WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   219,798:    36,624     76,492     29,417    120,490     86,280    186,531    192,189:    33,267     27,610
Old  :   188,901:    42,376     74,574     16,795    101,019     74,323    160,190    165,692:    28,712     23,210
Other:    30,897:     3,649     11,318      3,222     19,471     11,957     26,342     26,497:     4,555      4,400
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    13,005:      -345      9,635      3,000      4,772     -4,017      7,427      8,618:     5,578      4,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       34.8       13.4       54.8       39.3       84.9       87.4:      15.1       12.6
Old  :     100.0:      22.4       39.5        8.9       53.5       39.3       84.8       87.7:      15.2       12.3
Other:     100.0:      11.8       36.6       10.4       63.0       38.7       85.3       85.8:      14.7       14.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:       100        103         72         64         69        196        220:
Old  :       287:       104        100         62         62         64        186        206:
Other:       114:        22         34         31         23         47         65         94:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       26.4       41.5       32.7       27.3       25.5       41.0       31.2
Old  :                 29.9       27.5       43.0       34.1       29.8       26.4       42.5       33.0
Other:                 54.0       34.9       63.0       46.5       53.6       34.8       60.2       46.4
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   206,793:    36,969     66,857     26,418    115,718     90,297    179,104    183,571:    27,689     23,222
Old  :   178,174:    41,233     65,308     15,167     97,727     78,362    154,126    158,836:    24,048     19,337
Other:    28,619:     3,404      9,217      3,583     17,991     11,935     24,978     24,734:     3,641      3,885
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -2,161:      -347     -1,438       -695      1,027        705        -15     -1,429:    -2,146       -732
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       32.3       12.8       56.0       43.7       86.6       88.8:      13.4       11.2
Old  :     100.0:      23.1       36.7        8.5       54.8       44.0       86.5       89.1:      13.5       10.9
Other:     100.0:      11.9       32.2       12.5       62.9       41.7       87.3       86.4:      12.7       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        93         94         69         63         68        189        204:
Old  :       270:        96         91         58         61         63        181        189:
Other:       108:        20         33         29         23         45         61         91:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       29.3       41.6       36.0       28.4       27.9       40.8       34.2
Old  :                 31.0       30.4       43.0       37.6       31.0       28.8       41.9       36.0
Other:                 54.4       36.9       64.3       48.2       53.9       35.0       61.1       46.3
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   726,517:    69,924    179,408     95,077    449,443    300,387    614,444    574,872:   112,073    151,645
Old  :   647,127:    66,472    174,604     84,043    393,116    263,576    543,631    522,223:   103,496    124,905
Other:    79,389:     6,893      8,245      7,593     56,326     36,811     70,812     52,649:     8,577     26,740
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    13,440:       719     14,784     -4,441     17,494     -1,749     13,772      8,595:      -332      4,845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       24.7       13.1       61.9       41.3       84.6       79.1:      15.4       20.9
Old  :     100.0:      10.3       27.0       13.0       60.7       40.7       84.0       80.7:      16.0       19.3
Other:     100.0:       8.7       10.4        9.6       70.9       46.4       89.2       66.3:      10.8       33.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       723:       162        194        154        293        267        542        538:
Old  :       711:       163        189        143        288        254        528        516:
Other:       345:        48         61         35         83        192        147        272:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       14.4       23.2       19.5       13.9       11.5       22.7       15.7
Old  :                 15.1       15.1       24.6       20.6       14.8       12.5       23.5       17.1
Other:                 38.9       11.3       47.2       17.8       38.9        9.8       46.5       16.1
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   713,077:    69,205    164,624     99,517    431,949    302,136    600,672    566,277:   112,405    146,800
Old  :   637,967:    67,042    159,415     88,119    378,688    268,449    533,848    515,983:   104,119    121,984
Other:    75,110:     5,799      8,844      7,763     53,261     33,686     66,824     50,294:     8,286     24,815
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -7,362:       -65     -8,206     -3,988     -2,111      2,743     -6,165     -9,451:    -1,197      2,089
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       23.1       14.0       60.6       42.4       84.2       79.4:      15.8       20.6
Old  :     100.0:      10.5       25.0       13.8       59.4       42.1       83.7       80.9:      16.3       19.1
Other:     100.0:       7.7       11.8       10.3       70.9       44.8       89.0       67.0:      11.0       33.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       717:       149        200        147        285        269        528        536:
Old  :       704:       149        197        138        280        258        514        516:
Other:       343:        47         63         32         83        187        143        269:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       15.1       23.0       20.2       14.1       12.7       22.7       17.2
Old  :                 15.1       16.0       24.2       21.5       14.9       13.9       23.4       18.7
Other:                 38.9       10.9       47.3       18.4       38.9        9.8       46.6       16.4
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     7,710:     1,247        668        463      2,117      4,696      3,828      5,827:     3,883      1,883
Old  :     7,519:     1,219        673        430      2,095      4,595      3,744      5,698:     3,775      1,821
Other:       191:        37          3         25         22        101         84        129:       107         62
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -313:       -22       -141         67       -119       -180        -74       -254:      -239        -59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        8.7        6.0       27.5       60.9       49.6       75.6:      50.4       24.4
Old  :     100.0:      16.2        8.9        5.7       27.9       61.1       49.8       75.8:      50.2       24.2
Other:     100.0:      19.2        1.8       13.0       11.5       52.9       43.8       67.8:      56.2       32.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        15          6          6         14         13         31         23:
Old  :        37:        16          5          6         14         13         31         23:
Other:        11:         3          2          3          2          6          6         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       47.0       29.2       60.0       12.1       43.7       19.6       53.7
Old  :                 19.6       47.0       29.2       60.2       12.2       44.0       20.0       54.2
Other:                 42.5       62.2       43.8       67.0       24.5       47.2       24.5       48.4
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     8,023:     1,269        809        396      2,236      4,876      3,901      6,081:     4,122      1,942
Old  :     7,839:     1,236        808        371      2,214      4,775      3,821      5,954:     4,018      1,885
Other:       185:        36          4         23         22        101         80        127:       104         57
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       486:       267         91         71       -127        218        211        380:       275        106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       10.1        4.9       27.9       60.8       48.6       75.8:      51.4       24.2
Old  :     100.0:      15.8       10.3        4.7       28.2       60.9       48.7       76.0:      51.3       24.0
Other:     100.0:      19.3        1.9       12.4       11.9       54.7       43.6       69.0:      56.4       31.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        14          6          5         15         13         31         22:
Old  :        37:        15          5          5         15         13         31         22:
Other:        10:         2          2          2          2          6          5          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       46.5       28.5       60.8       11.7       43.5       19.8       55.3
Old  :                 18.5       46.5       28.6       61.0       11.9       43.7       20.2       55.7
Other:                 43.3       64.6       43.6       68.8       24.7       48.8       24.7       50.1
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   308,712:    31,343     53,815     65,965    161,547    124,859    258,855    244,639:    49,856     64,073
Old  :   288,879:    30,855     56,062     58,488    154,430    115,628    243,773    230,178:    45,106     58,701
Other:    19,833:     5,609      2,874      2,356      7,117      9,231     15,082     14,461:     4,750      5,371
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     6,196:    -5,675      8,308      3,866      6,126     -7,856      4,318      4,319:     1,878      1,877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       17.4       21.4       52.3       40.4       83.9       79.2:      16.1       20.8
Old  :     100.0:      10.7       19.4       20.2       53.5       40.0       84.4       79.7:      15.6       20.3
Other:     100.0:      28.3       14.5       11.9       35.9       46.5       76.0       72.9:      24.0       27.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       405:       112        138        122        111        125        292        324:
Old  :       398:       107        140        109        108        115        276        308:
Other:       128:        40         25         15         25         50         70         85:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       19.4       40.3       27.1       18.8        7.5       25.4       11.3
Old  :                 30.9       18.8       41.9       26.8       19.8        7.1       26.8       10.9
Other:                 31.9       37.2       44.2       45.5       28.0       32.2       39.2       39.5
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   302,516:    37,018     45,507     62,099    155,421    132,715    254,538    240,320:    47,978     62,196
Old  :   283,963:    36,320     46,764     55,704    148,354    124,294    240,378    226,762:    43,585     57,201
Other:    18,553:     4,859      2,904      2,233      7,068      8,421     14,160     13,558:     4,393      4,995
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :   -21,235:      -683     -2,486    -11,036     -1,240     -2,568    -12,958    -16,090:    -8,277     -5,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       15.0       20.5       51.4       43.9       84.1       79.4:      15.9       20.6
Old  :     100.0:      12.8       16.5       19.6       52.2       43.8       84.7       79.9:      15.3       20.1
Other:     100.0:      26.2       15.7       12.0       38.1       45.4       76.3       73.1:      23.7       26.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       397:       110        141        114        108        120        292        304:
Old  :       390:       106        141        105        106        113        279        293:
Other:       123:        31         30         13         24         48         66         80:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       19.7       39.3       27.7       17.9        8.6       24.6       12.0
Old  :                 29.7       19.0       40.7       27.3       18.8        7.6       25.9       11.3
Other:                 34.2       38.0       46.0       46.3       29.9       31.8       39.9       39.0
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   162,616:    15,576     38,886     26,776     98,436     75,366    140,788    141,028:    21,828     21,588
Old  :   147,561:    16,655     39,432     19,951     91,718     67,327    128,324    126,710:    19,238     20,851
Other:    15,054:     2,543      3,076      3,203      6,718      8,039     12,464     14,318:     2,590        737
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -445:    -2,287      4,043        547      4,174     -5,232      2,434       -643:    -2,879        198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       23.9       16.5       60.5       46.3       86.6       86.7:      13.4       13.3
Old  :     100.0:      11.3       26.7       13.5       62.2       45.6       87.0       85.9:      13.0       14.1
Other:     100.0:      16.9       20.4       21.3       44.6       53.4       82.8       95.1:      17.2        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        32         46         33         52         45        102        114:
Old  :       144:        35         47         28         51         44         97        109:
Other:        44:        10         14         12         17         10         35         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       29.0       34.1       36.9       19.1       22.4       27.8       29.5
Old  :                 25.4       28.8       36.0       36.7       22.8       25.0       32.2       32.7
Other:                 36.1       53.5       49.2       75.0       22.2       42.3       33.3       51.5
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   163,061:    17,863     34,843     26,229     94,262     80,599    138,354    141,670:    24,707     21,390
Old  :   148,604:    19,343     35,602     19,840     87,720     72,697    126,903    128,139:    21,701     20,466
Other:    14,456:     2,218      2,939      2,691      6,542      7,902     11,451     13,532:     3,006        925
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -4,166:     5,182     -9,310     -1,224     -8,240      5,414     -4,282     -5,120:       115        954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       21.4       16.1       57.8       49.4       84.8       86.9:      15.2       13.1
Old  :     100.0:      13.0       24.0       13.4       59.0       48.9       85.4       86.2:      14.6       13.8
Other:     100.0:      15.3       20.3       18.6       45.3       54.7       79.2       93.6:      20.8        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        34         35         34         52         48        105        108:
Old  :       138:        37         37         30         51         47        101        104:
Other:        38:         7         11         11         17          9         32         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       30.5       32.3       38.4       16.6       23.2       25.0       30.7
Old  :                 23.4       30.2       32.7       38.7       20.1       25.8       29.0       34.0
Other:                 35.4       54.4       51.8       75.6       25.4       43.6       36.1       53.5
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   727,236:   169,059    107,293     72,767    373,145    412,226    614,970    592,286:   112,265    134,950
Old  :   727,236:   169,059    107,293     72,767    373,145    412,226    614,970    592,286:   112,265    134,950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    12,681:    15,919     15,819    -16,244       -915       -713     -1,240     -1,138:    13,921     13,819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       14.8       10.0       51.3       56.7       84.6       81.4:      15.4       18.6
Old  :     100.0:      23.2       14.8       10.0       51.3       56.7       84.6       81.4:      15.4       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        41         47         38         69         94        133        156:
Old  :       195:        41         47         38         69         94        133        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       16.2       32.3       26.7       16.6       14.8       23.0       21.6
Old  :                 22.8       16.2       32.3       26.7       16.6       14.8       23.0       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   714,555:   153,140     91,475     89,010    374,060    412,939    616,211    593,423:    98,344    121,132
Old  :   714,555:   153,140     91,475     89,010    374,060    412,939    616,211    593,423:    98,344    121,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :   -67,580:   -20,510     -3,555    -18,975    -15,269    -38,829    -54,754    -61,359:   -12,826     -6,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       12.8       12.5       52.3       57.8       86.2       83.0:      13.8       17.0
Old  :     100.0:      21.4       12.8       12.5       52.3       57.8       86.2       83.0:      13.8       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        36         49         38         68         89        132        149:
Old  :       192:        36         49         38         68         89        132        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       16.0       33.9       27.0       17.7       14.6       24.8       21.0
Old  :                 23.0       16.0       33.9       27.0       17.7       14.6       24.8       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   168,077:     7,967     31,829     35,151     99,244     74,908    142,362    141,888:    25,715     26,190
Old  :   153,995:    11,606     31,534     27,269     91,069     70,153    129,944    128,956:    24,052     25,040
Other:    14,082:     1,069      5,003      3,174      8,175      4,755     12,419     12,932:     1,663      1,150
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     8,120:       -51      6,772      2,894      7,672     -1,611     10,515      8,056:    -2,395         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       18.9       20.9       59.0       44.6       84.7       84.4:      15.3       15.6
Old  :     100.0:       7.5       20.5       17.7       59.1       45.6       84.4       83.7:      15.6       16.3
Other:     100.0:       7.6       35.5       22.5       58.1       33.8       88.2       91.8:      11.8        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        26         51         52         56         56        119        142:
Old  :       167:        35         51         50         56         55        118        139:
Other:        57:        10         18         15         26         11         48         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       21.1       36.8       29.1       23.5       12.8       30.6       19.0
Old  :                 25.9       20.7       36.0       28.4       24.1       13.9       31.8       21.3
Other:                 43.8       53.8       61.5       70.9       41.2       40.2       49.9       51.1
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   159,957:     8,018     25,056     32,257     91,573     76,519    131,847    133,832:    28,110     26,125
Old  :   146,681:    11,543     25,058     25,020     83,897     72,127    120,461    122,206:    26,220     24,475
Other:    13,277:     1,196      4,719      2,516      7,675      4,392     11,386     11,626:     1,890      1,650
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -2,936:     2,116       -960     -2,062       -692        531       -638     -2,491:    -2,298       -445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       15.7       20.2       57.2       47.8       82.4       83.7:      17.6       16.3
Old  :     100.0:       7.9       17.1       17.1       57.2       49.2       82.1       83.3:      17.9       16.7
Other:     100.0:       9.0       35.5       18.9       57.8       33.1       85.8       87.6:      14.2       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        28         46         48         54         55        116        131:
Old  :       159:        33         45         47         54         54        115        129:
Other:        51:         8         15         12         24          9         42         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       22.3       34.1       31.2       20.8       13.9       27.8       21.0
Old  :                 23.8       21.8       33.2       30.7       21.0       15.3       28.4       23.1
Other:                 44.2       56.5       59.9       72.1       41.7       42.6       51.0       54.2
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     4,892:     1,541      1,430        359      1,212      1,634      3,113      3,423:     1,780      1,469
Old  :     4,890:     1,541      1,430        357      1,212      1,634      3,111      3,421:     1,780      1,469
Other:         2:         0          0          2          0          0          2          2:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :        89:       165        151         79        288       -158        531         72:      -442         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       29.2        7.3       24.8       33.4       63.6       70.0:      36.4       30.0
Old  :     100.0:      31.5       29.2        7.3       24.8       33.4       63.6       70.0:      36.4       30.0
