WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      183,042
COMMITMENTS
  37,754   67,376   13,609  106,574   80,526  157,937  161,511   25,105   21,531

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,659)
    -532   -1,321     -453    1,353      794      368     -980   -2,027     -679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     36.8      7.4     58.2     44.0     86.3     88.2     13.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      86       83       46       52       58      156      175
 
 
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      184,701
COMMITMENTS
  38,286   68,697   14,062  105,221   79,732  157,569  162,491   27,132   22,210

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -1,860)
   2,021   -6,372   -1,057   -1,546    6,499     -582     -930   -1,278     -930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     37.2      7.6     57.0     43.2     85.3     88.0     14.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      90       87       49       54       58      166      180
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      592,919
COMMITMENTS
  80,354  161,481   33,313  386,856  269,356  500,523  464,150   92,396  128,769

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,710)
   1,805   -8,279   -1,712     -770    5,616     -677   -4,375   -1,033    2,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     27.2      5.6     65.2     45.4     84.4     78.3     15.6     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      653)
     145      163       91      229      241      425      460
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      594,629
COMMITMENTS
  78,549  169,760   35,025  387,626  263,740  501,200  468,525   93,429  126,104

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      5,543)
   2,811   -3,343    1,763      956    6,198    5,530    4,618       13      925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     28.5      5.9     65.2     44.4     84.3     78.8     15.7     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      652)
     148      157       98      224      241      429      459
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,165
COMMITMENTS
   1,381      815       26    1,978    4,630    3,385    5,471    3,780    1,694

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        436)
     331       73       10     -176      236      165      319      271      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     11.4      0.4     27.6     64.6     47.2     76.4     52.8     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        5        1       14       11       28       16
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,729
COMMITMENTS
   1,050      742       16    2,154    4,394    3,220    5,152    3,509    1,577

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        136)
     -43     -441        6     -310      368     -347      -67      483      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     11.0      0.2     32.0     65.3     47.9     76.6     52.1     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        4        1       15       12       27       16
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      236,272
COMMITMENTS
  36,521   67,090   16,287  144,920  100,484  197,728  183,861   38,544   52,411

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -6,418)
  -1,041   -3,477   -1,518    3,318    1,216      759   -3,779   -7,177   -2,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     28.4      6.9     61.3     42.5     83.7     77.8     16.3     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      88      125       76       92      109      235      264
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      242,690
COMMITMENTS
  37,562   70,567   17,805  141,602   99,268  196,969  187,640   45,721   55,050

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -10,365)
   5,510      993   -5,180   -7,097   -1,863   -6,767   -6,050   -3,598   -4,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     29.1      7.3     58.3     40.9     81.2     77.3     18.8     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
     103      136       87       95      110      261      281
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      149,081
COMMITMENTS
  20,699   34,895   17,696   86,979   75,816  125,374  128,407   23,707   20,674

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -473)
   4,877   -9,201      629   -6,172    7,047     -666   -1,525      193    1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     23.4     11.9     58.3     50.9     84.1     86.1     15.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      35       31       28       50       45      102       99
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      149,554
COMMITMENTS
  15,822   44,096   17,067   93,151   68,769  126,040  129,932   23,514   19,622

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -5,119)
  -1,677   -3,349      321   -2,244      284   -3,600   -2,744   -1,519   -2,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     29.5     11.4     62.3     46.0     84.3     86.9     15.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      29       36       30       53       42      101      103
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      602,846
COMMITMENTS
 160,159   95,122   26,520  328,180  375,187  514,859  496,829   87,987  106,017

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -46,450)
 -24,397   -3,960   -1,974   -7,538  -37,289  -33,909  -43,223  -12,541   -3,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     15.8      4.4     54.4     62.2     85.4     82.4     14.6     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      40       38       17       56       80      108      125
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      649,296
COMMITMENTS
 184,556   99,082   28,494  335,718  412,476  548,768  540,052  100,528  109,244

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      5,119)
 -10,040   10,488     -400   21,255    4,525   10,815   14,613   -5,696   -9,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     15.3      4.4     51.7     63.5     84.5     83.2     15.5     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      43       43       21       58       91      116      142
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      144,477
COMMITMENTS
   8,532   26,662   23,153   86,088   69,968  117,773  119,783   26,704   24,694

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -476)
   1,834   -1,418     -158     -268    1,446    1,408     -130   -1,884     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     18.5     16.0     59.6     48.4     81.5     82.9     18.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      23       47       42       50       50      108      120
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      144,953
COMMITMENTS
   6,698   28,080   23,311   86,356   68,522  116,365  119,913   28,588   25,040

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:       -555)
  -3,182   -1,169    1,391    2,553   -3,527      762   -3,305   -1,317    2,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     19.4     16.1     59.6     47.3     80.3     82.7     19.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      19       44       41       53       46      106      116
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,426
COMMITMENTS
   1,358    1,331      103      888    1,678    2,349    3,112    2,077    1,314

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        -64)
     159      134        2     -261     -190     -100      -54       36      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     30.1      2.3     20.1     37.9     53.1     70.3     46.9     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        9        3        4        7       14       16
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,490
COMMITMENTS
   1,199    1,197      101    1,149    1,868    2,449    3,166    2,041    1,324

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:         58)
     -85     -112      -28     -172      259     -285      119      343      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     26.7      2.2     25.6     41.6     54.5     70.5     45.5     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        6        4        9        8       18       16
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      248,617
COMMITMENTS
  62,456   70,027    1,400  159,101  128,534  222,957  199,961   25,660   48,656

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,240)
   3,880    5,258   -2,371        4   -2,611    1,513      276     -273      964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     28.2      0.6     64.0     51.7     89.7     80.4     10.3     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      18       49        5       44       66       65      117
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      247,377
COMMITMENTS
  58,576   64,769    3,771  159,097  131,145  221,444  199,685   25,933   47,692

