WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :   261,420:    41,973     55,251     41,275    139,221    124,980    222,469    221,507:    38,952     39,914
Old  :   184,096:    37,797     50,916     14,223    104,340     90,983    156,359    156,122:    27,737     27,974
Other:    77,324:    13,043     13,201     18,186     34,881     33,998     66,109     65,385:    11,215     11,939
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -12,929:     8,045    -11,996     -8,494    -10,598      7,102    -11,047    -13,388:    -1,882        459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       21.1       15.8       53.3       47.8       85.1       84.7:      14.9       15.3
Old  :     100.0:      20.5       27.7        7.7       56.7       49.4       84.9       84.8:      15.1       15.2
Other:     100.0:      16.9       17.1       23.5       45.1       44.0       85.5       84.6:      14.5       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        77         89         76         50         59        180        177:
Old  :       220:        77         77         51         38         54        141        156:
Other:       139:        43         45         53         29         44        102        115:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       30.5       43.6       37.8       31.6       29.1       43.0       35.2
Old  :                 39.7       34.1       51.3       41.2       39.1       33.5       50.8       40.7
Other:                 39.3       30.7       48.2       41.4       35.8       25.5       40.1       31.6
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   274,349:    33,928     67,247     49,769    149,818    117,878    233,515    234,894:    40,833     39,454
Old  :   203,641:    34,099     64,458     23,159    115,323     86,909    172,582    174,527:    31,059     29,114
Other:    70,708:    10,471     13,431     15,968     34,495     30,969     60,934     60,368:     9,774     10,340
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    11,814:     2,280     -6,440        543      8,994     17,458     11,817     11,561:        -3        253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       24.5       18.1       54.6       43.0       85.1       85.6:      14.9       14.4
Old  :     100.0:      16.7       31.7       11.4       56.6       42.7       84.7       85.7:      15.3       14.3
Other:     100.0:      14.8       19.0       22.6       48.8       43.8       86.2       85.4:      13.8       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        80        105         90         57         61        194        208:
Old  :       251:        83         98         72         53         59        175        192:
Other:       147:        44         50         48         29         44         99        119:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       28.7       42.8       35.4       30.6       25.7       41.7       30.9
Old  :                 35.9       30.4       47.8       37.4       35.9       27.4       46.6       34.3
Other:                 43.6       33.2       52.0       44.1       39.4       27.3       43.0       33.2
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :   754,485:    89,562    141,922     89,755    413,851    312,373    593,168    544,051:   161,317    210,435
Old  :   625,807:    76,771    140,768     69,315    338,662    254,504    484,748    464,587:   141,059    161,219
Other:   128,678:    17,504      5,867     15,727     75,189     57,869    108,421     79,463:    20,258     49,215
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -53,329:    18,211    -30,283    -38,294    -28,439     14,583    -48,522    -53,994:    -4,806        666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       18.8       11.9       54.9       41.4       78.6       72.1:      21.4       27.9
Old  :     100.0:      12.3       22.5       11.1       54.1       40.7       77.5       74.2:      22.5       25.8
Other:     100.0:      13.6        4.6       12.2       58.4       45.0       84.3       61.8:      15.7       38.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       466:       111        121        125        186        168        369        362:
Old  :       456:       101        134        115        178        160        353        347:
Other:       255:        56         39         42         82        126        151        194:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       15.4       25.4       20.1       15.5       10.7       24.3       15.1
Old  :                 16.7       15.9       27.5       20.7       16.7       11.2       25.8       15.7
Other:                 33.3       17.2       41.4       24.1       32.6       15.4       39.9       21.1
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   807,814:    71,351    172,205    128,050    442,291    297,790    641,691    598,045:   166,123    209,769
Old  :   692,010:    65,592    167,358    109,809    369,615    250,321    545,016    527,488:   146,994    164,522
Other:   115,804:    10,321      9,409     13,678     72,676     47,469     96,675     70,557:    19,129     45,247
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    10,118:     7,429    -21,000     17,875    -17,431     16,582      7,873     13,457:     2,245     -3,338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       21.3       15.9       54.8       36.9       79.4       74.0:      20.6       26.0
Old  :     100.0:       9.5       24.2       15.9       53.4       36.2       78.8       76.2:      21.2       23.8
Other:     100.0:       8.9        8.1       11.8       62.8       41.0       83.5       60.9:      16.5       39.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       516:       117        157        148        198        171        411        401:
Old  :       505:       117        155        136        194        160        398        380:
Other:       253:        44         53         45         80        125        146        201:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       13.9       24.0       18.4       14.4        9.6       23.1       13.6
Old  :                 15.0       14.6       25.7       19.3       15.0       10.0       23.8       14.2
Other:                 37.5       13.6       45.5       20.3       36.9       12.5       43.9       18.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :     8,744:     2,206        552        275      2,251      6,054      4,732      6,881:     4,012      1,863
Old  :     7,683:     2,102        552        159      2,126      5,565      4,387      6,276:     3,296      1,407
Other:     1,061:       108          4        112        125        489        345        605:       716        456
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -1,059:      -392        263       -358        -70       -629       -819       -724:      -240       -336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        6.3        3.1       25.7       69.2       54.1       78.7:      45.9       21.3
Old  :     100.0:      27.4        7.2        2.1       27.7       72.4       57.1       81.7:      42.9       18.3
Other:     100.0:      10.2        0.4       10.5       11.8       46.1       32.5       57.0:      67.5       43.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        14          4          3         11         16         26         22:
Old  :        35:        15          3          3         11         15         26         21:
Other:        15:         3          3          3          4          6         10          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  :                 26.8       43.4       37.4       57.7       17.0       35.2       24.9       46.3
Old  :                 29.3       48.5       41.0       63.2       19.4       38.7       27.8       50.3
Other:                 22.0       37.9       31.8       55.0       18.9       37.9       21.8       46.3
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     9,804:     2,598        289        633      2,321      6,683      5,552      7,605:     4,252      2,199
Old  :     8,876:     2,491        297        481      2,196      6,272      5,168      7,050:     3,707      1,826
Other:       928:       124         10        134        125        411        383        555:       544        373
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :      -168:      -516       -171         51        505        270         40        151:      -208       -319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        2.9        6.5       23.7       68.2       56.6       77.6:      43.4       22.4
Old  :     100.0:      28.1        3.3        5.4       24.7       70.7       58.2       79.4:      41.8       20.6
Other:     100.0:      13.4        1.1       14.4       13.5       44.3       41.3       59.8:      58.7       40.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        14          7          5         12         17         30         25:
Old  :        38:        15          6          5         12         16         30         24:
Other:        18:         5          3          5          4          7         12         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       42.7       34.8       55.2       17.2       32.6       23.3       41.5
Old  :                 27.2       46.2       37.4       58.9       19.0       35.2       25.3       44.6