Other:     100.0:       0.0        0.0      100.0        0.0        0.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        11          8          3         11         10         23         20:
Old  :        34:        11          8          3         11         10         23         20:
Other:         2:         0          0          2          0          0          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       38.2       45.5       49.4       29.0       38.1       41.8       48.0
Old  :                 31.8       38.2       45.5       49.4       29.0       38.1       41.8       48.0
Other:                100.0      100.0      100.0      100.0        0.0        0.0        0.0        0.0
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     4,803:     1,377      1,279        280        924      1,792      2,581      3,351:     2,222      1,452
Old  :     4,801:     1,377      1,279        278        924      1,792      2,579      3,349:     2,222      1,452
Other:         2:         0          0          2          0          0          2          2:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -134:       170        147        -48       -266       -175       -144        -76:        10        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       26.6        5.8       19.2       37.3       53.7       69.8:      46.3       30.2
Old  :     100.0:      28.7       26.6        5.8       19.2       37.3       53.7       69.8:      46.3       30.2
Other:     100.0:       0.0        0.0      100.0        0.0        0.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        10          6          3          6          9         16         18:
Old  :        28:        10          6          3          6          9         16         18:
Other:         2:         0          0          2          0          0          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       40.4       42.9       54.0       29.9       40.3       40.4       53.9
Old  :                 32.0       40.4       42.9       54.0       29.9       40.4       40.4       54.0
Other:                100.0      100.0      100.0      100.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   252,479:    67,803     84,343        525    156,669    117,751    224,997    202,619:    27,482     49,860
Old  :   252,479:    67,803     84,343        525    156,669    117,751    224,997    202,619:    27,482     49,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     3,802:     5,347     14,316       -875     -2,432    -10,783      2,040      2,658:     1,762      1,144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       33.4        0.2       62.1       46.6       89.1       80.3:      10.9       19.7
Old  :     100.0:      26.9       33.4        0.2       62.1       46.6       89.1       80.3:      10.9       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        19         55          4         48         66         69        123:
Old  :       163:        19         55          4         48         66         69        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       12.7       45.4       21.0       30.8       12.7       43.4       20.8
Old  :                 31.2       12.7       45.4       21.0       30.8       12.7       43.4       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   248,678:    62,456     70,027      1,400    159,101    128,534    222,957    199,961:    25,721     48,717
Old  :   248,678:    62,456     70,027      1,400    159,101    128,534    222,957    199,961:    25,721     48,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     1,180:     3,880      5,241     -2,371          4     -2,611      1,513        259:      -333        920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       28.2        0.6       64.0       51.7       89.7       80.4:      10.3       19.6
Old  :     100.0:      25.1       28.2        0.6       64.0       51.7       89.7       80.4:      10.3       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        18         49          5         44         66         65        117:
Old  :       152:        18         49          5         44         66         65        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       14.0       47.9       22.5       30.6       13.6       43.0       21.0
Old  :                 34.5       14.0       47.9       22.5       30.6       13.6       43.0       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 2,140,053:   393,805    347,239    264,198  1,310,557  1,170,547  1,968,560  1,781,984:   171,494    358,070
Old  : 2,140,053:   393,805    347,239    264,198  1,310,557  1,170,547  1,968,560  1,781,984:   171,494    358,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :   123,830:     6,129     15,775     63,423     48,126     -6,396    117,679     72,802:     6,151     51,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       16.2       12.3       61.2       54.7       92.0       83.3:       8.0       16.7
Old  :     100.0:      18.4       16.2       12.3       61.2       54.7       92.0       83.3:       8.0       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       379:        46        116         89        137        199        249        338:
Old  :       379:        46        116         89        137        199        249        338:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       12.6       48.1       19.7       34.0        9.9       42.4       15.4
Old  :                 37.5       12.6       48.1       19.7       34.0        9.9       42.4       15.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 2,016,224:   387,675    331,464    200,775  1,262,431  1,176,943  1,850,881  1,709,181:   165,343    307,043
Old  : 2,016,224:   387,675    331,464    200,775  1,262,431  1,176,943  1,850,881  1,709,181:   165,343    307,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :  -114,294:    29,448     47,708    -94,948    -28,406    -67,210    -93,906   -114,450:   -20,388        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       16.4       10.0       62.6       58.4       91.8       84.8:       8.2       15.2
Old  :     100.0:      19.2       16.4       10.0       62.6       58.4       91.8       84.8:       8.2       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:        55        105         82        130        191        236        327:
Old  :       367:        55        105         82        130        191        236        327:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       15.0       49.3       22.5       35.9       12.3       44.1       18.3
Old  :                 39.0       15.0       49.3       22.5       35.9       12.3       44.1       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,326,282:   333,080    255,536    105,305    789,631    787,910  1,228,016  1,148,751:    98,267    177,532
Old  : 1,326,282:   333,080    255,536    105,305    789,631    787,910  1,228,016  1,148,751:    98,267    177,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    14,091:    -2,485     41,114    -17,371     13,368    -16,548     -6,488      7,195:    20,580      6,896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       19.3        7.9       59.5       59.4       92.6       86.6:       7.4       13.4
Old  :     100.0:      25.1       19.3        7.9       59.5       59.4       92.6       86.6:       7.4       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:        59         83         54         90        143        171        258:
Old  :       303:        59         83         54         90        143        171        258:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       16.6       41.0       25.4       21.3       15.4       35.8       23.1
Old  :                 24.9       16.6       41.0       25.4       21.3       15.4       35.8       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,312,191:   335,565    214,422    122,676    776,263    804,457  1,234,504  1,141,555:    77,687    170,636
Old  : 1,312,191:   335,565    214,422    122,676    776,263    804,457  1,234,504  1,141,555:    77,687    170,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :   -67,237:   -13,209      1,067    -33,678     -5,486    -24,259    -52,374    -56,870:   -14,863    -10,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       16.3        9.3       59.2       61.3       94.1       87.0:       5.9       13.0
Old  :     100.0:      25.6       16.3        9.3       59.2       61.3       94.1       87.0:       5.9       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        50         86         56         91        142        169        256:
Old  :       296:        50         86         56         91        142        169        256:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       17.7       41.9       27.1       20.5       16.5       35.5       24.5
Old  :                 24.5       17.7       41.9       27.1       20.5       16.5       35.5       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   444,716:   109,262     31,998    129,524    180,002    267,771    418,788    429,293:    25,928     15,422
Old  :   444,716:   109,262     31,998    129,524    180,002    267,771    418,788    429,293:    25,928     15,422
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :  -207,908:   -75,820    -20,282    -64,530    -61,164   -120,024   -201,514   -204,836:    -6,394     -3,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        7.2       29.1       40.5       60.2       94.2       96.5:       5.8        3.5
Old  :     100.0:      24.6        7.2       29.1       40.5       60.2       94.2       96.5:       5.8        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        42         25         35         61         62        119        107:
Old  :       145:        42         25         35         61         62        119        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       33.5       44.4       48.0       16.0       26.0       25.5       36.2
Old  :                 29.0       33.5       44.4       48.0       16.0       26.0       25.5       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   652,623:   185,081     52,281    194,054    241,166    387,794    620,302    634,129:    32,322     18,494
Old  :   652,623:   185,081     52,281    194,054    241,166    387,794    620,302    634,129:    32,322     18,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     9,408:     6,556     13,073     -4,310      7,044          4      9,290      8,767:       118        641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        8.0       29.7       37.0       59.4       95.0       97.2:       5.0        2.8
Old  :     100.0:      28.4        8.0       29.7       37.0       59.4       95.0       97.2:       5.0        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        58         26         44         73         69        148        122:
Old  :       167:        58         26         44         73         69        148        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       30.1       39.6       44.6       18.1       24.3       25.9       32.9
Old  :                 26.5       30.1       39.6       44.6       18.1       24.3       25.9       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    51,434:    19,712      9,235        797     25,202     33,289     45,712     43,321:     5,722      8,113
Old  :    51,434:    19,712      9,235        797     25,202     33,289     45,712     43,321:     5,722      8,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       261:         6       -613         38       -413        355       -369       -220:       630        481
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       18.0        1.5       49.0       64.7       88.9       84.2:      11.1       15.8
Old  :     100.0:      38.3       18.0        1.5       49.0       64.7       88.9       84.2:      11.1       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        38         18         13         26         15         72         38:
Old  :        90:        38         18         13         26         15         72         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       62.9       55.3       73.1       36.8       62.8       55.3       72.2
Old  :                 36.8       62.9       55.3       73.1       36.8       62.8       55.3       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    51,173:    19,706      9,848        759     25,615     32,934     46,081     43,542:     5,093      7,632
Old  :    51,173:    19,706      9,848        759     25,615     32,934     46,081     43,542:     5,093      7,632
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     1,389:     1,963        300        136        367        791      2,466      1,227:    -1,076        163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5       19.2        1.5       50.1       64.4       90.0       85.1:      10.0       14.9
Old  :     100.0:      38.5       19.2        1.5       50.1       64.4       90.0       85.1:      10.0       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        32         20         10         23         13         62         36:
Old  :        83:        32         20         10         23         13         62         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       62.5       56.1       72.7       35.6       62.5       56.1       71.7
Old  :                 35.6       62.5       56.1       72.7       35.6       62.5       56.1       71.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    52,573:     6,203     13,805      3,750     30,656     24,856     40,610     42,411:    11,964     10,162
Old  :    52,573:     6,203     13,805      3,750     30,656     24,856     40,610     42,411:    11,964     10,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    12,729:    -1,064      2,584      1,675      8,034      7,834      8,645     12,093:     4,084        636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       26.3        7.1       58.3       47.3       77.2       80.7:      22.8       19.3
Old  :     100.0:      11.8       26.3        7.1       58.3       47.3       77.2       80.7:      22.8       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        34         19         19         19         16         58         49:
Old  :        81:        34         19         19         19         16         58         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       51.1       53.4       59.7       40.5       49.9       50.2       56.9
Old  :                 41.1       51.1       53.4       59.7       40.5       49.9       50.2       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    39,844:     7,267     11,221      2,075     22,622     17,022     31,964     30,318:     7,880      9,526
Old  :    39,844:     7,267     11,221      2,075     22,622     17,022     31,964     30,318:     7,880      9,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -4,604:       559      2,190        177      2,449      2,008      3,185      4,375:    -7,789     -8,979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       28.2        5.2       56.8       42.7       80.2       76.1:      19.8       23.9
Old  :     100.0:      18.2       28.2        5.2       56.8       42.7       80.2       76.1:      19.8       23.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        24         27         15         22         15         56         47:
Old  :        81:        24         27         15         22         15         56         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       44.0       53.2       54.3       39.9       44.0       51.5       52.9
Old  :                 40.5       44.0       53.2       54.3       39.9       44.0       51.5       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    36,255:     1,548      6,464      1,006     33,363     27,417     35,917     34,887:       338      1,368
Old  :    36,255:     1,548      6,464      1,006     33,363     27,417     35,917     34,887:       338      1,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       -52:      -483         64          0        457       -112        -26        -48:       -26         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       17.8        2.8       92.0       75.6       99.1       96.2:       0.9        3.8
Old  :     100.0:       4.3       17.8        2.8       92.0       75.6       99.1       96.2:       0.9        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         4         21          2         17         15         23         36:
Old  :        53:         4         21          2         17         15         23         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       51.7       80.4       72.1       53.6       51.1       80.3       71.6
Old  :                 53.6       51.7       80.4       72.1       53.6       51.1       80.3       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    36,307:     2,031      6,400      1,006     32,906     27,529     35,943     34,935:       364      1,372
Old  :    36,307:     2,031      6,400      1,006     32,906     27,529     35,943     34,935:       364      1,372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -705:      -295       -614          0       -577        -96       -872       -710:       167          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       17.6        2.8       90.6       75.8       99.0       96.2:       1.0        3.8
Old  :     100.0:       5.6       17.6        2.8       90.6       75.8       99.0       96.2:       1.0        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         4         21          2         17         15         23         36:
Old  :        53:         4         21          2         17         15         23         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       51.9       79.6       72.3       52.6       51.4       79.5       71.8
Old  :                 52.6       51.9       79.6       72.3       52.6       51.4       79.5       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    13,599:       500      1,689          0     13,078     11,442     13,578     13,131:        21        468
Old  :    13,599:       500      1,689          0     13,078     11,442     13,578     13,131:        21        468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       473:      -181        109          0        645        352        464        461:         9         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       12.4        0.0       96.2       84.1       99.8       96.6:       0.2        3.4
Old  :     100.0:       3.7       12.4        0.0       96.2       84.1       99.8       96.6:       0.2        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          7          0          8         10          9         17:
Old  :        25:         1          7          0          8         10          9         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.4       74.7       97.6       85.7       80.4       71.9       97.1       82.9
Old  :                 80.4       74.7       97.6       85.7       80.4       71.9       97.1       82.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    13,126:       681      1,580          0     12,433     11,090     13,114     12,670:        12        456
Old  :    13,126:       681      1,580          0     12,433     11,090     13,114     12,670:        12        456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -386:       296        -76          0       -669       -122       -373       -198:       -13       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       12.0        0.0       94.7       84.5       99.9       96.5:       0.1        3.5
Old  :     100.0:       5.2       12.0        0.0       94.7       84.5       99.9       96.5:       0.1        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          7          0          8         10         10         17:
Old  :        26:         2          7          0          8         10         10         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.6       74.7       97.2       86.1       82.6       71.8       96.8       83.2
Old  :                 82.6       74.7       97.2       86.1       82.6       71.8       96.8       83.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    26,226:     1,948      1,552      3,941     17,592     16,212     23,481     21,705:     2,745      4,521
Old  :    26,226:     1,948      1,552      3,941     17,592     16,212     23,481     21,705:     2,745      4,521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -4,785:    -2,037        -67     -1,330     -1,443     -2,842     -4,809     -4,239:        25       -546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        5.9       15.0       67.1       61.8       89.5       82.8:      10.5       17.2
Old  :     100.0:       7.4        5.9       15.0       67.1       61.8       89.5       82.8:      10.5       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        16         11         14         36         40         60         57:
Old  :        82:        16         11         14         36         40         60         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       25.4       59.0       40.2       45.3       24.7       52.2       37.5
Old  :                 46.4       25.4       59.0       40.2       45.3       24.7       52.2       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    31,011:     3,985      1,620      5,271     19,035     19,054     28,290     25,944:     2,720      5,067
Old  :    31,011:     3,985      1,620      5,271     19,035     19,054     28,290     25,944:     2,720      5,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       884:         2        215        285      1,018        881      1,305      1,380:      -420       -496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        5.2       17.0       61.4       61.4       91.2       83.7:       8.8       16.3