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      8,737)
    -183    1,531   -1,934   10,349   12,677    8,232   12,274      505   -3,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     26.2      1.5     64.3     53.0     89.5     80.7     10.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      17       50        8       47       69       69      123
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,611,687
COMMITMENTS
 395,758  348,175   19,059  1045916  965,333  1460733  1332567  150,954  279,120

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      9,726)
  23,427    5,434   -2,884   11,276    7,087   31,819    9,637  -22,093       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     21.6      1.2     64.9     59.9     90.6     82.7      9.4     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      53      101       28       91      170      162      281
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,601,961
COMMITMENTS
 372,331  342,741   21,943  1034640  958,246  1428914  1322930  173,047  279,031

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -63,055)
 -30,236  -10,551  -13,085  -25,888   -3,967  -69,209  -27,603    6,154  -35,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     21.4      1.4     64.6     59.8     89.2     82.6     10.8     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
      53      119       38       93      171      175      300
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,154,246
COMMITMENTS
 322,838  206,128   43,306  712,896  739,723  1079040  989,157   75,206  165,089

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -35,141)
 -10,602  -12,328   -6,182   -3,600   -6,096  -20,384  -24,606  -14,757  -10,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     17.9      3.8     61.8     64.1     93.5     85.7      6.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      46       86       16       73      130      126      225
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,189,387
COMMITMENTS
 333,440  218,456   49,488  716,496  745,819  1099424  1013763   89,963  175,624

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:   -224,741)
 -37,998   -9,348 -143,515  -28,909  -74,250 -210,422 -227,113  -14,319    2,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     18.4      4.2     60.2     62.7     92.4     85.2      7.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      54       88       18       75      132      137      230
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      471,762
COMMITMENTS
 182,569   43,796   54,237  208,147  357,458  444,953  455,491   26,809   16,271

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      3,165)
   3,192    5,537   -2,182    2,193     -514    3,203    2,841      -38      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7      9.3     11.5     44.1     75.8     94.3     96.6      5.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      52       20       27       64       59      125       98
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      468,597
COMMITMENTS
 179,377   38,259   56,419  205,954  357,972  441,750  452,650   26,847   15,947

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:       -877)
 -10,213   -6,274   -7,604   12,947   11,131   -4,870   -2,747    3,993    1,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3      8.2     12.0     44.0     76.4     94.3     96.6      5.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      51       16       24       63       60      121       94
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,296
COMMITMENTS
  19,620    9,541       31   25,133   32,690   44,784   42,262    4,512    7,034

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,070)
   1,914      229       -2      283      770    2,195      997   -1,125       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     19.4      0.1     51.0     66.3     90.8     85.7      9.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      32       18        1       21       12       54       30
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,226
COMMITMENTS
  17,706    9,312       33   24,850   31,920   42,589   41,265    5,637    6,961

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -23,349)
  -2,321   -3,435   -1,140  -12,080   -6,646  -15,541  -11,221   -7,808  -12,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     19.3      0.1     51.5     66.2     88.3     85.6     11.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      31       17        1       19       11       51       28
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       35,701
COMMITMENTS
   8,476   10,811      226   19,437   15,773   28,139   26,810    7,562    8,891

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -5,247)
     766    1,977     -203    1,884    1,847    2,447    3,621   -7,694   -8,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     30.3      0.6     54.4     44.2     78.8     75.1     21.2     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      22       22        2       22       11       44       35
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       40,948
COMMITMENTS
   7,710    8,834      429   17,553   13,926   25,692   23,189   15,256   17,759

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -40,399)
  -6,547   -7,116   -1,683  -26,029  -36,161  -34,259  -44,960   -6,140    4,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     21.6      1.0     42.9     34.0     62.7     56.6     37.3     43.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      21       23        2       18       12       39       37
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,307
COMMITMENTS
   2,031    6,400    1,006   32,906   27,529   35,943   34,935      364    1,372

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -705)
    -295     -614        0     -577      -96     -872     -710      167        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     17.6      2.8     90.6     75.8     99.0     96.2      1.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4       21        2       17       15       23       36
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       37,012
COMMITMENTS
   2,326    7,014    1,006   33,483   27,625   36,815   35,645      197    1,367

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        278)
      64       13        0      293      347      357      360      -79      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     19.0      2.7     90.5     74.6     99.5     96.3      0.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4       22        2       17       15       23       37
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       13,126
COMMITMENTS
     681    1,580        0   12,433   11,090   13,114   12,670       12      456

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -386)
     296      -76        0     -669     -122     -373     -198      -13     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     12.0      0.0     94.7     84.5     99.9     96.5      0.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        7        0        8       10       10       17
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       13,512
COMMITMENTS
     385    1,656        0   13,102   11,212   13,487   12,868       25      644

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        684)
    -194     -120        0      862      608      668      488       16      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     12.3      0.0     97.0     83.0     99.8     95.2      0.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        8        0        8        9       10       17
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,130
COMMITMENTS
   4,206    2,156    1,145   16,676   16,563   22,027   19,864    2,103    4,266

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        719)
     184      187       78      749      821    1,011    1,086     -292     -367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      8.9      4.7     69.1     68.6     91.3     82.3      8.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      22        9       15       33       42       60       61
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,411
COMMITMENTS
   4,022    1,969    1,067   15,927   15,742   21,016   18,778    2,395    4,633

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        722)
      88       43      103      279      369      470      515      252      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      8.4      4.6     68.0     67.2     89.8     80.2     10.2     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      22        9       13       31       41       58       58
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       96,092
COMMITMENTS
  24,370    7,192   14,677   38,088   41,546   77,135   63,415   18,957   32,677

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      2,775)
     138      650      883      719      137    1,740    1,670    1,035    1,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      7.5     15.3     39.6     43.2     80.3     66.0     19.7     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      51       34       45       24       35      111       89
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       93,317
COMMITMENTS
  24,232    6,542   13,794   37,369   41,409   75,395   61,745   17,922   31,572