Other:                 25.1       34.0       36.5       53.6       21.7       34.0       26.7       44.6
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :   354,137:    39,773     49,327     75,483    170,675    135,663    285,932    260,473:    68,206     93,665
Old  :   316,948:    39,465     55,159     61,422    158,287    123,227    259,174    239,809:    57,774     77,139
Other:    37,189:     8,590      2,450      5,778     12,389     12,435     26,757     20,663:    10,432     16,525
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -8,888:     3,987    -16,169     -8,485     -6,602        992    -11,100    -23,662:     2,212     14,774
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       13.9       21.3       48.2       38.3       80.7       73.6:      19.3       26.4
Old  :     100.0:      12.5       17.4       19.4       49.9       38.9       81.8       75.7:      18.2       24.3
Other:     100.0:      23.1        6.6       15.5       33.3       33.4       71.9       55.6:      28.1       44.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:        87        127        125         81         94        254        273:
Old  :       330:        89        129        112         77         87        239        261:
Other:       124:        35         34         25         24         46         73         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  :                 24.9       18.3       36.8       24.9       15.5        7.1       23.0       10.7
Old  :                 25.2       18.1       38.3       25.3       16.2        7.9       24.6       11.9
Other:                 28.9       27.4       42.8       33.3       24.5       20.5       34.9       24.5
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   363,025:    35,786     65,496     83,968    177,278    134,670    297,031    284,134:    65,993     78,890
Old  :   333,107:    35,896     70,293     72,279    167,821    121,817    275,997    264,390:    57,110     68,717
Other:    29,918:     7,509      2,822      4,070      9,456     12,853     21,035     19,745:     8,883     10,173
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -5,199:     2,211    -24,521      1,739     -7,060     14,167     -3,110     -8,615:    -2,089      3,417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       18.0       23.1       48.8       37.1       81.8       78.3:      18.2       21.7
Old  :     100.0:      10.8       21.1       21.7       50.4       36.6       82.9       79.4:      17.1       20.6
Other:     100.0:      25.1        9.4       13.6       31.6       43.0       70.3       66.0:      29.7       34.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:        93        148        139         98         95        289        297:
Old  :       362:        97        145        130         96         91        278        289:
Other:       126:        31         40         21         26         42         75         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  :                 25.0       20.3       35.7       26.6       17.5        9.8       24.8       13.0
Old  :                 25.5       19.4       37.2       26.3       18.6        8.8       26.6       12.4
Other:                 25.9       39.8       40.0       45.3       21.2       31.7       33.5       35.8
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :     9,397:     4,670      3,129      1,250        200        469      6,120      4,848:     3,277      4,549
Old  :     8,282:     4,173      2,878      1,242        200        469      5,615      4,589:     2,667      3,693
Other:     1,115:       497        251          8          0          0        505        259:       610        856
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.7       33.3       13.3        2.1        5.0       65.1       51.6:      34.9       48.4
Old  :     100.0:      50.4       34.8       15.0        2.4        5.7       67.8       55.4:      32.2       44.6
Other:     100.0:      44.6       22.5        0.7        0.0        0.0       45.3       23.2:      54.7       76.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        10          8          9          1          2         15         15:
Old  :        20:        10          8          9          1          2         15         15:
Other:         3:         2          1          1          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  :                 42.6       31.3       57.1       43.3       37.7       26.6       47.7       34.7
Old  :                 42.3       32.5       58.6       46.1       36.7       27.1       48.2       36.4
Other:                 45.3       23.2       45.3       23.2       44.6       22.5       44.6       22.5
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :   179,074:    19,404     37,374     30,465     99,301     87,870    149,171    155,709:    29,903     23,365
Old  :   154,883:    18,520     38,646     21,769     89,548     73,637    129,838    134,053:    25,046     20,830
Other:    24,191:     6,331      4,174      3,249      9,753     14,233     19,333     21,656:     4,858      2,534
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -14,477:     2,979    -15,809     -2,181    -17,609      4,684    -16,811    -13,306:     2,334     -1,171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       20.9       17.0       55.5       49.1       83.3       87.0:      16.7       13.0
Old  :     100.0:      12.0       25.0       14.1       57.8       47.5       83.8       86.6:      16.2       13.4
Other:     100.0:      26.2       17.3       13.4       40.3       58.8       79.9       89.5:      20.1       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        33         48         41         52         50        113        122:
Old  :       157:        36         51         39         52         47        111        118:
Other:        56:        16         14         15         19         16         41         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       25.2       30.9       34.3       14.5       15.3       23.3       21.1
Old  :                 22.2       23.8       34.4       32.2       20.2       17.4       29.9       24.1
Other:                 33.9       48.4       50.0       64.4       30.5       39.3       39.8       47.3
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   193,551:    16,425     53,182     32,647    116,910     83,186    165,982    169,015:    27,569     24,536
Old  :   169,831:    15,217     54,088     23,697    107,255     69,298    146,169    147,083:    23,662     22,748
Other:    23,720:     7,109      4,996      3,048      9,656     13,888     19,813     21,932:     3,908      1,788
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :   -12,684:      -590     -8,178        222    -12,214     -2,194    -12,581    -10,150:      -102     -2,534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       27.5       16.9       60.4       43.0       85.8       87.3:      14.2       12.7
Old  :     100.0:       9.0       31.8       14.0       63.2       40.8       86.1       86.6:      13.9       13.4
Other:     100.0:      30.0       21.1       12.9       40.7       58.5       83.5       92.5:      16.5        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        29         56         39         50         50        103        132:
Old  :       159:        35         58         35         50         49        101        128:
Other:        51:        12         15         14         18         13         36         36:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       22.3       36.0       31.3       17.0       13.6       27.1       20.5
Old  :                 25.9       21.0       38.5       29.9       22.5       15.9       33.7       23.6
Other:                 34.6       52.8       54.8       67.1       33.4       42.8       47.1       51.1
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :   944,622:   134,986    128,219    128,351    509,836    482,004    773,173    738,574:   171,450    206,048
Old  :   944,622:   134,986    128,219    128,351    509,836    482,004    773,173    738,574:   171,450    206,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -74,881:   -20,983     -1,360    -39,930     -1,796    -28,841    -62,709    -70,130:   -12,173     -4,751
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       13.6       13.6       54.0       51.0       81.8       78.2:      18.2       21.8
Old  :     100.0:      14.3       13.6       13.6       54.0       51.0       81.8       78.2:      18.2       21.8
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  :       180:        42         38         45         76         84        145        143:
Old  :       180:        42         38         45         76         84        145        143:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       14.2       29.9       24.6       14.6       11.6       20.0       19.5
Old  :                 22.4       14.2       29.9       24.6       14.6       11.6       20.0       19.5
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,019,504:   155,969    129,580    168,281    511,632    510,844    835,882    808,705:   183,622    210,799
Old  : 1,019,504:   155,969    129,580    168,281    511,632    510,844    835,882    808,705:   183,622    210,799