Old  :     100.0:      12.9        5.2       17.0       61.4       61.4       91.2       83.7:       8.8       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        22         11         17         35         44         64         65:
Old  :        89:        22         11         17         35         44         64         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       25.5       54.5       40.7       37.8       24.2       45.1       36.3
Old  :                 39.4       25.5       54.5       40.7       37.8       24.2       45.1       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   111,051:    28,143      5,272     21,433     39,910     45,901     89,486     72,606:    21,566     38,445
Old  :   110,544:    28,177      5,272     21,399     39,732     45,785     89,308     72,456:    21,237     38,088
Other:       507:         0         34          0        178        116        178        150:       329        357
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     9,965:     3,824        329      3,241      1,099      2,409      8,164      5,979:     1,801      3,986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        4.7       19.3       35.9       41.3       80.6       65.4:      19.4       34.6
Old  :     100.0:      25.5        4.8       19.4       35.9       41.4       80.8       65.5:      19.2       34.5
Other:     100.0:       0.0        6.7        0.0       35.1       22.9       35.1       29.6:      64.9       70.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        60         34         49         32         38        131         93:
Old  :       154:        60         34         49         31         38        130         93:
Other:         8:         0          1          0          5          3          5          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       22.7       32.8       30.7       23.0       21.8       32.2       28.6
Old  :                 23.1       22.8       32.9       30.8       23.1       22.0       32.4       28.9
Other:                 34.9       29.6       35.1       29.6       32.5       27.2       32.7       27.2
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   101,086:    24,319      4,944     18,192     38,810     43,492     81,321     66,628:    19,765     34,459
Old  :   100,667:    24,367      4,869     18,144     38,669     43,408     81,180     66,421:    19,487     34,247
Other:       419:         0        123          0        141         84        141        207:       278        212
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     2,998:       114        475      1,059        752        168      1,925      1,701:     1,073      1,296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        4.9       18.0       38.4       43.0       80.4       65.9:      19.6       34.1
Old  :     100.0:      24.2        4.8       18.0       38.4       43.1       80.6       66.0:      19.4       34.0
Other:     100.0:       0.0       29.4        0.0       33.7       20.0       33.7       49.4:      66.3       50.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        53         35         48         31         37        121         92:
Old  :       146:        53         35         48         31         37        121         92:
Other:         8:         0          2          0          4          3          4          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       24.0       33.8       31.5       24.8       22.7       33.7       29.7
Old  :                 25.0       24.1       34.0       31.6       24.9       22.9       33.9       29.9
Other:                 33.7       49.2       33.7       49.4       30.8       46.5       30.8       46.5
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     2,056:       439        546        159        874        351      1,472      1,056:       584      1,000
Old  :     2,056:       439        546        159        874        351      1,472      1,056:       584      1,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :        23:      -108        123        -47        149         39         -6        115:        29        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       26.6        7.7       42.5       17.1       71.6       51.4:      28.4       48.6
Old  :     100.0:      21.4       26.6        7.7       42.5       17.1       71.6       51.4:      28.4       48.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         5         14          6          7          3         18         17:
Old  :        27:         5         14          6          7          3         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       26.7       61.7       39.7       44.7       23.4       55.1       31.4
Old  :                 45.0       26.7       61.7       39.7       44.7       23.4       55.1       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     2,033:       547        423        206        725        312      1,478        941:       555      1,092
Old  :     2,033:       547        423        206        725        312      1,478        941:       555      1,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :        50:      -124         30         35        158         65         69        130:       -19        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       20.8       10.1       35.7       15.3       72.7       46.3:      27.3       53.7
Old  :     100.0:      26.9       20.8       10.1       35.7       15.3       72.7       46.3:      27.3       53.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         6         12          5          5          2         15         15:
Old  :        24:         6         12          5          5          2         15         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       28.3       65.0       38.3       44.0       22.1       55.3       28.1
Old  :                 46.7       28.3       65.0       38.3       44.0       22.1       55.3       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   152,931:    37,643      9,146     28,524     69,968     82,183    136,135    119,853:    16,796     33,078
Old  :   152,931:    37,643      9,146     28,524     69,968     82,183    136,135    119,853:    16,796     33,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     1,916:    -2,217        492      1,252      2,454      2,873      1,490      4,618:       426     -2,701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        6.0       18.7       45.8       53.7       89.0       78.4:      11.0       21.6
Old  :     100.0:      24.6        6.0       18.7       45.8       53.7       89.0       78.4:      11.0       21.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        62         29         46         61         99        140        159:
Old  :       202:        62         29         46         61         99        140        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       14.4       40.3       23.9       19.8        9.4       32.0       16.6
Old  :                 23.4       14.4       40.3       23.9       19.8        9.4       32.0       16.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   151,015:    39,860      8,654     27,272     67,514     79,310    134,645    115,235:    16,370     35,780
Old  :   151,015:    39,860      8,654     27,272     67,514     79,310    134,645    115,235:    16,370     35,780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     7,708:     4,226     -1,621      1,478      1,478      5,641      7,182      5,497:       526      2,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        5.7       18.1       44.7       52.5       89.2       76.3:      10.8       23.7
Old  :     100.0:      26.4        5.7       18.1       44.7       52.5       89.2       76.3:      10.8       23.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        59         34         44         59         99        137        161:
Old  :       206:        59         34         44         59         99        137        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       14.4       39.6       23.7       19.7        9.6       32.1       16.4
Old  :                 23.0       14.4       39.6       23.7       19.7        9.6       32.1       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,845:     1,216        628        236        507      1,804      1,959      2,667:     1,887      1,178
Old  :     3,845:     1,216        628        236        507      1,804      1,959      2,667:     1,887      1,178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -500:       376         85       -265       -308         58       -197       -122:      -303       -378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       16.3        6.1       13.2       46.9       50.9       69.4:      49.1       30.6
Old  :     100.0:      31.6       16.3        6.1       13.2       46.9       50.9       69.4:      49.1       30.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        17          7          8          9         15         31         26:
Old  :        41:        17          7          8          9         15         31         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       42.9       27.3       53.8       16.4       42.9       25.7       53.3
Old  :                 17.3       42.9       27.3       53.8       16.4       42.9       25.7       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     4,345:       840        542        501        815      1,747      2,156      2,790:     2,190      1,556
Old  :     4,345:       840        542        501        815      1,747      2,156      2,790:     2,190      1,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       327:       252       -156         44       -113        277        183        164:       144        163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       12.5       11.5       18.8       40.2       49.6       64.2:      50.4       35.8
Old  :     100.0:      19.3       12.5       11.5       18.8       40.2       49.6       64.2:      50.4       35.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        16          6         10          6         14         26         26:
Old  :        36:        16          6         10          6         14         26         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       34.9       27.6       47.9       13.4       34.8       21.6       43.4
Old  :                 16.7       34.9       27.6       47.9       13.4       34.8       21.6       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    20,143:     4,646      1,303      3,834      7,010      4,505     15,490      9,642:     4,653     10,501
Old  :    20,143:     4,646      1,303      3,834      7,010      4,505     15,490      9,642:     4,653     10,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       918:       941        473         30        244        555      1,215      1,058:      -298       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        6.5       19.0       34.8       22.4       76.9       47.9:      23.1       52.1
Old  :     100.0:      23.1        6.5       19.0       34.8       22.4       76.9       47.9:      23.1       52.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        29         19         26         39         37         82         70:
Old  :       104:        29         19         26         39         37         82         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       12.9       32.2       21.0       19.0        6.9       28.0       10.8
Old  :                 19.7       12.9       32.2       21.0       19.0        6.9       28.0       10.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    19,225:     3,705        829      3,805      6,765      3,950     14,275      8,584:     4,951     10,641
Old  :    19,225:     3,705        829      3,805      6,765      3,950     14,275      8,584:     4,951     10,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       344:       377        138       -139        -28       -137        211       -138:       133        482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        4.3       19.8       35.2       20.5       74.2       44.6:      25.8       55.4
Old  :     100.0:      19.3        4.3       19.8       35.2       20.5       74.2       44.6:      25.8       55.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        26         21         26         38         36         79         69:
Old  :       100:        26         21         26         38         36         79         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       12.5       33.1       19.8       19.7        5.9       27.6        9.1
Old  :                 20.4       12.5       33.1       19.8       19.7        5.9       27.6        9.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    79,324:    20,995     11,883      2,050     22,448     49,463     45,493     63,396:    33,831     15,928
Old  :    79,324:    20,995     11,883      2,050     22,448     49,463     45,493     63,396:    33,831     15,928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     5,966:     1,128     -1,479      1,071      3,133      6,065      5,332      5,657:       634        309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       15.0        2.6       28.3       62.4       57.4       79.9:      42.6       20.1
Old  :     100.0:      26.5       15.0        2.6       28.3       62.4       57.4       79.9:      42.6       20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        19         11          7         20         17         41         33:
Old  :        57:        19         11          7         20         17         41         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       41.2       29.6       55.9       17.5       41.2       27.7       55.6
Old  :                 18.3       41.2       29.6       55.9       17.5       41.2       27.7       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    73,358:    19,868     13,362        979     19,315     43,398     40,161     57,739:    33,197     15,619
Old  :    73,358:    19,868     13,362        979     19,315     43,398     40,161     57,739:    33,197     15,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       655:    -1,311       -991          8      2,269      3,033        966      2,051:      -312     -1,396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       18.2        1.3       26.3       59.2       54.7       78.7:      45.3       21.3
Old  :     100.0:      27.1       18.2        1.3       26.3       59.2       54.7       78.7:      45.3       21.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        16          9          7         20         18         37         33:
Old  :        53:        16          9          7         20         18         37         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       40.8       30.5       56.9       18.7       40.8       28.9       56.2
Old  :                 18.9       40.8       30.5       56.9       18.7       40.8       28.9       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    52,461:    20,126      7,893        195     12,266     33,078     32,587     41,166:    19,874     11,295
Old  :    52,461:    20,126      7,893        195     12,266     33,078     32,587     41,166:    19,874     11,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -8,864:   -13,592       -846         -8      4,311    -11,497     -9,289    -12,351:       425      3,487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4       15.0        0.4       23.4       63.1       62.1       78.5:      37.9       21.5
Old  :     100.0:      38.4       15.0        0.4       23.4       63.1       62.1       78.5:      37.9       21.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        14          3          2         12          6         26         11:
Old  :        32:        14          3          2         12          6         26         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       61.6       33.1       77.3       19.9       61.5       33.1       77.3
Old  :                 19.9       61.6       33.1       77.3       19.9       61.5       33.1       77.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    61,325:    33,718      8,739        203      7,955     44,575     41,876     53,517:    19,450      7,808
Old  :    61,325:    33,718      8,739        203      7,955     44,575     41,876     53,517:    19,450      7,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     3,306:     3,657     -9,814       -191     -1,311     12,961      2,155      2,956:     1,151        350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.0       14.3        0.3       13.0       72.7       68.3       87.3:      31.7       12.7
Old  :     100.0:      55.0       14.3        0.3       13.0       72.7       68.3       87.3:      31.7       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        21          3          2          8          9         29         14:
Old  :        38:        21          3          2          8          9         29         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       66.8       38.5       82.4       24.8       66.7       38.5       81.4
Old  :                 24.8       66.8       38.5       82.4       24.8       66.7       38.5       81.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    75,125:    42,781     10,002        640     21,524     57,290     64,946     67,932:    10,180      7,193
Old  :    75,125:    42,781     10,002        640     21,524     57,290     64,946     67,932:    10,180      7,193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :   -10,729:   -11,339      3,799        -52        512    -15,428    -10,879    -11,682:       150        953
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.9       13.3        0.9       28.7       76.3       86.4       90.4:      13.6        9.6
Old  :     100.0:      56.9       13.3        0.9       28.7       76.3       86.4       90.4:      13.6        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        43         12          3         17         16         63         28:
Old  :        84:        43         12          3         17         16         63         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       58.8       49.4       73.4       33.9       57.9       49.4       72.5
Old  :                 33.9       58.8       49.4       73.4       33.9       57.9       49.4       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    85,854:    54,120      6,203        693     21,012     72,719     75,825     79,614:    10,029      6,240
Old  :    85,854:    54,120      6,203        693     21,012     72,719     75,825     79,614:    10,029      6,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -100:    -2,976        -30        667      2,712       -718        403        -80:      -503        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.0        7.2        0.8       24.5       84.7       88.3       92.7:      11.7        7.3
Old  :     100.0:      63.0        7.2        0.8       24.5       84.7       88.3       92.7:      11.7        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        47         13          2         17         18         66         31:
Old  :        89:        47         13          2         17         18         66         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       59.6       49.7       77.8       34.0       58.9       49.7       76.8
Old  :                 34.0       59.6       49.7       77.8       34.0       58.9       49.7       76.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    79,033:    23,892     12,055      1,496     27,871     51,583     53,259     65,134:    25,774     13,900
Old  :    79,033:    23,892     12,055      1,496     27,871     51,583     53,259     65,134:    25,774     13,900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -1,118:    -9,073       -885        480      7,836     -2,147       -758     -2,552:      -360      1,434
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       15.3        1.9       35.3       65.3       67.4       82.4:      32.6       17.6
Old  :     100.0:      30.2       15.3        1.9       35.3       65.3       67.4       82.4:      32.6       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        21          9          8         14         13         40         25:
Old  :        50:        21          9          8         14         13         40         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       53.5       37.7       74.2       25.6       53.5       36.8       71.3
Old  :                 25.6       53.5       37.7       74.2       25.6       53.5       36.8       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    80,151:    32,966     12,940      1,016     20,036     53,730     54,017     67,686:    26,134     12,465
Old  :    80,151:    32,966     12,940      1,016     20,036     53,730     54,017     67,686:    26,134     12,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -3,482:    -4,284     10,368        -98      1,997    -12,873     -2,384     -2,603:    -1,098       -879
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1       16.1        1.3       25.0       67.0       67.4       84.4:      32.6       15.6
Old  :     100.0:      41.1       16.1        1.3       25.0       67.0       67.4       84.4:      32.6       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        24         11          7         11         13         40         26:
Old  :        54:        24         11          7         11         13         40         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       54.0       36.1       75.5       23.2       54.0       36.1       74.1
Old  :                 23.2       54.0       36.1       75.5       23.2       54.0       36.1       74.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   181,836:    34,462     11,472      3,417    109,034    146,418    146,913    161,307:    34,923     20,529