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -4,265)
     357     -254   -2,504   -1,921   -3,616   -4,068   -6,374     -197    2,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      7.0     14.8     40.0     44.4     80.8     66.2     19.2     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      53       31       47       23       33      109       89
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,953
COMMITMENTS
     551      422      150      725      312    1,426      884      527    1,069

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:         44)
    -126       19       37      158       65       69      121      -25      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     21.6      7.7     37.1     16.0     73.0     45.3     27.0     54.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6       11        1        5        2       11       14
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,909
COMMITMENTS
     677      403      113      567      247    1,357      763      552    1,146

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        -62)
     -79      -27       13      124       40       58       26     -120      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     21.1      5.9     29.7     12.9     71.1     40.0     28.9     60.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6       10        2        3        2       10       13
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      133,896
COMMITMENTS
  38,997   15,438   16,185   63,737   70,944  118,919  102,567   14,977   31,329

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      6,463)
   4,615     -582      197    1,117    5,103    5,929    4,718      534    1,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     11.5     12.1     47.6     53.0     88.8     76.6     11.2     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      53       38       36       40       95      109      156
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      127,433
COMMITMENTS
  34,382   16,020   15,988   62,620   65,841  112,990   97,849   14,443   29,584

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      9,267)
   8,094     -165      977    1,238    5,085   10,309    5,897   -1,042    3,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     12.6     12.5     49.1     51.7     88.7     76.8     11.3     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      43       39       37       37       88       98      147
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,875
COMMITMENTS
     814      692      209      808    1,556    1,831    2,457    2,044    1,418

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        303)
     267      -92      -23      -86      269      158      154      145      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     17.9      5.4     20.9     40.2     47.3     63.4     52.7     36.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        9        9        6       12       24       24
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,572
COMMITMENTS
     547      784      232      894    1,287    1,673    2,303    1,899    1,269

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        183)
     -74       35       94      -80     -121      -60        8      243      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     21.9      6.5     25.0     36.0     46.8     64.5     53.2     35.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9       10        7        9        9       23       22
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       16,027
COMMITMENTS
   3,668    2,701    1,465    6,521    2,861   11,654    7,027    4,373    9,000

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        428)
     443      142     -146      -29      -27      268      -31      160      459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     16.9      9.1     40.7     17.9     72.7     43.8     27.3     56.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      19       23       13       27       28       54       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       15,599
COMMITMENTS
   3,225    2,559    1,611    6,550    2,888   11,386    7,058    4,213    8,541

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        -46)
   1,165     -865     -339     -662      162      164   -1,042     -210      996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     16.4     10.3     42.0     18.5     73.0     45.2     27.0     54.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      20       23       19       27       29       60       61
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       66,171
COMMITMENTS
  19,215   13,081      366   17,599   41,225   37,180   54,672   28,991   11,499

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        719)
  -1,207   -1,065        0    2,326    3,219    1,119    2,154     -400   -1,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     19.8      0.6     26.6     62.3     56.2     82.6     43.8     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      15        8        2       19       17       34       27
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       65,452
COMMITMENTS
  20,422   14,146      366   15,273   38,006   36,061   52,518   29,391   12,934

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -35,861)
  -1,467    1,334       -2  -35,554  -28,106  -37,023  -26,774    1,162   -9,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     21.6      0.6     23.3     58.1     55.1     80.2     44.9     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      19        8        2       17       18       36       28
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       60,282
COMMITMENTS
  33,728    8,739        0    7,955   44,575   41,683   53,314   18,599    6,968

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      3,448)
   3,623   -9,814        0   -1,311   12,961    2,312    3,147    1,136      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.0     14.5      0.0     13.2     73.9     69.1     88.4     30.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      21        3        0        8        9       29       12
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       56,834
COMMITMENTS
  30,105   18,553        0    9,266   31,614   39,371   50,167   17,463    6,667

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        163)
  -4,214    1,794        0    4,108   -1,483     -106      311      269     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.0     32.6      0.0     16.3     55.6     69.3     88.3     30.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      21        4        0       11        8       32       12
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       85,605
COMMITMENTS
  54,120    6,053      666   20,840   72,692   75,626   79,411    9,979    6,194

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        -96)
  -2,976      -24      666    2,716     -719      406      -77     -502      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.2      7.1      0.8     24.3     84.9     88.3     92.8     11.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      47       12        2       15       17       64       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       85,701
COMMITMENTS
  57,096    6,077        0   18,124   73,411   75,220   79,488   10,481    6,213

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      2,658)
     730     -179     -197    1,406    2,163    1,939    1,787      719      871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.6      7.1      0.0     21.1     85.7     87.8     92.8     12.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      47       10        0       15       17       62       27
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       77,644
COMMITMENTS
  33,131   12,980        0   19,585   53,575   52,716   66,555   24,928   11,089

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -3,438)
  -4,361   10,270        0    1,996  -12,873   -2,365   -2,603   -1,073     -835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7     16.7      0.0     25.2     69.0     67.9     85.7     32.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      23       10        0        9       13       32       23
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       81,082
COMMITMENTS
  37,492    2,710        0   17,589   66,448   55,081   69,158   26,001   11,924

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      3,751)
  -3,743      261        0    6,791    2,302    3,048    2,563      703    1,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2      3.3      0.0     21.7     82.0     67.9     85.3     32.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      26        8        0        9       13       35       21
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      150,488
COMMITMENTS
  39,240   11,487      177   74,288  124,182  113,705  135,846   36,783   14,642

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      4,783)
   5,867   -1,310      -19   -3,004    8,484    2,844    7,155    1,939   -2,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      7.6      0.1     49.4     82.5     75.6     90.3     24.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      26       14        2       16       20       42       36
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      145,705
COMMITMENTS
  33,373   12,797      196   77,292  115,698  110,861  128,691   34,844   17,014

