WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      220,695
COMMITMENTS
  33,552   65,310   19,106  147,674  106,115  200,332  190,531   20,363   30,164

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     10,151)
    -165    4,518    6,508    5,040    3,847   11,383   14,873   -1,232   -4,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     29.6      8.7     66.9     48.1     90.8     86.3      9.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      51      105       46       44       58      129      183
 
 
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      210,544
COMMITMENTS
  33,717   60,792   12,598  142,634  102,268  188,949  175,658   21,595   34,886

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -7,876)
    -637    3,793   -1,844      931   -5,704   -1,550   -3,755   -6,326   -4,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     28.9      6.0     67.7     48.6     89.7     83.4     10.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      49       96       45       41       54      125      169
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      695,774
COMMITMENTS
 104,112   97,383   85,163  393,487  325,740  582,762  508,286  113,012  187,488

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     12,947)
   4,683    6,284   21,274   -3,625   -6,435   22,332   21,123   -9,385   -8,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     14.0     12.2     56.6     46.8     83.8     73.1     16.2     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      517)
     142      106      124      164      191      387      378
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      682,827
COMMITMENTS
  99,429   91,099   63,889  397,112  332,175  560,430  487,163  122,397  195,664

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -2,552)
   1,876   -6,120    5,627   -7,970   -5,769     -467   -6,262   -2,085    3,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     13.3      9.4     58.2     48.6     82.1     71.3     17.9     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      486)
     136       99      106      157      183      356      350
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,881
COMMITMENTS
   2,596    1,203       46    2,073    4,519    4,715    5,768    3,166    2,113

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:       -311)
     439     -194     -119      184       -6      504     -319     -815        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     15.3      0.6     26.3     57.3     59.8     73.2     40.2     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11       13        3        9       14       23       27
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,192
COMMITMENTS
   2,157    1,397      165    1,889    4,525    4,211    6,087    3,981    2,105

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:       -127)
     229     -509      -71      -83      429       75     -151     -202       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     17.1      2.0     23.1     55.2     51.4     74.3     48.6     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9       13        4        9       15       22       29
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      305,060
COMMITMENTS
  81,562   23,957   31,121  128,749  164,341  241,432  219,419   63,628   85,641

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      1,256)
   3,707   -3,533   -3,974   -1,677    7,009   -1,944     -498    3,200    1,754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      7.9     10.2     42.2     53.9     79.1     71.9     20.9     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
     134       65       82       82      121      265      239
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      303,804
COMMITMENTS
  77,855   27,490   35,095  130,426  157,332  243,376  219,917   60,428   83,887

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     11,566)
  11,778    2,041     -403     -965    8,922   10,410   10,560    1,156    1,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      9.0     11.6     42.9     51.8     80.1     72.4     19.9     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     121       79       85       76      114      253      243
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,889
COMMITMENTS
  11,747    1,738    1,249        0      822   12,996    3,809    3,893   13,080

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        719)
    -257      -51      428        0       45      171      422      548      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.6     10.3      7.4      0.0      4.9     76.9     22.6     23.1     77.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        8        8        0        3       14       15
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,170
COMMITMENTS
  12,004    1,789      821        0      777   12,825    3,387    3,345   12,783

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        768)
     107     -311      362        0       52      469      103      299      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.2     11.1      5.1      0.0      4.8     79.3     20.9     20.7     79.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      12        8        7        0        3       15       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      147,667
COMMITMENTS
  29,723   11,095   18,958   73,352  104,711  122,033  134,764   25,634   12,903

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      9,212)
   3,599      235    2,041    2,099    6,566    7,739    8,842    1,473      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      7.5     12.8     49.7     70.9     82.6     91.3     17.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      56       19       33       41       42      112       90
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      138,455
COMMITMENTS
  26,124   10,860   16,917   71,253   98,145  114,294  125,922   24,161   12,533

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      3,170)
   1,125   -3,047    3,389   -1,491    1,977    3,023    2,319      147      851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      7.8     12.2     51.5     70.9     82.5     90.9     17.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      54       22       34       41       42      111       91
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      659,461
COMMITMENTS
 143,742  100,599    9,457  373,491  379,934  526,690  489,990  132,771  169,471

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -27,075)
 -16,279  -10,553   -1,664   -4,904  -14,666  -22,847  -26,883   -4,228     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     15.3      1.4     56.6     57.6     79.9     74.3     20.1     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      40       31       21       59       72      109      115
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      686,536
COMMITMENTS
 160,021  111,152   11,121  378,395  394,600  549,537  516,873  136,999  169,663

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:    -68,673)
  13,408   -5,660  -14,994  -42,944  -20,394  -44,530  -41,048  -24,143  -27,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     16.2      1.6     55.1     57.5     80.0     75.3     20.0     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      36       36       21       60       78      107      125
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      149,521
COMMITMENTS
  47,678   10,660   13,668   50,701  102,635  112,047  126,963   37,474   22,558

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      5,471)
   3,369   -2,942      352   -1,339    6,674    2,382    4,084    3,089    1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9      7.1      9.1     33.9     68.6     74.9     84.9     25.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      46       26       32       46       53      118       97
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      144,050
COMMITMENTS
  44,309   13,602   13,316   52,040   95,961  109,665  122,879   34,385   21,171

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      2,297)
   7,002       59   -2,340   -1,942    5,059    2,720    2,778     -423     -481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8      9.4      9.2     36.1     66.6     76.1     85.3     23.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      42       32       33       51       56      122      103
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,858
COMMITMENTS
   3,769    1,063    1,243    1,593    3,855    6,605    6,161    1,253    1,697

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        121)
     261       45     -129       56     -140      188     -224      -67      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.0     13.5     15.8     20.3     49.1     84.1     78.4     15.9     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14       12        9       11       15       32       30
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,737
COMMITMENTS
   3,508    1,018    1,372    1,537    3,995    6,417    6,385    1,320    1,352

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        -75)
    -144       93       91      126     -348       73     -164     -148       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     13.2     17.7     19.9     51.6     82.9     82.5     17.1     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      13       13       11       12       15       33       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      378,232
COMMITMENTS
  94,344   80,564    1,987  226,369  184,168  322,700  266,719   55,532  111,513