Old  :   181,836:    34,462     11,472      3,417    109,034    146,418    146,913    161,307:    34,923     20,529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     5,873:    -5,525        110        848     14,134      2,604      9,457      3,561:    -3,584      2,311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        6.3        1.9       60.0       80.5       80.8       88.7:      19.2       11.3
Old  :     100.0:      19.0        6.3        1.9       60.0       80.5       80.8       88.7:      19.2       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        32         16          8         22         20         57         41:
Old  :        76:        32         16          8         22         20         57         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       60.6       57.7       72.9       29.7       45.8       37.3       52.7
Old  :                 46.4       60.6       57.7       72.9       29.7       45.8       37.3       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   175,964:    39,988     11,362      2,569     94,900    143,815    137,456    157,746:    38,507     18,218
Old  :   175,964:    39,988     11,362      2,569     94,900    143,815    137,456    157,746:    38,507     18,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     4,976:     6,657     -1,508        -86     -3,019      8,539      3,552      6,945:     1,424     -1,969
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        6.5        1.5       53.9       81.7       78.1       89.6:      21.9       10.4
Old  :     100.0:      22.7        6.5        1.5       53.9       81.7       78.1       89.6:      21.9       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        33         13         10         18         22         52         44:
Old  :        74:        33         13         10         18         22         52         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       61.7       56.4       74.7       28.0       48.0       35.9       55.0
Old  :                 46.7       61.7       56.4       74.7       28.0       48.0       35.9       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   187,730:    40,163     30,022     26,359     46,395     75,510    112,917    131,891:    74,813     55,839
Old  :   187,730:    40,163     30,022     26,359     46,395     75,510    112,917    131,891:    74,813     55,839
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -6,396:   -10,786     -1,594      6,874     -8,764      2,836    -12,676      8,116:     6,280    -14,512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       16.0       14.0       24.7       40.2       60.1       70.3:      39.9       29.7
Old  :     100.0:      21.4       16.0       14.0       24.7       40.2       60.1       70.3:      39.9       29.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        39         31         35         31         24         89         71:
Old  :       106:        39         31         35         31         24         89         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.4       30.0       21.6       44.2       10.3       24.2       16.7       35.8
Old  :                 13.4       30.0       21.6       44.2       10.3       24.2       16.7       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   194,126:    50,948     31,615     19,485     55,159     72,674    125,593    123,775:    68,533     70,351
Old  :   194,126:    50,948     31,615     19,485     55,159     72,674    125,593    123,775:    68,533     70,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    14,763:    12,285    -20,456      3,262     -1,665     20,423     13,883      3,229:       881     11,534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       16.3       10.0       28.4       37.4       64.7       63.8:      35.3       36.2
Old  :     100.0:      26.2       16.3       10.0       28.4       37.4       64.7       63.8:      35.3       36.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        39         32         27         31         23         86         66:
Old  :       106:        39         32         27         31         23         86         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       26.4       27.8       39.4       14.1       25.7       21.5       35.8
Old  :                 19.1       26.4       27.8       39.4       14.1       25.7       21.5       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    44,005:     9,405          0        575     32,159     39,754     42,139     40,329:     1,866      3,676
Old  :    44,005:     9,405          0        575     32,159     39,754     42,139     40,329:     1,866      3,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     3,348:      -781          0        475      3,945      2,872      3,639      3,347:      -291          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        0.0        1.3       73.1       90.3       95.8       91.6:       4.2        8.4
Old  :     100.0:      21.4        0.0        1.3       73.1       90.3       95.8       91.6:       4.2        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          0          1         19         25         22         26:
Old  :        38:         3          0          1         19         25         22         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.9       40.0       72.6       57.1       49.1       31.0       61.0       45.4
Old  :                 50.9       40.0       72.6       57.1       49.1       31.0       61.0       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    40,657:    10,186          0        100     28,214     36,882     38,500     36,982:     2,157      3,675
Old  :    40,657:    10,186          0        100     28,214     36,882     38,500     36,982:     2,157      3,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     1,135:     1,286       -354          0        -92      1,172      1,194        818:       -59        317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        0.0        0.2       69.4       90.7       94.7       91.0:       5.3        9.0
Old  :     100.0:      25.1        0.0        0.2       69.4       90.7       94.7       91.0:       5.3        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          0          1         15         25         18         26:
Old  :        34:         3          0          1         15         25         18         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       34.7       73.9       53.6       47.6       27.3       60.2       42.7
Old  :                 50.3       34.7       73.9       53.6       47.6       27.3       60.2       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 9,838,085:   592,295    819,775  2,767,421  6,004,955  5,514,739  9,364,672  9,101,935:   473,413    736,150
Old  : 9,838,085:   592,295    819,775  2,767,421  6,004,955  5,514,739  9,364,672  9,101,935:   473,413    736,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :   339,715:   -29,999     76,672     29,394    287,638    178,242    287,032    284,307:    52,682     55,407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        8.3       28.1       61.0       56.1       95.2       92.5:       4.8        7.5
Old  :     100.0:       6.0        8.3       28.1       61.0       56.1       95.2       92.5:       4.8        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       419:        75        112        143        188        207        346        394:
Old  :       419:        75        112        143        188        207        346        394:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       11.1       37.0       20.4       18.7        8.5       27.9       13.0
Old  :                 23.3       11.1       37.0       20.4       18.7        8.5       27.9       13.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 9,498,370:   622,294    743,103  2,738,027  5,717,317  5,336,497  9,077,639  8,817,628:   420,731    680,743
Old  : 9,498,370:   622,294    743,103  2,738,027  5,717,317  5,336,497  9,077,639  8,817,628:   420,731    680,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :   116,641:    39,004     60,235    -35,923    154,752    119,032    157,833    143,345:   -41,192    -26,703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        7.8       28.8       60.2       56.2       95.6       92.8:       4.4        7.2
Old  :     100.0:       6.6        7.8       28.8       60.2       56.2       95.6       92.8:       4.4        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       414:        73        110        141        187        204        342        389:
Old  :       414:        73        110        141        187        204        342        389:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       10.8       36.5       20.1       18.7        8.4       27.4       13.4
Old  :                 23.4       10.8       36.5       20.1       18.7        8.4       27.4       13.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   727,512:    62,907     61,253     26,108    468,540    518,343    557,555    605,703:   169,957    121,809
Old  :   727,512:    62,907     61,253     26,108    468,540    518,343    557,555    605,703:   169,957    121,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    13,189:     4,653      1,681      2,278        567        417      7,498      4,375:     5,690      8,813
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        8.4        3.6       64.4       71.2       76.6       83.3:      23.4       16.7
Old  :     100.0:       8.6        8.4        3.6       64.4       71.2       76.6       83.3:      23.4       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        49         34         44         96         70        169        124:
Old  :       199:        49         34         44         96         70        169        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       29.4       28.4       42.7       18.7       29.3       27.5       42.6
Old  :                 19.4       29.4       28.4       42.7       18.7       29.3       27.5       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   714,323:    58,254     59,572     23,830    467,973    517,926    550,056    601,328:   164,267    112,995
Old  :   714,323:    58,254     59,572     23,830    467,973    517,926    550,056    601,328:   164,267    112,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -830:      -696       -811      2,915       -194      2,117      2,025      4,221:    -2,855     -5,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        8.3        3.3       65.5       72.5       77.0       84.2:      23.0       15.8
Old  :     100.0:       8.2        8.3        3.3       65.5       72.5       77.0       84.2:      23.0       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        44         32         41         95         67        161        118:
Old  :       192:        44         32         41         95         67        161        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       30.5       28.4       43.6       19.0       30.4       27.4       43.5
Old  :                 19.8       30.5       28.4       43.6       19.0       30.4       27.4       43.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  :   819,784:   206,735     97,587     18,064    313,333    631,303    538,132    746,954:   281,652     72,830
Old  :   819,784:   206,735     97,587     18,064    313,333    631,303    538,132    746,954:   281,652     72,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    71,009:    15,049     15,427      6,148      1,506     34,709     22,704     56,284:    48,305     14,725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       11.9        2.2       38.2       77.0       65.6       91.1:      34.4        8.9
Old  :     100.0:      25.2       11.9        2.2       38.2       77.0       65.6       91.1:      34.4        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        95         67         33         68         70        178        155:
Old  :       266:        95         67         33         68         70        178        155:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       39.1       28.5       54.7       18.7       35.7       27.0       49.9
Old  :                 18.8       39.1       28.5       54.7       18.7       35.7       27.0       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  :   748,775:   191,686     82,161     11,916    311,827    596,594    515,428    690,670:   233,347     58,105
Old  :   748,775:   191,686     82,161     11,916    311,827    596,594    515,428    690,670:   233,347     58,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    16,043:   -12,084     -7,974      1,535     22,103     32,492     11,554     26,053:     4,489    -10,010
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       11.0        1.6       41.6       79.7       68.8       92.2:      31.2        7.8
Old  :     100.0:      25.6       11.0        1.6       41.6       79.7       68.8       92.2:      31.2        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        77         73         27         69         67        166        147:
Old  :       252:        77         73         27         69         67        166        147:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       40.8       30.9       58.4       20.6       36.8       29.2       53.4
Old  :                 20.7       40.8       30.9       58.4       20.6       36.8       29.2       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    13,230:     1,802        140          0      8,406     11,890     10,208     12,030:     3,022      1,200
Old  :    13,230:     1,802        140          0      8,406     11,890     10,208     12,030:     3,022      1,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       108:        56       -116          0       -337        286       -281        170:       389        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        1.1        0.0       63.5       89.9       77.2       90.9:      22.8        9.1
Old  :     100.0:      13.6        1.1        0.0       63.5       89.9       77.2       90.9:      22.8        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         6          1          0         24         17         30         18:
Old  :        46:         6          1          0         24         17         30         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       43.7       44.2       69.0       25.9       43.7       44.2       68.8
Old  :                 25.9       43.7       44.2       69.0       25.9       43.7       44.2       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    13,122:     1,746        256          0      8,743     11,604     10,489     11,860:     2,633      1,262
Old  :    13,122:     1,746        256          0      8,743     11,604     10,489     11,860:     2,633      1,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :        24:       126        146          0       -145       -467        -19       -321:        43        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        2.0        0.0       66.6       88.4       79.9       90.4:      20.1        9.6
Old  :     100.0:      13.3        2.0        0.0       66.6       88.4       79.9       90.4:      20.1        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         6          2          0         23         16         29         18:
Old  :        46:         6          2          0         23         16         29         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       45.5       44.5       68.9       27.0       45.5       44.5       68.5
Old  :                 27.0       45.5       44.5       68.9       27.0       45.5       44.5       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    23,589:     1,992      4,125        289     18,954     15,578     21,235     19,992:     2,354      3,597
Old  :    23,589:     1,992      4,125        289     18,954     15,578     21,235     19,992:     2,354      3,597
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     1,459:      -797        460        148      2,600       -119      1,951        489:      -492        970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       17.5        1.2       80.4       66.0       90.0       84.8:      10.0       15.2
Old  :     100.0:       8.4       17.5        1.2       80.4       66.0       90.0       84.8:      10.0       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         7          7          3         25         17         35         24:
Old  :        51:         7          7          3         25         17         35         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       39.4       61.1       62.5       47.8       37.1       60.5       59.8
Old  :                 47.8       39.4       61.1       62.5       47.8       37.1       60.5       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    22,130:     2,789      3,665        141     16,354     15,697     19,284     19,503:     2,846      2,627
Old  :    22,130:     2,789      3,665        141     16,354     15,697     19,284     19,503:     2,846      2,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     1,192:       729       -435         45        145      1,043        919        653:       273        539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       16.6        0.6       73.9       70.9       87.1       88.1:      12.9       11.9
Old  :     100.0:      12.6       16.6        0.6       73.9       70.9       87.1       88.1:      12.9       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         8          5          2         25         19         35         24:
Old  :        51:         8          5          2         25         19         35         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       42.0       52.8       64.4       38.0       40.2       51.5       62.6
Old  :                 38.1       42.0       52.8       64.4       38.0       40.2       51.5       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    63,826:    14,032     10,587        201     27,346     44,667     41,578     55,455:    22,247      8,371
Old  :    63,826:    14,032     10,587        201     27,346     44,667     41,578     55,455:    22,247      8,371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -1,423:       760     -2,532        -26     -4,946        697     -4,213     -1,861:     2,789        438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       16.6        0.3       42.8       70.0       65.1       86.9:      34.9       13.1
Old  :     100.0:      22.0       16.6        0.3       42.8       70.0       65.1       86.9:      34.9       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        31         35          3         46         32         79         68:
Old  :       130:        31         35          3         46         32         79         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       45.4       28.5       57.8       18.2       43.7       27.6       55.7
Old  :                 18.4       45.4       28.5       57.8       18.2       43.7       27.6       55.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    65,249:    13,273     13,119        227     32,292     43,970     45,791     57,316:    19,458      7,933
Old  :    65,249:    13,273     13,119        227     32,292     43,970     45,791     57,316:    19,458      7,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -1,788:    -1,809        833       -147      1,562     -1,269       -394       -583:    -1,394     -1,205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       20.1        0.3       49.5       67.4       70.2       87.8:      29.8       12.2
Old  :     100.0:      20.3       20.1        0.3       49.5       67.4       70.2       87.8:      29.8       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        25         33          3         52         33         79         67:
Old  :       130:        25         33          3         52         33         79         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       45.8       33.0       60.0       21.4       44.1       32.4       58.1
Old  :                 21.9       45.8       33.0       60.0       21.4       44.1       32.4       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   307,829:   127,044     73,945      7,935    140,105    141,660    275,083    223,540:    32,746     84,290
Old  :   307,829:   127,044     73,945      7,935    140,105    141,660    275,083    223,540:    32,746     84,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    40,451:    -7,404     35,263      4,739     36,219    -13,670     33,554     26,331:     6,896     14,120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3       24.0        2.6       45.5       46.0       89.4       72.6:      10.6       27.4
Old  :     100.0:      41.3       24.0        2.6       45.5       46.0       89.4       72.6:      10.6       27.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        89         70         14         44         46        141        122:
Old  :       236:        89         70         14         44         46        141        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       24.6       51.8       36.9       34.2       23.4       46.5       33.1
Old  :                 37.0       24.6       51.8       36.9       34.2       23.4       46.5       33.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   267,379:   134,448     38,683      3,196    103,885    155,330    241,529    197,209:    25,850     70,170
Old  :   267,379:   134,448     38,683      3,196    103,885    155,330    241,529    197,209:    25,850     70,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    20,061:     4,996      4,733      1,814     12,506     11,295     19,315     17,842:       746      2,219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.3       14.5        1.2       38.9       58.1       90.3       73.8:       9.7       26.2