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    10,651:   -27,097    -13,752     29,436     11,252     -8,228     13,591      7,456:    -2,941      3,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       12.7       16.5       50.2       50.1       82.0       79.3:      18.0       20.7
Old  :     100.0:      15.3       12.7       16.5       50.2       50.1       82.0       79.3:      18.0       20.7
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  :       198:        46         44         56         80         91        156        163:
Old  :       198:        46         44         56         80         91        156        163:
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       13.7       25.8       23.6       13.1       11.4       18.8       19.1
Old  :                 18.8       13.7       25.8       23.6       13.1       11.4       18.8       19.1
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, February 22, 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  :   178,364:    25,769     20,924     39,156     79,386     89,520    144,311    149,600:    34,053     28,764
Old  :   153,820:    29,186     19,778     28,234     65,632     79,316    123,052    127,328:    30,768     26,492
Other:    24,544:     1,412      5,974      6,093     13,754     10,204     21,259     22,272:     3,284      2,272
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -1,554:    14,304    -13,505     -3,438    -14,305     17,753     -3,438        810:     1,884     -2,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       11.7       22.0       44.5       50.2       80.9       83.9:      19.1       16.1
Old  :     100.0:      19.0       12.9       18.4       42.7       51.6       80.0       82.8:      20.0       17.2
Other:     100.0:       5.8       24.3       24.8       56.0       41.6       86.6       90.7:      13.4        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        38         43         57         54         58        135        137:
Old  :       172:        49         40         55         53         58        134        135:
Other:        67:        14         16         19         28         17         53         42:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       20.8       27.4       31.0       10.7       11.1       15.3       17.6
Old  :                 16.2       21.6       24.9       31.1       11.4       13.4       17.0       21.0
Other:                 39.9       49.9       54.4       65.0       35.1       41.2       43.4       49.9
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   179,918:    11,465     34,429     42,594     93,691     71,767    147,749    148,790:    32,169     31,128
Old  :   156,046:    15,984     33,517     30,856     80,231     62,618    127,070    126,991:    28,976     29,055
Other:    23,872:     1,276      6,707      5,943     13,460      9,149     20,679     21,799:     3,193      2,073
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :   -18,490:     1,455    -18,593      1,933    -20,704        861    -17,316    -15,800:    -1,174     -2,690
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       19.1       23.7       52.1       39.9       82.1       82.7:      17.9       17.3
Old  :     100.0:      10.2       21.5       19.8       51.4       40.1       81.4       81.4:      18.6       18.6
Other:     100.0:       5.3       28.1       24.9       56.4       38.3       86.6       91.3:      13.4        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        24         60         59         55         56        123        152:
Old  :       171:        34         58         57         54         55        122        149:
Other:        65:        15         17         18         27         13         51         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       16.2       34.4       24.2       17.3       10.1       22.9       15.5
Old  :                 22.8       15.8       33.1       23.6       17.8       10.7       24.4       16.3
Other:                 38.2       48.9       52.9       64.8       34.4       42.3       43.0       49.7
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :     5,984:     1,860      2,325        462      1,884      1,511      4,207      4,298:     1,778      1,687
Old  :     5,928:     1,860      2,319        432      1,884      1,503      4,177      4,255:     1,751      1,673
Other:        57:         1          6         29          0          7         30         43:        27         14
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       -97:        48        307       -238         62       -101       -129        -32:        31        -65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       38.8        7.7       31.5       25.2       70.3       71.8:      29.7       28.2
Old  :     100.0:      31.4       39.1        7.3       31.8       25.4       70.5       71.8:      29.5       28.2
Other:     100.0:       1.6       10.9       51.5        0.0       13.3       53.1       75.7:      46.9       24.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        10         16          4         10          9         24         25:
Old  :        39:        10         16          4         10          9         24         25:
Other:         5:         1          3          3          0          1          4          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  :                 35.3       27.5       46.8       43.2       27.1       22.9       36.1       31.8
Old  :                 35.7       27.8       47.2       43.3       27.4       23.1       36.5       32.0
Other:                 53.1       75.7       53.1       75.7        1.6       24.2        1.6       24.2
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     6,082:     1,812      2,018        701      1,823      1,611      4,335      4,330:     1,746      1,752
Old  :     6,035:     1,812      2,010        675      1,823      1,608      4,309      4,293:     1,726      1,742
Other:        47:         0          8         26          0          3         26         37:        21         10
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       -55:        36        -72       -189        -85        316       -238         56:       183       -111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       33.2       11.5       30.0       26.5       71.3       71.2:      28.7       28.8
Old  :     100.0:      30.0       33.3       11.2       30.2       26.7       71.4       71.1:      28.6       28.9
Other:     100.0:       0.0       16.3       55.9        0.0        6.4       55.9       78.6:      44.1       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        10         14          4         11          8         25         22:
Old  :        36:        10         14          4         11          8         25         22:
Other:         4:         0          3          3          0          1          3          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  :                 33.2       29.0       46.5       46.7       25.9       25.2       34.5       33.8
Old  :                 33.4       29.1       46.7       46.7       26.1       25.3       34.7       34.0
Other:                 55.9       78.6       55.9       78.6        0.0       22.7        0.0       22.7
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :   379,978:   101,226     91,348     13,167    202,456    157,658    316,849    262,173:    63,129    117,805
Old  :   379,978:   101,226     91,348     13,167    202,456    157,658    316,849    262,173:    63,129    117,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    29,562:    -5,782     10,987      6,817     17,034     -4,193     18,069     13,612:    11,493     15,951
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       24.0        3.5       53.3       41.5       83.4       69.0:      16.6       31.0
Old  :     100.0:      26.6       24.0        3.5       53.3       41.5       83.4       69.0:      16.6       31.0
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  :       120:        18         34          5         47         53         65         92:
Old  :       120:        18         34          5         47         53         65         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       19.2       42.0       27.4       29.3       18.4       40.2       25.1
Old  :                 29.7       19.2       42.0       27.4       29.3       18.4       40.2       25.1
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   350,415:   107,008     80,361      6,350    185,422    161,851    298,780    248,561:    51,636    101,854
Old  :   350,415:   107,008     80,361      6,350    185,422    161,851    298,780    248,561:    51,636    101,854
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    20,492:     2,920      3,149      5,975     15,471     15,776     24,366     24,899:    -3,874     -4,408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       22.9        1.8       52.9       46.2       85.3       70.9:      14.7       29.1
Old  :     100.0:      30.5       22.9        1.8       52.9       46.2       85.3       70.9:      14.7       29.1
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  :       123:        19         35          5         43         53         63         92:
Old  :       123:        19         35          5         43         53         63         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       20.8       42.9       28.5       30.3       20.1       41.7       27.2
