32,637    105,122    117,023    137,786:    33,319     12,556
Old  :   150,342:    65,215     13,493     19,171     32,637    105,122    117,023    137,786:    33,319     12,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     6,376:     2,958      2,312      2,684        704      1,261      6,346      6,257:        30        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4        9.0       12.8       21.7       69.9       77.8       91.6:      22.2        8.4
Old  :     100.0:      43.4        9.0       12.8       21.7       69.9       77.8       91.6:      22.2        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  :       185:        93         41         36         17         42        125        107:
Old  :       185:        93         41         36         17         42        125        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  :                 22.5       34.9       33.3       53.9       13.7       30.5       20.6       42.5
Old  :                 22.5       34.9       33.3       53.9       13.7       30.5       20.6       42.5
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, November 8, 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  :   143,966:    62,257     11,181     16,487     31,933    103,861    110,677    131,529:    33,289     12,437
Old  :   143,966:    62,257     11,181     16,487     31,933    103,861    110,677    131,529:    33,289     12,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     5,999:     1,572      2,044        568      3,355      2,891      5,495      5,503:       504        496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2        7.8       11.5       22.2       72.1       76.9       91.4:      23.1        8.6
Old  :     100.0:      43.2        7.8       11.5       22.2       72.1       76.9       91.4:      23.1        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  :       173:        92         36         33         16         39        114        102:
Old  :       173:        92         36         33         16         39        114        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  :                 22.5       35.9       32.9       54.6       13.2       31.6       20.3       43.7
Old  :                 22.5       35.9       32.9       54.6       13.2       31.6       20.3       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders - Futures Only, November 15, 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  :   114,189:    36,580     29,053     16,801     46,031     54,360     99,412    100,214:    14,777     13,975
Old  :   114,189:    36,580     29,053     16,801     46,031     54,360     99,412    100,214:    14,777     13,975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,811:     2,528        740      1,663       -330      2,419      3,861      4,822:       950        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       25.4       14.7       40.3       47.6       87.1       87.8:      12.9       12.2
Old  :     100.0:      32.0       25.4       14.7       40.3       47.6       87.1       87.8:      12.9       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  :       205:        65         77         49         45         40        153        135:
Old  :       205:        65         77         49         45         40        153        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  :                 25.0       35.9       35.5       46.1       24.9       31.5       33.1       40.1
Old  :                 25.0       35.9       35.5       46.1       24.9       31.5       33.1       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders - Futures Only, November 8, 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  :   109,378:    34,052     28,313     15,138     46,361     51,941     95,551     95,392:    13,827     13,986
Old  :   109,378:    34,052     28,313     15,138     46,361     51,941     95,551     95,392:    13,827     13,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     3,728:     2,319       -193        878        519      3,049      3,716      3,734:        12         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       25.9       13.8       42.4       47.5       87.4       87.2:      12.6       12.8
Old  :     100.0:      31.1       25.9       13.8       42.4       47.5       87.4       87.2:      12.6       12.8
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  :       212:        65         80         51         43         41        151        144:
Old  :       212:        65         80         51         43         41        151        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       35.1       35.5       45.7       25.5       31.6       34.1       41.0
Old  :                 25.5       35.1       35.5       45.7       25.5       31.6       34.1       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                         Code-088691
Commitments of Traders - Futures Only, November 15, 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  :   324,719:   177,421     47,735     28,940     67,453    221,732    273,814    298,407:    50,905     26,312
Old  :   324,719:   177,421     47,735     28,940     67,453    221,732    273,814    298,407:    50,905     26,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     7,643:    10,171      3,596     -1,529       -355      3,508      8,287      5,575:      -644      2,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.6       14.7        8.9       20.8       68.3       84.3       91.9:      15.7        8.1
Old  :     100.0:      54.6       14.7        8.9       20.8       68.3       84.3       91.9:      15.7        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:       138         58         34         35         44        192        124:
Old  :       258:       138         58         34         35         44        192        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       36.5       40.8       58.6       26.3       32.6       32.0       48.0
Old  :                 29.7       36.5       40.8       58.6       26.3       32.6       32.0       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                         Code-088691
Commitments of Traders - Futures Only, November 8, 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  :   317,076:   167,250     44,139     30,469     67,808    218,224    265,527    292,832:    51,549     24,244
Old  :   317,076:   167,250     44,139     30,469     67,808    218,224    265,527    292,832:    51,549     24,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :   -17,394:   -13,304     -5,847        438     -1,721    -11,636    -14,587    -17,045:    -2,807       -349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.7       13.9        9.6       21.4       68.8       83.7       92.4:      16.3        7.6
Old  :     100.0:      52.7       13.9        9.6       21.4       68.8       83.7       92.4:      16.3        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:       131         56         34         36         43        183        122:
Old  :       246:       131         56         34         36         43        183        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       38.1       40.4       60.8       26.0       34.7       31.8       50.7
Old  :                 30.2       38.1       40.4       60.8       26.0       34.7       31.8       50.7
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, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    14,209:     2,938      2,406        404      3,516      7,020      6,858      9,830:     7,351      4,379
Old  :    14,209:     2,938      2,406        404      3,516      7,020      6,858      9,830:     7,351      4,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,956:    -2,194        551       -308        234       -392     -2,268       -149:     4,224      2,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       16.9        2.8       24.7       49.4       48.3       69.2:      51.7       30.8
Old  :     100.0:      20.7       16.9        2.8       24.7       49.4       48.3       69.2:      51.7       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  :        36:        17          4         11          5          5         32         18:
Old  :        36:        17          4         11          5          5         32         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  :                 29.7       60.6       38.4       66.9       18.2       43.4       23.3       48.8
Old  :                 29.7       60.6       38.4       66.9       18.2       43.4       23.3       48.8
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, November 8, 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  :    12,253:     5,132      1,855        712      3,282      7,412      9,126      9,979:     3,127      2,274
Old  :    12,253:     5,132      1,855        712      3,282      7,412      9,126      9,979:     3,127      2,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -137:      -109        603       -205       -423       -929       -737       -531:       600        394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9       15.1        5.8       26.8       60.5       74.5       81.4:      25.5       18.6
Old  :     100.0:      41.9       15.1        5.8       26.8       60.5       74.5       81.4:      25.5       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        19          3         13          7          6         38         19:
Old  :        40:        19          3         13          7          6         38         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  :                 45.5       66.3       56.9       78.0       34.6       51.4       42.6       57.9
Old  :                 45.5       66.3       56.9       78.0       34.6       51.4       42.6       57.9
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, November 15, 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  :   126,660:    47,740      5,335     13,391     51,296     85,593    112,427    104,319:    14,233     22,341
Old  :    93,599:    40,086      5,832      6,272     36,977     64,884     83,335     76,988:    10,264     16,611
Other:    33,061:    13,139      4,988      1,634     14,319     20,709     29,092     27,331:     3,969      5,730
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -7,379:    -1,569       -755        326     -4,477     -3,393     -5,720     -3,822:    -1,659     -3,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7        4.2       10.6       40.5       67.6       88.8       82.4:      11.2       17.6
Old  :     100.0:      42.8        6.2        6.7       39.5       69.3       89.0       82.3:      11.0       17.7
Other:     100.0:      39.7       15.1        4.9       43.3       62.6       88.0       82.7:      12.0       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        62         21         34         60         61        134        108:
Old  :       158:        55         23         20         49         59        114         94:
Other:        98:        25         18         11         24         37         53         64:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       35.1       37.1       48.3       17.1       29.0       25.9       34.1
Old  :                 31.2       39.4       42.5       49.2       25.9       36.5       36.8       42.6
Other:                 39.4       54.6       53.1       63.0       39.4       53.0       51.8       60.9
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders - Futures Only, November 8, 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  :   134,039:    49,309      6,090     13,065     55,773     88,986    118,147    108,141:    15,892     25,898
Old  :   103,063:    40,440      7,037      7,039     43,686     68,565     91,165     82,641:    11,898     20,422
Other:    30,976:    13,808      3,992      1,087     12,087     20,421     26,982     25,500:     3,994      5,476
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     7,635:    -3,178       -139      4,397      6,304      2,750      7,523      7,008:       112        627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8        4.5        9.7       41.6       66.4       88.1       80.7:      11.9       19.3