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -21,615)
  -6,683    4,663     -450   -8,498  -35,847  -15,631  -31,634   -5,984   10,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     21.3      0.5     59.8     48.7     85.3     70.5     14.7     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      15       17        4       45       42       62       61
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      399,847
COMMITMENTS
 101,027   75,901    2,437  234,867  220,015  338,331  298,353   61,516  101,494

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     23,285)
   6,348    1,262    1,649   12,199   31,121   20,196   34,032    3,089  -10,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     19.0      0.6     58.7     55.0     84.6     74.6     15.4     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      15       18        3       46       46       62       66
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,937,830
COMMITMENTS
 469,385  499,938   95,652  1117949  924,104  1682986  1519694  254,844  418,136

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -4,716)
  12,445   63,133   -8,841  -14,541  -60,139  -10,937   -5,847    6,221    1,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     25.8      4.9     57.7     47.7     86.8     78.4     13.2     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      49       83       39       80      115      154      212
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,942,546
COMMITMENTS
 456,940  436,805  104,493  1132490  984,243  1693923  1525541  248,623  417,005

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:    -20,705)
   8,841   22,468  -10,258   11,599  -20,511   10,182   -8,301  -30,887  -12,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     22.5      5.4     58.3     50.7     87.2     78.5     12.8     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      48       76       38       76      116      146      208
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,142,528
COMMITMENTS
 231,402  228,600   17,128  710,841  620,928  959,371  866,656  183,157  275,872

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      7,163)
  57,895  -12,014  -12,866  -29,116   -2,330   15,913  -27,210   -8,750   34,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     20.0      1.5     62.2     54.3     84.0     75.9     16.0     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      36       46       16       59       73      105      125
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,135,365
COMMITMENTS
 173,507  240,614   29,994  739,957  623,258  943,458  893,866  191,907  241,499

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:    -62,734)
  10,496    5,122   -5,218  -76,948  -38,254  -71,670  -38,350    8,936  -24,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     21.2      2.6     65.2     54.9     83.1     78.7     16.9     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      27       47       20       63       81      104      134
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      397,586
COMMITMENTS
  84,037   60,353   47,977  219,831  258,550  351,845  366,880   45,741   30,706

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     16,279)
  12,737    8,781  -16,416   15,709   22,075   12,030   14,440    4,249    1,839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     15.2     12.1     55.3     65.0     88.5     92.3     11.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      23       20       29       43       45       81       79
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      381,307
COMMITMENTS
  71,300   51,572   64,393  204,122  236,475  339,815  352,440   41,492   28,867

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:    -76,583)
 -27,454   23,375  -38,818   -9,534  -66,204  -75,806  -81,647     -777    5,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     13.5     16.9     53.5     62.0     89.1     92.4     10.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      25       21       32       45       42       88       78
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,592
COMMITMENTS
  12,595    4,039    1,383   20,356   35,589   34,334   41,011   17,258   10,581

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      9,094)
     241     -738      727    3,687    5,478    4,655    5,467    4,439    3,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      7.8      2.7     39.5     69.0     66.5     79.5     33.5     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      24        8        7       22       21       47       35
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       42,498
COMMITMENTS
  12,354    4,777      656   16,669   30,111   29,679   35,544   12,819    6,954

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      2,528)
    -311      226      217      834    1,778      740    2,221    1,788      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     11.2      1.5     39.2     70.9     69.8     83.6     30.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      24       10        2       19       14       44       25
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       87,585
COMMITMENTS
  13,286   39,506    4,229   55,413   14,550   72,928   58,285   14,657   29,300

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     15,001)
     927    3,934    3,609    8,048    3,013   12,584   10,556    2,417    4,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     45.1      4.8     63.3     16.6     83.3     66.5     16.7     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      20       31       16       24       17       53       55
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       72,584
COMMITMENTS
  12,359   35,572      620   47,365   11,537   60,344   47,729   12,240   24,855

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      3,436)
   1,259      449      125    1,644      772    3,028    1,346      408    2,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     49.0      0.9     65.3     15.9     83.1     65.8     16.9     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      16       34        3       15       12       33       47
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,636
COMMITMENTS
   3,244    5,636    1,029   31,707   28,784   35,980   35,449      656    1,187

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -4,318)
  -2,924     -726        0   -1,204   -3,668   -4,128   -4,394     -190       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     15.4      2.8     86.5     78.6     98.2     96.8      1.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7       18        4       19       20       29       39
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       40,954
COMMITMENTS
   6,168    6,362    1,029   32,911   32,452   40,108   39,843      846    1,111

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -3,779)
    -335     -529      -17   -3,568   -2,921   -3,920   -3,467      141     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     15.5      2.5     80.4     79.2     97.9     97.3      2.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7       19        4       19       23       29       43
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       13,893
COMMITMENTS
       0    1,547        0   13,879   12,264   13,879   13,811       14       82

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,322)
    -100      442        0    1,411      842    1,311    1,284       11       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.1      0.0     99.9     88.3     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        7        0        6       10        6       17
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,691
COMMITMENTS
   2,649    1,863      967   13,985   11,920   17,601   14,750    4,090    6,941

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        533)
     186      -67       61      323      414      570      408      -37      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      8.6      4.5     64.5     55.0     81.1     68.0     18.9     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        6        8       22       16       34       27
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,158
COMMITMENTS
   2,463    1,930      906   13,662   11,506   17,031   14,342    4,127    6,816

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -2,532)
    -824     -137     -223   -1,370   -1,852   -2,417   -2,212     -115     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      9.1      4.3     64.6     54.4     80.5     67.8     19.5     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        6        8       21       15       32       26
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       92,540
COMMITMENTS
  10,607   24,227   15,069   50,907   25,812   76,583   65,108   15,957   27,432

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -1,911)
     274    2,776   -4,454    2,003   -1,006   -2,177   -2,684      266      773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     26.2     16.3     55.0     27.9     82.8     70.4     17.2     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      30       58       37       29       32       82      108
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       94,451
COMMITMENTS
  10,333   21,451   19,523   48,904   26,818   78,760   67,792   15,691   26,659