Old  :                 30.4       20.8       42.9       28.5       30.3       20.1       41.7       27.2
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, February 22, 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  : 2,479,124:   448,568    354,074    372,198  1,316,894  1,149,444  2,137,660  1,875,716:   341,464    603,408
Old  : 2,479,124:   448,568    354,074    372,198  1,316,894  1,149,444  2,137,660  1,875,716:   341,464    603,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -6,408:   166,700    108,013   -126,764    -53,164    -42,638    -13,228    -61,388:     6,820     54,981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       14.3       15.0       53.1       46.4       86.2       75.7:      13.8       24.3
Old  :     100.0:      18.1       14.3       15.0       53.1       46.4       86.2       75.7:      13.8       24.3
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  :       264:        53         63         62        103        132        190        223:
Old  :       264:        53         63         62        103        132        190        223:
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  :                 27.7       10.8       42.4       19.3       24.2        9.8       32.4       14.4
Old  :                 27.7       10.8       42.4       19.3       24.2        9.8       32.4       14.4
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 2,485,532:   281,868    246,061    498,962  1,370,058  1,192,082  2,150,888  1,937,104:   334,644    548,427
Old  : 2,485,532:   281,868    246,061    498,962  1,370,058  1,192,082  2,150,888  1,937,104:   334,644    548,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :   117,219:    17,933    -25,170     64,821     40,017     89,880    122,771    129,530:    -5,552    -12,311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        9.9       20.1       55.1       48.0       86.5       77.9:      13.5       22.1
Old  :     100.0:      11.3        9.9       20.1       55.1       48.0       86.5       77.9:      13.5       22.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:        57         72         87        118        148        227        256:
Old  :       292:        57         72         87        118        148        227        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  :                 25.5       11.5       36.4       19.7       20.2        8.2       27.0       11.7
Old  :                 25.5       11.5       36.4       19.7       20.2        8.2       27.0       11.7
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, February 22, 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  : 1,490,308:   214,320    181,880    168,389    950,916    778,159  1,333,626  1,128,428:   156,682    361,880
Old  : 1,490,308:   214,320    181,880    168,389    950,916    778,159  1,333,626  1,128,428:   156,682    361,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    24,120:   -59,653     13,007      1,476     89,326    -36,850     31,148    -22,367:    -7,028     46,487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       12.2       11.3       63.8       52.2       89.5       75.7:      10.5       24.3
Old  :     100.0:      14.4       12.2       11.3       63.8       52.2       89.5       75.7:      10.5       24.3
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  :       184:        34         47         38         67         94        123        157:
Old  :       184:        34         47         38         67         94        123        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       15.2       39.0       22.9       22.1       10.6       32.7       15.1
Old  :                 25.2       15.2       39.0       22.9       22.1       10.6       32.7       15.1
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,466,188:   273,974    168,873    166,914    861,590    815,009  1,302,478  1,150,795:   163,710    315,392
Old  : 1,466,188:   273,974    168,873    166,914    861,590    815,009  1,302,478  1,150,795:   163,710    315,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :   -37,060:    32,825    -27,541     35,046    -92,575      7,562    -24,703     15,067:   -12,357    -52,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       11.5       11.4       58.8       55.6       88.8       78.5:      11.2       21.5
Old  :     100.0:      18.7       11.5       11.4       58.8       55.6       88.8       78.5:      11.2       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  :       207:        37         52         51         81        109        147        183:
Old  :       207:        37         52         51         81        109        147        183:
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       14.4       37.6       23.8       20.1       12.9       32.7       17.1
Old  :                 22.8       14.4       37.6       23.8       20.1       12.9       32.7       17.1
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, February 22, 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  :   579,828:   144,186     39,534    133,354    207,432    369,134    484,972    542,023:    94,856     37,805
Old  :   579,828:   144,186     39,534    133,354    207,432    369,134    484,972    542,023:    94,856     37,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    19,189:   -37,552     -2,298     -6,023      2,455     18,474    -41,120     10,153:    60,309      9,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        6.8       23.0       35.8       63.7       83.6       93.5:      16.4        6.5
Old  :     100.0:      24.9        6.8       23.0       35.8       63.7       83.6       93.5:      16.4        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  :       117:        41         11         35         57         59        106         98:
Old  :       117:        41         11         35         57         59        106         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       42.0       42.6       53.6       20.9       37.6       27.1       44.0
Old  :                 29.3       42.0       42.6       53.6       20.9       37.6       27.1       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   560,639:   181,738     41,832    139,377    204,977    350,660    526,092    531,869:    34,547     28,769
Old  :   560,639:   181,738     41,832    139,377    204,977    350,660    526,092    531,869:    34,547     28,769
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    24,466:    15,164      4,850        889      9,061     20,835     25,115     26,575:      -649     -2,108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        7.5       24.9       36.6       62.5       93.8       94.9:       6.2        5.1
Old  :     100.0:      32.4        7.5       24.9       36.6       62.5       93.8       94.9:       6.2        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  :       124:        40         16         38         60         60        112        102:
Old  :       124:        40         16         38         60         60        112        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       40.9       51.2       52.8       26.8       36.8       35.0       44.4
Old  :                 33.8       40.9       51.2       52.8       26.8       36.8       35.0       44.4
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, February 22, 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  :    50,792:    14,066      3,159        677     21,637     38,710     36,380     42,546:    14,411      8,245
Old  :    50,792:    14,066      3,159        677     21,637     38,710     36,380     42,546:    14,411      8,245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :      -402:       -74       -120       -331       -446        308       -851       -142:       449       -260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        6.2        1.3       42.6       76.2       71.6       83.8:      28.4       16.2
Old  :     100.0:      27.7        6.2        1.3       42.6       76.2       71.6       83.8:      28.4       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  :        64:        25         10          6         20         13         48         26:
Old  :        64:        25         10          6         20         13         48         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  :                 28.1       62.9       39.3       72.1       28.1       62.1       39.3       71.2
Old  :                 28.1       62.9       39.3       72.1       28.1       62.1       39.3       71.2
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    51,194:    14,140      3,278      1,008     22,083     38,402     37,231     42,688:    13,963      8,505
Old  :    51,194:    14,140      3,278      1,008     22,083     38,402     37,231     42,688:    13,963      8,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     1,362:     1,530        138        218        128        633      1,876        989:      -514        373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        6.4        2.0       43.1       75.0       72.7       83.4:      27.3       16.6
Old  :     100.0:      27.6        6.4        2.0       43.1       75.0       72.7       83.4:      27.3       16.6
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  :        65:        25         11          7         22         12         52         25:
Old  :        65:        25         11          7         22         12         52         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  :                 27.7       62.2       38.8       72.4       27.7       61.4       38.8       70.9
Old  :                 27.7       62.2       38.8       72.4       27.7       61.4       38.8       70.9
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, February 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    77,014:     8,577     25,317      3,428     55,094     25,000     67,099     53,745:     9,915     23,268
Old  :    77,014:     8,577     25,317      3,428     55,094     25,000     67,099     53,745:     9,915     23,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -5,440:    -1,588      1,140     -2,939       -441     -2,774     -4,968     -4,573:      -472       -867
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       32.9        4.5       71.5       32.5       87.1       69.8:      12.9       30.2
Old  :     100.0:      11.1       32.9        4.5       71.5       32.5       87.1       69.8:      12.9       30.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        21         22         15         21         14         46         47:
Old  :        70:        21         22         15         21         14         46         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  :                 48.7       41.1       63.5       49.2       45.7       40.3       60.5       46.9
Old  :                 48.7       41.1       63.5       49.2       45.7       40.3       60.5       46.9
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    82,454:    10,165     24,177      6,367     55,535     27,774     72,067     58,319:    10,387     24,135
Old  :    82,454:    10,165     24,177      6,367     55,535     27,774     72,067     58,319:    10,387     24,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     4,782:     1,231     -1,801      2,463      1,098      3,011      4,791      3,674:        -9      1,109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       29.3        7.7       67.4       33.7       87.4       70.7:      12.6       29.3
Old  :     100.0:      12.3       29.3        7.7       67.4       33.7       87.4       70.7:      12.6       29.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        24         21         18         20         14         51         46:
Old  :        71:        24         21         18         20         14         51         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  :                 47.2       43.6       63.3       52.1       42.0       39.0       56.0       45.3
Old  :                 47.2       43.6       63.3       52.1       42.0       39.0       56.0       45.3
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, February 22, 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  :    37,209:     6,533      6,275      1,517     28,529     27,169     36,579     34,961:       630      2,248
Old  :    37,209:     6,533      6,275      1,517     28,529     27,169     36,579     34,961:       630      2,248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :      -530:    -1,325       -550          0        525       -151       -800       -701:       270        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       16.9        4.1       76.7       73.0       98.3       94.0:       1.7        6.0
Old  :     100.0:      17.6       16.9        4.1       76.7       73.0       98.3       94.0:       1.7        6.0
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  :        61:         6         23          4         19         19         27         44:
Old  :        61:         6         23          4         19         19         27         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  :                 50.1       47.6       72.1       65.7       50.1       47.1       72.0       65.2
Old  :                 50.1       47.6       72.1       65.7       50.1       47.1       72.0       65.2
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    37,739:     7,858      6,825      1,517     28,004     27,320     37,379     35,662:       360      2,077
Old  :    37,739:     7,858      6,825      1,517     28,004     27,320     37,379     35,662:       360      2,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -2,264:      -903     -2,752        503     -1,861       -750     -2,261     -2,999:        -3        735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       18.1        4.0       74.2       72.4       99.0       94.5:       1.0        5.5
Old  :     100.0:      20.8       18.1        4.0       74.2       72.4       99.0       94.5:       1.0        5.5
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  :        60:         6         22          4         19         19         27         43:
Old  :        60:         6         22          4         19         19         27         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  :                 49.1       48.1       72.2       66.0       49.1       47.5       72.1       65.5
Old  :                 49.1       48.1       72.2       66.0       49.1       47.5       72.1       65.5
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, February 22, 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  :    14,687:     5,656      2,745          0      8,468     11,384     14,124     14,129:       563        558
Old  :    14,687:     5,656      2,745          0      8,468     11,384     14,124     14,129:       563        558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       696:      -243        797          0        838        323        595      1,120:       101       -424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5       18.7        0.0       57.7       77.5       96.2       96.2:       3.8        3.8
Old  :     100.0:      38.5       18.7        0.0       57.7       77.5       96.2       96.2:       3.8        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  :        27:         1          9          0          7         11          8         20:
Old  :        27:         1          9          0          7         11          8         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  :                 88.1       69.3       96.2       80.4       88.1       69.3       94.4       79.3
Old  :                 88.1       69.3       96.2       80.4       88.1       69.3       94.4       79.3
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    13,991:     5,899      1,948          0      7,630     11,061     13,529     13,009:       462        982
Old  :    13,991:     5,899      1,948          0      7,630     11,061     13,529     13,009:       462        982
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :      -549:       210         45          0     -1,186     -1,055       -976     -1,010:       427        461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.2       13.9        0.0       54.5       79.1       96.7       93.0:       3.3        7.0
Old  :     100.0:      42.2       13.9        0.0       54.5       79.1       96.7       93.0:       3.3        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:         2          7          0          6         10          8         17:
Old  :        25:         2          7          0          6         10          8         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  :                 88.4       70.2       96.7       81.1       88.4       70.2       96.7       81.1
Old  :                 88.4       70.2       96.7       81.1       88.4       70.2       96.7       81.1
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, February 22, 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  :    32,796:     1,802      2,602      5,473     19,308     17,406     26,583     25,480:     6,213      7,316
Old  :    32,796:     1,802      2,602      5,473     19,308     17,406     26,583     25,480:     6,213      7,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       659:      -312         85         53        701        233        442        370:       217        289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        7.9       16.7       58.9       53.1       81.1       77.7:      18.9       22.3
Old  :     100.0:       5.5        7.9       16.7       58.9       53.1       81.1       77.7:      18.9       22.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        14          6         17         26         25         45         43:
Old  :        54:        14          6         17         26         25         45         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  :                 44.2       30.0       56.0       47.7       41.5       28.9       47.3       41.2
Old  :                 44.2       30.0       56.0       47.7       41.5       28.9       47.3       41.2
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    32,137:     2,114      2,516      5,421     18,606     17,173     26,141     25,110:     5,996      7,027
Old  :    32,137:     2,114      2,516      5,421     18,606     17,173     26,141     25,110:     5,996      7,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     1,545:        39        134        524        732        965      1,295      1,623:       250        -78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        7.8       16.9       57.9       53.4       81.3       78.1:      18.7       21.9