Old  :     100.0:      39.2        6.8        6.8       42.4       66.5       88.5       80.2:      11.5       19.8
Other:     100.0:      44.6       12.9        3.5       39.0       65.9       87.1       82.3:      12.9       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        68         24         41         58         62        140        117:
Old  :       168:        56         29         24         50         59        121        100:
Other:       105:        27         22          9         24         40         55         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  :                 21.9       34.3       35.2       45.5       16.1       26.2       25.0       32.1
Old  :                 27.5       36.1       39.0       45.1       23.3       34.4       33.0       39.2
Other:                 44.6       55.5       54.6       62.8       44.6       54.2       54.6       60.5
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders - Futures Only, November 15, 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  :    38,103:     9,735         84      1,985     17,361     28,051     29,081     30,120:     9,022      7,983
Old  :    35,380:    10,804         10        827     15,812     27,455     27,443     28,292:     7,937      7,088
Other:     2,723:        72      1,215         17      1,549        596      1,638      1,828:     1,085        895
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,350:       800          1        603        124        621      1,527      1,225:      -177        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        0.2        5.2       45.6       73.6       76.3       79.0:      23.7       21.0
Old  :     100.0:      30.5        0.0        2.3       44.7       77.6       77.6       80.0:      22.4       20.0
Other:     100.0:       2.6       44.6        0.6       56.9       21.9       60.2       67.1:      39.8       32.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        22          2         11         22         20         47         31:
Old  :        53:        24          1          6         21         20         46         26:
Other:        25:         1          8          3          9          8         12         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  :                 29.5       48.5       42.5       62.1       15.5       34.4       26.9       40.8
Old  :                 30.1       51.6       43.1       65.5       15.3       36.4       27.3       44.3
Other:                 42.9       41.0       55.8       59.2       35.7       40.5       48.3       54.6
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders - Futures Only, November 8, 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  :    36,753:     8,935         83      1,382     17,237     27,430     27,554     28,895:     9,199      7,858
Old  :    34,542:     9,695         57        585     15,969     26,915     26,249     27,557:     8,293      6,985
Other:     2,211:        32        818          5      1,268        515      1,305      1,338:       906        873
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       490:      -707         23        499        496         77        288        599:       202       -109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        0.2        3.8       46.9       74.6       75.0       78.6:      25.0       21.4
Old  :     100.0:      28.1        0.2        1.7       46.2       77.9       76.0       79.8:      24.0       20.2
Other:     100.0:       1.4       37.0        0.2       57.3       23.3       59.0       60.5:      41.0       39.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        21          3         10         21         21         45         31:
Old  :        52:        22          2          6         21         21         45         27:
Other:        24:         1          7          2          9          8         11         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       50.1       44.8       63.7       17.2       36.9       29.3       43.2
Old  :                 31.7       52.7       45.4       66.6       17.3       38.7       29.8       46.1
Other:                 40.8       36.9       56.0       54.9       36.5       36.9       51.3       52.0
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders - Futures Only, November 15, 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  :   102,344:    17,765     23,913      4,199     69,577     65,091     91,541     93,203:    10,803      9,141
Old  :   100,676:    17,765     23,891      3,955     68,303     63,799     90,023     91,645:    10,653      9,031
Other:     1,668:       181        203         63      1,274      1,292      1,518      1,558:       150        110
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :   -12,478:    -5,880     -4,541     -1,355     -3,639     -5,745    -10,874    -11,641:    -1,604       -837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       23.4        4.1       68.0       63.6       89.4       91.1:      10.6        8.9
Old  :     100.0:      17.6       23.7        3.9       67.8       63.4       89.4       91.0:      10.6        9.0
Other:     100.0:      10.9       12.2        3.8       76.4       77.5       91.0       93.4:       9.0        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        47         64         41         58         59        137        138:
Old  :       193:        47         65         40         58         58        136        137:
Other:        35:         5          8          1          6         17         11         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       30.4       43.9       40.7       28.1       26.2       39.4       34.3
Old  :                 28.8       30.1       44.6       40.4       28.6       26.5       40.9       34.7
Other:                 73.6       63.6       89.3       76.7       73.6       63.6       85.6       75.1
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders - Futures Only, November 8, 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  :   114,822:    23,645     28,454      5,554     73,216     70,836    102,415    104,844:    12,407      9,978
Old  :   113,160:    23,710     28,527      5,198     71,956     69,629    100,864    103,354:    12,296      9,806
Other:     1,662:       228        220         63      1,260      1,207      1,551      1,490:       111        172
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,565:    -1,272      3,460     -1,901      2,457     -4,052       -716     -2,493:      -849        928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       24.8        4.8       63.8       61.7       89.2       91.3:      10.8        8.7
Old  :     100.0:      21.0       25.2        4.6       63.6       61.5       89.1       91.3:      10.9        8.7
Other:     100.0:      13.7       13.2        3.8       75.8       72.6       93.3       89.7:       6.7       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        56         66         50         61         59        156        146:
Old  :       211:        57         67         47         61         58        154        144:
Other:        35:         6          9          1          6         15         12         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       31.9       41.1       42.4       25.0       24.8       34.7       33.6
Old  :                 26.7       31.6       41.7       42.2       25.3       25.3       35.3       34.1
Other:                 73.8       63.4       92.2       74.5       73.0       63.2       88.4       72.5
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders - Futures Only, November 15, 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  :    35,866:    17,420      3,340      3,219     11,362     26,427     32,001     32,986:     3,865      2,880
Old  :    35,860:    17,420      3,342      3,217     11,362     26,426     31,999     32,985:     3,861      2,875
Other:         6:         2          0          0          0          1          2          1:         4          5
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,196:       958       -253        171        226      1,076      1,355        994:      -159        202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6        9.3        9.0       31.7       73.7       89.2       92.0:      10.8        8.0
Old  :     100.0:      48.6        9.3        9.0       31.7       73.7       89.2       92.0:      10.8        8.0
Other:     100.0:      33.3        0.0        0.0        0.0       16.7       33.3       16.7:      66.7       83.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        61         25         19         19         19         92         54:
Old  :       122:        61         26         19         19         19         92         54:
Other:         2:         1          0          0          0          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       50.6       40.0       67.2       26.9       47.3       38.6       61.8
Old  :                 26.9       50.6       40.0       67.2       26.9       47.3       38.6       61.8
Other:                 33.3       16.7       33.3       16.7       33.3       16.7       33.3       16.7
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders - Futures Only, November 8, 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  :    34,670:    16,462      3,593      3,048     11,136     25,351     30,646     31,992:     4,024      2,678
Old  :    34,664:    16,462      3,595      3,046     11,136     25,350     30,644     31,991:     4,020      2,673
Other:         6:         2          0          0          0          1          2          1:         4          5
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     2,326:     1,138         -2         31        681      2,100      1,850      2,129:       476        197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.5       10.4        8.8       32.1       73.1       88.4       92.3:      11.6        7.7
Old  :     100.0:      47.5       10.4        8.8       32.1       73.1       88.4       92.3:      11.6        7.7
Other:     100.0:      33.3        0.0        0.0        0.0       16.7       33.3       16.7:      66.7       83.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        62         28         20         21         18         95         56:
Old  :       124:        62         29         20         21         18         95         56:
Other:         2:         1          0          0          0          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       48.6       38.7       65.6       27.0       45.3       37.4       60.1
Old  :                 27.0       48.6       38.7       65.6       27.0       45.3       37.4       60.1
Other:                 33.3       16.7       33.3       16.7       33.3       16.7       33.3       16.7
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders - Futures Only, November 15, 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  :   129,232:    28,485     37,850      2,966     88,457     82,079    119,908    122,895:     9,324      6,337
Old  :   107,050:    28,722     38,196      2,221     67,057     60,319     98,000    100,736:     9,050      6,314
Other:    22,182:       375        266        133     21,400     21,760     21,908     22,159:       274         23
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -5,681:       566      1,201     -1,373     -4,663     -5,773     -5,470     -5,945:      -211        264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       29.3        2.3       68.4       63.5       92.8       95.1:       7.2        4.9
Old  :     100.0:      26.8       35.7        2.1       62.6       56.3       91.5       94.1:       8.5        5.9
Other:     100.0:       1.7        1.2        0.6       96.5       98.1       98.8       99.9:       1.2        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        49         44         15         52         34        107         91:
Old  :       158:        50         46         14         51         34        106         90:
Other:        28:         3          3          3         13         14         17         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       25.9       47.3       41.2       23.9       19.2       35.6       30.5