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -4,253)
    -659    3,661   -6,714    2,062   -2,037   -5,311   -5,090    1,058      837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     22.7     20.7     51.8     28.4     83.4     71.8     16.6     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      31       63       57       24       33       97      126
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,992
COMMITMENTS
     694    1,597      485    1,227      744    2,406    2,826    1,586    1,166

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:         86)
     129     -106      -26      -87       28       16     -104       70      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     40.0     12.1     30.7     18.6     60.3     70.8     39.7     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13       14       10        6        5       23       26
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,906
COMMITMENTS
     565    1,703      511    1,314      716    2,390    2,930    1,516      976

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:          2)
      31       15      246     -142      -28      135      233     -133     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     43.6     13.1     33.6     18.3     61.2     75.0     38.8     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10       17       10        5        4       22       27
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      133,331
COMMITMENTS
  30,832   21,561   16,530   70,017   63,749  117,379  101,840   15,952   31,491

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -8,012)
  -4,408    5,277   -1,413      684   -7,474   -5,137   -3,610   -2,875   -4,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     16.2     12.4     52.5     47.8     88.0     76.4     12.0     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      46       55       41       57       82      128      162
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      141,343
COMMITMENTS
  35,240   16,284   17,943   69,333   71,223  122,516  105,450   18,827   35,893

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -5,824)
  -5,246      123    1,630   -1,106   -5,791   -4,722   -4,038   -1,102   -1,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     11.5     12.7     49.1     50.4     86.7     74.6     13.3     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      57       45       46       63       89      145      165
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,640
COMMITMENTS
   1,176      655      129    1,217    1,689    2,522    2,473    1,118    1,167

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        221)
     -57      154       15      121     -147       79       22      142      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     18.0      3.5     33.4     46.4     69.3     67.9     30.7     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12        9        5       18       16       33       29
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,419
COMMITMENTS
   1,233      501      114    1,096    1,836    2,443    2,451      976      968

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        -90)
     -26      110      -19       92     -125       47      -34     -137      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     14.7      3.3     32.1     53.7     71.5     71.7     28.5     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11       10        5       17       15       31       27
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       21,853
COMMITMENTS
   8,346    3,726    1,371    7,289    3,729   17,006    8,826    4,847   13,027

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -1,445)
  -1,570     -786       -5      263      424   -1,312     -367     -133   -1,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     17.1      6.3     33.4     17.1     77.8     40.4     22.2     59.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      33       23       17       27       37       74       66
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       23,298
COMMITMENTS
   9,916    4,512    1,376    7,026    3,305   18,318    9,193    4,980   14,105

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,471)
    -418      372      553      910     -113    1,045      812      426      659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     19.4      5.9     30.2     14.2     78.6     39.5     21.4     60.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      42       29       16       24       36       78       71
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       63,187
COMMITMENTS
  10,932   28,521      647   26,421   15,297   38,000   44,465   25,187   18,722

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -30,999)
   1,257   -7,715       52  -30,511  -20,903  -29,202  -28,566   -1,797   -2,433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     45.1      1.0     41.8     24.2     60.1     70.4     39.9     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      13       19        4       25       20       40       41
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       94,186
COMMITMENTS
   9,675   36,236      595   56,932   36,200   67,202   73,031   26,984   21,155

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:       -514)
    -849   -5,528      -52   -3,678    5,286   -4,579     -294    4,065     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     38.5      0.6     60.4     38.4     71.4     77.5     28.6     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       9       21        4       24       21       35       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       73,534
COMMITMENTS
   2,905   46,486        0   64,004    4,362   66,909   50,848    6,625   22,686

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -16,486)
     962     -769       -1  -14,427  -14,649  -13,466  -15,419   -3,020   -1,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     63.2      0.0     87.0      5.9     91.0     69.1      9.0     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2       26        0       12        3       14       29
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       90,020
COMMITMENTS
   1,943   47,255        1   78,431   19,011   80,375   66,267    9,645   23,753

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     20,983)
   1,093    7,006      -52   19,672   12,073   20,713   19,027      270    1,956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     52.5      0.0     87.1     21.1     89.3     73.6     10.7     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2       25        1       22        9       25       34
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      102,424
COMMITMENTS
  82,315    4,367      121   10,557   92,040   92,993   96,528    9,431    5,896

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -18,456)
   1,817    1,127   -2,743  -16,831  -17,515  -17,757  -19,131     -699      675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.4      4.3      0.1     10.3     89.9     90.8     94.2      9.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      62        7        1       11       18       74       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      120,880
COMMITMENTS
  80,498    3,240    2,864   27,388  109,555  110,750  115,659   10,130    5,221

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     11,059)
  -3,332     -160    2,225   10,905    7,943    9,798   10,008    1,261    1,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.6      2.7      2.4     22.7     90.6     91.6     95.7      8.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      62       12        6       17       21       82       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       68,775
COMMITMENTS
  14,197   31,146      543   36,280   18,422   51,020   50,111   17,755   18,664

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -32,745)
    -471    7,903     -180  -25,775  -38,822  -26,426  -31,099   -6,319   -1,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     45.3      0.8     52.8     26.8     74.2     72.9     25.8     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      12       21        2       16       13       29       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      101,520
COMMITMENTS
  14,668   23,243      723   62,055   57,244   77,446   81,210   24,074   20,310

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      6,447)
     322   -2,174      -70      566    8,890      818    6,646    5,629     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     22.9      0.7     61.1     56.4     76.3     80.0     23.7     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      10       20        3       25       18       36       40
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      144,048
COMMITMENTS
   8,991   61,022      929  112,210   53,702  122,130  115,653   21,918   28,395

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -41,940)
   3,696   18,616       93  -39,766  -63,335  -35,977  -44,626   -5,963    2,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     42.4      0.6     77.9     37.3     84.8     80.3     15.2     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      14       30        4       32       17       48       49
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      185,988
COMMITMENTS
   5,295   42,406      836  151,976  117,037  158,107  160,279   27,881   25,709

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      2,395)
  -1,172  -12,496       12    1,035   16,301     -125    3,817    2,520   -1,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     22.8      0.4     81.7     62.9     85.0     86.2     15.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      10       25        3       29       29       41       55
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      140,233
COMMITMENTS
  26,335   46,000    1,613   65,262   42,453   93,210   90,066   47,023   50,167

