WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      212,632
COMMITMENTS
  31,086   67,368   15,527  144,320   96,440  190,933  179,335   21,699   33,297

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      7,934)
  -1,554   12,583    3,036    4,536   -9,358    6,018    6,261    1,916    1,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     31.7      7.3     67.9     45.4     89.8     84.3     10.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      51       98       37       42       48      115      166
 
 
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      204,698
COMMITMENTS
  32,640   54,785   12,491  139,784  105,798  184,915  173,074   19,783   31,624

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      9,434)
   1,713    6,484    3,700    3,969    2,759    9,382   12,943       52   -3,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     26.8      6.1     68.3     51.7     90.3     84.6      9.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      47       86       36       40       53      115      154
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      677,053
COMMITMENTS
 101,287  156,727   41,630  414,245  300,653  557,162  499,010  119,891  178,043

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -6,337)
  -4,447    7,730     -392   -2,305   -7,631   -7,144     -293      807   -6,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     23.1      6.1     61.2     44.4     82.3     73.7     17.7     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      462)
     122      112       76      154      158      318      318
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      683,390
COMMITMENTS
 105,734  148,997   42,022  416,550  308,284  564,306  499,303  119,084  184,087

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     10,086)
   5,764   15,740   -2,696      662      735    3,730   13,779    6,356   -3,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     21.8      6.1     61.0     45.1     82.6     73.1     17.4     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      468)
     119      114       79      159      163      322      328
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,721
COMMITMENTS
   2,051    1,647       48    1,860    4,108    3,959    5,803    3,762    1,918

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:       -189)
     -17       84       13        6     -344        2     -247     -191       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     21.3      0.6     24.1     53.2     51.3     75.2     48.7     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10       12        4       10       13       23       26
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,910
COMMITMENTS
   2,068    1,563       35    1,854    4,452    3,957    6,050    3,953    1,860

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        363)
       2      398      -78      232     -463      156     -143      207      506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     19.8      0.4     23.4     56.3     50.0     76.5     50.0     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        9        3        9       15       20       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      237,723
COMMITMENTS
  36,976   32,098   27,296  127,073  105,341  191,345  164,735   46,378   72,988

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -9,627)
 -11,864    5,285    2,591    2,769  -14,024   -6,504   -6,148   -3,123   -3,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     13.5     11.5     53.5     44.3     80.5     69.3     19.5     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      99       75       74       76       88      219      206
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      247,350
COMMITMENTS
  48,840   26,813   24,705  124,304  119,365  197,849  170,883   49,501   76,467

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      5,396)
   6,360   -3,040   -2,080   -1,691   11,399    2,589    6,279    2,807     -883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     10.8     10.0     50.3     48.3     80.0     69.1     20.0     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
     103       67       64       72       87      217      186
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       13,923
COMMITMENTS
  10,674    3,185      234      121      728   11,029    4,147    2,894    9,776

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:       -105)
    -313      261      -30        0        6     -343      237      238     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.7     22.9      1.7      0.9      5.2     79.2     29.8     20.8     70.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      11        7        5        1        3       14       13
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      125,218
COMMITMENTS
  20,809   19,281   13,161   71,609   77,081  105,579  109,523   19,639   15,695

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:    -20,122)
 -14,185    7,699   -1,194    1,515  -28,254  -13,864  -21,749   -6,258    1,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     15.4     10.5     57.2     61.6     84.3     87.5     15.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      38       26       24       49       40       97       85
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      145,340
COMMITMENTS
  34,994   11,582   14,355   70,094  105,335  119,443  131,272   25,897   14,068

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        947)
   6,757   -3,269   -3,263   -4,222    7,697     -728    1,165    1,675     -218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      8.0      9.9     48.2     72.5     82.2     90.3     17.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      45       26       26       41       44      100       87
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      760,026
COMMITMENTS
 122,684  134,198   18,117  456,329  444,292  597,130  596,607  162,896  163,419

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     55,710)
  24,945   24,019    4,376   13,876   19,956   43,197   48,351   12,513    7,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     17.7      2.4     60.0     58.5     78.6     78.5     21.4     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      39       38       27       65       79      119      130
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      704,316
COMMITMENTS
  97,739  110,179   13,741  442,453  424,336  553,933  548,256  150,383  156,060

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:    -12,582)
  -4,585     -849   -3,640   -5,306   -5,778  -13,531  -10,267      949   -2,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     15.6      2.0     62.8     60.2     78.6     77.8     21.4     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      34       33       22       62       81      105      128
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      121,722
COMMITMENTS
  21,331   13,476   14,818   57,272   74,252   93,421  102,546   28,301   19,176

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -7,161)
  -7,033      490      -12      468   -6,936   -6,577   -6,458     -584     -703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     11.1     12.2     47.1     61.0     76.7     84.2     23.3     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      35       30       31       49       54      108      103
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      128,883
COMMITMENTS
  28,364   12,986   14,830   56,804   81,188   99,998  109,004   28,885   19,879

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -3,438)
  -1,529      105     -411   -1,033   -2,432   -2,973   -2,738     -465     -700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     10.1     11.5     44.1     63.0     77.6     84.6     22.4     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      41       27       35       49       57      121      105
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,145
COMMITMENTS
   3,597      758      731      970    4,517    5,298    6,006    1,847    1,139

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:        394)
     379      111       68      -26       62      421      241      -27      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3     10.6     10.2     13.6     63.2     74.1     84.1     25.9     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16       10        8        7       15       29       27
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,751
COMMITMENTS
   3,218      647      663      996    4,455    4,877    5,765    1,874      986

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        -32)
      13     -648       26      215      636      254       14     -286      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7      9.6      9.8     14.8     66.0     72.2     85.4     27.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      15       11        7        9       16       31       27
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      340,731
COMMITMENTS
 113,862   75,242    1,339  163,374  148,824  278,575  225,405   62,156  115,326