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:       -273)
    -263      562       19   -1,141     -775   -1,385     -194    1,112      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      8.8      0.1     53.0     79.4     76.1     88.3     23.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      27       11        3       17       19       45       32
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      147,687
COMMITMENTS
  44,526   27,712    1,347   42,625   65,999   88,498   95,058   59,189   52,629

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        537)
   5,059  -23,919      350   -6,011   19,325     -602   -4,244    1,139    4,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     18.8      0.9     28.9     44.7     59.9     64.4     40.1     35.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      33       25        6       28       18       66       45
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      147,150
COMMITMENTS
  39,467   51,631      997   48,636   46,674   89,100   99,302   58,050   47,848

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     10,737)
   2,703      325      460    2,584    5,405    5,747    6,190    4,990    4,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     35.1      0.7     33.1     31.7     60.6     67.5     39.4     32.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      31       20        6       25       19       59       42
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       40,657
COMMITMENTS
  10,186        0      100   28,214   36,882   38,500   36,982    2,157    3,675

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,135)
   1,286     -354        0      -92    1,172    1,194      818      -59      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      0.0      0.2     69.4     90.7     94.7     91.0      5.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        1       15       25       18       26
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       39,522
COMMITMENTS
   8,900      354      100   28,306   35,710   37,306   36,164    2,216    3,358

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      5,674)
    -448     -586        0    4,938    5,161    4,490    4,575    1,184    1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5      0.9      0.3     71.6     90.4     94.4     91.5      5.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        1       16       25       19       27
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    6,626,943
COMMITMENTS
 593,628  951,081  954,072  4683924  4069589  6231624  5974742  395,319  652,201

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     85,380)
  26,121   47,213    7,481   94,499   56,750  128,101  111,444  -42,721  -26,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     14.4     14.4     70.7     61.4     94.0     90.2      6.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
      65       98      115      170      195      303      361
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    6,541,563
COMMITMENTS
 567,507  903,868  946,591  4589425  4012839  6103523  5863298  438,040  678,265

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    213,480)
  45,574  214,678   39,546  193,185   33,504  278,305  287,728  -64,825  -74,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     13.8     14.5     70.2     61.3     93.3     89.6      6.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
      63      105      117      167      194      302      361
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      667,211
COMMITMENTS
  56,327   59,991    2,551  453,884  503,665  512,762  566,207  154,449  101,004

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -4,170)
    -634     -480      384   -1,354    1,127   -1,604    1,031   -2,566   -5,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      9.0      0.4     68.0     75.5     76.9     84.9     23.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      32       29       10       87       64      127       95
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      671,381
COMMITMENTS
  56,961   60,471    2,167  455,238  502,538  514,366  565,176  157,015  106,205

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:   -113,383)
 -13,523   -9,307   -8,214  -47,233  -37,956  -68,970  -55,477  -44,413  -57,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      9.0      0.3     67.8     74.9     76.6     84.2     23.4     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      33       26        8       85       63      125       90
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      727,822
COMMITMENTS
 188,587   78,516    7,202  300,558  586,286  496,347  672,004  231,475   55,818

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     13,628)
 -13,176   -9,030    1,512   20,864   31,468    9,200   23,950    4,428  -10,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     10.8      1.0     41.3     80.6     68.2     92.3     31.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      79       66       16       67       64      156      136
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      714,194
COMMITMENTS
 201,763   87,546    5,690  279,694  554,818  487,147  648,054  227,047   66,140

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:   -568,410)
 -65,593  -98,491  -53,663 -277,286 -344,798 -396,542 -496,952 -171,868  -71,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     12.3      0.8     39.2     77.7     68.2     90.7     31.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      77       67       12       64       67      149      138
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,122
COMMITMENTS
   1,746      256        0    8,743   11,604   10,489   11,860    2,633    1,262

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:         24)
     126      146        0     -145     -467      -19     -321       43      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      2.0      0.0     66.6     88.4     79.9     90.4     20.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        2        0       23       16       29       18
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,098
COMMITMENTS
   1,620      110        0    8,888   12,071   10,508   12,181    2,590      917

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -6,371)
      83     -892     -694   -4,609   -2,866   -5,220   -4,452   -1,151   -1,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      0.8      0.0     67.9     92.2     80.2     93.0     19.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        1        0       22       18       27       19
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       22,130
COMMITMENTS
   2,789    3,665      141   16,354   15,697   19,284   19,503    2,846    2,627

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,192)
     729     -435       45      145    1,043      919      653      273      539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     16.6      0.6     73.9     70.9     87.1     88.1     12.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       8        5        2       25       19       35       24
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       20,938
COMMITMENTS
   2,060    4,100       96   16,209   14,654   18,365   18,850    2,573    2,088

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -25,818)
  -5,761       55   -3,058   -9,738  -21,248  -18,557  -24,251   -7,261   -1,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     19.6      0.5     77.4     70.0     87.7     90.0     12.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        7        1       24       19       30       26
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       65,015
COMMITMENTS
  13,252   13,097      139   32,179   43,884   45,570   57,120   19,445    7,895

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,793)
  -1,811      847     -152    1,565   -1,274     -398     -579   -1,395   -1,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     20.1      0.2     49.5     67.5     70.1     87.9     29.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      24       32        1       49       32       73       65
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       66,808
COMMITMENTS
  15,063   12,250      291   30,614   45,158   45,968   57,699   20,840    9,109

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -56,153)
  -2,552    2,745   -4,720  -42,940   -5,128  -50,212   -7,103   -5,941  -49,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     18.3      0.4     45.8     67.6     68.8     86.4     31.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      25       33        2       44       34       70       69
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      265,898
COMMITMENTS
 133,621   38,507    3,062  103,535  154,191  240,218  195,760   25,680   70,138