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -53,474)
   3,396    5,290      984  -59,982  -62,855  -55,602  -56,581    2,128    3,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     32.8      1.2     46.5     30.3     66.5     64.2     33.5     35.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      30       37        9       26       24       61       65
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      193,707
COMMITMENTS
  22,939   40,710      629  125,244  105,308  148,812  146,647   44,895   47,060

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      3,213)
  -1,272   -1,811     -414   21,649   21,407   19,963   19,182  -16,750  -15,969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     21.0      0.3     64.7     54.4     76.8     75.7     23.2     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      23       33        6       32       30       59       65
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       67,930
COMMITMENTS
  15,413    3,191      469   47,302   58,048   63,184   61,708    4,746    6,222

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     12,298)
   5,841        0     -120    7,229   13,078   12,950   12,958     -652     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      4.7      0.7     69.6     85.5     93.0     90.8      7.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        1       12       16       15       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,409,695
COMMITMENTS
 656,463  669,270  802,568  5005162  4420553  6464193  5892391  945,502  1517304

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,543,793)
-329,447  -73,851 -238,500 -857,599 -1179229 -1425546 -1491580 -118,247  -52,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      9.0     10.8     67.5     59.7     87.2     79.5     12.8     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      43       58       77      115      128      203      223
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,953,488
COMMITMENTS
 985,910  743,121  1041068  5862761  5599782  7889739  7383971  1063749  1569517

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:    157,720)
 107,091  -22,540  -28,805    6,775  193,525   85,061  142,180   72,659   15,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      8.3     11.6     65.5     62.5     88.1     82.5     11.9     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      59       56       90      128      136      234      241
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      772,296
COMMITMENTS
  54,950   69,092   13,260  551,924  565,178  620,134  647,530  152,162  124,766

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     57,501)
  -3,917    3,614   -1,971   57,995   53,445   52,107   55,088    5,394    2,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      8.9      1.7     71.5     73.2     80.3     83.8     19.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      38       30       28      101       68      154      111
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      714,795
COMMITMENTS
  58,867   65,478   15,231  493,929  511,733  568,027  592,442  146,768  122,353

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     14,957)
   1,792   -2,977      937   12,928   16,732   15,657   14,692     -700      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      9.2      2.1     69.1     71.6     79.5     82.9     20.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      37       30       20       91       64      141      101
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,211,683
COMMITMENTS
 202,817  211,222   54,392  592,365  824,970  849,574  1090584  362,109  121,099

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    122,268)
   3,700   -2,620   26,541   69,288   75,763   99,529   99,684   22,739   22,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     17.4      4.5     48.9     68.1     70.1     90.0     29.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      53       48       38       70       62      139      132
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,089,415
COMMITMENTS
 199,117  213,842   27,851  523,077  749,207  750,045  990,900  339,370   98,515

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     24,633)
  10,519   -9,371   11,318    2,705   16,112   24,542   18,059       91    6,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     19.6      2.6     48.0     68.8     68.8     91.0     31.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      49       52       23       57       61      120      122
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       16,980
COMMITMENTS
   1,011    3,759      113    9,329   11,353   10,453   15,225    6,527    1,755

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      1,329)
       0       52       82      478      655      560      789      769      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     22.1      0.7     54.9     66.9     61.6     89.7     38.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       15       15       18       19
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       15,651
COMMITMENTS
   1,011    3,707       31    8,851   10,698    9,893   14,436    5,758    1,215

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      3,507)
     286    2,426       12    2,931    1,106    3,229    3,544      278      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     23.7      0.2     56.6     68.4     63.2     92.2     36.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        1       12       14       15       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       43,113
COMMITMENTS
  10,712    5,646    1,091   25,757   32,098   37,560   38,835    5,553    4,278

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     10,125)
     416    2,153      749    7,382    8,541    8,547   11,443    1,578   -1,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     13.1      2.5     59.7     74.5     87.1     90.1     12.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        7        6       18       21       27       32
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       32,988
COMMITMENTS
  10,296    3,493      342   18,375   23,557   29,013   27,392    3,975    5,596

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      3,450)
     498   -1,821      198    2,340    4,180    3,036    2,557      414      893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     10.6      1.0     55.7     71.4     88.0     83.0     12.0     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        5        2       16       17       22       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       75,607
COMMITMENTS
   8,969   11,637    1,828   43,768   36,571   54,565   50,036   21,042   25,571

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     19,012)
    -288      164    1,784    7,534   10,121    9,030   12,069    9,982    6,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     15.4      2.4     57.9     48.4     72.2     66.2     27.8     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      16       18        5       43       38       61       61
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,595
COMMITMENTS
   9,257   11,473       44   36,234   26,450   45,535   37,967   11,060   18,628

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        917)
    -146   -1,494       42     -287      726     -391     -726    1,308    1,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     20.3      0.1     64.0     46.7     80.5     67.1     19.5     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      17       17        2       30       26       47       45
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      404,856
COMMITMENTS
  86,234  110,228   15,779  198,864  220,464  300,877  346,471  103,979   58,385

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     86,243)
   6,364   -1,099    8,448   37,390   41,829   52,202   49,178   34,041   37,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     27.2      3.9     49.1     54.5     74.3     85.6     25.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      57       54       22       52       41      118      109
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      318,613
COMMITMENTS
  79,870  111,327    7,331  161,474  178,635  248,675  297,293   69,938   21,320

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     11,326)
   8,179     -722      401   -5,504   16,500    3,076   16,179    8,250   -4,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     34.9      2.3     50.7     56.1     78.0     93.3     22.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      58       65       12       46       35      108      108
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       59,436
COMMITMENTS
  19,846    4,587      564   20,750   44,750   41,160   49,901   18,276    9,535

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -28,142)
   4,318    1,908     -386  -30,999  -25,619  -27,067  -24,097   -1,075   -4,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4      7.7      0.9     34.9     75.3     69.3     84.0     30.7     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        7        2       11       17       21       24
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       87,578
COMMITMENTS
  15,528    2,679      950   51,749   70,369   68,227   73,998   19,351   13,580

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      4,406)
     509   -6,416      886    2,515   11,896    3,910    6,366      496   -1,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      3.1      1.1     59.1     80.4     77.9     84.5     22.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        4        2       21       19       30       23
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       45,504
COMMITMENTS
     555   14,438      886   35,440   25,523   36,881   40,847    8,623    4,657