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     10,294)
  -1,272   -3,621     -379   11,345    5,220    9,694    1,220      600    9,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     22.1      0.4     47.9     43.7     81.8     66.2     18.2     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      17       26        2       41       40       59       67
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      330,437
COMMITMENTS
 115,134   78,863    1,718  152,029  143,604  268,881  224,185   61,556  106,252

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -4,830)
   1,642   -4,828      -72   -6,783   -4,020   -5,213   -8,920      383    4,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     23.9      0.5     46.0     43.5     81.4     67.8     18.6     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      18       28        3       38       40       58       69
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,259,937
COMMITMENTS
 461,284  588,158  178,900  1364656  1062755  2004840  1829813  255,097  430,124

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:    157,848)
  90,177   89,853   16,204   36,767   25,142  143,148  131,199   14,700   26,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     26.0      7.9     60.4     47.0     88.7     81.0     11.3     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      45       93       53       88      141      169      251
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,102,089
COMMITMENTS
 371,107  498,305  162,696  1327889  1037613  1861692  1698614  240,397  403,475

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:    -17,799)
   6,451   32,551  -16,165   -5,246  -33,358  -14,960  -16,972   -2,839     -827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     23.7      7.7     63.2     49.4     88.6     80.8     11.4     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      40       93       48       82      134      155      242
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,324,386
COMMITMENTS
 157,777  291,777   81,388  918,094  697,565  1157259  1070730  167,127  253,656

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:    -44,153)
   7,972   -8,126   14,993  -81,303  -26,127  -58,338  -19,260   14,185  -24,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     22.0      6.1     69.3     52.7     87.4     80.8     12.6     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      34       55       33       70       89      122      159
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,368,539
COMMITMENTS
 149,805  299,903   66,395  999,397  723,692  1215597  1089990  152,942  278,549

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -8,873)
  -2,056   13,160   18,731  -21,323  -35,873   -4,648   -3,982   -4,225   -4,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     21.9      4.9     73.0     52.9     88.8     79.6     11.2     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      33       53       28       69       87      118      152
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      433,091
COMMITMENTS
 124,709   28,587   81,449  191,672  291,072  397,830  401,108   35,261   31,983

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      8,905)
  16,588      541   -7,138    2,011   16,543   11,461    9,946   -2,556   -1,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      6.6     18.8     44.3     67.2     91.9     92.6      8.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      32       18       32       40       50       84       90
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      424,186
COMMITMENTS
 108,121   28,046   88,587  189,661  274,529  386,369  391,162   37,817   33,024

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     14,056)
 -37,809    7,874   30,632   15,276  -30,629    8,099    7,877    5,957    6,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      6.6     20.9     44.7     64.7     91.1     92.2      8.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      34       15       32       40       49       85       87
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,137
COMMITMENTS
  10,790    5,137      393   20,470   27,751   31,653   33,281    9,484    7,856

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:       -419)
     213       32       -4      -97     -639      112     -611     -531      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     12.5      1.0     49.8     67.5     76.9     80.9     23.1     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      23       12        3       19       11       43       25
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,556
COMMITMENTS
  10,577    5,105      397   20,567   28,390   31,541   33,892   10,015    7,664

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        -60)
    -262       -6       -6      -86       75     -354       63      294     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     12.3      1.0     49.5     68.3     75.9     81.6     24.1     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      22       13        3       19       11       42       26
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       65,926
COMMITMENTS
  12,338   31,457      425   40,340   15,548   53,103   47,430   12,823   18,496

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -1,192)
       8    2,800      -74    1,422   -2,142    1,356      584   -2,548   -1,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     47.7      0.6     61.2     23.6     80.5     71.9     19.5     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      19       28        3       17       13       38       42
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       67,118
COMMITMENTS
  12,330   28,657      499   38,918   17,690   51,747   46,846   15,371   20,272

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      4,060)
   3,105    4,015       72    1,287     -688    4,464    3,399     -404      661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     42.7      0.7     58.0     26.4     77.1     69.8     22.9     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      20       25        5       15       12       38       39
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       38,596
COMMITMENTS
   6,588    7,379    1,046   29,814   28,692   37,448   37,117    1,148    1,479

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:        840)
     541    1,341        0      138     -635      679      706      161      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     19.1      2.7     77.2     74.3     97.0     96.2      3.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7       23        4       16       18       26       42
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       37,756
COMMITMENTS
   6,047    6,038    1,046   29,676   29,327   36,769   36,411      987    1,345

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,333)
   1,675       80        0     -215    1,444    1,460    1,524     -127     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     16.0      2.8     78.6     77.7     97.4     96.4      2.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7       21        4       17       18       27       40
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,302
COMMITMENTS
       0    1,037        0   14,248   13,184   14,248   14,221       54       81

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:         51)
       0       -8        0       60       58       60       50       -9        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.3      0.0     99.6     92.2     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        7        0        4       11        4       18
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,251
COMMITMENTS
       0    1,045        0   14,188   13,126   14,188   14,171       63       80

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        -72)
       0        6        0      163      180      163      186     -235     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.3      0.0     99.6     92.1     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        7        0        4       11        4       18
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,814
COMMITMENTS
   3,663    1,949    1,034   14,027   12,998   18,724   15,981    4,090    6,833

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:        769)
   1,097       94     -295      459      462    1,261      261     -492      508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      8.5      4.5     61.5     57.0     82.1     70.0     17.9     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13        6       13       20       18       36       34
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,045
COMMITMENTS
   2,566    1,855    1,329   13,568   12,536   17,463   15,720    4,582    6,325

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        638)
     451       24      202      575       68    1,228      294     -590      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      8.4      6.0     61.5     56.9     79.2     71.3     20.8     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12        5       11       20       17       34       31
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       96,513
COMMITMENTS
  12,132   11,292   20,221   44,178   33,141   76,531   64,654   19,982   31,859