Old  :     100.0:       6.6        7.8       16.9       57.9       53.4       81.3       78.1:      18.7       21.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        14          6         15         25         24         44         40:
Old  :        53:        14          6         15         25         24         44         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  :                 43.7       30.0       56.0       48.1       41.5       28.7       47.6       42.5
Old  :                 43.7       30.0       56.0       48.1       41.5       28.7       47.6       42.5
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, February 22, 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  :    98,120:    17,756      5,960     21,170     40,006     37,850     78,932     64,980:    19,188     33,139
Old  :    96,322:    17,896      6,032     20,908     39,103     37,441     77,907     64,381:    18,415     31,940
Other:     1,798:       122        190          0        903        409      1,025        599:       773      1,199
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -2,255:        69     -1,193     -1,725       -197       -489     -1,853     -3,406:      -402      1,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        6.1       21.6       40.8       38.6       80.4       66.2:      19.6       33.8
Old  :     100.0:      18.6        6.3       21.7       40.6       38.9       80.9       66.8:      19.1       33.2
Other:     100.0:       6.8       10.6        0.0       50.2       22.7       57.0       33.3:      43.0       66.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        47         33         51         30         35        118         97:
Old  :       144:        47         33         51         29         35        117         97:
Other:        17:         4          1          0          4         10          8         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       18.2       36.9       30.4       25.9       17.0       35.8       26.4
Old  :                 26.4       18.5       37.5       30.9       26.4       17.9       36.3       27.4
Other:                 50.2       28.5       57.0       31.9       48.3       28.5       55.1       31.1
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   100,375:    17,686      7,152     22,895     40,203     38,339     80,784     68,387:    19,590     31,988
Old  :    98,698:    17,832      7,218     22,631     39,357     37,956     79,820     67,806:    18,877     30,892
Other:     1,677:       118        198          0        846        383        964        581:       713      1,096
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -6,071:    -4,534        243       -690        565     -4,377     -4,659     -4,823:    -1,413     -1,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        7.1       22.8       40.1       38.2       80.5       68.1:      19.5       31.9
Old  :     100.0:      18.1        7.3       22.9       39.9       38.5       80.9       68.7:      19.1       31.3
Other:     100.0:       7.0       11.8        0.0       50.4       22.8       57.5       34.6:      42.5       65.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        50         38         52         32         39        120        103:
Old  :       147:        48         40         52         31         39        119        103:
Other:        16:         4          1          0          4          9          8         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  :                 25.4       17.0       36.3       28.8       24.9       15.8       34.6       24.9
Old  :                 25.8       17.3       36.8       29.2       25.3       16.6       35.1       25.8
Other:                 50.4       30.5       57.5       34.1       48.7       30.4       55.8       32.9
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :     3,578:       274      1,273        631      1,725        465      2,630      2,369:       948      1,209
Old  :     3,578:       274      1,273        631      1,725        465      2,630      2,369:       948      1,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       249:        90        140          2         35         47        127        190:       123         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       35.6       17.6       48.2       13.0       73.5       66.2:      26.5       33.8
Old  :     100.0:       7.6       35.6       17.6       48.2       13.0       73.5       66.2:      26.5       33.8
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  :        34:         5         16          8          9          3         22         22:
Old  :        34:         5         16          8          9          3         22         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       31.8       60.2       46.0       40.9       25.2       49.6       36.1
Old  :                 44.7       31.8       60.2       46.0       40.9       25.2       49.6       36.1
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     3,328:       184      1,132        629      1,690        418      2,503      2,179:       825      1,149
Old  :     3,328:       184      1,132        629      1,690        418      2,503      2,179:       825      1,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       630:       -69        124        211        398         62        540        397:        90        233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       34.0       18.9       50.8       12.6       75.2       65.5:      24.8       34.5
Old  :     100.0:       5.5       34.0       18.9       50.8       12.6       75.2       65.5:      24.8       34.5
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  :        33:         3         17          7          9          3         19         23:
Old  :        33:         3         17          7          9          3         19         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  :                 48.3       30.9       65.0       45.2       44.3       22.7       53.2       33.6
Old  :                 48.3       30.9       65.0       45.2       44.3       22.7       53.2       33.6
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, February 22, 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  :   145,394:    39,003     11,037     21,677     69,074     72,942    129,754    105,657:    15,640     39,738
Old  :   145,394:    39,003     11,037     21,677     69,074     72,942    129,754    105,657:    15,640     39,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -8,359:    -4,691       -574       -523       -489     -5,657     -5,703     -6,754:    -2,656     -1,604
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        7.6       14.9       47.5       50.2       89.2       72.7:      10.8       27.3
Old  :     100.0:      26.8        7.6       14.9       47.5       50.2       89.2       72.7:      10.8       27.3
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  :       203:        47         44         45         66         95        138        165:
Old  :       203:        47         44         45         66         95        138        165:
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  :                 23.6       11.8       39.7       19.9       22.4       11.6       37.6       19.0
Old  :                 23.6       11.8       39.7       19.9       22.4       11.6       37.6       19.0
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   153,753:    43,694     11,611     22,200     69,564     78,600    135,457    112,411:    18,296     41,342
Old  :   153,753:    43,694     11,611     22,200     69,564     78,600    135,457    112,411:    18,296     41,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -7,650:    -3,620      1,746     -2,275        680     -3,385     -5,214     -3,914:    -2,436     -3,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        7.6       14.4       45.2       51.1       88.1       73.1:      11.9       26.9
Old  :     100.0:      28.4        7.6       14.4       45.2       51.1       88.1       73.1:      11.9       26.9
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  :       212:        57         39         49         74        101        154        169:
Old  :       212:        57         39         49         74        101        154        169:
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  :                 22.2       11.1       37.5       19.0       20.9       10.7       35.3       17.7
Old  :                 22.2       11.1       37.5       19.0       20.9       10.7       35.3       17.7
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, February 22, 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  :     5,832:     2,062        197        512        676      3,382      3,249      4,090:     2,583      1,742
Old  :     5,832:     2,062        197        512        676      3,382      3,249      4,090:     2,583      1,742
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       -62:      -128          9        -29        -73       -120       -229       -139:       166         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4        3.4        8.8       11.6       58.0       55.7       70.1:      44.3       29.9
Old  :     100.0:      35.4        3.4        8.8       11.6       58.0       55.7       70.1:      44.3       29.9
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  :        50:        22          7          8         12         17         38         28:
Old  :        50:        22          7          8         12         17         38         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  :                 17.7       42.9       26.6       52.5       17.3       42.9       24.2       50.4
Old  :                 17.7       42.9       26.6       52.5       17.3       42.9       24.2       50.4
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     5,895:     2,189        188        540        748      3,501      3,478      4,230:     2,417      1,665
Old  :     5,895:     2,189        188        540        748      3,501      3,478      4,230:     2,417      1,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       -35:       -89        -45         28        171        294        110        277:      -145       -312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        3.2        9.2       12.7       59.4       59.0       71.8:      41.0       28.2
Old  :     100.0:      37.1        3.2        9.2       12.7       59.4       59.0       71.8:      41.0       28.2
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  :        56:        25          6          9         15         21         42         34:
Old  :        56:        25          6          9         15         21         42         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       42.1       28.7       52.0       18.9       42.1       26.4       49.4
Old  :                 19.0       42.1       28.7       52.0       18.9       42.1       26.4       49.4
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, February 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    27,652:     6,829      1,943      6,649      9,771      5,456     23,249     14,049:     4,403     13,603
Old  :    27,652:     6,829      1,943      6,649      9,771      5,456     23,249     14,049:     4,403     13,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       151:        64        278         70        452       -310        586         38:      -435        113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        7.0       24.0       35.3       19.7       84.1       50.8:      15.9       49.2
Old  :     100.0:      24.7        7.0       24.0       35.3       19.7       84.1       50.8:      15.9       49.2
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  :       120:        33         18         27         45         49         92         84:
Old  :       120:        33         18         27         45         49         92         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       15.4       39.2       21.6       16.3        6.5       27.0       10.6
Old  :                 24.9       15.4       39.2       21.6       16.3        6.5       27.0       10.6
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    27,501:     6,765      1,666      6,580      9,319      5,766     22,663     14,011:     4,838     13,490
Old  :    27,501:     6,765      1,666      6,580      9,319      5,766     22,663     14,011:     4,838     13,490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     2,324:       754        232        680        970        380      2,404      1,292:       -80      1,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        6.1       23.9       33.9       21.0       82.4       50.9:      17.6       49.1
Old  :     100.0:      24.6        6.1       23.9       33.9       21.0       82.4       50.9:      17.6       49.1
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  :       124:        35         18         28         44         49         96         84:
Old  :       124:        35         18         28         44         49         96         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  :                 23.9       15.2       37.4       21.5       16.0        6.7       25.4       10.3
Old  :                 23.9       15.2       37.4       21.5       16.0        6.7       25.4       10.3
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, February 22, 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  :    97,273:    11,119     14,470      2,863     54,058     62,430     68,040     79,764:    29,233     17,509
Old  :    97,273:    11,119     14,470      2,863     54,058     62,430     68,040     79,764:    29,233     17,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     5,453:       192     -2,138        563      4,680      8,993      5,435      7,418:        18     -1,966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       14.9        2.9       55.6       64.2       69.9       82.0:      30.1       18.0
Old  :     100.0:      11.4       14.9        2.9       55.6       64.2       69.9       82.0:      30.1       18.0
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  :        59:        13         13          6         25         21         42         36:
Old  :        59:        13         13          6         25         21         42         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  :                 30.5       43.9       43.1       57.3       27.8       43.8       39.6       57.1
Old  :                 30.5       43.9       43.1       57.3       27.8       43.8       39.6       57.1
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    91,820:    10,928     16,608      2,300     49,377     53,437     62,605     72,345:    29,215     19,475
Old  :    91,820:    10,928     16,608      2,300     49,377     53,437     62,605     72,345:    29,215     19,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       305:       -31     -2,285        664       -299      3,645        334      2,023:       -28     -1,718
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       18.1        2.5       53.8       58.2       68.2       78.8:      31.8       21.2
Old  :     100.0:      11.9       18.1        2.5       53.8       58.2       68.2       78.8:      31.8       21.2
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  :        59:        14         13          5         24         21         41         36:
Old  :        59:        14         13          5         24         21         41         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  :                 28.0       38.4       41.0       53.0       25.3       38.4       37.5       52.9
Old  :                 28.0       38.4       41.0       53.0       25.3       38.4       37.5       52.9
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, February 22, 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  :    55,434:     4,839      8,240        823     30,473     30,065     36,135     39,128:    19,299     16,305
Old  :    55,434:     4,839      8,240        823     30,473     30,065     36,135     39,128:    19,299     16,305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     1,863:       994     -6,866        -13     -7,323      9,050     -6,343      2,171:     8,206       -308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       14.9        1.5       55.0       54.2       65.2       70.6:      34.8       29.4
Old  :     100.0:       8.7       14.9        1.5       55.0       54.2       65.2       70.6:      34.8       29.4
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  :        27:         5          6          2         12          8         18         15:
Old  :        27:         5          6          2         12          8         18         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  :                 40.6       51.8       52.7       64.2       40.3       51.5       52.4       62.5
Old  :                 40.6       51.8       52.7       64.2       40.3       51.5       52.4       62.5
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    53,571:     3,845     15,106        837     37,796     21,015     42,478     36,958:    11,093     16,613
Old  :    53,571:     3,845     15,106        837     37,796     21,015     42,478     36,958:    11,093     16,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -4,069:       481     -5,439        305     -3,942      3,034     -3,155     -2,100:      -914     -1,969
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       28.2        1.6       70.6       39.2       79.3       69.0:      20.7       31.0
Old  :     100.0:       7.2       28.2        1.6       70.6       39.2       79.3       69.0:      20.7       31.0
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:         6         11          2         15          7         22         19:
Old  :        34:         6         11          2         15          7         22         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  :                 47.8       46.5       62.3       59.7       47.4       46.4       61.9       58.8
Old  :                 47.8       46.5       62.3       59.7       47.4       46.4       61.9       58.8
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, February 22, 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  :    97,970:    71,256      8,496        471     14,126     83,104     85,854     92,072:    12,116      5,898
Old  :    97,970:    71,256      8,496        471     14,126     83,104     85,854     92,072:    12,116      5,898
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     8,490:     7,149        230        155       -106      6,972      7,198      7,357:     1,292      1,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.7        8.7        0.5       14.4       84.8       87.6       94.0:      12.4        6.0