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      6,558)
    -494      558      441    5,278    5,981    5,225    6,980    1,333     -422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     31.7      1.9     77.9     56.1     81.1     89.8     18.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3       14        4       31       27       37       42
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       38,946
COMMITMENTS
   1,049   13,880      445   30,162   19,542   31,656   33,867    7,290    5,079

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,120)
      40      223      338   -1,545      937   -1,167    1,498    2,287     -378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     35.6      1.1     77.4     50.2     81.3     87.0     18.7     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4       13        3       28       28       33       43
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      305,120
COMMITMENTS
  48,353   36,596   21,728  207,352  211,031  277,433  269,355   27,687   35,765

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     56,383)
    -605    3,471   18,006   21,206   19,037   38,607   40,514   17,776   15,869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     12.0      7.1     68.0     69.2     90.9     88.3      9.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      20       38       19       43       50       75       96
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      248,737
COMMITMENTS
  48,958   33,125    3,722  186,146  191,994  238,826  228,841    9,911   19,896

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        990)
  -3,629   -2,395      901    4,489     -214    1,761   -1,708     -771    2,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     13.3      1.5     74.8     77.2     96.0     92.0      4.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      14       38        9       37       48       57       89
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,741
COMMITMENTS
   9,951    7,215       88    9,125   14,537   19,164   21,840   11,577    8,901

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -21,574)
  -4,252      667   -2,520   -7,459  -11,526  -14,231  -13,379   -7,343   -8,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     23.5      0.3     29.7     47.3     62.3     71.0     37.7     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      22       12        1       13       15       35       28
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       52,315
COMMITMENTS
  14,203    6,548    2,608   16,584   26,063   33,395   35,219   18,920   17,096

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     11,401)
     636      992    2,465    3,105    2,600    6,206    6,057    5,195    5,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     12.5      5.0     31.7     49.8     63.8     67.3     36.2     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      30       18        9       22       27       59       47
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       39,374
COMMITMENTS
   6,993      426    1,978   18,055    2,439   27,026    4,843   12,348   34,531

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     11,040)
    -124     -134    1,875    1,392       40    3,143    1,781    7,897    9,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      1.1      5.0     45.9      6.2     68.6     12.3     31.4     87.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9        2        8       12        4       24       13
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       29,867
COMMITMENTS
   1,832    3,844      693   12,060   22,336   14,585   26,873   15,282    2,994

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -46,271)
  -2,820   -1,884      -76  -40,774   -7,132  -43,670   -9,092   -2,601  -37,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     12.9      2.3     40.4     74.8     48.8     90.0     51.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       12        3       15       21       20       36
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       76,138
COMMITMENTS
   4,652    5,728      769   52,834   29,468   58,255   35,965   17,883   40,173

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,612)
     203      -34      170      251    1,405      624    1,541      988       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      7.5      1.0     69.4     38.7     76.5     47.2     23.5     52.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5       14        4       19       29       26       46
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      128,442
COMMITMENTS
  59,725    5,778   13,813   24,633   98,583   98,171  118,174   30,271   10,268

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      6,585)
  -5,223   -1,701    5,173    6,843    3,921    6,793    7,393     -208     -808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5      4.5     10.8     19.2     76.8     76.4     92.0     23.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      95       23       28       17       40      119       87
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      121,857
COMMITMENTS
  64,948    7,479    8,640   17,790   94,662   91,378  110,781   30,479   11,076

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      8,499)
  12,191   -2,477      129   -4,731    8,925    7,589    6,577      910    1,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.3      6.1      7.1     14.6     77.7     75.0     90.9     25.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      92       30       27       19       43      119       93
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      104,947
COMMITMENTS
  36,892   16,080   12,708   41,424   62,980   91,024   91,768   13,923   13,179

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      5,374)
   5,271    2,471   -1,002      882    3,901    5,151    5,370      223        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     15.3     12.1     39.5     60.0     86.7     87.4     13.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      62       50       36       40       44      129      110
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       99,573
COMMITMENTS
  31,621   13,609   13,710   40,542   59,079   85,873   86,398   13,700   13,175

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      7,320)
   8,294     -226     -671   -2,534    6,730    5,089    5,833    2,231    1,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     13.7     13.8     40.7     59.3     86.2     86.8     13.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      58       52       37       41       45      126      112
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      257,034
COMMITMENTS
 119,458   62,597   22,054   65,549  153,639  207,061  238,290   49,973   18,744

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      4,883)
   7,662  -10,092      288   -6,072   14,966    1,878    5,162    3,005     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5     24.4      8.6     25.5     59.8     80.6     92.7     19.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
     112       54       32       37       40      164      116
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      252,151
COMMITMENTS
 111,796   72,689   21,766   71,621  138,673  205,183  233,128   46,968   19,023

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -3,844)
  -1,206   -7,348    3,187   -9,120    4,936   -7,139      775    3,295   -4,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     28.8      8.6     28.4     55.0     81.4     92.5     18.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
     101       65       31       41       42      158      126
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       13,152
COMMITMENTS
   6,530    1,578      574    2,403   10,150    9,507   12,302    3,645      850

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        834)
    -458     -153      235      276      474       53      556      781      278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.7     12.0      4.4     18.3     77.2     72.3     93.5     27.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      22        2       10        8        6       39       16
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,318
COMMITMENTS
   6,988    1,731      339    2,127    9,676    9,454   11,746    2,864      572

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,349)
     329      177      121      212      818      662    1,116      687      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.7     14.1      2.8     17.3     78.6     76.7     95.4     23.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      24        2        5        7        5       36       10
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       82,948
COMMITMENTS
  14,324   11,348    2,904   43,320   44,814   60,548   59,066   22,400   23,882

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      5,937)
  -2,001    1,927    1,209    3,549     -472    2,757    2,664    3,180    3,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     13.7      3.5     52.2     54.0     73.0     71.2     27.0     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      26       28       17       58       46       95       81
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       77,011
COMMITMENTS
  16,325    9,421    1,695   39,771   45,286   57,791   56,402   19,220   20,609