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:        336)
  -2,397     -576    1,560     -145   -2,261     -982   -1,277    1,318    1,613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     11.7     21.0     45.8     34.3     79.3     67.0     20.7     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      39       42       43       22       33       88      102
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       96,177
COMMITMENTS
  14,529   11,868   18,661   44,323   35,402   77,513   65,931   18,664   30,246

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -2,334)
  -2,286    1,657   -2,105      440   -3,207   -3,951   -3,655    1,617    1,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     12.3     19.4     46.1     36.8     80.6     68.6     19.4     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      36       45       43       21       30       85       99
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,605
COMMITMENTS
     416    1,436      386    1,515      771    2,317    2,593    1,288    1,012

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:       -126)
      19      -48       10      -22      -35        7      -73     -133      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     39.8     10.7     42.0     21.4     64.3     71.9     35.7     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9       10        5        8        4       20       16
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,731
COMMITMENTS
     397    1,484      376    1,537      806    2,310    2,666    1,421    1,065

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        130)
    -213       13      123       76       12      -14      148      144      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     39.8     10.1     41.2     21.6     61.9     71.5     38.1     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8       12        6        7        4       19       18
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      153,965
COMMITMENTS
  50,207   17,980   16,860   66,947   78,997  134,014  113,837   19,951   40,128

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     12,666)
   4,758      168    2,881    3,605    6,932   11,244    9,981    1,422    2,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     11.7     11.0     43.5     51.3     87.0     73.9     13.0     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      70       34       46       63      101      160      165
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      141,299
COMMITMENTS
  45,449   17,812   13,979   63,342   72,065  122,770  103,856   18,529   37,443

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,935)
   1,532     -472    1,858   -2,735      -27      655    1,359    1,280      576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     12.6      9.9     44.8     51.0     86.9     73.5     13.1     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      57       37       40       51       94      135      152
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,265
COMMITMENTS
   1,160      385       65      759    1,748    1,984    2,198    1,281    1,067

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:       -134)
      85       63        9     -117     -218      -23     -146     -111       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     11.8      2.0     23.2     53.5     60.8     67.3     39.2     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      15        7        7       15       12       32       24
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,399
COMMITMENTS
   1,075      322       56      876    1,966    2,007    2,344    1,392    1,055

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:       -533)
    -163      -49        1      -56     -407     -218     -455     -315      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6      9.5      1.6     25.8     57.8     59.0     69.0     41.0     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12        6        3       13       16       26       24
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,739
COMMITMENTS
  11,466    4,148    1,301    7,344    5,116   20,111   10,565    4,628   14,174

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:       -108)
   1,454      687     -964     -389       -3      101     -280     -209      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3     16.8      5.3     29.7     20.7     81.3     42.7     18.7     57.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      41       29       17       32       44       85       78
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,847
COMMITMENTS
  10,012    3,461    2,265    7,733    5,119   20,010   10,845    4,837   14,002

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        245)
     136     -274      199     -145     -516      190     -591       55      836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3     13.9      9.1     31.1     20.6     80.5     43.6     19.5     56.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      41       27       23       33       45       92       80
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       99,089
COMMITMENTS
  11,662   45,154    1,271   62,833   28,120   75,766   74,545   23,323   24,544

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     12,223)
      11    5,708      654   12,727    3,432   13,392    9,794   -1,169    2,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     45.6      1.3     63.4     28.4     76.5     75.2     23.5     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      15       22        5       31       18       48       43
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       86,866
COMMITMENTS
  11,651   39,446      617   50,106   24,688   62,374   64,751   24,492   22,115

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -6,412)
    -783   -6,309       29   -6,403      970   -7,157   -5,310      745   -1,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     45.4      0.7     57.7     28.4     71.8     74.5     28.2     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      13       20        4       28       18       44       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       60,958
COMMITMENTS
   1,942   30,320       12   48,791    7,702   50,745   38,034   10,213   22,924

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     16,981)
    -272   10,682      -17   16,053       61   15,764   10,726    1,217    6,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     49.7      0.0     80.0     12.6     83.2     62.4     16.8     37.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4       19        2       16        9       21       29
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       43,977
COMMITMENTS
   2,214   19,638       29   32,738    7,641   34,981   27,308    8,996   16,669

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      5,393)
  -2,675    3,419       28    7,986     -643    5,339    2,804       54    2,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     44.7      0.1     74.4     17.4     79.5     62.1     20.5     37.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4       14        2       13        8       19       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      105,029
COMMITMENTS
  78,417    2,856      226   18,433   97,847   97,076  100,929    7,953    4,100

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -2,047)
  -1,162   -1,287       -5     -689     -529   -1,856   -1,821     -191     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.7      2.7      0.2     17.6     93.2     92.4     96.1      7.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      63       11        2       15       20       79       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      107,076
COMMITMENTS
  79,579    4,143      231   19,122   98,376   98,932  102,750    8,144    4,326

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -2,023)
  -1,175     -289      231     -363   -3,846   -1,307   -3,904     -716    1,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.3      3.9      0.2     17.9     91.9     92.4     96.0      7.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      58       15        2       17       19       76       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       81,490
COMMITMENTS
  17,615   17,181      680   43,338   47,680   61,633   65,541   19,857   15,949

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -7,748)
  -8,292   11,372      665    2,741  -23,216   -4,886  -11,179   -2,862    3,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     21.1      0.8     53.2     58.5     75.6     80.4     24.4     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      17       16        2       20       15       37       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       89,238
COMMITMENTS
  25,907    5,809       15   40,597   70,896   66,519   76,720   22,719   12,518

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        297)
      62     -158       14    1,780   -2,565    1,856   -2,709   -1,559    3,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      6.5      0.0     45.5     79.4     74.5     86.0     25.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      22       11        1       17       17       39       29
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      189,032
COMMITMENTS
  11,663   59,546        1  153,623  109,993  165,287  169,540   23,745   19,492