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     19,828)
   4,933    4,706    1,801   12,442   11,108   19,176   17,615      652    2,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3     14.5      1.2     38.9     58.0     90.3     73.6      9.7     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      89       60        8       41       40      135      103
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      246,070
COMMITMENTS
 128,688   33,801    1,261   91,093  143,083  221,042  178,145   25,028   67,925

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:   -295,138)
 -20,776  -34,221  -15,804  -33,804 -229,215  -70,384 -279,240 -224,754  -15,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.3     13.7      0.5     37.0     58.1     89.8     72.4     10.2     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      91       54        8       43       42      139       99
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       60,977
COMMITMENTS
  30,330       73       75    8,428   51,620   38,833   51,768   22,144    9,209

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,694)
   1,261        8       -8     -528    2,926      725    2,926      969   -1,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.7      0.1      0.1     13.8     84.7     63.7     84.9     36.3     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      18        1        1        7       15       26       16
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       59,283
COMMITMENTS
  29,069       65       83    8,956   48,694   38,108   48,842   21,175   10,441

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      2,446)
    -558       -1        1    1,459    1,535      902    1,535    1,544      911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.0      0.1      0.1     15.1     82.1     64.3     82.4     35.7     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      18        1        1        6       14       25       15
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       20,569
COMMITMENTS
   1,811    5,386       21   14,833   12,068   16,665   17,475    3,904    3,094

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -521)
       7     -204        0     -277       64     -270     -140     -251     -381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     26.2      0.1     72.1     58.7     81.0     85.0     19.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
       7       18        1       39       21       47       39
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       21,090
COMMITMENTS
   1,804    5,590       21   15,110   12,004   16,935   17,615    4,155    3,475

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -18,555)
  -2,362   -1,698   -1,648  -12,682   -3,631  -16,692   -6,977   -1,863  -11,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     26.5      0.1     71.6     56.9     80.3     83.5     19.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
       7       19        1       39       22       47       41
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      101,381
COMMITMENTS
  18,356   18,161      568   71,818   77,784   90,742   96,513   10,639    4,868

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -3,264)
   1,118   -2,918       10     -558    2,732      570     -176   -3,834   -3,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     17.9      0.6     70.8     76.7     89.5     95.2     10.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      24       28        6       38       37       65       68
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      104,645
COMMITMENTS
  17,238   21,079      558   72,376   75,052   90,172   96,689   14,473    7,956

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -85,728)
  -4,605  -22,573   -5,249  -29,745  -57,681  -39,599  -85,503  -46,129     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     20.1      0.5     69.2     71.7     86.2     92.4     13.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      25       28        5       36       34       64       64
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       28,598
COMMITMENTS
  12,317    8,975       87    9,160   15,732   21,564   24,794    7,034    3,804

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        595)
   1,218      703       -7      117      628    1,328    1,324     -733     -729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1     31.4      0.3     32.0     55.0     75.4     86.7     24.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      38       22        2       23       21       62       44
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       28,003
COMMITMENTS
  11,099    8,272       94    9,043   15,104   20,236   23,470    7,767    4,533

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -1,772)
     547   -2,221       79   -2,639    1,016   -2,013   -1,126      241     -646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     29.5      0.3     32.3     53.9     72.3     83.8     27.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      35       20        2       21       21       57       42
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:        7,182
COMMITMENTS
   3,034      883        0    1,767      290    4,801    1,173    2,381    6,009

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -2,836)
     987       32     -316      765   -2,800    1,436   -3,084   -4,272      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2     12.3      0.0     24.6      4.0     66.8     16.3     33.2     83.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        6        0        5        2       13        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      112,568
COMMITMENTS
     432    6,593    2,574   46,087   77,949   49,093   87,116   63,475   25,452

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        820)
    -265        1        0      -41    1,202     -306    1,203    1,126     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      5.9      2.3     40.9     69.2     43.6     77.4     56.4     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3       14        3       13       23       18       39
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      111,748
COMMITMENTS
     697    6,592    2,574   46,128   76,747   49,399   85,913   62,349   25,835

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -4,016)
      82     -330        0    1,880   -3,675    1,962   -4,005   -5,978      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      5.9      2.3     41.3     68.7     44.2     76.9     55.8     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4       14        3       12       22       18       38
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:       99,266
COMMITMENTS
  42,318    4,612    4,943   21,040   82,284   68,301   91,839   30,965    7,427

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        840)
     101       59       49     -298       51     -148      159      988      681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6      4.6      5.0     21.2     82.9     68.8     92.5     31.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      86       13       24       20       33      114       64
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:       98,426
COMMITMENTS
  42,217    4,553    4,894   21,338   82,233   68,449   91,680   29,977    6,746

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -3,345)
  -4,339    1,222      247    1,264   -4,803   -2,828   -3,334     -517      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9      4.6      5.0     21.7     83.5     69.5     93.1     30.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      89       15       25       19       35      117       68
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       93,230
COMMITMENTS
  33,281    6,758   10,909   34,586   68,186   78,776   85,853   14,454    7,377

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      7,056)
   4,560    1,254    1,380     -399    3,493    5,541    6,127    1,515      929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7      7.2     11.7     37.1     73.1     84.5     92.1     15.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      64       28       23       35       39      112       80
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       86,174
COMMITMENTS
  28,721    5,504    9,529   34,985   64,693   73,235   79,726   12,939    6,448

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      2,641)
   3,162      555      254   -1,132    1,985    2,284    2,794      357     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3      6.4     11.1     40.6     75.1     85.0     92.5     15.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      61       29       24       36       40      111       81
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      330,965
COMMITMENTS
 169,514   70,761   19,125   85,507  223,002  274,146  312,888   56,819   18,077

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     11,010)
   7,118   -1,382      354    1,246   12,423    8,718   11,395    2,292     -385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.2     21.4      5.8     25.8     67.4     82.8     94.5     17.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
     129       41       34       35       42      187       99
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      319,955
COMMITMENTS
 162,396   72,143   18,771   84,261  210,579  265,428  301,493   54,527   18,462