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      3,243)
    -815     -143      452      569      729      206    1,038    3,037    2,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     12.2      2.2     51.6     58.8     75.0     73.2     25.0     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      29       22       13       45       42       80       72
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       29,500
COMMITMENTS
   2,139    3,211      560   18,720   14,781   21,419   18,552    8,081   10,948

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:       -144)
    -341      198     -386     -589   -1,120   -1,316   -1,308    1,172    1,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     10.9      1.9     63.5     50.1     72.6     62.9     27.4     37.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        8        3       20       14       27       24
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       29,644
COMMITMENTS
   2,480    3,013      946   19,309   15,901   22,735   19,860    6,909    9,784

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -1,336)
     -46       32     -374     -274     -944     -694   -1,286     -642      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     10.2      3.2     65.1     53.6     76.7     67.0     23.3     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8       10        6       19       12       30       25
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       95,290
COMMITMENTS
  19,144   27,661    3,672   58,629   52,165   81,445   83,498   13,845   11,792

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -1,091)
  -1,269    8,871   -3,222    1,679   -8,207   -2,812   -2,558    1,721    1,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     29.0      3.9     61.5     54.7     85.5     87.6     14.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      52       68       31       56       45      130      127
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       96,381
COMMITMENTS
  20,413   18,790    6,894   56,950   60,372   84,257   86,056   12,124   10,325

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -1,032)
  -2,677    2,285    1,791     -407   -5,809   -1,293   -1,733      261      701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     19.5      7.2     59.1     62.6     87.4     89.3     12.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      62       59       45       54       45      139      131
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       28,834
COMMITMENTS
  10,638    4,428    1,945   12,422   20,953   25,005   27,326    3,829    1,508

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      1,382)
   1,122      847      201      183      910    1,506    1,958     -124     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     15.4      6.7     43.1     72.7     86.7     94.8     13.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      49       18       17       18       14       75       42
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       27,452
COMMITMENTS
   9,516    3,581    1,744   12,239   20,043   23,499   25,368    3,953    2,084

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,090)
     362      363       44      365      314      771      721      319      369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     13.0      6.4     44.6     73.0     85.6     92.4     14.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      44       20       17       21       14       75       42
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      135,958
COMMITMENTS
  26,837   23,403    4,037   93,959  103,032  124,833  130,472   11,125    5,486

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:       -361)
   1,822   -2,565      911   -6,345     -239   -3,612   -1,893    3,251    1,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     17.2      3.0     69.1     75.8     91.8     96.0      8.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      62       39       21       50       39      123       96
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      136,319
COMMITMENTS
  25,015   25,968    3,126  100,304  103,271  128,445  132,365    7,874    3,954

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      4,855)
     987    2,126     -335    3,905    3,388    4,557    5,179      298     -324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     19.0      2.3     73.6     75.8     94.2     97.1      5.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      55       46       15       52       37      116       92
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      352,603
COMMITMENTS
  71,371   68,984   15,668  206,194  229,815  293,233  314,467   59,370   38,136

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -8,769)
   1,693  -16,851      486  -14,041    7,170  -11,862   -9,195    3,093      426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     19.6      4.4     58.5     65.2     83.2     89.2     16.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      37       38       28       51       45      108       92
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      361,372
COMMITMENTS
  69,678   85,835   15,182  220,235  222,645  305,095  323,662   56,277   37,710

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -1,655)
   3,948   -5,186    1,503   -6,917   10,660   -1,466    6,977     -189   -8,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     23.8      4.2     60.9     61.6     84.4     89.6     15.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      40       47       28       55       44      116       99
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       93,474
COMMITMENTS
  26,788   11,080    6,018   53,687   71,980   86,493   89,078    6,981    4,396

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -8,918)
 -10,321     -169   -5,618    8,763   -2,988   -7,176   -8,775   -1,742     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     11.9      6.4     57.4     77.0     92.5     95.3      7.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
     109       45       55       76       85      210      171
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      102,392
COMMITMENTS
  37,109   11,249   11,636   44,924   74,968   93,669   97,853    8,723    4,539

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      7,731)
   4,308      600    1,811      945    5,639    7,064    8,050      667     -319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     11.0     11.4     43.9     73.2     91.5     95.6      8.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     136       40       63       75       92      246      175
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       28,682
COMMITMENTS
  19,487    2,523    2,164    3,372   22,205   25,023   26,892    3,659    1,790

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -6,973)
   1,476      560     -555   -7,532   -6,482   -6,611   -6,477     -362     -496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.9      8.8      7.5     11.8     77.4     87.2     93.8     12.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      34        9        6        8        7       45       20
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       35,655
COMMITMENTS
  18,011    1,963    2,719   10,904   28,687   31,634   33,369    4,021    2,286

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      6,357)
     294     -393     -107    5,971    6,261    6,158    5,761      199      596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5      5.5      7.6     30.6     80.5     88.7     93.6     11.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      32        7        7       10        8       48       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      187,142
COMMITMENTS
  32,749   27,714   29,103   85,797   98,440  147,649  155,257   39,493   31,885

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      7,282)
   1,652    2,527    5,386   -5,802   -3,818    1,236    4,095    6,046    3,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     14.8     15.6     45.8     52.6     78.9     83.0     21.1     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      33       25       32       59       63      113      104
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      179,860
COMMITMENTS
  31,097   25,187   23,717   91,599  102,258  146,413  151,162   33,447   28,698

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      4,957)
   7,085   -1,181    4,620   -6,938       26    4,767    3,465      190    1,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     14.0     13.2     50.9     56.9     81.4     84.0     18.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      33       23       29       58       63      109       99
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      466,300
COMMITMENTS
  32,053   63,806  147,816  207,238  220,275  387,107  431,897   79,193   34,403

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      6,404)
     295     -909    4,389   -2,231    2,636    2,453    6,116    3,951      288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     13.7     31.7     44.4     47.2     83.0     92.6     17.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      48       54       65       85       74      173      157
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      459,896
COMMITMENTS
  31,758   64,715  143,427  209,469  217,639  384,654  425,781   75,242   34,115

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:    -16,940)
  -6,731  -19,108   -4,176  -10,145    7,809  -21,052  -15,475    4,112   -1,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     14.1     31.2     45.5     47.3     83.6     92.6     16.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      43       57       62       85       71      166      157
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,056
COMMITMENTS
  12,067    1,793      512   17,580   22,400   30,159   24,705    3,897    9,351