Old  :     100.0:      50.3       14.5        1.2       38.9       58.1       90.3       73.8:       9.7       26.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        88         61         11         43         40        137        106:
Old  :       221:        88         61         11         43         40        137        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       30.1       44.6       44.3       26.8       29.3       40.2       40.2
Old  :                 28.0       30.1       44.6       44.3       26.8       29.3       40.2       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    68,316:    32,266      1,963        473     11,156     55,962     43,895     58,398:    24,421      9,917
Old  :    68,316:    32,266      1,963        473     11,156     55,962     43,895     58,398:    24,421      9,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     5,511:     1,936      1,750        173      2,380      3,788      4,488      5,711:     1,023       -199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.2        2.9        0.7       16.3       81.9       64.3       85.5:      35.7       14.5
Old  :     100.0:      47.2        2.9        0.7       16.3       81.9       64.3       85.5:      35.7       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        19          3          1         10         16         30         19:
Old  :        42:        19          3          1         10         16         30         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       51.6       38.2       71.7       24.1       51.4       38.2       71.6
Old  :                 24.1       51.6       38.2       71.7       24.1       51.4       38.2       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    62,804:    30,330        213        300      8,776     52,174     39,407     52,688:    23,397     10,117
Old  :    62,804:    30,330        213        300      8,776     52,174     39,407     52,688:    23,397     10,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     1,898:     1,261         52         72       -548      2,972        785      3,097:     1,113     -1,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.3        0.3        0.5       14.0       83.1       62.7       83.9:      37.3       16.1
Old  :     100.0:      48.3        0.3        0.5       14.0       83.1       62.7       83.9:      37.3       16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        18          1          1          8         15         27         16:
Old  :        36:        18          1          1          8         15         27         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       52.9       40.8       73.2       25.5       52.7       40.8       72.7
Old  :                 25.5       52.9       40.8       73.2       25.5       52.7       40.8       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    20,425:     1,813      5,651        111     14,540     11,345     16,464     17,107:     3,960      3,317
Old  :    20,425:     1,813      5,651        111     14,540     11,345     16,464     17,107:     3,960      3,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -162:         2        265         90       -298       -723       -206       -368:        44        206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       27.7        0.5       71.2       55.5       80.6       83.8:      19.4       16.2
Old  :     100.0:       8.9       27.7        0.5       71.2       55.5       80.6       83.8:      19.4       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:         7         20          3         38         20         47         41:
Old  :        80:         7         20          3         38         20         47         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       33.5       40.2       45.8       26.9       33.5       40.0       45.8
Old  :                 27.1       33.5       40.2       45.8       26.9       33.5       40.0       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    20,586:     1,811      5,386         21     14,838     12,068     16,670     17,475:     3,916      3,111
Old  :    20,586:     1,811      5,386         21     14,838     12,068     16,670     17,475:     3,916      3,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -519:         7       -204          0       -277         64       -270       -140:      -249       -379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       26.2        0.1       72.1       58.6       81.0       84.9:      19.0       15.1
Old  :     100.0:       8.8       26.2        0.1       72.1       58.6       81.0       84.9:      19.0       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:         7         18          1         40         21         48         39:
Old  :        82:         7         18          1         40         21         48         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       34.0       38.6       46.8       24.7       34.0       37.8       46.8
Old  :                 25.5       34.0       38.6       46.8       24.7       34.0       37.8       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   108,528:    13,282     13,320      1,361     81,305     85,186     95,948     99,867:    12,580      8,661
Old  :   108,528:    13,282     13,320      1,361     81,305     85,186     95,948     99,867:    12,580      8,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     7,147:    -5,074     -4,841        793      9,487      7,402      5,206      3,354:     1,941      3,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       12.3        1.3       74.9       78.5       88.4       92.0:      11.6        8.0
Old  :     100.0:      12.2       12.3        1.3       74.9       78.5       88.4       92.0:      11.6        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        23         30          8         37         36         65         70:
Old  :       113:        23         30          8         37         36         65         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       43.3       55.4       56.2       36.7       43.3       50.6       55.6
Old  :                 38.6       43.3       55.4       56.2       36.7       43.3       50.6       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   101,381:    18,356     18,161        568     71,818     77,784     90,742     96,513:    10,639      4,868
Old  :   101,381:    18,356     18,161        568     71,818     77,784     90,742     96,513:    10,639      4,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -3,264:     1,118     -2,918         10       -558      2,732        570       -176:    -3,834     -3,088
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       17.9        0.6       70.8       76.7       89.5       95.2:      10.5        4.8
Old  :     100.0:      18.1       17.9        0.6       70.8       76.7       89.5       95.2:      10.5        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        24         28          6         38         37         65         68:
Old  :       111:        24         28          6         38         37         65         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       41.3       53.1       55.4       36.1       40.1       50.9       52.8
Old  :                 36.9       41.3       53.1       55.4       36.1       40.1       50.9       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    33,126:    11,941      8,879        987     10,374     17,516     23,302     27,382:     9,824      5,744
Old  :    33,126:    11,941      8,879        987     10,374     17,516     23,302     27,382:     9,824      5,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     3,652:       474        -96         50        344      1,784        868      1,738:     2,784      1,914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       26.8        3.0       31.3       52.9       70.3       82.7:      29.7       17.3
Old  :     100.0:      36.0       26.8        3.0       31.3       52.9       70.3       82.7:      29.7       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        35         19          4         26         23         64         45:
Old  :       100:        35         19          4         26         23         64         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       29.5       26.0       46.2       16.1       28.8       25.1       43.2
Old  :                 16.5       29.5       26.0       46.2       16.1       28.8       25.1       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    29,474:    11,467      8,975        937     10,030     15,732     22,434     25,644:     7,040      3,830
Old  :    29,474:    11,467      8,975        937     10,030     15,732     22,434     25,644:     7,040      3,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       616:     1,218        703         -7        137        628      1,348      1,324:      -732       -708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9       30.5        3.2       34.0       53.4       76.1       87.0:      23.9       13.0
Old  :     100.0:      38.9       30.5        3.2       34.0       53.4       76.1       87.0:      23.9       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        37         22          4         23         21         62         46:
Old  :       101:        37         22          4         23         21         62         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       31.3       28.1       45.5       17.2       31.3       27.2       45.1
Old  :                 17.6       31.3       28.1       45.5       17.2       31.3       27.2       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :     8,193:     3,468        451          0      2,174      1,583      5,642      2,034:     2,551      6,159
Old  :     8,193:     3,468        451          0      2,174      1,583      5,642      2,034:     2,551      6,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     1,011:       434       -432          0        407      1,293        841        861:       170        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3        5.5        0.0       26.5       19.3       68.9       24.8:      31.1       75.2
Old  :     100.0:      42.3        5.5        0.0       26.5       19.3       68.9       24.8:      31.1       75.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         7          2          0          4          8         11         10:
Old  :        20:         7          2          0          4          8         11         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       12.9       64.0       22.0       52.8       12.9       62.7       22.0
Old  :                 54.1       12.9       64.0       22.0       52.8       12.9       62.7       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :   111,283:       491      6,100      2,882     46,008     79,060     49,381     88,042:    61,902     23,241
Old  :   111,283:       491      6,100      2,882     46,008     79,060     49,381     88,042:    61,902     23,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -1,329:        16       -493        308        -79      1,111        245        926:    -1,574     -2,255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        5.5        2.6       41.3       71.0       44.4       79.1:      55.6       20.9
Old  :     100.0:       0.4        5.5        2.6       41.3       71.0       44.4       79.1:      55.6       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         4         14          4         13         24         20         40:
Old  :        46:         4         14          4         13         24         20         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       58.6       42.4       67.7        5.1       29.9        5.8       35.1
Old  :                 38.8       58.6       42.4       67.7        5.1       29.9        5.8       35.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :   112,612:       475      6,593      2,574     46,087     77,949     49,136     87,116:    63,475     25,496
Old  :   112,612:       475      6,593      2,574     46,087     77,949     49,136     87,116:    63,475     25,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       821:      -264          1          0        -41      1,202       -305      1,203:     1,126       -382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        5.9        2.3       40.9       69.2       43.6       77.4:      56.4       22.6
Old  :     100.0:       0.4        5.9        2.3       40.9       69.2       43.6       77.4:      56.4       22.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         4         14          3         13         23         19         39:
Old  :        46:         4         14          3         13         23         19         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       58.2       41.9       66.8        5.2       29.7        5.9       33.9
Old  :                 38.4       58.2       41.9       66.8        5.2       29.7        5.9       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :   115,909:    42,741      4,371     16,456     22,097     82,969     81,293    103,796:    34,615     12,113
Old  :   115,909:    42,741      4,371     16,456     22,097     82,969     81,293    103,796:    34,615     12,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -2,728:      -427        397        526     -1,156     -5,107     -1,057     -4,184:    -1,671      1,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9        3.8       14.2       19.1       71.6       70.1       89.5:      29.9       10.5
Old  :     100.0:      36.9        3.8       14.2       19.1       71.6       70.1       89.5:      29.9       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:       104         18         46         24         35        141         88:
Old  :       165:       104         18         46         24         35        141         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       31.1       25.7       46.4       14.3       26.5       19.6       40.7
Old  :                 18.4       31.1       25.7       46.4       14.3       26.5       19.6       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :   118,637:    43,168      3,974     15,930     23,253     88,075     82,351    107,980:    36,286     10,657
Old  :   118,637:    43,168      3,974     15,930     23,253     88,075     82,351    107,980:    36,286     10,657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -2,853:      -571        130     -2,252     -1,185     -1,649     -4,008     -3,771:     1,155        918
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4        3.3       13.4       19.6       74.2       69.4       91.0:      30.6        9.0
Old  :     100.0:      36.4        3.3       13.4       19.6       74.2       69.4       91.0:      30.6        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        89         20         42         24         34        129         82:
Old  :       151:        89         20         42         24         34        129         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       32.4       27.1       49.7       14.3       28.1       20.5       42.3
Old  :                 18.9       32.4       27.1       49.7       14.3       28.1       20.5       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :    91,079:    26,177      5,114     14,547     36,305     63,429     77,029     83,090:    14,050      7,989
Old  :    91,079:    26,177      5,114     14,547     36,305     63,429     77,029     83,090:    14,050      7,989
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -6,894:    -7,645       -657        561      1,514     -6,897     -5,571     -6,993:    -1,323         98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        5.6       16.0       39.9       69.6       84.6       91.2:      15.4        8.8
Old  :     100.0:      28.7        5.6       16.0       39.9       69.6       84.6       91.2:      15.4        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        61         26         29         34         39        106         84:
Old  :       135:        61         26         29         34         39        106         84:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       43.1       35.7       56.7       21.6       39.0       31.6       50.2
Old  :                 24.9       43.1       35.7       56.7       21.6       39.0       31.6       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :    97,973:    33,823      5,771     13,986     34,791     70,325     82,600     90,083:    15,373      7,891
Old  :    97,973:    33,823      5,771     13,986     34,791     70,325     82,600     90,083:    15,373      7,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     6,936:     4,528      1,386      1,299       -423      3,547      5,405      6,232:     1,531        704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5        5.9       14.3       35.5       71.8       84.3       91.9:      15.7        8.1
Old  :     100.0:      34.5        5.9       14.3       35.5       71.8       84.3       91.9:      15.7        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        69         26         29         35         39        115         86:
Old  :       145:        69         26         29         35         39        115         86:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       44.4       34.8       57.3       21.3       40.2       30.2       51.0
Old  :                 24.1       44.4       34.8       57.3       21.3       40.2       30.2       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   422,961:   141,876     31,583     95,596    121,643    267,535    359,115    394,715:    63,846     28,246
Old  :   422,961:   141,876     31,583     95,596    121,643    267,535    359,115    394,715:    63,846     28,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :   -38,930:   -30,018     -1,829     -7,340        825    -35,004    -36,533    -44,173:    -2,397      5,243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        7.5       22.6       28.8       63.3       84.9       93.3:      15.1        6.7
Old  :     100.0:      33.5        7.5       22.6       28.8       63.3       84.9       93.3:      15.1        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:       143         42         69         37         44        204        135:
Old  :       242:       143         42         69         37         44        204        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       31.7       31.3       48.7       14.6       25.3       19.9       37.2
Old  :                 20.9       31.7       31.3       48.7       14.6       25.3       19.9       37.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   461,891:   171,894     33,412    102,936    120,818    302,540    395,648    438,888:    66,243     23,003
Old  :   461,891:   171,894     33,412    102,936    120,818    302,540    395,648    438,888:    66,243     23,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     5,553:     8,065      1,601     -5,462        814     10,489      3,417      6,628:     2,136     -1,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        7.2       22.3       26.2       65.5       85.7       95.0:      14.3        5.0
Old  :     100.0:      37.2        7.2       22.3       26.2       65.5       85.7       95.0:      14.3        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:       145         45         63         37         46        208        133:
Old  :       251:       145         45         63         37         46        208        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       32.2       32.7       49.6       16.2       25.0       21.3       36.9
Old  :                 21.6       32.2       32.7       49.6       16.2       25.0       21.3       36.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COCOA - COFFEE, SUGAR AND COCOA EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   126,550:    15,707      2,955      7,222     96,098    114,226    119,027    124,402:     7,523      2,148
Old  :    90,388:    15,262      2,644      6,529     61,340     79,171     83,131     88,343:     7,257      2,045
Other:    36,162:       742        608        396     34,758     35,055     35,896     36,059:       266        103
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -3,122:    -2,388        638        133       -387     -3,542     -2,641     -2,771:      -482       -352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        2.3        5.7       75.9       90.3       94.1       98.3:       5.9        1.7
Old  :     100.0:      16.9        2.9        7.2       67.9       87.6       92.0       97.7:       8.0        2.3
Other:     100.0:       2.1        1.7        1.1       96.1       96.9       99.3       99.7:       0.7        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        45         21         35         46         37        108         80:
Old  :       120:        46         21         35         43         37        105         79:
Other:        38:         2          6          3         22         17         26         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       47.7       50.9       65.8       18.8       27.2       27.3       35.2
Old  :                 30.4       41.6       45.8       59.5       26.9       33.5       39.9       48.7
Other:                 68.7       79.6       81.5       90.1       50.0       66.3       61.9       72.6
 
                         SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   527,764:   108,684     22,486    118,631    225,241    352,680    452,557    493,797:    75,207     33,967
Old  :   527,764:   108,684     22,486    118,631    225,241    352,680    452,557    493,797:    75,207     33,967
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    23,856:    10,661       -607      4,308        -83     20,751     14,886     24,452:     8,971       -595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        4.3       22.5       42.7       66.8       85.7       93.6:      14.3        6.4