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      3,926)
   2,394      -65    1,489      182    3,702    4,065    5,126     -139   -1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.8     22.5      5.9     26.3     65.8     83.0     94.2     17.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
     128       45       33       34       42      185      103
 
 
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      116,541
COMMITMENTS
  16,830    2,875    2,103   91,132  110,206  110,065  115,184    6,476    1,357

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -3,176)
  -2,498      696      154     -392   -3,738   -2,736   -2,888     -440     -288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      2.5      1.8     78.2     94.6     94.4     98.8      5.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      41       18       16       43       34       94       62
 
 
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      119,717
COMMITMENTS
  19,328    2,179    1,949   91,524  113,944  112,801  118,072    6,916    1,645

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        613)
    -304     -187      292    1,788    2,033    1,776    2,138   -1,163   -1,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      1.8      1.6     76.5     95.2     94.2     98.6      5.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      44       16       16       41       34       97       58
 
 
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      353,075
COMMITMENTS
  91,292   51,285   27,806  173,679  245,268  292,777  324,359   60,298   28,716

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     17,343)
   9,249   -2,467    2,530   -2,490   17,034    9,289   17,097    8,054      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     14.5      7.9     49.2     69.5     82.9     91.9     17.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      59       39       37       60       51      149      100
 
 
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      335,732
COMMITMENTS
  82,043   53,752   25,276  176,169  228,234  283,488  307,262   52,244   28,470

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     15,117)
 -10,537    3,529    1,517   20,925   12,771   11,905   17,817    3,212   -2,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     16.0      7.5     52.5     68.0     84.4     91.5     15.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      52       39       37       56       51      137      101
 
 
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      110,637
COMMITMENTS
  49,418   13,716    9,252   41,645   82,927  100,315  105,895   10,322    4,742

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,095)
  -1,513      873      353      603     -870     -557      356     -538   -1,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7     12.4      8.4     37.6     75.0     90.7     95.7      9.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
     146       56       52       88      107      265      196
 
 
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      111,732
COMMITMENTS
  50,931   12,843    8,899   41,042   83,797  100,872  105,539   10,860    6,193

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      7,081)
   3,291     -125    2,597    1,292    3,942    7,180    6,414      -99      667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6     11.5      8.0     36.7     75.0     90.3     94.5      9.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
     140       56       51       90      110      263      197
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,359
COMMITMENTS
   4,600    1,381      243    2,528    7,083    7,371    8,707    1,988      652

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        219)
      83      246       28      490      343      601      617     -382     -398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2     14.8      2.6     27.0     75.7     78.8     93.0     21.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      14        4        3        5        6       22       11
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,140
COMMITMENTS
   4,517    1,135      215    2,038    6,740    6,770    8,090    2,370    1,050

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        566)
      94      160      -31      148       91      211      220      355      346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4     12.4      2.4     22.3     73.7     74.1     88.5     25.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      13        4        2        5        6       20       10
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       67,584
COMMITMENTS
  12,252   23,479    3,019   41,054   29,169   56,325   55,667   11,259   11,917

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,654)
    -217     -604     -672      800      696      -89     -580   -1,565   -1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     34.7      4.5     60.7     43.2     83.3     82.4     16.7     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      31       31       18       53       54       91      100
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       69,238
COMMITMENTS
  12,469   24,083    3,691   40,254   28,473   56,414   56,247   12,824   12,991

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        287)
    -490   -1,374      150     -493    1,002     -833     -222    1,120      509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     34.8      5.3     58.1     41.1     81.5     81.2     18.5     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      35       34       20       50       53       89      105
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       33,743
COMMITMENTS
   1,353    9,759    1,838   22,673   15,596   25,864   27,193    7,879    6,550

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        654)
      40      324     -309    1,335      959    1,066      974     -412     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     28.9      5.4     67.2     46.2     76.6     80.6     23.4     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      10       21        7       36       22       49       48
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       33,089
COMMITMENTS
   1,313    9,435    2,147   21,338   14,637   24,798   26,219    8,291    6,870

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        -57)
    -102      381      -76     -707   -1,185     -885     -880      828      823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     28.5      6.5     64.5     44.2     74.9     79.2     25.1     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       9       20        7       35       19       47       45
 
 
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       83,450
COMMITMENTS
  13,466   42,423    3,441   56,342   31,550   73,249   77,414   10,201    6,036

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        179)
    -440    1,685     -201      323   -1,117     -318      367      497     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     50.8      4.1     67.5     37.8     87.8     92.8     12.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      77      112       46       72       61      185      189
 
 
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       83,271
COMMITMENTS
  13,906   40,738    3,642   56,019   32,667   73,567   77,047    9,704    6,224

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -2,281)
   1,171   -3,687     -367   -3,906    1,418   -3,102   -2,636      821      355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     48.9      4.4     67.3     39.2     88.3     92.5     11.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      78      106       44       73       59      185      181
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       33,998
COMMITMENTS
  13,615    2,152    2,318   12,990   28,358   28,923   32,828    5,075    1,170

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -858)
    -344       61     -757      365     -104     -736     -800     -122      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0      6.3      6.8     38.2     83.4     85.1     96.6     14.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      56       13       20       27       18       88       49
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       34,856
COMMITMENTS
  13,959    2,091    3,075   12,625   28,462   29,659   33,628    5,197    1,228

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -3,709)
  -1,939      154   -1,151     -617   -2,685   -3,707   -3,682       -2      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0      6.0      8.8     36.2     81.7     85.1     96.5     14.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      53       14       26       27       20       89       56
 
 
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       27,370
COMMITMENTS
   6,360   19,279    2,021   16,903    2,205   25,284   23,505    2,086    3,865