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:       -576)
     350     -924       16   -1,504      494   -1,138     -414      562     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4      5.3      1.5     51.6     65.8     88.6     72.5     11.4     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        2       14       14       17       17
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,632
COMMITMENTS
  11,717    2,717      496   19,084   21,906   31,297   25,119    3,335    9,513

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -1,353)
   3,704     -401     -904   -3,119      398     -319     -907   -1,034     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      7.8      1.4     55.1     63.3     90.4     72.5      9.6     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       15       13       17       15
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,996
COMMITMENTS
   4,570   16,024   18,992   90,165   81,398  113,727  116,414   10,269    7,582

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:       -385)
  -1,270      332      526      910   -2,750      166   -1,892     -551    1,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     12.9     15.3     72.7     65.6     91.7     93.9      8.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        3       22       23       25       26
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      124,381
COMMITMENTS
   5,840   15,692   18,466   89,255   84,148  113,561  118,306   10,820    6,075

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,331)
  -2,414    3,946    4,094     -355   -3,137    1,325    4,903        6   -3,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     12.6     14.8     71.8     67.7     91.3     95.1      8.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       20       24       23       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,762
COMMITMENTS
  11,031    6,838      848   37,117   35,202   48,996   42,888    3,766    9,874

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      2,339)
   1,565        0        0      838    1,972    2,403    1,972      -64      367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     13.0      1.6     70.3     66.7     92.9     81.3      7.1     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        2       14       13       17       17
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,423
COMMITMENTS
   9,466    6,838      848   36,279   33,230   46,593   40,916    3,830    9,507

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -6,009)
    -976   -2,104        0   -4,504   -2,664   -5,480   -4,768     -529   -1,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     13.6      1.7     71.9     65.9     92.4     81.1      7.6     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       12       11       15       14
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,827
COMMITMENTS
       0    8,997    5,877   50,834   42,259   56,711   57,133    5,116    4,694

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      7,134)
  -2,132    2,412    2,426    6,471     -520    6,765    4,318      369    2,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.6      9.5     82.2     68.4     91.7     92.4      8.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        3       16       13       19       16
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,693
COMMITMENTS
   2,132    6,585    3,451   44,363   42,779   49,946   52,815    4,747    1,878

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -2,590)
    -578      272      240   -3,024   -3,712   -3,362   -3,200      772      610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     12.0      6.3     81.1     78.2     91.3     96.6      8.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       16       15       18       18
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,403
COMMITMENTS
   4,294   13,609    6,184   44,150   34,702   54,628   54,495    5,775    5,908

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      2,423)
  -6,136      323    3,418    3,276   -1,262      558    2,479    1,865      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     22.5     10.2     73.1     57.5     90.4     90.2      9.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        5       19       16       24       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,980
COMMITMENTS
  10,430   13,286    2,766   40,874   35,964   54,070   52,016    3,910    5,964

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -4,774)
   2,502   -4,013     -223   -6,667   -1,912   -4,388   -6,148     -386    1,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     22.9      4.8     70.5     62.0     93.3     89.7      6.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        3       19       19       23       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,030
COMMITMENTS
   1,317        0      867   37,786   37,971   39,970   38,838    1,060    2,192

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        813)
   1,293        0     -621      141    1,500      813      879        0      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      2.1     92.1     92.5     97.4     94.7      2.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       18       19       19
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,217
COMMITMENTS
      24        0    1,488   37,645   36,471   39,157   37,959    1,060    2,258

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      2,033)
  -1,624     -240      930    2,707    1,849    2,013    2,539       20     -506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      3.7     93.6     90.7     97.4     94.4      2.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       18       17       19       18
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,348
COMMITMENTS
       0    7,215    3,558   55,165   47,953   58,723   58,726    6,625    6,622

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      1,810)
       0    1,108      118    3,329     -280    3,447      946   -1,637      864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.0      5.4     84.4     73.4     89.9     89.9     10.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       24       20       26       22
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,538
COMMITMENTS
       0    6,107    3,440   51,836   48,233   55,276   57,780    8,262    5,758

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -1,067)
       0      211      436    1,173    1,497    1,609    2,144   -2,676   -3,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.6      5.4     81.6     75.9     87.0     90.9     13.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       21       18       23       20
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,826
COMMITMENTS
  34,816   26,274    2,104   32,362   42,821   69,282   71,199    7,544    5,627

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      6,030)
   1,108    3,062      744    3,816    1,090    5,668    4,896      362    1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     34.2      2.7     42.1     55.7     90.2     92.7      9.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       15       17       18       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,796
COMMITMENTS
  33,708   23,212    1,360   28,546   41,731   63,614   66,303    7,182    4,493

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -5,646)
  -1,468     -902      628   -6,346   -6,019   -7,186   -6,293    1,540      647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.6     32.8      1.9     40.3     58.9     89.9     93.7     10.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       16       17       18       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,040,586
COMMITMENTS
 252,101   40,073  195,255  576,963  792,696  1024319  1028024   16,267   12,562

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     28,632)
  15,666  -13,952   15,027     -649   26,742   30,044   27,817   -1,412      815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      3.9     18.8     55.4     76.2     98.4     98.8      1.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      25       12       32       84       79      121      113
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,011,954
COMMITMENTS
 236,435   54,025  180,228  577,612  765,954  994,275  1000207   17,679   11,747

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     55,602)
  15,277   -7,770   23,376   18,501   41,260   57,154   56,866   -1,552   -1,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      5.3     17.8     57.1     75.7     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      23       11       29       85       78      119      109
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      160,448
COMMITMENTS
  38,486   53,539   34,484   86,121   70,093  159,091  158,116    1,357    2,332

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     17,273)
   9,336    2,741    2,958    4,676   11,040   16,970   16,739      303      534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     33.4     21.5     53.7     43.7     99.2     98.5      0.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13        7       17       28       27       47       45
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      143,175
COMMITMENTS
  29,150   50,798   31,526   81,445   59,053  142,121  141,377    1,054    1,798