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     28,196)
  -9,108   29,212     -676   44,250     -565   34,466   27,971   -6,270      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     31.5      0.0     81.3     58.2     87.4     89.7     12.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      16       23        1       30       26       47       49
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      160,836
COMMITMENTS
  20,771   30,334      677  109,373  110,558  130,821  141,569   30,015   19,267

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        651)
  -1,061   -5,629      -37     -659    7,262   -1,757    1,596    2,408     -945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     18.9      0.4     68.0     68.7     81.3     88.0     18.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      21       15        4       27       27       49       45
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      156,860
COMMITMENTS
  22,232   35,720    1,058   88,051   69,952  111,341  106,730   45,519   50,130

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      8,129)
  -5,103    6,841      308   14,866     -895   10,071    6,254   -1,942    1,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     22.8      0.7     56.1     44.6     71.0     68.0     29.0     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      29       29        5       30       28       62       59
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      148,731
COMMITMENTS
  27,335   28,879      750   73,185   70,847  101,270  100,476   47,461   48,255

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     10,713)
   1,265    7,684      187    7,216   -2,174    8,668    5,697    2,045    5,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     19.4      0.5     49.2     47.6     68.1     67.6     31.9     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      25       28        7       25       28       54       59
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       92,531
COMMITMENTS
  29,644    6,000      758   58,431   79,012   88,833   85,770    3,698    6,761

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     17,511)
    -740        0      140   17,900   17,638   17,300   17,778      211     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      6.5      0.8     63.1     85.4     96.0     92.7      4.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        3       16       21       20       26
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,634,315
COMMITMENTS
 785,619  746,417  1056083  5781758  5277800  7623460  7080300  1010855  1554015

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:    151,321)
  63,023 -188,633   25,938  -11,597  277,334   77,364  114,639   73,957   36,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      8.6     12.2     67.0     61.1     88.3     82.0     11.7     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      53       64      100      128      136      241      249
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,482,994
COMMITMENTS
 722,596  935,050  1030145  5793355  5000466  7546096  6965661  936,898  1517333

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:    -67,040)
 -24,357   39,197   82,345   33,973   -1,034   91,961  120,508 -159,001 -187,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     11.0     12.1     68.3     58.9     89.0     82.1     11.0     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      50       66       90      132      141      236      253
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      702,666
COMMITMENTS
  57,509   78,360   15,744  487,599  493,464  560,852  587,568  141,814  115,098

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      6,198)
  -2,518    5,599    1,208    2,820   -1,318    1,510    5,489    4,688      709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     11.2      2.2     69.4     70.2     79.8     83.6     20.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      34       39       17       97       63      144      106
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      696,468
COMMITMENTS
  60,027   72,761   14,536  484,779  494,782  559,342  582,079  137,126  114,389

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      6,497)
     631      160    2,662     -148   -2,084    3,145      738    3,352    5,759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     10.4      2.1     69.6     71.0     80.3     83.6     19.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      35       39       17       96       62      144      105
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,000,568
COMMITMENTS
 174,830  209,352   18,962  469,485  672,854  663,277  901,168  337,291   99,400

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:    -19,415)
 -21,727  -42,249    2,051  -13,875   37,836  -33,551   -2,362   14,136  -17,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     20.9      1.9     46.9     67.2     66.3     90.1     33.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      43       61       19       54       57      109      125
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,019,983
COMMITMENTS
 196,557  251,601   16,911  483,360  635,018  696,828  903,530  323,155  116,453

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     47,432)
  13,504   45,282      743   19,415   -1,644   33,662   44,381   13,770    3,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     24.7      1.7     47.4     62.3     68.3     88.6     31.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      37       67       20       58       58      109      131
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,683
COMMITMENTS
     725    1,509        0    5,345    9,276    6,070   10,785    5,613      898

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:       -154)
       0       80        0      -43       13      -43       93     -111     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     12.9      0.0     45.8     79.4     52.0     92.3     48.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        0       10       13       11       17
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,837
COMMITMENTS
     725    1,429        0    5,388    9,263    6,113   10,692    5,724    1,145

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:         96)
       0      197        0     -439        0     -439      197      535     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     12.1      0.0     45.5     78.3     51.6     90.3     48.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        0       10       13       11       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       28,692
COMMITMENTS
  11,065    4,534        0   14,035   16,331   25,100   20,865    3,592    7,827

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:        773)
   1,652      925      -27   -1,277      -14      348      884      425     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     15.8      0.0     48.9     56.9     87.5     72.7     12.5     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        6        0       17       18       23       24
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       27,919
COMMITMENTS
   9,413    3,609       27   15,312   16,345   24,752   19,981    3,167    7,938

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      2,802)
     748    1,555       27    2,179     -154    2,954    1,428     -152    1,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     12.9      0.1     54.8     58.5     88.7     71.6     11.3     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        7        1       18       18       25       25
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,332
COMMITMENTS
   4,689   20,372        6   38,831   27,286   43,526   47,664   14,806   10,668

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:        503)
     187    2,144        0    3,441   -1,384    3,628      760   -3,125     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     34.9      0.0     66.6     46.8     74.6     81.7     25.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      12       23        2       34       31       47       55
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       57,829
COMMITMENTS
   4,502   18,228        6   35,390   28,670   39,898   46,904   17,931   10,925

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:       -374)
    -288     -936        1     -494    1,288     -781      353      407     -727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     31.5      0.0     61.2     49.6     69.0     81.1     31.0     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      12       24        2       33       31       46       56
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      331,781
COMMITMENTS
  77,317  145,032    2,362  225,531  140,549  305,210  287,943   26,571   43,838

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:    -29,071)
     354  -18,344      708  -23,067    9,754  -22,005   -7,882   -7,066  -21,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     43.7      0.7     68.0     42.4     92.0     86.8      8.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      42       81       10       42       39       88      126
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      360,852
COMMITMENTS
  76,963  163,376    1,654  248,598  130,795  327,215  295,825   33,637   65,027