Old  :                 33.4       23.2       48.9       36.7       30.8       22.3       44.6       35.1
Other:                 62.8       74.9       92.4       94.6       52.3       55.1       69.0       69.8
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders - Futures Only, November 8, 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  :   134,913:    27,919     36,649      4,339     93,120     87,852    125,378    128,840:     9,535      6,073
Old  :   115,231:    28,213     37,066      3,522     74,208     68,586    105,943    109,174:     9,288      6,057
Other:    19,682:       420        297        103     18,912     19,266     19,435     19,666:       247         16
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :   -11,216:    -2,921      4,431      1,349     -9,043    -16,039    -10,615    -10,259:      -601       -957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       27.2        3.2       69.0       65.1       92.9       95.5:       7.1        4.5
Old  :     100.0:      24.5       32.2        3.1       64.4       59.5       91.9       94.7:       8.1        5.3
Other:     100.0:       2.1        1.5        0.5       96.1       97.9       98.7       99.9:       1.3        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        48         47         23         51         37        111        103:
Old  :       160:        48         49         22         51         37        111        102:
Other:        27:         3          3          3         13         13         17         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       25.7       45.3       42.3       22.7       19.6       34.2       30.5
Old  :                 31.4       25.5       45.6       39.7       27.6       22.5       41.1       35.0
Other:                 61.9       73.9       91.4       94.3       50.5       51.4       64.4       65.4
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders - Futures Only, November 15, 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  :   475,030:   146,268     35,740     38,789    220,621    366,003    405,678    440,532:    69,352     34,498
Old  :   475,030:   146,268     35,740     38,789    220,621    366,003    405,678    440,532:    69,352     34,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    10,874:     4,201      1,773      2,523      1,392      8,279      8,116     12,575:     2,758     -1,701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        7.5        8.2       46.4       77.0       85.4       92.7:      14.6        7.3
Old  :     100.0:      30.8        7.5        8.2       46.4       77.0       85.4       92.7:      14.6        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  :       162:        70         23         31         54         49        144         87:
Old  :       162:        70         23         31         54         49        144         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       31.3       28.2       50.4       15.1       24.8       23.2       38.2
Old  :                 16.3       31.3       28.2       50.4       15.1       24.8       23.2       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders - Futures Only, November 8, 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  :   464,156:   142,067     33,967     36,266    219,229    357,724    397,562    427,957:    66,594     36,199
Old  :   464,156:   142,067     33,967     36,266    219,229    357,724    397,562    427,957:    66,594     36,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     3,557:    -5,347      2,271      2,304      4,661        383      1,618      4,958:     1,939     -1,401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        7.3        7.8       47.2       77.1       85.7       92.2:      14.3        7.8
Old  :     100.0:      30.6        7.3        7.8       47.2       77.1       85.7       92.2:      14.3        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        65         26         35         57         55        144         97:
Old  :       161:        65         26         35         57         55        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  :                 17.3       31.4       29.8       51.0       15.3       24.9       24.5       38.9
Old  :                 17.3       31.4       29.8       51.0       15.3       24.9       24.5       38.9
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, November 15, 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  :    83,925:    18,490     12,833      8,562     46,678     55,656     73,730     77,051:    10,195      6,874
Old  :    81,419:    18,458     13,732      7,228     45,697     53,832     71,383     74,792:    10,036      6,627
Other:     2,506:       969         38        397        981      1,824      2,347      2,259:       159        247
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -3,281:    -3,324     -1,748     -2,398        484     -1,945     -5,238     -6,091:     1,957      2,810
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       15.3       10.2       55.6       66.3       87.9       91.8:      12.1        8.2
Old  :     100.0:      22.7       16.9        8.9       56.1       66.1       87.7       91.9:      12.3        8.1
Other:     100.0:      38.7        1.5       15.8       39.1       72.8       93.7       90.1:       6.3        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        95         59         50         88         78        208        168:
Old  :       268:        94         63         49         88         77        207        167:
Other:        49:        10          5          5         13         26         24         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       23.5       32.8       35.4       19.6       16.0       29.2       24.0
Old  :                 20.6       24.0       33.7       36.2       20.2       16.6       30.1       25.0
Other:                 55.0       39.1       78.3       62.2       35.6       32.8       51.5       43.5
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders - Futures Only, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :    87,206:    21,814     14,581     10,960     46,194     57,601     78,968     83,142:     8,238      4,064
Old  :    84,694:    21,745     15,454      9,715     45,187     55,725     76,647     80,894:     8,047      3,800
Other:     2,512:       945          3        369      1,007      1,876      2,321      2,248:       191        264
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     3,246:     3,034         -8        638     -1,104      3,128      2,568      3,758:       678       -512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       16.7       12.6       53.0       66.1       90.6       95.3:       9.4        4.7
Old  :     100.0:      25.7       18.2       11.5       53.4       65.8       90.5       95.5:       9.5        4.5
Other:     100.0:      37.6        0.1       14.7       40.1       74.7       92.4       89.5:       7.6       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        95         69         55         81         80        210        181:
Old  :       281:        93         74         54         81         80        209        181:
Other:        46:        11          1          4         14         25         25         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       24.7       33.8       35.9       18.8       16.7       28.3       25.8
Old  :                 21.7       25.1       34.6       36.5       19.4       17.2       29.1       26.6
Other:                 52.7       43.2       76.8       66.0       35.7       32.1       47.4       42.6
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  Code-098662
Commitments of Traders - Futures Only, November 15, 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  :    41,712:    32,782      3,554      2,089      3,688     34,400     38,559     40,043:     3,153      1,669
Old  :    41,712:    32,782      3,554      2,089      3,688     34,400     38,559     40,043:     3,153      1,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     2,965:     3,026        703          1        309      2,277      3,336      2,981:      -371        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.6        8.5        5.0        8.8       82.5       92.4       96.0:       7.6        4.0
Old  :     100.0:      78.6        8.5        5.0        8.8       82.5       92.4       96.0:       7.6        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  :        62:        38          7          4         11          7         51         17:
Old  :        62:        38          7          4         11          7         51         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  :                 36.7       82.8       59.5       91.4       36.7       81.4       58.4       88.0
Old  :                 36.7       82.8       59.5       91.4       36.7       81.4       58.4       88.0
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, November 8, 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  :    38,747:    29,756      2,851      2,088      3,379     32,123     35,223     37,062:     3,524      1,685
Old  :    38,747:    29,756      2,851      2,088      3,379     32,123     35,223     37,062:     3,524      1,685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     5,545:     3,214         -6       -152      1,831      6,185      4,893      6,027:       652       -482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.8        7.4        5.4        8.7       82.9       90.9       95.7:       9.1        4.3
Old  :     100.0:      76.8        7.4        5.4        8.7       82.9       90.9       95.7:       9.1        4.3
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  :        60:        39          6          3          8          8         48         17:
Old  :        60:        39          6          3          8          8         48         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  :                 39.7       83.3       59.2       92.3       39.7       81.9       57.8       88.6
Old  :                 39.7       83.3       59.2       92.3       39.7       81.9       57.8       88.6
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, November 15, 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  :    22,025:    14,257        863          0      2,871     18,217     17,128     19,080:     4,897      2,945
Old  :    22,025:    14,257        863          0      2,871     18,217     17,128     19,080:     4,897      2,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,284:    -1,177         63          0       -160     -1,268     -1,337     -1,205:        53        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.7        3.9        0.0       13.0       82.7       77.8       86.6:      22.2       13.4
Old  :     100.0:      64.7        3.9        0.0       13.0       82.7       77.8       86.6:      22.2       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  :        20:         6          1          0          3         10          9         11:
Old  :        20:         6          1          0          3         10          9         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  :                 60.5       61.3       75.0       79.9       60.5       61.3       75.0       79.9
Old  :                 60.5       61.3       75.0       79.9       60.5       61.3       75.0       79.9
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, November 8, 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  :    23,309:    15,434        800          0      3,031     19,485     18,465     20,285:     4,844      3,024
Old  :    23,309:    15,434        800          0      3,031     19,485     18,465     20,285:     4,844      3,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,438:     2,055       -563          0       -654      1,661      1,401      1,098:        37        340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.2        3.4        0.0       13.0       83.6       79.2       87.0:      20.8       13.0
Old  :     100.0:      66.2        3.4        0.0       13.0       83.6       79.2       87.0:      20.8       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7          1          0          3         11         10         12:
Old  :        22:         7          1          0          3         11         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  :                 60.8       60.9       74.5       78.3       60.8       60.9       74.5       78.3
Old  :                 60.8       60.9       74.5       78.3       60.8       60.9       74.5       78.3
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, November 15, 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  :   182,698:    15,037     23,419     24,281    111,725    106,780    151,043    154,480:    31,655     28,218
Old  :   182,698:    15,037     23,419     24,281    111,725    106,780    151,043    154,480:    31,655     28,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    13,517:     1,046        470      3,376      8,215      6,590     12,637     10,436:       880      3,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       12.8       13.3       61.2       58.4       82.7       84.6:      17.3       15.4
Old  :     100.0:       8.2       12.8       13.3       61.2       58.4       82.7       84.6:      17.3       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  :       143:        27         33         36         75         66        123        117:
Old  :       143:        27         33         36         75         66        123        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       15.3       31.1       26.2       14.1       10.8       21.3       18.0
Old  :                 19.6       15.3       31.1       26.2       14.1       10.8       21.3       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders - Futures Only, November 8, 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  :   169,181:    13,991     22,949     20,905    103,510    100,190    138,406    144,044:    30,775     25,137
Old  :   169,181:    13,991     22,949     20,905    103,510    100,190    138,406    144,044:    30,775     25,137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     2,882:    -1,907     -3,693      1,192        500      5,481       -215      2,980:     3,097        -98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       13.6       12.4       61.2       59.2       81.8       85.1:      18.2       14.9
Old  :     100.0:       8.3       13.6       12.4       61.2       59.2       81.8       85.1:      18.2       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  :       137:        27         30         33         72         63        119        108:
Old  :       137:        27         30         33         72         63        119        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  :                 19.8       16.3       32.0       27.2       15.3       12.1       23.1       19.5
Old  :                 19.8       16.3       32.0       27.2       15.3       12.1       23.1       19.5
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, November 15, 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  :   557,479:    48,156     91,976    177,356    260,272    255,234    485,784    524,566:    71,695     32,913
Old  :   557,479:    48,156     91,976    177,356    260,272    255,234    485,784    524,566:    71,695     32,913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    13,975:      -470      2,564      1,975     11,594      6,076     13,099     10,615:       876      3,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       16.5       31.8       46.7       45.8       87.1       94.1:      12.9        5.9
Old  :     100.0:       8.6       16.5       31.8       46.7       45.8       87.1       94.1:      12.9        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        43         50         70         92         76        177        157:
Old  :       191:        43         50         70         92         76        177        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       29.0       35.1       43.9        8.5       13.6       13.0       20.1
Old  :                 24.2       29.0       35.1       43.9        8.5       13.6       13.0       20.1
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, November 8, 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  :   543,504:    48,626     89,412    175,381    248,678    249,158    472,685    513,951:    70,819     29,553
Old  :   543,504:    48,626     89,412    175,381    248,678    249,158    472,685    513,951:    70,819     29,553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    15,830:       464      5,314      6,193      5,377      2,538     12,034     14,045:     3,796      1,785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       16.5       32.3       45.8       45.8       87.0       94.6:      13.0        5.4
Old  :     100.0:       8.9       16.5       32.3       45.8       45.8       87.0       94.6:      13.0        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        46         46         65         90         76        175        151:
Old  :       189:        46         46         65         90         76        175        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       29.2       35.4       44.4        8.4       13.5       12.5       19.9
Old  :                 24.8       29.2       35.4       44.4        8.4       13.5       12.5       19.9
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, November 15, 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  :    40,853:     2,937        372        432     30,863     37,177     34,232     37,981:     6,621      2,872
Old  :    40,853:     2,937        372        432     30,863     37,177     34,232     37,981:     6,621      2,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,744:       264          0       -243        690      1,939        711      1,696:     1,033         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        0.9        1.1       75.5       91.0       83.8       93.0:      16.2        7.0
Old  :     100.0:       7.2        0.9        1.1       75.5       91.0       83.8       93.0:      16.2        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          1         14         15         15         17:
Old  :        24:         1          1          1         14         15         15         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  :                 53.7       65.1       73.8       79.7       49.8       64.6       68.6       78.6
Old  :                 53.7       65.1       73.8       79.7       49.8       64.6       68.6       78.6
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, November 8, 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  :    39,109:     2,673        372        675     30,173     35,238     33,521     36,285:     5,588      2,824
Old  :    39,109:     2,673        372        675     30,173     35,238     33,521     36,285:     5,588      2,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,317:       135        372        -23       -157       -796        -45       -447:    -1,272       -870
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        1.0        1.7       77.2       90.1       85.7       92.8:      14.3        7.2
Old  :     100.0:       6.8        1.0        1.7       77.2       90.1       85.7       92.8:      14.3        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          1         15         15         16         17:
Old  :        24:         1          1          1         15         15         16         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       63.9       75.3       78.7       50.7       63.2       68.3       76.7
Old  :                 55.9       63.9       75.3       78.7       50.7       63.2       68.3       76.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders - Futures Only, November 15, 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  :    38,960:         0      7,031      1,018     32,114     24,946     33,132     32,995:     5,828      5,965
Old  :    38,960:         0      7,031      1,018     32,114     24,946     33,132     32,995:     5,828      5,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,112:         0       -882       -123      1,354      3,249      1,231      2,244:      -119     -1,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.0        2.6       82.4       64.0       85.0       84.7:      15.0       15.3
Old  :     100.0:       0.0       18.0        2.6       82.4       64.0       85.0       84.7:      15.0       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          2          2         17         16         19         18:
Old  :        24:         0          2          2         17         16         19         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  :                 41.3       40.9       66.0       60.5       39.3       38.5       59.9       56.9
Old  :                 41.3       40.9       66.0       60.5       39.3       38.5       59.9       56.9
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, November 8, 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  :    37,848:         0      7,913      1,141     30,760     21,697     31,901     30,751:     5,947      7,097
Old  :    37,848:         0      7,913      1,141     30,760     21,697     31,901     30,751:     5,947      7,097
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,776:         0      1,263        185      1,621        190      1,806      1,638:       -30        138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       20.9        3.0       81.3       57.3       84.3       81.2:      15.7       18.8
Old  :     100.0:       0.0       20.9        3.0       81.3       57.3       84.3       81.2:      15.7       18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          2          2         15         14         17         16:
Old  :        22:         0          2          2         15         14         17         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  :                 42.1       40.4       66.2       60.1       38.4       37.4       60.1       56.3
Old  :                 42.1       40.4       66.2       60.1       38.4       37.4       60.1       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders - Futures Only, November 15, 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  :   106,842:    14,568      2,474      3,916     81,913     91,788    100,397     98,178:     6,445      8,664
Old  :   106,842:    14,568      2,474      3,916     81,913     91,788    100,397     98,178:     6,445      8,664
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       362:      -790        611        -46      1,251        901        415      1,466:       -53     -1,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        2.3        3.7       76.7       85.9       94.0       91.9:       6.0        8.1
Old  :     100.0:      13.6        2.3        3.7       76.7       85.9       94.0       91.9:       6.0        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         4          3          5         26         28         32         34:
Old  :        39:         4          3          5         26         28         32         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  :                 46.0       44.5       61.7       61.9       44.4       40.8       55.4       56.2
Old  :                 46.0       44.5       61.7       61.9       44.4       40.8       55.4       56.2
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, November 8, 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  :   106,480:    15,358      1,863      3,962     80,662     90,887     99,982     96,712:     6,498      9,768
Old  :   106,480:    15,358      1,863      3,962     80,662     90,887     99,982     96,712:     6,498      9,768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     4,316:     4,947       -228        170       -708      4,740      4,409      4,682:       -93       -366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        1.7        3.7       75.8       85.4       93.9       90.8:       6.1        9.2
Old  :     100.0:      14.4        1.7        3.7       75.8       85.4       93.9       90.8:       6.1        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         5          1          5         27         27         33         32:
Old  :        38:         5          1          5         27         27         33         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  :                 47.9       45.3       63.8       63.6       46.7       42.6       57.7       58.9
Old  :                 47.9       45.3       63.8       63.6       46.7       42.6       57.7       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders - Futures Only, November 15, 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  :    55,986:     2,904      5,684          0     49,266     43,365     52,170     49,049:     3,816      6,937
Old  :    55,986:     2,904      5,684          0     49,266     43,365     52,170     49,049:     3,816      6,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     2,662:    -1,712          0          0      5,897      2,306      4,185      2,306:    -1,523        356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       10.2        0.0       88.0       77.5       93.2       87.6:       6.8       12.4
Old  :     100.0:       5.2       10.2        0.0       88.0       77.5       93.2       87.6:       6.8       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          2          0         15         15         16         17:
Old  :        24:         1          2          0         15         15         16         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       45.4       76.0       67.4       49.5       43.4       69.0       63.7
Old  :                 55.9       45.4       76.0       67.4       49.5       43.4       69.0       63.7
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, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    53,324:     4,616      5,684          0     43,369     41,059     47,985     46,743:     5,339      6,581
Old  :    53,324:     4,616      5,684          0     43,369     41,059     47,985     46,743:     5,339      6,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -2,911:      -720     -2,648          0     -1,914        200     -2,634     -2,448:      -277       -463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       10.7        0.0       81.3       77.0       90.0       87.7:      10.0       12.3
Old  :     100.0:       8.7       10.7        0.0       81.3       77.0       90.0       87.7:      10.0       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          2          0         14         15         15         17:
Old  :        23:         1          2          0         14         15         15         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  :                 53.3       43.7       76.8       66.8       47.7       40.4       69.8       62.2
Old  :                 53.3       43.7       76.8       66.8       47.7       40.4       69.8       62.2
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, November 15, 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  :    70,064:         0     12,769      3,583     59,866     50,496     63,449     66,848:     6,615      3,216
Old  :    70,064:         0     12,769      3,583     59,866     50,496     63,449     66,848:     6,615      3,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     3,518:         0       -702       -274      5,892      5,011      5,618      4,035:    -2,100       -517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.2        5.1       85.4       72.1       90.6       95.4:       9.4        4.6
Old  :     100.0:       0.0       18.2        5.1       85.4       72.1       90.6       95.4:       9.4        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          3          3         17         16         20         19:
Old  :        23:         0          3          3         17         16         20         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  :                 42.6       58.1       68.0       78.8       36.5       47.9       54.4       61.1
Old  :                 42.6       58.1       68.0       78.8       36.5       47.9       54.4       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders - Futures Only, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    66,546:         0     13,471      3,857     53,974     45,485     57,831     62,813:     8,715      3,733
Old  :    66,546:         0     13,471      3,857     53,974     45,485     57,831     62,813:     8,715      3,733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -227:         0     -1,637      1,029       -167        157        862       -451:    -1,089        224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       20.2        5.8       81.1       68.4       86.9       94.4:      13.1        5.6
Old  :     100.0:       0.0       20.2        5.8       81.1       68.4       86.9       94.4:      13.1        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          3          3         16         15         19         18:
Old  :        22:         0          3          3         16         15         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       60.6       68.6       78.3       38.1       47.7       53.5       58.3
Old  :                 45.6       60.6       68.6       78.3       38.1       47.7       53.5       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-02365F
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    74,657:    22,533      5,390      4,072     38,650     58,604     65,255     68,066:     9,402      6,591
Old  :    74,657:    22,533      5,390      4,072     38,650     58,604     65,255     68,066:     9,402      6,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,589:       126       -661       -184      3,979      4,927      3,921      4,082:       668        507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        7.2        5.5       51.8       78.5       87.4       91.2:      12.6        8.8
Old  :     100.0:      30.2        7.2        5.5       51.8       78.5       87.4       91.2:      12.6        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  :        26:         2          2          2         19         21         22         24:
Old  :        26:         2          2          2         19         21         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  :                 57.8       45.6       73.4       64.3       47.9       36.0       55.6       50.0
Old  :                 57.8       45.6       73.4       64.3       47.9       36.0       55.6       50.0
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, November 8, 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  :    70,068:    22,407      6,051      4,256     34,671     53,677     61,334     63,984:     8,734      6,084
Old  :    70,068:    22,407      6,051      4,256     34,671     53,677     61,334     63,984:     8,734      6,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -299:     1,496        360     -1,412     -2,676        362     -2,592       -690:     2,293        391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        8.6        6.1       49.5       76.6       87.5       91.3:      12.5        8.7
Old  :     100.0:      32.0        8.6        6.1       49.5       76.6       87.5       91.3:      12.5        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  :        25:         2          2          2         18         20         21         23:
Old  :        25:         2          2          2         18         20         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       45.4       73.5       63.0       47.9       36.1       53.7       49.5
Old  :                 58.9       45.4       73.5       63.0       47.9       36.1       53.7       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-02365G
Commitments of Traders - Futures Only, November 15, 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  :    63,916:        36          0      2,382     58,545     55,824     60,963     58,206:     2,953      5,710
Old  :    63,916:        36          0      2,382     58,545     55,824     60,963     58,206:     2,953      5,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,201:        36     -2,015        739      2,024      6,322      2,799      5,046:     1,402       -845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        0.0        3.7       91.6       87.3       95.4       91.1:       4.6        8.9
Old  :     100.0:       0.1        0.0        3.7       91.6       87.3       95.4       91.1:       4.6        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          0          1         17         19         18         20:
Old  :        26:         1          0          1         17         19         18         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.6       42.5       78.1       65.8       60.8       38.5       68.9       55.8
Old  :                 61.6       42.5       78.1       65.8       60.8       38.5       68.9       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-02365G
Commitments of Traders - Futures Only, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    59,715:         0      2,015      1,643     56,521     49,502     58,164     53,160:     1,551      6,555
Old  :    59,715:         0      2,015      1,643     56,521     49,502     58,164     53,160:     1,551      6,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -5,396:         0        700        210     -6,159     -4,785     -5,949     -3,875:       553     -1,521
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.4        2.8       94.7       82.9       97.4       89.0:       2.6       11.0
Old  :     100.0:       0.0        3.4        2.8       94.7       82.9       97.4       89.0:       2.6       11.0
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         18         18         19:
Old  :        25:         0          1          1         17         18         18         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.0       44.2       79.6       66.1       61.8       39.9       70.4       57.2
Old  :                 65.0       44.2       79.6       66.1       61.8       39.9       70.4       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    54,745:         0      9,107      1,938     46,958     37,424     48,896     48,469:     5,849      6,276
Old  :    54,745:         0      9,107      1,938     46,958     37,424     48,896     48,469:     5,849      6,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,133:      -720     -1,381        621        -48       -465       -147     -1,225:      -986         92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       16.6        3.5       85.8       68.4       89.3       88.5:      10.7       11.5
Old  :     100.0:       0.0       16.6        3.5       85.8       68.4       89.3       88.5:      10.7       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          2          2         22         16         24         18:
Old  :        26:         0          2          2         22         16         24         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  :                 36.0       54.1       57.9       75.7       26.7       37.0       39.8       47.0
Old  :                 36.0       54.1       57.9       75.7       26.7       37.0       39.8       47.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders - Futures Only, November 8, 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  :    55,878:       720     10,488      1,317     47,006     37,889     49,043     49,694:     6,835      6,184
Old  :    55,878:       720     10,488      1,317     47,006     37,889     49,043     49,694:     6,835      6,184
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -2,976:      -248      1,120        158     -4,580     -6,055     -4,670     -4,777:     1,694      1,801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       18.8        2.4       84.1       67.8       87.8       88.9:      12.2       11.1
Old  :     100.0:       1.3       18.8        2.4       84.1       67.8       87.8       88.9:      12.2       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  :        27:         1          2          2         21         14         24         16:
Old  :        27:         1          2          2         21         14         24         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       56.0       56.6       78.5       25.7       40.7       37.3       50.5
Old  :                 35.8       56.0       56.6       78.5       25.7       40.7       37.3       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365M
Commitments of Traders - Futures Only, November 15, 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  :    40,750:         0        222      1,880     35,128     33,983     37,008     36,085:     3,742      4,665
Old  :    40,750:         0        222      1,880     35,128     33,983     37,008     36,085:     3,742      4,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       421:         0        -62        -66        459        487        393        359:        28         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.5        4.6       86.2       83.4       90.8       88.6:       9.2       11.4
Old  :     100.0:       0.0        0.5        4.6       86.2       83.4       90.8       88.6:       9.2       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  :        20:         0          1          1         14         13         15         14:
Old  :        20:         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  :                 54.8       60.5       74.7       78.4       54.8       53.2       69.5       65.7
Old  :                 54.8       60.5       74.7       78.4       54.8       53.2       69.5       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365M
Commitments of Traders - Futures Only, November 8, 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  :    40,329:         0        284      1,946     34,669     33,496     36,615     35,726:     3,714      4,603
Old  :    40,329:         0        284      1,946     34,669     33,496     36,615     35,726:     3,714      4,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.7        4.8       86.0       83.1       90.8       88.6:       9.2       11.4
Old  :     100.0:       0.0        0.7        4.8       86.0       83.1       90.8       88.6:       9.2       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  :        20:         0          1          1         14         13         15         14:
Old  :        20:         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  :                 54.3       59.9       74.5       78.3       54.3       53.2       69.1       65.2
Old  :                 54.3       59.9       74.5       78.3       54.3       53.2       69.1       65.2
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, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    66,477:    17,731          0      2,190     40,963     58,712     60,884     60,902:     5,593      5,575
Old  :    66,477:    17,731          0      2,190     40,963     58,712     60,884     60,902:     5,593      5,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     9,700:     3,852          0          0      7,006     10,718     10,858     10,718:    -1,158     -1,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        0.0        3.3       61.6       88.3       91.6       91.6:       8.4        8.4
Old  :     100.0:      26.7        0.0        3.3       61.6       88.3       91.6       91.6:       8.4        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          0          3         16         20         20         23:
Old  :        26:         4          0          3         16         20         20         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  :                 61.4       45.7       81.7       68.3       39.7       28.9       45.8       39.9
Old  :                 61.4       45.7       81.7       68.3       39.7       28.9       45.8       39.9
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, November 8, 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  :    56,777:    13,879          0      2,190     33,957     47,994     50,026     50,184:     6,751      6,593
Old  :    56,777:    13,879          0      2,190     33,957     47,994     50,026     50,184:     6,751      6,593
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,504:       608          0       -484      1,874      1,935      1,998      1,451:      -494         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        0.0        3.9       59.8       84.5       88.1       88.4:      11.9       11.6
Old  :     100.0:      24.4        0.0        3.9       59.8       84.5       88.1       88.4:      11.9       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  :        24:         4          0          3         15         18         19         21:
Old  :        24:         4          0          3         15         18         19         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       43.6       78.4       66.2       38.6       28.4       46.9       41.0
Old  :                 61.4       43.6       78.4       66.2       38.6       28.4       46.9       41.0
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, November 15, 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  :    50,547:     4,535          0      3,314     36,018     35,127     43,867     38,441:     6,680     12,106
Old  :    50,547:     4,535          0      3,314     36,018     35,127     43,867     38,441:     6,680     12,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     2,541:      -411       -751        -21      3,309      3,311      2,877      2,539:      -336          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        0.0        6.6       71.3       69.5       86.8       76.1:      13.2       23.9
Old  :     100.0:       9.0        0.0        6.6       71.3       69.5       86.8       76.1:      13.2       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  :        24:         2          0          2         18         16         20         18:
Old  :        24:         2          0          2         18         16         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       36.9       67.3       58.5       43.1       30.4       58.5       44.8
Old  :                 45.8       36.9       67.3       58.5       43.1       30.4       58.5       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders - Futures Only, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    48,006:     4,946        751      3,335     32,709     31,816     40,990     35,902:     7,016     12,104
Old  :    48,006:     4,946        751      3,335     32,709     31,816     40,990     35,902:     7,016     12,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,381:     2,305        751       -340     -3,188     -1,816     -1,223     -1,405:      -158         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        1.6        6.9       68.1       66.3       85.4       74.8:      14.6       25.2
Old  :     100.0:      10.3        1.6        6.9       68.1       66.3       85.4       74.8:      14.6       25.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          2         15         15         17         17:
Old  :        21:         1          1          2         15         15         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       36.8       70.1       58.9       44.7       32.1       59.0       43.3
Old  :                 48.3       36.8       70.1       58.9       44.7       32.1       59.0       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders - Futures Only, November 15, 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  : 1,408,277:   335,523     57,084    285,008    769,676  1,054,751  1,390,207  1,396,843:    18,070     11,434
Old  : 1,408,277:   335,523     57,084    285,008    769,676  1,054,751  1,390,207  1,396,843:    18,070     11,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    30,268:   -11,382     -7,141     25,289     14,389     12,429     28,296     30,577:     1,972       -309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        4.1       20.2       54.7       74.9       98.7       99.2:       1.3        0.8
Old  :     100.0:      23.8        4.1       20.2       54.7       74.9       98.7       99.2:       1.3        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  :       137:        30         12         35         89         79        130        116:
Old  :       137:        30         12         35         89         79        130        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  :                 24.7       24.4       38.8       42.4       16.5       18.5       25.7       31.4
Old  :                 24.7       24.4       38.8       42.4       16.5       18.5       25.7       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders - Futures Only, November 8, 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  : 1,378,009:   346,905     64,225    259,719    755,287  1,042,322  1,361,911  1,366,266:    16,098     11,743
Old  : 1,378,009:   346,905     64,225    259,719    755,287  1,042,322  1,361,911  1,366,266:    16,098     11,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    34,419:       948    -23,749     13,343     24,040     44,580     38,331     34,174:    -3,912        245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        4.7       18.8       54.8       75.6       98.8       99.1:       1.2        0.9
Old  :     100.0:      25.2        4.7       18.8       54.8       75.6       98.8       99.1:       1.2        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        29         12         33         88         80        128        115:
Old  :       135:        29         12         33         88         80        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  :                 25.2       25.1       38.6       43.1       17.7       18.8       26.5       31.6
Old  :                 25.2       25.1       38.6       43.1       17.7       18.8       26.5       31.6
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, November 15, 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  :   308,436:    72,865     97,488     75,391    157,092    134,510    305,348    307,389:     3,088      1,047
Old  :   308,436:    72,865     97,488     75,391    157,092    134,510    305,348    307,389:     3,088      1,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    31,692:    10,398        -17     11,641     10,158     19,714     32,197     31,338:      -505        354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       31.6       24.4       50.9       43.6       99.0       99.7:       1.0        0.3
Old  :     100.0:      23.6       31.6       24.4       50.9       43.6       99.0       99.7:       1.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        15          7         18         30         28         51         47:
Old  :        53:        15          7         18         30         28         51         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  :                 37.2       53.0       57.8       71.2       24.5       41.3       36.5       46.8
Old  :                 37.2       53.0       57.8       71.2       24.5       41.3       36.5       46.8
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, November 8, 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  :   276,744:    62,467     97,505     63,750    146,934    114,796    273,151    276,051:     3,593        693
Old  :   276,744:    62,467     97,505     63,750    146,934    114,796    273,151    276,051:     3,593        693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    30,231:     5,988     28,560      1,821     22,030        255     29,839     30,636:       392       -405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       35.2       23.0       53.1       41.5       98.7       99.7:       1.3        0.3
Old  :     100.0:      22.6       35.2       23.0       53.1       41.5       98.7       99.7:       1.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        14          8         18         30         28         51         47:
Old  :        53:        14          8         18         30         28         51         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  :                 37.8       57.9       56.0       73.0       25.8       43.1       37.1       48.1
Old  :                 37.8       57.9       56.0       73.0       25.8       43.1       37.1       48.1