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      3,325)
     561    1,703      -26    2,685      718    3,220    2,395      105      930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     70.4      7.4     61.8      8.1     92.4     85.9      7.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6       31        3        5        8       12       42
 
 
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       24,045
COMMITMENTS
   5,799   17,576    2,047   14,218    1,487   22,064   21,110    1,981    2,935

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:       -766)
     445   -1,393       -3   -1,316      727     -874     -669      108      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     73.1      8.5     59.1      6.2     91.8     87.8      8.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7       29        4        6        8       15       40
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       25,079
COMMITMENTS
  18,300    1,145        0      770   21,078   19,070   22,223    6,009    2,856

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        487)
     219       11        0       -9     -295      210     -284      277      771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.0      4.6      0.0      3.1     84.0     76.0     88.6     24.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        1        0        1       13        9       14
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       24,592
COMMITMENTS
  18,081    1,134        0      779   21,373   18,860   22,507    5,732    2,085

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      4,765)
   3,892     -619        0      227    5,076    4,119    4,457      646      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.5      4.6      0.0      3.2     86.9     76.7     91.5     23.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        1        0        1       14        9       15
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      159,132
COMMITMENTS
  11,416   22,327   11,466  112,243  100,055  135,125  133,848   24,007   25,284

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -10,803)
  -4,500   -5,765   -4,383    1,672      218   -7,211   -9,930   -3,592     -873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     14.0      7.2     70.5     62.9     84.9     84.1     15.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      21       28       30       68       67      111      105
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      169,935
COMMITMENTS
  15,916   28,092   15,849  110,571   99,837  142,336  143,778   27,599   26,157

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      6,243)
   6,750   -2,896   -1,025     -556   10,393    5,169    6,472    1,074     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     16.5      9.3     65.1     58.8     83.8     84.6     16.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      25       30       32       67       64      111      109
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      385,876
COMMITMENTS
  19,946   63,609  103,717  202,233  192,228  325,896  359,554   59,980   26,322

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -10,821)
    -715     -144      653  -10,598  -11,724  -10,660  -11,215     -161      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     16.5     26.9     52.4     49.8     84.5     93.2     15.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      45       50       57       92       71      168      154
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      396,697
COMMITMENTS
  20,661   63,753  103,064  212,831  203,952  336,556  370,769   60,141   25,928

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      5,303)
   2,551   10,693   -1,245    4,601   -3,135    5,907    6,313     -604   -1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     16.1     26.0     53.7     51.4     84.8     93.5     15.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      44       52       61      100       79      175      164
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,570
COMMITMENTS
     652    6,420    2,772   62,873   59,943   66,297   69,135    4,273    1,435

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        652)
     -56        0       56      652      596      652      652        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      9.1      3.9     89.1     84.9     93.9     98.0      6.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       27       23       28       25
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,918
COMMITMENTS
     708    6,420    2,716   62,221   59,347   65,645   68,483    4,273    1,435

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      1,136)
    -646        0      646    1,136      490    1,136    1,136        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      9.2      3.9     89.0     84.9     93.9     97.9      6.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       27       23       28       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,885
COMMITMENTS
   4,688    9,932    2,140   41,629   33,678   48,457   45,750    2,428    5,135

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -2,630)
   2,996        0   -2,996   -2,962        0   -2,962   -2,996      332      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     19.5      4.2     81.8     66.2     95.2     89.9      4.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       15       13       17       16
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,515
COMMITMENTS
   1,692    9,932    5,136   44,591   33,678   51,419   48,746    2,096    4,769

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     18.6      9.6     83.3     62.9     96.1     91.1      3.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       16       14       18       17
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,419
COMMITMENTS
     879      955    1,424   32,002   33,598   34,305   35,977    4,114    2,442

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -142)
     -13      483      655   -1,150   -1,218     -508      -80      366      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      2.5      3.7     83.3     87.5     89.3     93.6     10.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       11       13       13       16
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,561
COMMITMENTS
     892      472      769   33,152   34,816   34,813   36,057    3,748    2,504

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      1.2      2.0     86.0     90.3     90.3     93.5      9.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       12       13       14       16
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,113
COMMITMENTS
   2,954    3,398    1,257   28,745   29,927   32,956   34,582    3,157    1,531

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        148)
       5        0     -254      248      948       -1      694      149     -546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      9.4      3.5     79.6     82.9     91.3     95.8      8.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       20       16       23       20
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       35,965
COMMITMENTS
   2,949    3,398    1,511   28,497   28,979   32,957   33,888    3,008    2,077

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        603)
     -49        0     -155      776       88      572      -67       31      670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      9.4      4.2     79.2     80.6     91.6     94.2      8.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       19       16       22       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,381
COMMITMENTS
   1,550      160    1,176   46,873   45,979   49,599   47,315    2,782    5,066

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        701)
       0     -124      124    1,005      639    1,129      639     -428       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.3      2.2     89.5     87.8     94.7     90.3      5.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       22       19       24       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,680
COMMITMENTS
   1,550      284    1,052   45,868   45,340   48,470   46,676    3,210    5,004

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:       -103)
    -152     -366       90     -225      235     -287      -41      184      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.5      2.0     88.8     87.7     93.8     90.3      6.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       22       19       24       21
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       27,346
COMMITMENTS
   4,712    3,488        0   21,792   19,732   26,504   23,220      842    4,126

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     12.8      0.0     79.7     72.2     96.9     84.9      3.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        0       11       11       14       13
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      879,323
COMMITMENTS
 172,158   53,348  129,009  565,887  686,114  867,054  868,471   12,269   10,852

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     14,721)
  -6,164   -5,623    6,133   11,754   14,106   11,723   14,616    2,998      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6      6.1     14.7     64.4     78.0     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      16       13       23       88       77      114      104
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      864,602
COMMITMENTS
 178,322   58,971  122,876  554,133  672,008  855,331  853,855    9,271   10,747