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     21,422)
  10,907   19,269     -134   22,879    2,346   33,652   21,481  -12,230      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     45.3      0.5     68.9     36.2     90.7     82.0      9.3     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      32       80        7       46       36       80      121
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       84,442
COMMITMENTS
  24,221    8,986      463   42,004   61,736   66,688   71,185   17,754   13,257

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -4,840)
 -11,957    3,634      463   11,024  -11,782     -470   -7,685   -4,370    2,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     10.6      0.5     49.7     73.1     79.0     84.3     21.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12        9        2       18       14       32       23
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       89,282
COMMITMENTS
  36,178    5,352        0   30,980   73,518   67,158   78,870   22,124   10,412

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:       -266)
   2,191      730      -20   -3,423     -623   -1,252       87      986     -353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5      6.0      0.0     34.7     82.3     75.2     88.3     24.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      17        4        0       17       16       34       20
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       36,960
COMMITMENTS
   1,121   13,002        5   30,221   18,640   31,347   31,647    5,613    5,313

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      1,582)
       0     -159        0    1,528    1,915    1,528    1,756       54     -174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     35.2      0.0     81.8     50.4     84.8     85.6     15.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2       12        1       27       27       30       39
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       35,378
COMMITMENTS
   1,121   13,161        5   28,693   16,725   29,819   29,891    5,559    5,487

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        121)
       0     -407        0       32     -203       32     -610       89      731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     37.2      0.0     81.1     47.3     84.3     84.5     15.7     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2       13        1       26       26       29       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      247,569
COMMITMENTS
  52,684   39,986    1,768  183,645  189,968  238,097  231,722    9,472   15,847

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     12,635)
  -2,029    6,304      356   11,734    6,802   10,061   13,462    2,574     -827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     16.2      0.7     74.2     76.7     96.2     93.6      3.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      17       38        7       32       46       53       87
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      234,934
COMMITMENTS
  54,713   33,682    1,412  171,911  183,166  228,036  218,260    6,898   16,674

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,000)
  -5,404   -1,531      -34    6,874    1,006    1,436     -559     -436    1,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     14.3      0.6     73.2     78.0     97.1     92.9      2.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      16       36        6       32       46       50       86
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,706
COMMITMENTS
  10,190    5,889       66   17,516   24,698   27,772   30,653   12,934   10,053

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      1,315)
      19      481     -383    1,591      897    1,227      995       88      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     14.5      0.2     43.0     60.7     68.2     75.3     31.8     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      25       15        2       20       30       47       45
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       39,391
COMMITMENTS
  10,171    5,408      449   15,925   23,801   26,545   29,658   12,846    9,733

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,851)
    -244     -420       98    1,641    1,049    1,495      727      356    1,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     13.7      1.1     40.4     60.4     67.4     75.3     32.6     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      24       16        2       17       26       43       42
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       27,358
COMMITMENTS
   6,751      923       17   15,850    2,653   22,618    3,593    4,740   23,765

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -2,746)
    -232       -7        2       66      405     -164      400   -2,582   -3,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      3.4      0.1     57.9      9.7     82.7     13.1     17.3     86.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        3        2       10        5       19       10
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       30,104
COMMITMENTS
   6,983      930       15   15,784    2,248   22,782    3,193    7,322   26,911

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      4,765)
    -339      270       -5    1,209      223      865      488    3,900    4,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      3.1      0.0     52.4      7.5     75.7     10.6     24.3     89.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        3        1        9        4       18        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       74,360
COMMITMENTS
   3,146    4,383      591   51,538   28,430   55,275   33,404   19,085   40,956

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      1,941)
     -30      148       68      -97      604      -59      820    2,000    1,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      5.9      0.8     69.3     38.2     74.3     44.9     25.7     55.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2       14        3       19       28       24       43
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       72,419
COMMITMENTS
   3,176    4,235      523   51,635   27,826   55,334   32,584   17,085   39,835

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,292)
    -402       91       80      160      976     -162    1,147    1,454      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      5.8      0.7     71.3     38.4     76.4     45.0     23.6     55.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3       13        3       19       30       24       45
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      102,869
COMMITMENTS
  38,777   14,087    8,543   26,752   70,520   74,072   93,150   28,797    9,719

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -1,245)
   1,145   -1,034     -142     -542       41      461   -1,135   -1,706     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     13.7      8.3     26.0     68.6     72.0     90.6     28.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      93       24       29       21       34      121       82
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      104,114
COMMITMENTS
  37,632   15,121    8,685   27,294   70,479   73,611   94,285   30,503    9,829

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -1,147)
    -255   -2,908      775   -1,710   -1,218   -1,190   -3,351       43    2,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     14.5      8.3     26.2     67.7     70.7     90.6     29.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      90       19       30       24       32      121       78
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       94,172
COMMITMENTS
  20,525   17,204   15,737   45,046   48,735   81,308   81,676   12,864   12,496

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:    -10,149)
 -11,128    2,435   -4,076    4,284   -8,815  -10,920  -10,456      771      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     18.3     16.7     47.8     51.8     86.3     86.7     13.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      40       55       32       43       36      102      109
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      104,321
COMMITMENTS
  31,653   14,769   19,813   40,762   57,550   92,228   92,132   12,093   12,189

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -3,080)
  -2,996     -500      313      121   -2,838   -2,562   -3,025     -518      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     14.2     19.0     39.1     55.2     88.4     88.3     11.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      58       50       31       40       40      117      104
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      274,382
COMMITMENTS
 124,569   68,625   20,727   81,363  161,224  226,659  250,576   47,723   23,806