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, November 15, 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  :    72,723:    22,436      6,580     11,654     37,871     53,689     71,961     71,923:       762        800
Old  :    72,723:    22,436      6,580     11,654     37,871     53,689     71,961     71,923:       762        800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       304:    -1,160     -1,880      1,000        -44        626       -204       -254:       508        558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        9.0       16.0       52.1       73.8       99.0       98.9:       1.0        1.1
Old  :     100.0:      30.9        9.0       16.0       52.1       73.8       99.0       98.9:       1.0        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         3          8         10         37         40         47         51:
Old  :        53:         3          8         10         37         40         47         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  :                 55.1       39.0       67.9       57.6       45.7       31.2       51.2       45.6
Old  :                 55.1       39.0       67.9       57.6       45.7       31.2       51.2       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders - Futures Only, November 8, 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  :    72,419:    23,596      8,460     10,654     37,915     53,063     72,165     72,177:       254        242
Old  :    72,419:    23,596      8,460     10,654     37,915     53,063     72,165     72,177:       254        242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,282:    -2,710       -960        328        960       -790     -1,422     -1,422:       140        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       11.7       14.7       52.4       73.3       99.6       99.7:       0.4        0.3
Old  :     100.0:      32.6       11.7       14.7       52.4       73.3       99.6       99.7:       0.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         3          8         10         37         39         47         50:
Old  :        53:         3          8         10         37         39         47         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       40.1       69.3       59.9       47.9       33.6       53.3       46.7
Old  :                 56.4       40.1       69.3       59.9       47.9       33.6       53.3       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    26,355:     3,472      4,126      2,719     20,123     18,960     26,314     25,805:        41        550
Old  :    26,355:     3,472      4,126      2,719     20,123     18,960     26,314     25,805:        41        550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       788:    -1,062        187        472      1,337         88        747        747:        41         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       15.7       10.3       76.4       71.9       99.8       97.9:       0.2        2.1
Old  :     100.0:      13.2       15.7       10.3       76.4       71.9       99.8       97.9:       0.2        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         3          4          6         23         24         30         30:
Old  :        39:         3          4          6         23         24         30         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       47.1       77.4       70.7       49.6       44.3       66.4       61.3
Old  :                 58.9       47.1       77.4       70.7       49.6       44.3       66.4       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders - Futures Only, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    25,567:     4,534      3,939      2,247     18,786     18,872     25,567     25,058:         0        509
Old  :    25,567:     4,534      3,939      2,247     18,786     18,872     25,567     25,058:         0        509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -2,181:      -185       -972         46     -2,042     -1,213     -2,181     -2,139:         0        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       15.4        8.8       73.5       73.8      100.0       98.0:       0.0        2.0
Old  :     100.0:      17.7       15.4        8.8       73.5       73.8      100.0       98.0:       0.0        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  :        38:         3          4          6         22         24         29         30:
Old  :        38:         3          4          6         22         24         29         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       50.7       77.3       71.4       54.1       47.4       71.7       65.2
Old  :                 58.2       50.7       77.3       71.4       54.1       47.4       71.7       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465B
Commitments of Traders - Futures Only, November 15, 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  :    11,348:     1,677      4,351        846      8,825      6,151     11,348     11,348:         0          0
Old  :    11,348:     1,677      4,351        846      8,825      6,151     11,348     11,348:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -280:         0        -21          0       -280       -169       -280       -190:         0        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       38.3        7.5       77.8       54.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      14.8       38.3        7.5       77.8       54.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          3          2         16         11         20         15:
Old  :        26:         3          3          2         16         11         20         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       57.2       78.2       81.8       41.2       55.1       59.1       71.3
Old  :                 52.9       57.2       78.2       81.8       41.2       55.1       59.1       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465B
Commitments of Traders - Futures Only, November 8, 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  :    11,628:     1,677      4,372        846      9,105      6,320     11,628     11,538:         0         90
Old  :    11,628:     1,677      4,372        846      9,105      6,320     11,628     11,538:         0         90
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       609:    -1,068        991     -1,260      2,937        788        609        519:         0         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       37.6        7.3       78.3       54.4      100.0       99.2:       0.0        0.8
Old  :     100.0:      14.4       37.6        7.3       78.3       54.4      100.0       99.2:       0.0        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  :        26:         3          3          2         16         11         20         15:
Old  :        26:         3          3          2         16         11         20         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  :                 51.4       58.3       76.1       81.5       41.0       49.6       58.5       65.2
Old  :                 51.4       58.3       76.1       81.5       41.0       49.6       58.5       65.2
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, November 15, 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  :    19,472:     4,040      5,372      2,054     13,046     11,546     19,140     18,972:       332        500
Old  :    19,472:     4,040      5,372      2,054     13,046     11,546     19,140     18,972:       332        500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       344:       540        220        272       -540       -140        272        352:        72         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       27.6       10.5       67.0       59.3       98.3       97.4:       1.7        2.6
Old  :     100.0:      20.7       27.6       10.5       67.0       59.3       98.3       97.4:       1.7        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          3          7         20         21         27         28:
Old  :        30:         4          3          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  :                 44.3       53.7       67.3       80.3       39.7       43.0       55.2       63.0
Old  :                 44.3       53.7       67.3       80.3       39.7       43.0       55.2       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465H
Commitments of Traders - Futures Only, November 8, 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  :    19,128:     3,500      5,152      1,782     13,586     11,686     18,868     18,620:       260        508
Old  :    19,128:     3,500      5,152      1,782     13,586     11,686     18,868     18,620:       260        508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,772:        40      1,144        150      1,552        468      1,742      1,762:        30         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       26.9        9.3       71.0       61.1       98.6       97.3:       1.4        2.7
Old  :     100.0:      18.3       26.9        9.3       71.0       61.1       98.6       97.3:       1.4        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          4          6         20         21         26         28:
Old  :        30:         3          4          6         20         21         26         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  :                 46.3       52.6       71.1       80.8       39.4       43.7       58.3       62.8
Old  :                 46.3       52.6       71.1       80.8       39.4       43.7       58.3       62.8
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, November 15, 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  :    22,936:    10,240        120      1,290     10,770     20,998     22,300     22,408:       636        528
Old  :    22,936:    10,240        120      1,290     10,770     20,998     22,300     22,408:       636        528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       140:       240          0        -40          0       -120        200       -160:       -60        300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6        0.5        5.6       47.0       91.6       97.2       97.7:       2.8        2.3
Old  :     100.0:      44.6        0.5        5.6       47.0       91.6       97.2       97.7:       2.8        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  :        32:         2          1          3         22         26         25         29:
Old  :        32:         2          1          3         22         26         25         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  :                 65.8       51.8       78.5       75.3       59.2       49.0       71.2       68.9
Old  :                 65.8       51.8       78.5       75.3       59.2       49.0       71.2       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06465M
Commitments of Traders - Futures Only, November 8, 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  :    22,796:    10,000        120      1,330     10,770     21,118     22,100     22,568:       696        228
Old  :    22,796:    10,000        120      1,330     10,770     21,118     22,100     22,568:       696        228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -928:    -1,200          0          0        292       -928       -908       -928:       -20          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9        0.5        5.8       47.2       92.6       96.9       99.0:       3.1        1.0
Old  :     100.0:      43.9        0.5        5.8       47.2       92.6       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  :        32:         2          1          3         22         26         25         29:
Old  :        32:         2          1          3         22         26         25         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  :                 65.3       52.6       78.1       76.2       58.5       49.9       70.6       69.9
Old  :                 65.3       52.6       78.1       76.2       58.5       49.9       70.6       69.9