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     39,246)
   7,274   -1,601    8,776   24,657   31,421   40,707   38,596   -1,461      650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      6.8     14.2     64.1     77.7     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      16       12       24       80       72      107       98
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,054
COMMITMENTS
   9,105   14,030   18,864   28,268   25,499   56,237   58,393    4,817    2,661

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -16,533)
  -7,226   -9,162   -1,221   -9,551   -7,394  -17,998  -17,777    1,465    1,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     23.0     30.9     46.3     41.8     92.1     95.6      7.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        4        8       18       17       28       25
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,587
COMMITMENTS
  16,331   23,192   20,085   37,819   32,893   74,235   76,170    3,352    1,417

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        480)
   3,854   -4,488     -908   -2,058    5,824      888      428     -408       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     29.9     25.9     48.7     42.4     95.7     98.2      4.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        8       11       20       21       34       33
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       34,318
COMMITMENTS
   4,663      180    5,481   23,657   27,736   33,801   33,397      517      921

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        -39)
     -10      -30      360     -609   -1,029     -259     -699      220      660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      0.5     16.0     68.9     80.8     98.5     97.3      1.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        1        5       25       24       30       30
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       34,357
COMMITMENTS
   4,673      210    5,121   24,266   28,765   34,060   34,096      297      261

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      1,299)
     300     -260    1,350     -171      349    1,479    1,439     -180     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      0.6     14.9     70.6     83.7     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        2        5       25       25       30       31
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       21,354
COMMITMENTS
   1,957    5,048    1,070   18,327   15,236   21,354   21,354        0        0

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        -90)
       0        0        0       82       82       82       82     -172     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     23.6      5.0     85.8     71.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       17       16       20       20
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       21,444
COMMITMENTS
   1,957    5,048    1,070   18,245   15,154   21,272   21,272      172      172

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      1,004)
    -854      754       82    1,776      168    1,004    1,004        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     23.5      5.0     85.1     70.7     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       17       16       20       20
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,654
COMMITMENTS
     888    2,090    1,094    5,649    4,470    7,631    7,654       23        0

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     27.3     14.3     73.8     58.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        3       12       12       17       15
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,654
COMMITMENTS
     888    2,090    1,094    5,649    4,470    7,631    7,654       23        0

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        875)
      88     -630      508      279      997      875      875        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     27.3     14.3     73.8     58.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        3       12       12       17       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      656,458
COMMITMENTS
  69,987   64,968   73,706  469,138  455,359  612,831  594,033   43,627   62,425

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -5,335)
     182   -3,199     -658    4,181    3,797    3,705      -60   -9,040   -5,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      9.9     11.2     71.5     69.4     93.4     90.5      6.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      42       60       65       79       81      168      168
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      661,793
COMMITMENTS
  69,805   68,167   74,364  464,957  451,562  609,126  594,093   52,667   67,700

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -42,341)
   1,495   -9,215   -9,843  -34,791  -22,796  -43,139  -41,854      798     -487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     10.3     11.2     70.3     68.2     92.0     89.8      8.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      46       54       63       75       78      164      161
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,636
COMMITMENTS
   7,207    2,494       91    2,579    8,897    9,877   11,482    2,759    1,154

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        521)
     346      384      -59      262      194      549      519      -28        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.0     19.7      0.7     20.4     70.4     78.2     90.9     21.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      63       15        3       10       22       74       40
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,115
COMMITMENTS
   6,861    2,110      150    2,317    8,703    9,328   10,963    2,787    1,152

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        257)
    -137      263      -78      228      128       13      313      244      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.6     17.4      1.2     19.1     71.8     77.0     90.5     23.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      61       17        3        9       22       72       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        6,327
COMMITMENTS
   2,299      156        0    2,422    5,096    4,721    5,252    1,606    1,075

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        -47)
     628     -800     -292     -463      938     -127     -154       80      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3      2.5      0.0     38.3     80.5     74.6     83.0     25.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        2        0       10       12       25       14
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        6,374
COMMITMENTS
   1,671      956      292    2,885    4,158    4,848    5,406    1,526      968

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:       -164)
     -12      -10      212     -281     -388      -81     -186      -83       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     15.0      4.6     45.3     65.2     76.1     84.8     23.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15        7        3       11       11       27       21
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      164,582
COMMITMENTS
  15,470   13,174   12,037  125,190  123,189  152,697  148,400   11,885   16,182

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      8,075)
     812    2,071      755    5,767    3,659    7,334    6,485      741    1,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      8.0      7.3     76.1     74.8     92.8     90.2      7.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      25       25       28       73       72      117      113
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      156,507
COMMITMENTS
  14,658   11,103   11,282  119,423  119,530  145,363  141,915   11,144   14,592

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -2,124)
    -148   -5,595     -936   -2,748    5,377   -3,832   -1,154    1,708     -970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      7.1      7.2     76.3     76.4     92.9     90.7      7.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      25       28       30       71       75      115      119
 
 
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,208
COMMITMENTS
      15    3,139    5,086   13,927   10,983   19,028   19,208      180        0

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        224)
       0      -81       15      329      290      344      224     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     16.3     26.5     72.5     57.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        6        3       17       16       20       23
 
 
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,984
COMMITMENTS
      15    3,220    5,071   13,598   10,693   18,684   18,984      300        0

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        150)
       0      180       45       75      -75      120      150       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     17.0     26.7     71.6     56.3     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        6        3       16       16       19       23
 
 
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,007
COMMITMENTS
     550    2,516      447    8,010    6,044    9,007    9,007        0        0

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        150)
       0      150        0      150        0      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     27.9      5.0     88.9     67.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       16       14       18       16
 
 
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/21/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,857
COMMITMENTS
     550    2,366      447    7,860    6,044    8,857    8,857        0        0

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -1,205)
    -150     -501     -530     -525     -174   -1,205   -1,205        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     26.7      5.0     88.7     68.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       16       14       18       16


Updated January 7, 2005