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -8,096)
 -10,150   14,284    1,000    1,991  -26,697   -7,159  -11,413     -937    3,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.4     25.0      7.6     29.7     58.8     82.6     91.3     17.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
     112       64       34       43       39      172      123
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      282,478
COMMITMENTS
 134,719   54,341   19,727   79,372  187,921  233,818  261,989   48,660   20,489

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -8,061)
 -19,195    8,155     -543   11,534  -17,612   -8,204  -10,000      143    1,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     19.2      7.0     28.1     66.5     82.8     92.7     17.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
     110       58       30       40       42      171      115
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       14,730
COMMITMENTS
   7,168      602      548    1,134   10,153    8,850   11,303    5,880    3,427

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      2,078)
    -593     -293        8      573      550      -12      265    2,090    1,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.7      4.1      3.7      7.7     68.9     60.1     76.7     39.9     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      21        5       11        5        5       36       18
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,652
COMMITMENTS
   7,761      895      540      561    9,603    8,862   11,038    3,790    1,614

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        390)
     194     -184      -60        0      568      134      324      256       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.3      7.1      4.3      4.4     75.9     70.0     87.2     30.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      23        4        8        6        5       35       15
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       67,629
COMMITMENTS
  12,784   13,136    1,480   37,246   34,871   51,510   49,487   16,119   18,142

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      4,409)
     415    2,553     -313    3,182    1,154    3,284    3,394    1,125    1,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     19.4      2.2     55.1     51.6     76.2     73.2     23.8     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      26       25       11       42       36       72       68
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       63,220
COMMITMENTS
  12,369   10,583    1,793   34,064   33,717   48,226   46,093   14,994   17,127

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      2,704)
   1,085    2,119     -196    1,255    1,942    2,144    3,865      560   -1,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     16.7      2.8     53.9     53.3     76.3     72.9     23.7     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      28       24       16       39       42       73       77
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       28,333
COMMITMENTS
   2,070    5,992    1,421   18,237   13,960   21,728   21,373    6,605    6,960

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:        930)
     -77    2,228      274    1,452      172    1,649    2,674     -719   -1,744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     21.1      5.0     64.4     49.3     76.7     75.4     23.3     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9       11        8       21       12       32       29
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       27,403
COMMITMENTS
   2,147    3,764    1,147   16,785   13,788   20,079   18,699    7,324    8,704

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        490)
     -95      728       86      106      193       97    1,007      393     -517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     13.7      4.2     61.3     50.3     73.3     68.2     26.7     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9        9        6       19       12       30       25
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      100,051
COMMITMENTS
  28,844   13,546    3,574   54,624   75,591   87,042   92,711   13,009    7,340

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -7,321)
  -5,300    2,040     -545     -777  -10,126   -6,622   -8,631     -699    1,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     13.5      3.6     54.6     75.6     87.0     92.7     13.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      74       37       29       53       50      143      101
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      107,372
COMMITMENTS
  34,144   11,506    4,119   55,401   85,717   93,664  101,342   13,708    6,030

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:    -11,322)
 -10,101   -1,615      523    1,283   -9,747   -8,295  -10,839   -3,027     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     10.7      3.8     51.6     79.8     87.2     94.4     12.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      79       35       29       54       51      147      105
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       25,523
COMMITMENTS
   8,415    3,525    1,066   12,221   19,368   21,702   23,959    3,821    1,564

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -1,228)
  -1,436      -97      221      243   -1,193     -972   -1,069     -256     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     13.8      4.2     47.9     75.9     85.0     93.9     15.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      47       24       16       21       14       78       44
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,751
COMMITMENTS
   9,851    3,622      845   11,978   20,561   22,674   25,028    4,077    1,723

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -1,144)
  -1,626     -554     -126      569     -810   -1,183   -1,490       39      346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8     13.5      3.2     44.8     76.9     84.8     93.6     15.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      52       19       11       21       14       78       39
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      126,518
COMMITMENTS
  22,380   21,245    3,298   92,504   96,754  118,182  121,297    8,336    5,221

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      4,802)
    -181    4,481      171    6,520     -373    6,510    4,279   -1,708      523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     16.8      2.6     73.1     76.5     93.4     95.9      6.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      54       37       17       51       39      112       90
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      121,716
COMMITMENTS
  22,561   16,764    3,127   85,984   97,127  111,672  117,018   10,044    4,698

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        519)
  -2,416    1,954      418    1,824   -1,760     -174      612      693      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     13.8      2.6     70.6     79.8     91.7     96.1      8.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      56       30       17       51       40      112       84
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      358,172
COMMITMENTS
  69,484  102,099   12,531  224,674  190,216  306,689  304,846   51,483   53,326

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      4,330)
   1,865   -1,382   -1,608    8,149    5,993    8,406    3,003   -4,076    1,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     28.5      3.5     62.7     53.1     85.6     85.1     14.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      40       49       20       54       38      106       95
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      353,842
COMMITMENTS
  67,619  103,481   14,139  216,525  184,223  298,283  301,843   55,559   51,999

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      8,089)
    -263    4,193    1,144   10,843      428   11,724    5,765   -3,635    2,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     29.2      4.0     61.2     52.1     84.3     85.3     15.7     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      38       50       24       52       39      105       99
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       95,682
COMMITMENTS
  32,700   11,049    9,881   43,296   68,936   85,877   89,866    9,805    5,816

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -1,527)
  -2,851       -6      322    1,036   -2,291   -1,493   -1,975      -34      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     11.5     10.3     45.2     72.0     89.8     93.9     10.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     133       40       48       89       96      244      168
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       97,209
COMMITMENTS
  35,551   11,055    9,559   42,260   71,227   87,370   91,841    9,839    5,368

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:       -242)
    -428      585      440      273   -1,024      285        1     -527     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     11.4      9.8     43.5     73.3     89.9     94.5     10.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     140       35       54       90       98      254      174
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       26,178
COMMITMENTS
  15,293    3,591    2,223    4,485   18,300   22,001   24,114    4,177    2,064