Old  :     100.0:      20.6        4.3       22.5       42.7       66.8       85.7       93.6:      14.3        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        67         36         51         69         54        169        111:
Old  :       182:        67         36         51         69         54        169        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       32.8       25.6       48.5       10.7       26.0       17.2       34.6
Old  :                 16.5       32.8       25.6       48.5       10.7       26.0       17.2       34.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   156,467:    50,969     10,254     43,609     49,488     96,022    144,067    149,885:    12,401      6,582
Old  :   154,191:    50,939     11,306     42,128     48,999     94,475    142,066    147,909:    12,125      6,282
Other:     2,276:     1,151         68        361        489      1,547      2,001      1,976:       276        300
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -1,206:    -2,079        548      1,079        718     -1,344       -282        283:      -925     -1,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6        6.6       27.9       31.6       61.4       92.1       95.8:       7.9        4.2
Old  :     100.0:      33.0        7.3       27.3       31.8       61.3       92.1       95.9:       7.9        4.1
Other:     100.0:      50.6        3.0       15.9       21.5       68.0       87.9       86.8:      12.1       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:       176         71        112        102        122        323        269:
Old  :       390:       175         76        111        102        122        322        269:
Other:        69:        11          9         15         20         38         39         54:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       20.2       23.4       31.5       12.1       14.1       19.7       23.6
Old  :                 14.4       20.3       23.6       31.6       12.3       14.2       20.0       23.8
Other:                 44.4       30.7       64.4       44.9       42.4       30.7       56.7       41.9
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :     9,379:     4,589      1,424        244      2,606      7,099      7,439      8,767:     1,940        612
Old  :     9,379:     4,589      1,424        244      2,606      7,099      7,439      8,767:     1,940        612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :        20:       -11         43          1         78         16         68         60:       -48        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.9       15.2        2.6       27.8       75.7       79.3       93.5:      20.7        6.5
Old  :     100.0:      48.9       15.2        2.6       27.8       75.7       79.3       93.5:      20.7        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        13          5          3          5          6         21         12:
Old  :        25:        13          5          3          5          6         21         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.6       83.8       68.6       91.9       49.2       71.1       56.2       73.2
Old  :                 56.6       83.8       68.6       91.9       49.2       71.1       56.2       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :     9,359:     4,600      1,381        243      2,528      7,083      7,371      8,707:     1,988        652
Old  :     9,359:     4,600      1,381        243      2,528      7,083      7,371      8,707:     1,988        652
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       219:        83        246         28        490        343        601        617:      -382       -398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.2       14.8        2.6       27.0       75.7       78.8       93.0:      21.2        7.0
Old  :     100.0:      49.2       14.8        2.6       27.0       75.7       78.8       93.0:      21.2        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        14          4          3          5          6         22         11:
Old  :        25:        14          4          3          5          6         22         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       83.7       67.9       91.6       49.2       71.6       55.9       73.7
Old  :                 55.9       83.7       67.9       91.6       49.2       71.6       55.9       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    78,338:    11,166     27,180      6,669     48,373     30,485     66,208     64,333:    12,130     14,004
Old  :    63,475:    10,615     27,345      2,810     40,691     22,105     54,116     52,260:     9,359     11,215
Other:    14,863:     1,636        920      2,774      7,682      8,380     12,092     12,074:     2,771      2,789
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     4,836:      -142      3,656        320      4,785       -462      4,964      3,514:      -128      1,322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       34.7        8.5       61.7       38.9       84.5       82.1:      15.5       17.9
Old  :     100.0:      16.7       43.1        4.4       64.1       34.8       85.3       82.3:      14.7       17.7
Other:     100.0:      11.0        6.2       18.7       51.7       56.4       81.4       81.2:      18.6       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        31         38         25         64         53        104        109:
Old  :       150:        32         37         15         62         45         97         94:
Other:        70:         7         16         13         20         34         36         55:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       21.5       38.1       35.1       21.5       16.3       30.9       28.7
Old  :                 31.8       22.7       42.1       38.2       30.0       21.2       40.4       36.8
Other:                 36.2       42.5       52.1       53.4       34.7       32.6       44.5       38.1
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    73,501:    11,308     23,525      6,348     43,588     30,946     61,244     60,819:    12,258     12,682
Old  :    59,250:    10,557     23,743      2,802     36,079     23,028     49,438     49,573:     9,812      9,677
Other:    14,251:     1,670        700      2,627      7,509      7,919     11,805     11,246:     2,446      3,005
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -1,702:      -156       -570       -686        865        794         23       -463:    -1,724     -1,239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       32.0        8.6       59.3       42.1       83.3       82.7:      16.7       17.3
Old  :     100.0:      17.8       40.1        4.7       60.9       38.9       83.4       83.7:      16.6       16.3
Other:     100.0:      11.7        4.9       18.4       52.7       55.6       82.8       78.9:      17.2       21.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        29         35         22         59         54         98        104:
Old  :       144:        30         36         15         58         47         94         92:
Other:        64:         7         15         12         17         32         33         51:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       23.3       37.9       36.9       20.3       17.5       30.0       29.4
Old  :                 30.7       24.7       41.5       39.7       28.6       22.9       39.2       37.9
Other:                 37.7       44.1       56.6       55.4       35.6       34.0       47.0       39.3
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    36,901:       462     10,723      2,746     25,508     16,500     28,716     29,969:     8,185      6,932
Old  :    34,542:     1,440     10,711      1,673     23,838     15,829     26,951     28,213:     7,591      6,329
Other:     2,359:        18      1,007         77      1,670        671      1,765      1,756:       594        603
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     1,451:      -346      1,003         90      1,998        675      1,742      1,768:      -291       -316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       29.1        7.4       69.1       44.7       77.8       81.2:      22.2       18.8
Old  :     100.0:       4.2       31.0        4.8       69.0       45.8       78.0       81.7:      22.0       18.3
Other:     100.0:       0.8       42.7        3.3       70.8       28.4       74.8       74.4:      25.2       25.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:         8         25         12         37         23         50         56:
Old  :        75:         9         24         10         36         21         49         52:
Other:        30:         3          6          6         12         12         18         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       31.8       49.7       47.6       19.1       19.2       27.1       28.4
Old  :                 39.3       33.5       50.6       50.3       19.2       20.6       27.8       30.4
Other:                 49.0       56.0       64.4       67.7       41.5       50.5       55.0       58.2
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    35,449:       808      9,720      2,656     23,510     15,825     26,974     28,201:     8,475      7,248
Old  :    33,607:     1,746      9,715      1,683     22,318     15,483     25,747     26,882:     7,860      6,726
Other:     1,842:        17        959         18      1,192        342      1,227      1,319:       615        523
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       601:        74        320       -341      1,286        948      1,018        926:      -417       -325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       27.4        7.5       66.3       44.6       76.1       79.6:      23.9       20.4
Old  :     100.0:       5.2       28.9        5.0       66.4       46.1       76.6       80.0:      23.4       20.0
Other:     100.0:       0.9       52.1        1.0       64.7       18.6       66.6       71.6:      33.4       28.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:         9         22         10         36         23         49         52:
Old  :        71:         9         22          8         35         20         48         47:
Other:        27:         2          5          4         10         11         14         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       31.6       47.2       46.9       18.6       21.4       26.9       29.8
Old  :                 37.4       33.3       48.0       49.3       18.2       22.5       27.5       31.3
Other:                 49.3       60.9       62.8       68.0       49.3       60.9       62.8       67.6
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :   112,882:    15,975     29,895     25,171     58,926     51,580    100,073    106,646:    12,809      6,235
Old  :   102,838:    15,452     29,678     23,274     52,321     44,162     91,046     97,114:    11,791      5,723
Other:    10,044:       859        552      1,563      6,606      7,418      9,027      9,532:     1,017        512
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -970:     2,480     -5,336      1,078     -4,746      4,297     -1,188         40:       218     -1,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       26.5       22.3       52.2       45.7       88.7       94.5:      11.3        5.5
Old  :     100.0:      15.0       28.9       22.6       50.9       42.9       88.5       94.4:      11.5        5.6
Other:     100.0:       8.5        5.5       15.6       65.8       73.9       89.9       94.9:      10.1        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:       132         99         92         94         83        272        234:
Old  :       344:       134         96         89         91         83        267        231:
Other:        98:        14         30         29         39         28         77         65:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       20.9       28.6       30.6       16.1       16.6       23.4       23.5
Old  :                 18.2       20.3       29.7       29.7       16.9       15.7       24.4       22.0
Other:                 35.3       45.0       50.8       56.5       30.3       44.4       40.8       54.3
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    63,410:    11,838      2,721     19,878     25,229     38,646     56,945     61,244:     6,465      2,166
Old  :    63,294:    11,887      2,675     19,828     25,129     38,625     56,844     61,128:     6,450      2,166
Other:       116:         0         95          1        100         20        101        116:        15          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       514:       884        -91        408       -179         67      1,113        384:      -599        129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        4.3       31.3       39.8       60.9       89.8       96.6:      10.2        3.4
Old  :     100.0:      18.8        4.2       31.3       39.7       61.0       89.8       96.6:      10.2        3.4
Other:     100.0:       0.2       81.8        0.8       85.9       17.4       86.9       99.9:      13.1        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        64         24         36         33         27        114         72:
Old  :       129:        65         23         36         33         27        114         72:
Other:         8:         1          5          1          1          2          3          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       43.6       51.7       61.4       11.8       20.7       15.3       28.9
Old  :                 39.4       43.7       51.6       61.5       11.8       20.8       15.3       29.1
Other:                 86.9       96.2       86.9       99.9       85.9       96.2       85.9       99.0
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   129,378:    14,992      6,148      7,665     99,805    112,828    122,462    126,640:     6,916      2,738
Old  :    91,190:    14,664      5,845      6,850     63,041     75,848     84,555     88,543:     6,635      2,648
Other:    38,187:       750        724        393     36,764     36,980     37,907     38,097:       280         90
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     2,828:      -715      3,193        443      3,707     -1,398      3,435      2,238:      -608        590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        4.8        5.9       77.1       87.2       94.7       97.9:       5.3        2.1
Old  :     100.0:      16.1        6.4        7.5       69.1       83.2       92.7       97.1:       7.3        2.9
Other:     100.0:       2.0        1.9        1.0       96.3       96.8       99.3       99.8:       0.7        0.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        47         21         35         46         37        105         84:
Old  :       122:        48         22         35         43         37        102         83:
Other:        38:         4          5          4         22         17         27         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       45.8       51.2       63.2       19.7       26.4       28.1       33.8
Old  :                 30.2       40.1       45.0       57.4       28.6       31.8       41.0       46.6
Other:                 67.2       77.2       82.6       88.9       49.9       64.7       63.0       72.1
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   557,677:   130,374     24,466    125,371    222,144    372,005    477,889    521,842:    79,788     35,835
Old  :   557,677:   130,374     24,466    125,371    222,144    372,005    477,889    521,842:    79,788     35,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    29,913:    21,690      1,980      6,740     -3,097     19,325     25,332     28,045:     4,580      1,868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        4.4       22.5       39.8       66.7       85.7       93.6:      14.3        6.4
Old  :     100.0:      23.4        4.4       22.5       39.8       66.7       85.7       93.6:      14.3        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        71         40         57         70         60        180        121:
Old  :       193:        71         40         57         70         60        180        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       31.6       24.1       47.3       10.4       24.9       16.8       34.4
Old  :                 15.2       31.6       24.1       47.3       10.4       24.9       16.8       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   151,355:    48,045      7,865     42,740     48,625     94,659    139,410    145,264:    11,945      6,091
Old  :   148,978:    48,015      8,872     41,290     48,074     93,049    137,380    143,211:    11,598      5,767
Other:     2,377:     1,088         51        391        551      1,611      2,031      2,053:       346        324
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -5,112:    -2,924     -2,389       -869       -863     -1,363     -4,656     -4,621:      -456       -491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        5.2       28.2       32.1       62.5       92.1       96.0:       7.9        4.0
Old  :     100.0:      32.2        6.0       27.7       32.3       62.5       92.2       96.1:       7.8        3.9
Other:     100.0:      45.8        2.1       16.5       23.2       67.8       85.4       86.4:      14.6       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:       171         69        118        107        124        326        277:
Old  :       390:       174         72        118        106        124        325        277:
Other:        71:        13         10         16         21         37         43         54:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       20.3       23.1       31.6       12.0       14.5       19.6       23.3
Old  :                 13.9       20.5       23.4       31.7       12.2       14.7       19.9       23.5
Other:                 42.3       31.1       61.5       45.7       39.4       31.1       51.8       40.8
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    24,530:     5,318     14,500      3,730     12,874      2,397     21,923     20,628:     2,608      3,902
Old  :    24,530:     5,318     14,500      3,730     12,874      2,397     21,923     20,628:     2,608      3,902
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -5,419:      -980     -4,699        -22     -4,626         16     -5,627     -4,704:       208       -715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       59.1       15.2       52.5        9.8       89.4       84.1:      10.6       15.9
Old  :     100.0:      21.7       59.1       15.2       52.5        9.8       89.4       84.1:      10.6       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         6         32         10          6         12         19         48:
Old  :        53:         6         32         10          6         12         19         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.7       36.8       83.2       55.2       61.2       34.0       71.8       47.7
Old  :                 67.7       36.8       83.2       55.2       61.2       34.0       71.8       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF EURO 200,000)                               :
     :          :                                                                            :
All  :    23,327:    17,502          0          0        904     20,146     18,406     20,146:     4,921      3,181
Old  :    23,327:    17,502          0          0        904     20,146     18,406     20,146:     4,921      3,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -1,754:      -798     -1,145          0        134       -932       -664     -2,077:    -1,090        323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.0        0.0        0.0        3.9       86.4       78.9       86.4:      21.1       13.6
Old  :     100.0:      75.0        0.0        0.0        3.9       86.4       78.9       86.4:      21.1       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         8          0          0          1         12          9         12:
Old  :        21:         8          0          0          1         12          9         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       51.2       76.9       74.6       64.4       51.2       76.9       74.6
Old  :                 64.4       51.2       76.9       74.6       64.4       51.2       76.9       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             COTTON NO. 2 - NEW YORK COTTON EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :   113,851:    13,495     35,230     24,093     63,672     47,283    101,261    106,607:    12,591      7,245
Old  :   104,093:    12,893     34,982     22,413     57,219     40,075     92,525     97,470:    11,568      6,623
Other:     9,759:       968        615      1,314      6,454      7,208      8,736      9,137:     1,023        622
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       396:    -1,304      1,213        658        274     -1,109       -372        763:       767       -367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       30.9       21.2       55.9       41.5       88.9       93.6:      11.1        6.4
Old  :     100.0:      12.4       33.6       21.5       55.0       38.5       88.9       93.6:      11.1        6.4
Other:     100.0:       9.9        6.3       13.5       66.1       73.9       89.5       93.6:      10.5        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:       122        107         80         94         80        252        234:
Old  :       337:       123        105         78         92         80        248        232:
Other:        86:        13         26         28         37         22         72         56:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       18.4       30.2       28.4       16.4       14.6       24.1       21.4