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      6,588)
   6,284    4,688   -1,863    2,176    3,561    6,597    6,386       -9      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     35.5     22.0     56.9     41.2     99.3     98.7      0.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13        6       17       29       27       47       45
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       60,411
COMMITMENTS
  14,596    4,823   12,076   33,379   43,280   60,051   60,179      360      232

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      2,008)
     240      580      510    1,206      988    1,956    2,078       52      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      8.0     20.0     55.3     71.6     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        4        6       37       33       45       39
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       58,403
COMMITMENTS
  14,356    4,243   11,566   32,173   42,292   58,095   58,101      308      302

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,136)
  -2,000    1,200      200    3,040     -204    1,240    1,196     -104      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      7.3     19.8     55.1     72.4     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        5        7       36       32       45       40
 
 
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        1,840
COMMITMENTS
     480      740      140    1,120      860    1,740    1,740      100      100

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:       -570)
    -580     -700      140     -210      -10     -650     -570       80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     40.2      7.6     60.9     46.7     94.6     94.6      5.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        2       10       11       15       15
 
 
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        2,410
COMMITMENTS
   1,060    1,440        0    1,330      870    2,390    2,310       20      100

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     59.8      0.0     55.2     36.1     99.2     95.9      0.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        5        0        9        8       12       13
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       23,661
COMMITMENTS
   3,989      201    3,396   16,136   19,513   23,521   23,110      140      551

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      1,558)
    -272     -646    1,910     -220      428    1,418    1,692      140     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      0.8     14.4     68.2     82.5     99.4     97.7      0.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        4       19       18       23       22
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       22,103
COMMITMENTS
   4,261      847    1,486   16,356   19,085   22,103   21,418        0      685

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:       -719)
     105     -932      386   -1,210     -305     -719     -851        0      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3      3.8      6.7     74.0     86.3    100.0     96.9      0.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       19       19       23       22
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,000
COMMITMENTS
     260    4,126      815    7,713    3,933    8,788    8,874      212      126

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        217)
      86     -674       43      -80      722       49       91      168      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     45.8      9.1     85.7     43.7     97.6     98.6      2.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        3       13       12       18       15
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,783
COMMITMENTS
     174    4,800      772    7,793    3,211    8,739    8,783       44        0

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:       -372)
     -42     -252      -84     -246      -36     -372     -372        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     54.7      8.8     88.7     36.6     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        2       14       11       17       14
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,014
COMMITMENTS
   1,058    1,277      546    7,259    6,933    8,863    8,756      151      258

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     14.2      6.1     80.5     76.9     98.3     97.1      1.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        3       11        9       14       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,840
COMMITMENTS
   3,160    2,200    2,420    4,860    5,650   10,440   10,270      400      570

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        800)
     -80      -60      420      530      740      870    1,100      -70     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     20.3     22.3     44.8     52.1     96.3     94.7      3.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        5       16       18       21       23
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,040
COMMITMENTS
   3,240    2,260    2,000    4,330    4,910    9,570    9,170      470      870

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:       -130)
     100     -620      -20     -490      -40     -410     -680      280      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     22.5     19.9     43.1     48.9     95.3     91.3      4.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        5       13       17       18       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,730
COMMITMENTS
   3,090      280    1,210    7,970   10,920   12,270   12,410      460      320

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        120)
     -60     -320       80        0      660       20      420      100     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      2.2      9.5     62.6     85.8     96.4     97.5      3.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       19       16       22       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,610
COMMITMENTS
   3,150      600    1,130    7,970   10,260   12,250   11,990      360      620

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      2,360)
   1,480      300     -620    1,700    3,200    2,560    2,880     -200     -520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      4.8      9.0     63.2     81.4     97.1     95.1      2.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       19       16       22       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      807,148
COMMITMENTS
  99,237   86,674  119,735  529,397  522,129  748,369  728,538   58,779   78,610

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     23,602)
   7,090   -4,098  -13,460   32,458   36,476   26,088   18,918   -2,486    4,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     10.7     14.8     65.6     64.7     92.7     90.3      7.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      73       77       97       83       94      217      222
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      783,546
COMMITMENTS
  92,147   90,772  133,195  496,939  485,653  722,281  709,620   61,265   73,926

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        192)
   8,158  -10,618      -48  -15,297   12,517   -7,187    1,851    7,379   -1,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     11.6     17.0     63.4     62.0     92.2     90.6      7.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      58       91       99       83       93      213      224
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,269
COMMITMENTS
   8,001    5,196      364    2,041    6,886   10,406   12,446    2,863      823

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        206)
     -77      533       -1      135     -261       57      271      149      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.3     39.2      2.7     15.4     51.9     78.4     93.8     21.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      60       22        4       15       23       77       48
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,063
COMMITMENTS
   8,078    4,663      365    1,906    7,147   10,349   12,175    2,714      888

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:       -149)
      30      223       26     -377     -151     -321       98      172     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.8     35.7      2.8     14.6     54.7     79.2     93.2     20.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      58       21        5       15       23       76       48
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,380
COMMITMENTS
   6,470      790       99      946    7,384    7,515    8,273    1,865    1,107

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        574)
     557        0      -34      -85      684      438      650      136      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.0      8.4      1.1     10.1     78.7     80.1     88.2     19.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      26        6        2        5       18       31       26
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,806
COMMITMENTS
   5,913      790      133    1,031    6,700    7,077    7,623    1,729    1,183

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        860)
   1,388     -269     -198     -416    1,177      774      710       86      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.1      9.0      1.5     11.7     76.1     80.4     86.6     19.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      23        6        3        4       17       27       26
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      153,351
COMMITMENTS
  29,783    7,929   11,116   92,490  119,928  133,389  138,973   19,962   14,378

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     11,761)
     436   -1,242     -269    5,222   10,867    5,389    9,356    6,372    2,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      5.2      7.2     60.3     78.2     87.0     90.6     13.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      45       18       30       66       78      123      116
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      141,590
COMMITMENTS
  29,347    9,171   11,385   87,268  109,061  128,000  129,617   13,590   11,973

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     10,783)
   4,222     -161    3,189      947    6,339    8,358    9,367    2,425    1,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7      6.5      8.0     61.6     77.0     90.4     91.5      9.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      47       24       33       62       74      126      118


Updated June 24, 2005