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      5,271)
   6,514   -1,774      143   -2,161    7,111    4,496    5,480      775     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.4     13.7      8.5     17.1     69.9     84.0     92.1     16.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      28       14        6       10        6       43       22
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       20,907
COMMITMENTS
   8,779    5,365    2,080    6,646   11,189   17,505   18,634    3,402    2,273

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,323)
     358      661      -22      707      371    1,043    1,010      280      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     25.7      9.9     31.8     53.5     83.7     89.1     16.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      15       16        3        6        6       24       23
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      174,829
COMMITMENTS
  18,689   25,491   21,179  105,526  105,891  145,394  152,561   29,435   22,268

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -1,616)
  -8,600    2,538     -924   11,360   -1,161    1,836      453   -3,452   -2,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     14.6     12.1     60.4     60.6     83.2     87.3     16.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      19       29       30       63       63      103      103
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      176,445
COMMITMENTS
  27,289   22,953   22,103   94,166  107,052  143,558  152,108   32,887   24,337

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      5,083)
   2,013   -1,459     -452      625    4,714    2,186    2,803    2,897    2,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     13.0     12.5     53.4     60.7     81.4     86.2     18.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      31       25       28       62       60      110       97
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      489,788
COMMITMENTS
  32,120   67,569  148,960  232,118  232,913  413,198  449,442   76,590   40,346

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     16,093)
  -1,330    9,192    2,496    9,688    2,198   10,854   13,886    5,239    2,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     13.8     30.4     47.4     47.6     84.4     91.8     15.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      39       60       60       84       74      161      159
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      473,695
COMMITMENTS
  33,450   58,377  146,464  222,430  230,715  402,344  435,556   71,351   38,139

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,701)
  -1,746    4,141   -4,535    6,446      137      165     -257    1,536    1,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     12.3     30.9     47.0     48.7     84.9     91.9     15.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      38       58       60       84       73      158      157
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,014
COMMITMENTS
   8,556    9,380      904   88,828   86,807   98,288   97,091    9,726   10,923

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      4,552)
       0      612       62    3,332    3,272    3,394    3,946    1,158      606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      8.7      0.8     82.2     80.4     91.0     89.9      9.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       19       24       22       26
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,462
COMMITMENTS
   8,556    8,768      842   85,496   83,535   94,894   93,145    8,568   10,317

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      2,069)
  -2,512    8,124   -3,922    7,833   -5,365    1,399   -1,163      670    3,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      8.5      0.8     82.6     80.7     91.7     90.0      8.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       18       24       20       26
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,934
COMMITMENTS
   9,716    9,554      604   40,661   36,556   50,981   46,714    2,953    7,220

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:        300)
     856      120        0     -308      548      548      668     -248     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     17.7      1.1     75.4     67.8     94.5     86.6      5.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        1       12       12       14       15
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,634
COMMITMENTS
   8,860    9,434      604   40,969   36,008   50,433   46,046    3,201    7,588

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        734)
       0        0        0      734      734      734      734        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     17.6      1.1     76.4     67.1     94.0     85.9      6.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       12       11       14       14
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,690
COMMITMENTS
   2,518    4,809    3,643   42,242   42,570   48,403   51,022    5,287    2,668

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      6,552)
   1,035     -254      858    4,719    6,008    6,612    6,612      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      9.0      6.8     78.7     79.3     90.2     95.0      9.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       18       15       20       18
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,138
COMMITMENTS
   1,483    5,063    2,785   37,523   36,562   41,791   44,410    5,347    2,728

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,751)
  -1,027    2,212      -75    3,638      -82    2,536    2,055     -785     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     10.7      5.9     79.6     77.6     88.7     94.2     11.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       18       15       19       18
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,606
COMMITMENTS
   6,408   13,984    2,747   46,697   38,676   55,852   55,407    3,754    4,199

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      3,666)
    -366    2,741      350    3,464      535    3,448    3,626      218       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     23.5      4.6     78.3     64.9     93.7     93.0      6.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        3       22       20       25       24
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,940
COMMITMENTS
   6,774   11,243    2,397   43,233   38,141   52,404   51,781    3,536    4,159

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      3,660)
      64     -840      142    3,763    4,301    3,969    3,603     -309       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     20.1      4.3     77.3     68.2     93.7     92.6      6.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        4       20       17       24       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,041
COMMITMENTS
   2,476        0      246   32,341   33,391   35,063   33,637      978    2,404

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.0      0.7     89.7     92.6     97.3     93.3      2.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       17       17       18       18
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,503
COMMITMENTS
       0    1,742    3,999   43,750   44,494   47,749   50,235   12,754   10,268

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -1,374)
       0   -1,290     -358   -2,504      -64   -2,862   -1,712    1,488      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.9      6.6     72.3     73.5     78.9     83.0     21.1     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       19       20       20       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,877
COMMITMENTS
       0    3,032    4,357   46,254   44,558   50,611   51,947   11,266    9,930

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:       -517)
       0     -122      -92     -484     -543     -576     -757       59      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      7.0     74.8     72.0     81.8     84.0     18.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       19       20       21       22
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,732
COMMITMENTS
  36,148   24,670      480   32,634   46,530   69,262   71,680    5,470    3,052

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:        722)
     -60      120       60      420      482      420      662      302       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.4     33.0      0.6     43.7     62.3     92.7     95.9      7.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       18       18       20       20
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,010
COMMITMENTS
  36,208   24,550      420   32,214   46,048   68,842   71,018    5,168    2,992

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      4,581)
    -300    5,732      300    4,111   -1,090    4,111    4,942      470     -361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.9     33.2      0.6     43.5     62.2     93.0     96.0      7.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       17       17       19       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      981,974
COMMITMENTS
 231,571   72,477  162,815  568,352  735,946  962,738  971,238   19,236   10,736