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, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    10,610:       746         80        804      8,540      9,426     10,090     10,310:       520        300
Old  :    10,610:       746         80        804      8,540      9,426     10,090     10,310:       520        300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       776:      -520          0        116        700        420        296        536:       480        240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        0.8        7.6       80.5       88.8       95.1       97.2:       4.9        2.8
Old  :     100.0:       7.0        0.8        7.6       80.5       88.8       95.1       97.2:       4.9        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          1          2         16         11         18         14:
Old  :        21:         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  :                 50.7       70.6       80.2       89.7       41.2       66.8       62.2       70.3
Old  :                 50.7       70.6       80.2       89.7       41.2       66.8       62.2       70.3
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, November 8, 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  :     9,834:     1,266         80        688      7,840      9,006      9,794      9,774:        40         60
Old  :     9,834:     1,266         80        688      7,840      9,006      9,794      9,774:        40         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -212:      -384          0       -112        264       -120       -232       -232:        20         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        0.8        7.0       79.7       91.6       99.6       99.4:       0.4        0.6
Old  :     100.0:      12.9        0.8        7.0       79.7       91.6       99.6       99.4:       0.4        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          1          2         15         11         17         14:
Old  :        21:         2          1          2         15         11         17         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  :                 58.9       74.1       86.6       91.4       47.9       70.2       69.4       74.8
Old  :                 58.9       74.1       86.6       91.4       47.9       70.2       69.4       74.8
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, November 15, 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  :   845,065:   115,494    171,662    121,405    543,858    473,204    780,757    766,271:    64,308     78,794
Old  :   845,065:   115,494    171,662    121,405    543,858    473,204    780,757    766,271:    64,308     78,794
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    14,308:    -6,585      1,767     -6,926     13,357      8,119       -154      2,960:    14,462     11,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       20.3       14.4       64.4       56.0       92.4       90.7:       7.6        9.3
Old  :     100.0:      13.7       20.3       14.4       64.4       56.0       92.4       90.7:       7.6        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        55        106         90         74         81        192        220:
Old  :       256:        55        106         90         74         81        192        220:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       17.7       37.9       26.6       20.4       11.3       27.7       17.4
Old  :                 26.2       17.7       37.9       26.6       20.4       11.3       27.7       17.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders - Futures Only, November 8, 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  :   830,757:   122,079    169,895    128,331    530,501    465,085    780,911    763,311:    49,846     67,446
Old  :   830,757:   122,079    169,895    128,331    530,501    465,085    780,911    763,311:    49,846     67,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     8,924:     1,952      7,728      1,381      9,430      3,878     12,763     12,987:    -3,839     -4,063
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       20.5       15.4       63.9       56.0       94.0       91.9:       6.0        8.1
Old  :     100.0:      14.7       20.5       15.4       63.9       56.0       94.0       91.9:       6.0        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        55        108         95         76         83        197        230:
Old  :       263:        55        108         95         76         83        197        230:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       17.5       38.4       26.8       21.1       11.6       28.9       17.8
Old  :                 26.5       17.5       38.4       26.8       21.1       11.6       28.9       17.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders - Futures Only, November 15, 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  :    14,838:     8,687      2,359        439      2,841     11,555     11,967     14,353:     2,871        485
Old  :    14,838:     8,687      2,359        439      2,841     11,555     11,967     14,353:     2,871        485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       617:      -608        214        155        666         42        213        411:       404        206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.5       15.9        3.0       19.1       77.9       80.7       96.7:      19.3        3.3
Old  :     100.0:      58.5       15.9        3.0       19.1       77.9       80.7       96.7:      19.3        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  :       114:        59         11          6         15         27         80         41:
Old  :       114:        59         11          6         15         27         80         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  :                 26.7       34.2       40.6       53.3       26.7       34.2       40.6       53.3
Old  :                 26.7       34.2       40.6       53.3       26.7       34.2       40.6       53.3
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, November 8, 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  :    14,221:     9,295      2,145        284      2,175     11,513     11,754     13,942:     2,467        279
Old  :    14,221:     9,295      2,145        284      2,175     11,513     11,754     13,942:     2,467        279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :        41:       106       -114        -43         84        443        147        286:      -106       -245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.4       15.1        2.0       15.3       81.0       82.7       98.0:      17.3        2.0
Old  :     100.0:      65.4       15.1        2.0       15.3       81.0       82.7       98.0:      17.3        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  :       118:        64         11          6         13         29         82         44:
Old  :       118:        64         11          6         13         29         82         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  :                 25.8       35.1       40.2       53.7       25.8       35.1       40.2       53.6
Old  :                 25.8       35.1       40.2       53.7       25.8       35.1       40.2       53.6
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, November 15, 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  :    12,913:     9,811        671          0        971     10,945     10,782     11,616:     2,131      1,297
Old  :    12,913:     9,811        671          0        971     10,945     10,782     11,616:     2,131      1,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,388:     1,311        209          0         26        997      1,337      1,206:        51        182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.0        5.2        0.0        7.5       84.8       83.5       90.0:      16.5       10.0
Old  :     100.0:      76.0        5.2        0.0        7.5       84.8       83.5       90.0:      16.5       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  :        64:        30          6          0          8         24         38         30:
Old  :        64:        30          6          0          8         24         38         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       46.9       51.2       69.0       35.0       45.5       51.2       67.6
Old  :                 35.0       46.9       51.2       69.0       35.0       45.5       51.2       67.6
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, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :    11,525:     8,500        462          0        945      9,948      9,445     10,410:     2,080      1,115
Old  :    11,525:     8,500        462          0        945      9,948      9,445     10,410:     2,080      1,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       450:       476        -10        -12         54        514        518        492:       -68        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.8        4.0        0.0        8.2       86.3       82.0       90.3:      18.0        9.7
Old  :     100.0:      73.8        4.0        0.0        8.2       86.3       82.0       90.3:      18.0        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        30          4          0          8         19         38         23:
Old  :        57:        30          4          0          8         19         38         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  :                 34.2       51.0       50.7       74.0       34.2       49.6       50.7       72.6
Old  :                 34.2       51.0       50.7       74.0       34.2       49.6       50.7       72.6
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, November 15, 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  :   138,236:    28,866      8,152     12,412     85,388    107,307    126,666    127,871:    11,570     10,365
Old  :   138,236:    28,866      8,152     12,412     85,388    107,307    126,666    127,871:    11,570     10,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     6,192:       795      1,441      1,052      4,807      4,407      6,654      6,900:      -462       -708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        5.9        9.0       61.8       77.6       91.6       92.5:       8.4        7.5
Old  :     100.0:      20.9        5.9        9.0       61.8       77.6       91.6       92.5:       8.4        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  :       156:        49         19         35         68         70        132        114:
Old  :       156:        49         19         35         68         70        132        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       21.9       38.1       34.0       19.7       18.9       29.0       28.1
Old  :                 24.3       21.9       38.1       34.0       19.7       18.9       29.0       28.1
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, November 8, 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  :   132,044:    28,071      6,711     11,360     80,581    102,900    120,012    120,971:    12,032     11,073
Old  :   132,044:    28,071      6,711     11,360     80,581    102,900    120,012    120,971:    12,032     11,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     2,137:      -426      1,959      2,373       -625     -3,939      1,322        393:       815      1,744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        5.1        8.6       61.0       77.9       90.9       91.6:       9.1        8.4
Old  :     100.0:      21.3        5.1        8.6       61.0       77.9       90.9       91.6:       9.1        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  :       151:        47         21         36         61         70        124        113:
Old  :       151:        47         21         36         61         70        124        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  :                 25.6       22.2       41.1       35.3       19.6       18.4       29.7       28.7
Old  :                 25.6       22.2       41.1       35.3       19.6       18.4       29.7       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 28, 2005