Old  :                 19.5       17.5       31.4       27.3       17.1       14.3       25.4       20.6
Other:                 36.5       46.4       52.4       57.9       32.0       45.8       43.0       56.5
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    62,896:    10,953      2,812     19,470     25,409     38,578     55,832     60,860:     7,065      2,037
Old  :    62,762:    11,060      2,805     19,362     25,291     38,558     55,712     60,725:     7,050      2,037
Other:       134:         0        113          1        118         20        119        134:        15          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -1,484:       519         21     -1,715        -93        307     -1,289     -1,387:      -195        -97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        4.5       31.0       40.4       61.3       88.8       96.8:      11.2        3.2
Old  :     100.0:      17.6        4.5       30.9       40.3       61.4       88.8       96.8:      11.2        3.2
Other:     100.0:       0.2       84.2        0.7       87.9       15.1       88.7       99.9:      11.3        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        63         24         34         33         26        112         71:
Old  :       129:        64         24         34         33         26        112         71:
Other:         8:         1          5          1          1          2          3          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       43.2       50.5       60.6       11.0       20.7       14.5       28.5
Old  :                 38.3       43.3       50.4       60.8       11.0       20.7       14.6       28.7
Other:                 88.7       96.8       88.7       99.9       87.9       96.8       87.9       99.1
 
                          U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    29,949:     6,298     19,199      3,752     17,500      2,381     27,550     25,332:     2,400      4,617
Old  :    29,949:     6,298     19,199      3,752     17,500      2,381     27,550     25,332:     2,400      4,617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     3,642:       649      1,667        139      2,792        725      3,579      2,531:        63      1,111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       64.1       12.5       58.4        7.9       92.0       84.6:       8.0       15.4
Old  :     100.0:      21.0       64.1       12.5       58.4        7.9       92.0       84.6:       8.0       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         4         36         10          6         12         17         52:
Old  :        56:         4         36         10          6         12         17         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.7       37.1       89.7       56.3       75.0       37.1       79.0       52.3
Old  :                 76.7       37.1       89.7       56.3       75.0       37.1       79.0       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF EURO 200,000)                               :
     :          :                                                                            :
All  :    25,080:    18,300      1,145          0        770     21,078     19,070     22,223:     6,010      2,857
Old  :    25,080:    18,300      1,145          0        770     21,078     19,070     22,223:     6,010      2,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       487:       219         11          0         -9       -295        210       -284:       277        771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.0        4.6        0.0        3.1       84.0       76.0       88.6:      24.0       11.4
Old  :     100.0:      73.0        4.6        0.0        3.1       84.0       76.0       88.6:      24.0       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         8          1          0          1         13          9         14:
Old  :        23:         8          1          0          1         13          9         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.6       48.1       74.1       70.6       61.6       48.1       74.1       70.6
Old  :                 61.6       48.1       74.1       70.6       61.6       48.1       74.1       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   188,995:    11,580     24,676     34,199    114,980    102,800    160,759    161,675:    28,237     27,321
Old  :   188,995:    11,580     24,676     34,199    114,980    102,800    160,759    161,675:    28,237     27,321
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -7,395:       -82      2,002      1,232     -9,166     -9,814     -8,015     -6,580:       621       -814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       13.1       18.1       60.8       54.4       85.1       85.5:      14.9       14.5
Old  :     100.0:       6.1       13.1       18.1       60.8       54.4       85.1       85.5:      14.9       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        18         32         37         65         71        110        116:
Old  :       131:        18         32         37         65         71        110        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       16.3       36.9       25.9       20.3        9.9       28.1       15.9
Old  :                 25.7       16.3       36.9       25.9       20.3        9.9       28.1       15.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   196,390:    11,662     22,674     32,967    124,146    112,614    168,774    168,255:    27,616     28,135
Old  :   196,390:    11,662     22,674     32,967    124,146    112,614    168,774    168,255:    27,616     28,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :   -34,029:    -5,020     -4,424    -19,603     -3,550     -7,995    -28,172    -32,022:    -5,857     -2,007
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       11.5       16.8       63.2       57.3       85.9       85.7:      14.1       14.3
Old  :     100.0:       5.9       11.5       16.8       63.2       57.3       85.9       85.7:      14.1       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        23         28         34         70         72        116        113:
Old  :       132:        23         28         34         70         72        116        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       17.5       36.1       27.4       17.5       10.6       25.0       16.6
Old  :                 24.4       17.5       36.1       27.4       17.5       10.6       25.0       16.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   681,696:    28,266     61,663    259,960    330,082    325,790    618,308    647,413:    63,388     34,283
Old  :   681,696:    28,266     61,663    259,960    330,082    325,790    618,308    647,413:    63,388     34,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    36,156:     4,530      4,394     14,729     18,588     13,779     37,847     32,902:    -1,691      3,254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        9.0       38.1       48.4       47.8       90.7       95.0:       9.3        5.0
Old  :     100.0:       4.1        9.0       38.1       48.4       47.8       90.7       95.0:       9.3        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        43         62         72         97         85        179        184:
Old  :       207:        43         62         72         97         85        179        184:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       22.3       31.7       35.1        3.7        6.4        5.7       10.1
Old  :                 19.7       22.3       31.7       35.1        3.7        6.4        5.7       10.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   645,539:    23,736     57,269    245,231    311,494    312,011    580,461    614,510:    65,078     31,029
Old  :   645,539:    23,736     57,269    245,231    311,494    312,011    580,461    614,510:    65,078     31,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :   -40,914:     3,152      1,347    -17,419    -25,041    -24,602    -39,308    -40,675:    -1,607       -239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        8.9       38.0       48.3       48.3       89.9       95.2:      10.1        4.8
Old  :     100.0:       3.7        8.9       38.0       48.3       48.3       89.9       95.2:      10.1        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        47         56         75         95         83        181        181:
Old  :       205:        47         56         75         95         83        181        181:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       22.4       31.9       35.5        3.8        6.5        5.8       10.3
Old  :                 19.7       22.4       31.9       35.5        3.8        6.5        5.8       10.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    68,474:     3,015      6,420      2,121     58,767     58,715     63,903     67,256:     4,571      1,218
Old  :    68,474:     3,015      6,420      2,121     58,767     58,715     63,903     67,256:     4,571      1,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -2,096:     2,363          0       -651     -4,106     -1,228     -2,394     -1,879:       298       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        9.4        3.1       85.8       85.7       93.3       98.2:       6.7        1.8
Old  :     100.0:       4.4        9.4        3.1       85.8       85.7       93.3       98.2:       6.7        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         1          1          1         28         23         29         25:
Old  :        33:         1          1          1         28         23         29         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       59.7       64.9       73.3       42.3       55.2       52.5       62.7
Old  :                 44.0       59.7       64.9       73.3       42.3       55.2       52.5       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    70,570:       652      6,420      2,772     62,873     59,943     66,297     69,135:     4,273      1,435
Old  :    70,570:       652      6,420      2,772     62,873     59,943     66,297     69,135:     4,273      1,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       652:       -56          0         56        652        596        652        652:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        9.1        3.9       89.1       84.9       93.9       98.0:       6.1        2.0
Old  :     100.0:       0.9        9.1        3.9       89.1       84.9       93.9       98.0:       6.1        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         1          1          1         27         23         28         25:
Old  :        33:         1          1          1         27         23         28         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       56.1       63.6       72.6       42.8       51.5       53.2       62.3
Old  :                 43.1       56.1       63.6       72.6       42.8       51.5       53.2       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    44,627:     5,266      2,464        428     36,694     36,126     42,388     39,018:     2,239      5,609
Old  :    44,627:     5,266      2,464        428     36,694     36,126     42,388     39,018:     2,239      5,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -6,258:       578     -7,468     -1,712     -4,935      2,448     -6,069     -6,732:      -189        474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        5.5        1.0       82.2       81.0       95.0       87.4:       5.0       12.6
Old  :     100.0:      11.8        5.5        1.0       82.2       81.0       95.0       87.4:       5.0       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          2          1         15         12         17         14:
Old  :        21:         1          2          1         15         12         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       63.6       82.2       79.2       45.9       62.4       73.8       72.8
Old  :                 51.8       63.6       82.2       79.2       45.9       62.4       73.8       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    50,885:     4,688      9,932      2,140     41,629     33,678     48,457     45,750:     2,428      5,135
Old  :    50,885:     4,688      9,932      2,140     41,629     33,678     48,457     45,750:     2,428      5,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -2,630:     2,996          0     -2,996     -2,962          0     -2,962     -2,996:       332        366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       19.5        4.2       81.8       66.2       95.2       89.9:       4.8       10.1
Old  :     100.0:       9.2       19.5        4.2       81.8       66.2       95.2       89.9:       4.8       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          2         15         13         17         16:
Old  :        22:         1          2          2         15         13         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       58.0       79.4       76.0       42.9       57.5       68.3       70.7
Old  :                 51.0       58.0       79.4       76.0       42.9       57.5       68.3       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    38,419:       879        955      1,424     32,002     33,598     34,305     35,977:     4,114      2,442
Old  :    38,419:       879        955      1,424     32,002     33,598     34,305     35,977:     4,114      2,442
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -142:       -13        483        655     -1,150     -1,218       -508        -80:       366        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        2.5        3.7       83.3       87.5       89.3       93.6:      10.7        6.4
Old  :     100.0:       2.3        2.5        3.7       83.3       87.5       89.3       93.6:      10.7        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          2          2         11         13         13         16:
Old  :        20:         1          2          2         11         13         13         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.0       56.7       84.0       79.8       35.2       32.4       42.5       45.3
Old  :                 71.0       56.7       84.0       79.8       35.2       32.4       42.5       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    30,047:     1,639      2,021      1,104     24,457     25,398     27,200     28,523:     2,847      1,524
Old  :    30,047:     1,639      2,021      1,104     24,457     25,398     27,200     28,523:     2,847      1,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -6,066:    -1,315     -1,377       -153     -4,288     -4,529     -5,756     -6,059:      -310         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        6.7        3.7       81.4       84.5       90.5       94.9:       9.5        5.1
Old  :     100.0:       5.5        6.7        3.7       81.4       84.5       90.5       94.9:       9.5        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          2          2         18         15         21         19:
Old  :        25:         3          2          2         18         15         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       47.7       66.8       69.1       39.4       38.1       52.9       56.0
Old  :                 47.7       47.7       66.8       69.1       39.4       38.1       52.9       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    36,113:     2,954      3,398      1,257     28,745     29,927     32,956     34,582:     3,157      1,531
Old  :    36,113:     2,954      3,398      1,257     28,745     29,927     32,956     34,582:     3,157      1,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       148:         5          0       -254        248        948         -1        694:       149       -546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        9.4        3.5       79.6       82.9       91.3       95.8:       8.7        4.2
Old  :     100.0:       8.2        9.4        3.5       79.6       82.9       91.3       95.8:       8.7        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          2          2         20         16         23         20:
Old  :        27:         3          2          2         20         16         23         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       49.1       64.9       70.5       38.4       39.4       52.5       58.5
Old  :                 44.1       49.1       64.9       70.5       38.4       39.4       52.5       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    50,102:     1,736        284        866     44,563     43,013     47,165     44,163:     2,937      5,939
Old  :    50,102:     1,736        284        866     44,563     43,013     47,165     44,163:     2,937      5,939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -2,279:       186        124       -310     -2,310     -2,966     -2,434     -3,152:       155        873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        0.6        1.7       88.9       85.9       94.1       88.1:       5.9       11.9
Old  :     100.0:       3.5        0.6        1.7       88.9       85.9       94.1       88.1:       5.9       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          1          2         22         18         24         20:
Old  :        26:         1          1          2         22         18         24         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       60.9       71.0       74.3       41.5       48.6       58.4       60.2
Old  :                 47.1       60.9       71.0       74.3       41.5       48.6       58.4       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    52,381:     1,550        160      1,176     46,873     45,979     49,599     47,315:     2,782      5,066
Old  :    52,381:     1,550        160      1,176     46,873     45,979     49,599     47,315:     2,782      5,066
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       701:         0       -124        124      1,005        639      1,129        639:      -428         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        0.3        2.2       89.5       87.8       94.7       90.3:       5.3        9.7
Old  :     100.0:       3.0        0.3        2.2       89.5       87.8       94.7       90.3:       5.3        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          1          2         22         19         24         21:
Old  :        27:         1          1          2         22         19         24         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.8       59.4       71.1       73.3       42.1       48.4       57.9       59.9
Old  :                 48.8       59.4       71.1       73.3       42.1       48.4       57.9       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    27,346:     4,712      3,488          0     21,792     19,732     26,504     23,220:       842      4,126
Old  :    27,346:     4,712      3,488          0     21,792     19,732     26,504     23,220:       842      4,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       12.8        0.0       79.7       72.2       96.9       84.9:       3.1       15.1
Old  :     100.0:      17.2       12.8        0.0       79.7       72.2       96.9       84.9:       3.1       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          2          0         11         11         14         13:
Old  :        25:         3          2          0         11         11         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       60.8       86.7       77.9       64.8       60.8       85.5       77.6
Old  :                 64.8       60.8       86.7       77.9       64.8       60.8       85.5       77.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   852,117:   186,172     59,260    127,924    524,746    659,923    838,842    847,107:    13,275      5,010
Old  :   852,117:   186,172     59,260    127,924    524,746    659,923    838,842    847,107:    13,275      5,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :   -27,206:    14,014      5,912     -1,085    -41,141    -26,191    -28,212    -21,364:     1,006     -5,842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        7.0       15.0       61.6       77.4       98.4       99.4:       1.6        0.6
Old  :     100.0:      21.8        7.0       15.0       61.6       77.4       98.4       99.4:       1.6        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        14         12         24         72         68         99         93:
Old  :       106:        14         12         24         72         68         99         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       24.4       46.0       38.5       26.6       20.0       33.3       30.0
Old  :                 33.5       24.4       46.0       38.5       26.6       20.0       33.3       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   879,323:   172,158     53,348    129,009    565,887    686,114    867,054    868,471:    12,269     10,852
Old  :   879,323:   172,158     53,348    129,009    565,887    686,114    867,054    868,471:    12,269     10,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    14,721:    -6,164     -5,623      6,133     11,754     14,106     11,723     14,616:     2,998        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        6.1       14.7       64.4       78.0       98.6       98.8:       1.4        1.2
Old  :     100.0:      19.6        6.1       14.7       64.4       78.0       98.6       98.8:       1.4        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        16         13         23         88         77        114        104:
Old  :       124:        16         13         23         88         77        114        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       23.6       43.2       38.5       23.7       19.7       30.4       29.8