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      6,782)
 -15,983    2,995    5,108   19,302      215    8,427    8,318   -1,645   -1,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      7.4     16.6     57.9     74.9     98.0     98.9      2.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      24        9       31       84       79      120      111
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      975,192
COMMITMENTS
 247,554   69,482  157,707  549,050  735,731  954,311  962,920   20,881   12,272

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     10,604)
 -26,784   -4,543   18,978   20,965   -1,556   13,159   12,879   -2,555   -2,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      7.1     16.2     56.3     75.4     97.9     98.7      2.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      23       10       31       82       77      118      109
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      139,803
COMMITMENTS
  21,038   51,791   30,102   87,181   56,284  138,321  138,177    1,482    1,626

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      2,820)
    -290      466    1,700    3,170      850    4,580    3,016   -1,760     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     37.0     21.5     62.4     40.3     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11        9       14       28       27       46       43
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      136,983
COMMITMENTS
  21,328   51,325   28,402   84,011   55,434  133,741  135,161    3,242    1,822

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      6,084)
   2,445   -1,994    4,118      434    5,180    6,997    7,304     -913   -1,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     37.5     20.7     61.3     40.5     97.6     98.7      2.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      10       10       15       26       26       43       44
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       59,850
COMMITMENTS
  16,918    2,260   13,269   28,821   44,121   59,008   59,650      842      200

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      1,091)
   1,300     -480      272     -721    1,199      851      991      240      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      3.8     22.2     48.2     73.7     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        4        7       32       28       39       35
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       58,759
COMMITMENTS
  15,618    2,740   12,997   29,542   42,922   58,157   58,659      602      100

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      2,723)
  -1,440      -20    1,844    2,268      868    2,672    2,692       51       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      4.7     22.1     50.3     73.0     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        4        7       31       28       38       36
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       21,977
COMMITMENTS
   3,184      809    1,438   17,311   19,177   21,933   21,424       44      553

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:       -348)
       0       78      -44       36      -42       -8       -8     -340     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      3.7      6.5     78.8     87.3     99.8     97.5      0.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       17       18       21       21
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       22,325
COMMITMENTS
   3,184      731    1,482   17,275   19,219   21,941   21,432      384      893

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        335)
   1,142       88     -109     -800      254      233      233      102      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      3.3      6.6     77.4     86.1     98.3     96.0      1.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       17       18       21       21
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,935
COMMITMENTS
     172    5,474      856    7,907    2,605    8,935    8,935        0        0

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     61.3      9.6     88.5     29.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        2       12        9       15       12
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,935
COMMITMENTS
     172    5,474      856    7,907    2,605    8,935    8,935        0        0

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        216)
       0        0        0      216      216      216      216        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     61.3      9.6     88.5     29.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        2       12        9       15       12
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,650
COMMITMENTS
   3,480    2,900    1,700    4,220    4,670    9,400    9,270      250      380

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:        220)
    -200      100        0      440      140      240      240      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     30.1     17.6     43.7     48.4     97.4     96.1      2.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        5       15       15       20       20
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,430
COMMITMENTS
   3,680    2,800    1,700    3,780    4,530    9,160    9,030      270      400

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        210)
     180      240       60       60      -10      300      290      -90      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     29.7     18.0     40.1     48.0     97.1     95.8      2.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        5       13       14       18       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      791,036
COMMITMENTS
  87,892   90,200  140,233  510,659  489,926  738,784  720,359   52,252   70,677

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:    -40,630)
 -15,137  -12,744      225   -9,503  -14,364  -24,415  -26,883  -16,215  -13,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     11.4     17.7     64.6     61.9     93.4     91.1      6.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      54       93       95       85       92      201      224
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      831,666
COMMITMENTS
 103,029  102,944  140,008  520,162  504,290  763,199  747,242   68,467   84,424

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     20,873)
  -3,974    4,344    5,416    8,586    1,684   10,028   11,444   10,845    9,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     12.4     16.8     62.5     60.6     91.8     89.8      8.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      61       98      100       79       88      206      229
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,181
COMMITMENTS
   8,017    3,190      333    2,118    8,806   10,468   12,329    2,713      852

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:       -139)
     -82      119       77       -9     -383      -14     -187     -125       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.8     24.2      2.5     16.1     66.8     79.4     93.5     20.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      60       20        6       13       22       77       47
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,320
COMMITMENTS
   8,099    3,071      256    2,127    9,189   10,482   12,516    2,838      804

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:         85)
    -487      298      -63      564     -246       14      -11       71       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.8     23.1      1.9     16.0     69.0     78.7     94.0     21.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      60       19        5       12       24       77       47
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,140
COMMITMENTS
   4,875    1,530      146    1,368    5,549    6,389    7,225    1,751      915

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -1,319)
  -1,520      293      141      316   -1,618   -1,063   -1,184     -256     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.9     18.8      1.8     16.8     68.2     78.5     88.8     21.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      20       10        3        7       15       29       26
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,459
COMMITMENTS
   6,395    1,237        5    1,052    7,167    7,452    8,409    2,007    1,050

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        775)
     497       70      -88      209      472      618      454      157      321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.6     13.1      0.1     11.1     75.8     78.8     88.9     21.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      27        9        1        5       19       33       28
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      149,061
COMMITMENTS
  25,140   12,017   11,341   99,760  113,739  136,241  137,097   12,820   11,964

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:       -421)
  -6,783    2,568      460    9,309   -2,344    2,986      684   -3,407   -1,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      8.1      7.6     66.9     76.3     91.4     92.0      8.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      38       28       38       66       75      122      126
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      149,482
COMMITMENTS
  31,923    9,449   10,881   90,451  116,083  133,255  136,413   16,227   13,069

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      2,962)
  -1,573    2,099    1,144    1,359   -1,076      930    2,167    2,032      795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      6.3      7.3     60.5     77.7     89.1     91.3     10.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      48       20       37       62       72      126      115


Updated May 27, 2005