Old  :                 31.1       23.6       43.2       38.5       23.7       19.7       30.4       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    67,421:     7,518     14,597     21,595     34,270     29,761     63,383     65,953:     4,038      1,468
Old  :    67,421:     7,518     14,597     21,595     34,270     29,761     63,383     65,953:     4,038      1,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     6,367:    -1,587        567      2,731      6,002      4,262      7,146      7,560:      -779     -1,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       21.7       32.0       50.8       44.1       94.0       97.8:       6.0        2.2
Old  :     100.0:      11.2       21.7       32.0       50.8       44.1       94.0       97.8:       6.0        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         6          5          9         19         20         30         29:
Old  :        33:         6          5          9         19         20         30         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       50.5       68.6       73.9       22.5       25.7       31.9       36.3
Old  :                 53.1       50.5       68.6       73.9       22.5       25.7       31.9       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    61,054:     9,105     14,030     18,864     28,268     25,499     56,237     58,393:     4,817      2,661
Old  :    61,054:     9,105     14,030     18,864     28,268     25,499     56,237     58,393:     4,817      2,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :   -16,533:    -7,226     -9,162     -1,221     -9,551     -7,394    -17,998    -17,777:     1,465      1,244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       23.0       30.9       46.3       41.8       92.1       95.6:       7.9        4.4
Old  :     100.0:      14.9       23.0       30.9       46.3       41.8       92.1       95.6:       7.9        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         6          4          8         18         17         28         25:
Old  :        29:         6          4          8         18         17         28         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.4       51.0       68.2       72.4       22.0       27.4       31.3       36.6
Old  :                 52.4       51.0       68.2       72.4       22.0       27.4       31.3       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    33,726:     5,000        178      5,725     22,721     27,003     33,446     32,906:       280        820
Old  :    33,726:     5,000        178      5,725     22,721     27,003     33,446     32,906:       280        820
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -1,353:       271         -2       -104     -1,283     -1,147     -1,116     -1,252:      -237       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        0.5       17.0       67.4       80.1       99.2       97.6:       0.8        2.4
Old  :     100.0:      14.8        0.5       17.0       67.4       80.1       99.2       97.6:       0.8        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          2          5         22         24         27         29:
Old  :        31:         3          2          5         22         24         27         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.2       69.1       75.5       79.8       47.6       59.9       57.5       62.5
Old  :                 52.2       69.1       75.5       79.8       47.6       59.9       57.5       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    35,079:     4,729        180      5,829     24,005     28,150     34,562     34,158:       517        921
Old  :    35,079:     4,729        180      5,829     24,005     28,150     34,562     34,158:       517        921
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :        33:        38        -30        372       -466       -807        -55       -465:        89        498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        0.5       16.6       68.4       80.2       98.5       97.4:       1.5        2.6
Old  :     100.0:      13.5        0.5       16.6       68.4       80.2       98.5       97.4:       1.5        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         5          1          5         25         24         30         30:
Old  :        33:         5          1          5         25         24         30         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       67.1       73.4       77.8       45.4       59.3       54.6       62.3
Old  :                 50.4       67.1       73.4       77.8       45.4       59.3       54.6       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    19,414:     1,681      3,806        840     16,893     14,768     19,414     19,414:         0          0
Old  :    19,414:     1,681      3,806        840     16,893     14,768     19,414     19,414:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -1,940:      -276     -1,242       -230     -1,434       -468     -1,940     -1,940:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       19.6        4.3       87.0       76.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       8.7       19.6        4.3       87.0       76.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          3          1         15         12         17         15:
Old  :        23:         1          3          1         15         12         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.1       61.7       91.0       81.4       76.5       59.1       82.8       76.2
Old  :                 79.1       61.7       91.0       81.4       76.5       59.1       82.8       76.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    21,354:     1,957      5,048      1,070     18,327     15,236     21,354     21,354:         0          0
Old  :    21,354:     1,957      5,048      1,070     18,327     15,236     21,354     21,354:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       -90:         0          0          0         82         82         82         82:      -172       -172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       23.6        5.0       85.8       71.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       9.2       23.6        5.0       85.8       71.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          3          2         17         16         20         20:
Old  :        27:         2          3          2         17         16         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.6       61.3       87.7       79.9       71.5       58.7       77.4       72.2
Old  :                 75.6       61.3       87.7       79.9       71.5       58.7       77.4       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     6,860:       842      2,550        634      5,384      3,424      6,860      6,608:         0        252
Old  :     6,860:       842      2,550        634      5,384      3,424      6,860      6,608:         0        252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -794:       -46        460       -460       -265     -1,046       -771     -1,046:       -23        252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       37.2        9.2       78.5       49.9      100.0       96.3:       0.0        3.7
Old  :     100.0:      12.3       37.2        9.2       78.5       49.9      100.0       96.3:       0.0        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          2          2         10         10         13         13:
Old  :        20:         2          2          2         10         10         13         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.9       63.4       90.2       89.6       56.9       53.7       76.6       73.5
Old  :                 64.9       63.4       90.2       89.6       56.9       53.7       76.6       73.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     7,654:       888      2,090      1,094      5,649      4,470      7,631      7,654:        23          0
Old  :     7,654:       888      2,090      1,094      5,649      4,470      7,631      7,654:        23          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       27.3       14.3       73.8       58.4       99.7      100.0:       0.3        0.0
Old  :     100.0:      11.6       27.3       14.3       73.8       58.4       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          2          3         12         12         17         15:
Old  :        24:         3          2          3         12         12         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       64.3       89.6       91.5       54.3       50.1       71.9       71.8
Old  :                 61.5       64.3       89.6       91.5       54.3       50.1       71.9       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  : 1,112,277:    76,249     38,191    265,395    705,292    723,596  1,046,936  1,027,183:    65,341     85,095
Old  : 1,112,277:    76,249     38,191    265,395    705,292    723,596  1,046,936  1,027,183:    65,341     85,095
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    15,335:     3,916       -443     -2,255      1,975      4,468      3,636      1,771:    11,699     13,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        3.4       23.9       63.4       65.1       94.1       92.3:       5.9        7.7
Old  :     100.0:       6.9        3.4       23.9       63.4       65.1       94.1       92.3:       5.9        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        54         71         80         82         86        185        194:
Old  :       225:        54         71         80         82         86        185        194:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       24.2       32.5       34.7       10.3       10.9       14.9       14.2
Old  :                 20.7       24.2       32.5       34.7       10.3       10.9       14.9       14.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  : 1,096,942:    72,333     38,634    267,650    703,318    719,128  1,043,300  1,025,411:    53,643     71,531
Old  : 1,096,942:    72,333     38,634    267,650    703,318    719,128  1,043,300  1,025,411:    53,643     71,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    36,563:       297     -3,641     18,545     26,034     25,625     44,876     40,528:    -8,313     -3,965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        3.5       24.4       64.1       65.6       95.1       93.5:       4.9        6.5
Old  :     100.0:       6.6        3.5       24.4       64.1       65.6       95.1       93.5:       4.9        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        58         60         81         84         85        186        191:
Old  :       219:        58         60         81         84         85        186        191:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       25.0       33.0       36.4       10.1       11.4       14.7       14.9
Old  :                 20.8       25.0       33.0       36.4       10.1       11.4       14.7       14.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    12,598:     7,255      2,657         34      2,598      8,766      9,887     11,457:     2,711      1,141
Old  :    12,598:     7,255      2,657         34      2,598      8,766      9,887     11,457:     2,711      1,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       -38:        48        163        -57         19       -131         10        -25:       -48        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.6       21.1        0.3       20.6       69.6       78.5       90.9:      21.5        9.1
Old  :     100.0:      57.6       21.1        0.3       20.6       69.6       78.5       90.9:      21.5        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        61         20          1          9         23         71         43:
Old  :       113:        61         20          1          9         23         71         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       42.6       39.0       57.9       25.3       42.6       39.0       57.9
Old  :                 25.3       42.6       39.0       57.9       25.3       42.6       39.0       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    12,636:     7,207      2,494         91      2,579      8,897      9,877     11,482:     2,759      1,154
Old  :    12,636:     7,207      2,494         91      2,579      8,897      9,877     11,482:     2,759      1,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       521:       346        384        -59        262        194        549        519:       -28          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.0       19.7        0.7       20.4       70.4       78.2       90.9:      21.8        9.1
Old  :     100.0:      57.0       19.7        0.7       20.4       70.4       78.2       90.9:      21.8        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        63         15          3         10         22         74         40:
Old  :       110:        63         15          3         10         22         74         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       42.4       38.6       57.8       25.3       42.4       38.6       57.8
Old  :                 25.3       42.4       38.6       57.8       25.3       42.4       38.6       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     6,205:     2,293        167         80      2,404      5,183      4,777      5,430:     1,428        775
Old  :     6,205:     2,293        167         80      2,404      5,183      4,777      5,430:     1,428        775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -124:        -6         11         80        -18         87         56        178:      -180       -302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0        2.7        1.3       38.7       83.5       77.0       87.5:      23.0       12.5
Old  :     100.0:      37.0        2.7        1.3       38.7       83.5       77.0       87.5:      23.0       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        16          2          1         10         14         26         17:
Old  :        40:        16          2          1         10         14         26         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       63.7       51.8       76.5       37.7       63.6       51.3       76.2
Old  :                 37.7       63.7       51.8       76.5       37.7       63.6       51.3       76.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     6,329:     2,299        156          0      2,422      5,096      4,721      5,252:     1,608      1,077
Old  :     6,329:     2,299        156          0      2,422      5,096      4,721      5,252:     1,608      1,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       -49:       632       -800       -296       -463        938       -127       -158:        78        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        2.5        0.0       38.3       80.5       74.6       83.0:      25.4       17.0
Old  :     100.0:      36.3        2.5        0.0       38.3       80.5       74.6       83.0:      25.4       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        15          2          0         10         12         25         14:
Old  :        36:        15          2          0         10         12         25         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       63.4       52.2       76.4       37.6       63.2       52.2       76.2
Old  :                 37.6       63.4       52.2       76.4       37.6       63.2       52.2       76.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   180,803:    16,515     13,345     26,648    125,239    125,389    168,402    165,382:    12,401     15,421
Old  :   180,803:    16,515     13,345     26,648    125,239    125,389    168,402    165,382:    12,401     15,421
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -2,763:     1,554       -275      2,739     -5,870     -3,190     -1,578       -726:    -1,186     -2,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        7.4       14.7       69.3       69.4       93.1       91.5:       6.9        8.5
Old  :     100.0:       9.1        7.4       14.7       69.3       69.4       93.1       91.5:       6.9        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        32         29         37         77         73        129        124:
Old  :       152:        32         29         37         77         73        129        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       19.1       43.3       29.7       28.6       13.0       35.5       19.2
Old  :                 32.4       19.1       43.3       29.7       28.6       13.0       35.5       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   183,567:    14,961     13,620     23,909    131,110    128,579    169,980    166,108:    13,587     17,459
Old  :   183,567:    14,961     13,620     23,909    131,110    128,579    169,980    166,108:    13,587     17,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     3,262:       609      3,577     -3,069      5,492      1,863      3,033      2,371:       229        891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        7.4       13.0       71.4       70.0       92.6       90.5:       7.4        9.5
Old  :     100.0:       8.2        7.4       13.0       71.4       70.0       92.6       90.5:       7.4        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        27         27         32         75         74        121        121:
Old  :       146:        27         27         32         75         74        121        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       19.1       42.6       30.0       27.7       13.2       34.3       19.3
Old  :                 32.2       19.1       42.6       30.0       27.7       13.2       34.3       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :    18,115:         0      3,805      4,320     13,615      9,990     17,935     18,115:       180          0
Old  :    18,115:         0      3,805      4,320     13,615      9,990     17,935     18,115:       180          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -1,093:       -15        666       -766       -312       -993     -1,093     -1,093:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       21.0       23.8       75.2       55.1       99.0      100.0:       1.0        0.0
Old  :     100.0:       0.0       21.0       23.8       75.2       55.1       99.0      100.0:       1.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          5          2         14         13         16         18:
Old  :        25:         0          5          2         14         13         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       77.2       89.5       88.3       46.5       49.3       57.3       58.4
Old  :                 68.3       77.2       89.5       88.3       46.5       49.3       57.3       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :    19,208:        15      3,139      5,086     13,927     10,983     19,028     19,208:       180          0
Old  :    19,208:        15      3,139      5,086     13,927     10,983     19,028     19,208:       180          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       224:         0        -81         15        329        290        344        224:      -120          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1       16.3       26.5       72.5       57.2       99.1      100.0:       0.9        0.0
Old  :     100.0:       0.1       16.3       26.5       72.5       57.2       99.1      100.0:       0.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          6          3         17         16         20         23:
Old  :        28:         1          6          3         17         16         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.6       73.6       88.7       86.1       43.2       43.7       54.8       53.9
Old  :                 68.6       73.6       88.7       86.1       43.2       43.7       54.8       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     8,677:       450      2,106        402      7,825      6,169      8,677      8,677:         0          0
Old  :     8,677:       450      2,106        402      7,825      6,169      8,677      8,677:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -330:      -100       -410        -45       -185        125       -330       -330:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       24.3        4.6       90.2       71.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       5.2       24.3        4.6       90.2       71.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          2         15         14         17         16:
Old  :        21:         1          1          2         15         14         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.3       74.0       81.9       89.9       43.9       50.3       52.2       53.7
Old  :                 60.3       74.0       81.9       89.9       43.9       50.3       52.2       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     9,007:       550      2,516        447      8,010      6,044      9,007      9,007:         0          0
Old  :     9,007:       550      2,516        447      8,010      6,044      9,007      9,007:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       150:         0        150          0        150          0        150        150:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       27.9        5.0       88.9       67.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       6.1       27.9        5.0       88.9       67.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          1          2         16         14         18         16:
Old  :        22:         1          1          2         16         14         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       75.3       80.3       91.1       42.6       50.1       50.8       53.4
Old  :                 58.4       75.3       80.3       91.1       42.6       50.1       50.8       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 11, 2005