Old  :     100.0:      72.7        8.7        0.5       14.4       84.8       87.6       94.0:      12.4        6.0
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  :       102:        58         10          2         17         24         76         35:
Old  :       102:        58         10          2         17         24         76         35:
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  :                 32.3       54.4       48.6       72.3       32.3       54.3       48.6       72.2
Old  :                 32.3       54.4       48.6       72.3       32.3       54.3       48.6       72.2
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    89,480:    64,107      8,266        316     14,232     76,132     78,655     84,715:    10,824      4,765
Old  :    89,480:    64,107      8,266        316     14,232     76,132     78,655     84,715:    10,824      4,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     6,285:     5,768      1,534        -43       -539      3,930      5,186      5,421:     1,099        865
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.6        9.2        0.4       15.9       85.1       87.9       94.7:      12.1        5.3
Old  :     100.0:      71.6        9.2        0.4       15.9       85.1       87.9       94.7:      12.1        5.3
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:        55         12          3         17         23         75         35:
Old  :       100:        55         12          3         17         23         75         35:
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  :                 32.0       53.0       50.7       73.0       32.0       52.8       50.7       72.8
Old  :                 32.0       53.0       50.7       73.0       32.0       52.8       50.7       72.8
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, February 22, 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  :    82,059:    29,369      4,316        339     26,579     63,150     56,287     67,805:    25,772     14,254
Old  :    82,059:    29,369      4,316        339     26,579     63,150     56,287     67,805:    25,772     14,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     6,474:     2,393       -433       -627      1,308      6,512      3,074      5,452:     3,399      1,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8        5.3        0.4       32.4       77.0       68.6       82.6:      31.4       17.4
Old  :     100.0:      35.8        5.3        0.4       32.4       77.0       68.6       82.6:      31.4       17.4
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  :        54:        22          8          2         13         17         36         26:
Old  :        54:        22          8          2         13         17         36         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  :                 23.6       52.8       36.3       70.3       22.3       52.8       33.9       66.0
Old  :                 23.6       52.8       36.3       70.3       22.3       52.8       33.9       66.0
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    75,585:    26,976      4,749        966     25,271     56,638     53,213     62,353:    22,372     13,232
Old  :    75,585:    26,976      4,749        966     25,271     56,638     53,213     62,353:    22,372     13,232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     8,849:    11,786       -332        597     -3,728     10,777      8,655     11,042:       194     -2,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7        6.3        1.3       33.4       74.9       70.4       82.5:      29.6       17.5
Old  :     100.0:      35.7        6.3        1.3       33.4       74.9       70.4       82.5:      29.6       17.5
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  :        51:        21          9          3         13         14         36         24:
Old  :        51:        21          9          3         13         14         36         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  :                 25.0       50.1       37.2       70.5       22.6       49.4       34.3       65.5
Old  :                 25.0       50.1       37.2       70.5       22.6       49.4       34.3       65.5
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, February 22, 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  :   181,565:    13,628     39,254      3,888    128,974    112,111    146,489    155,253:    35,076     26,313
Old  :   181,565:    13,628     39,254      3,888    128,974    112,111    146,489    155,253:    35,076     26,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     2,002:       969      2,886        136     -3,035     -2,627     -1,930        394:     3,931      1,607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       21.6        2.1       71.0       61.7       80.7       85.5:      19.3       14.5
Old  :     100.0:       7.5       21.6        2.1       71.0       61.7       80.7       85.5:      19.3       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  :        70:        17         19          8         25         27         45         51:
Old  :        70:        17         19          8         25         27         45         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       43.3       65.0       58.6       35.8       30.9       44.2       40.7
Old  :                 53.0       43.3       65.0       58.6       35.8       30.9       44.2       40.7
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   179,564:    12,658     36,368      3,752    132,009    114,738    148,419    154,858:    31,145     24,705
Old  :   179,564:    12,658     36,368      3,752    132,009    114,738    148,419    154,858:    31,145     24,705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -3,621:    -7,221      2,145      1,498      7,904     -6,075      2,180     -2,432:    -5,801     -1,188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       20.3        2.1       73.5       63.9       82.7       86.2:      17.3       13.8
Old  :     100.0:       7.0       20.3        2.1       73.5       63.9       82.7       86.2:      17.3       13.8
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  :        66:        15         18          8         25         25         44         47:
Old  :        66:        15         18          8         25         25         44         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  :                 54.5       43.1       65.9       60.6       37.3       32.1       45.0       42.6
Old  :                 54.5       43.1       65.9       60.6       37.3       32.1       45.0       42.6
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, February 22, 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  :   209,095:    26,135     24,525     21,123     89,089     92,502    136,346    138,149:    72,748     70,945
Old  :   209,095:    26,135     24,525     21,123     89,089     92,502    136,346    138,149:    72,748     70,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    21,191:     1,340     -3,910      4,394      1,299      5,576      7,033      6,060:    14,159     15,131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       11.7       10.1       42.6       44.2       65.2       66.1:      34.8       33.9
Old  :     100.0:      12.5       11.7       10.1       42.6       44.2       65.2       66.1:      34.8       33.9
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  :       100:        25         36         28         34         29         77         75:
Old  :       100:        25         36         28         34         29         77         75:
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       22.1       29.8       34.2       17.4       20.2       24.8       29.8
Old  :                 19.4       22.1       29.8       34.2       17.4       20.2       24.8       29.8
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   187,903:    24,795     28,434     16,729     87,790     86,926    129,314    132,089:    58,590     55,814
Old  :   187,903:    24,795     28,434     16,729     87,790     86,926    129,314    132,089:    58,590     55,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :      -647:       -48       -351      5,105      6,306        362     11,363      5,117:   -12,010     -5,763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       15.1        8.9       46.7       46.3       68.8       70.3:      31.2       29.7
Old  :     100.0:      13.2       15.1        8.9       46.7       46.3       68.8       70.3:      31.2       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  :        98:        24         34         22         34         28         73         69:
Old  :        98:        24         34         22         34         28         73         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  :                 21.6       20.6       32.0       35.4       17.8       19.0       25.3       28.8
Old  :                 21.6       20.6       32.0       35.4       17.8       19.0       25.3       28.8
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, February 22, 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  :    31,945:    10,366      1,640        250     17,388     26,192     28,004     28,082:     3,941      3,863
Old  :    31,945:    10,366      1,640        250     17,388     26,192     28,004     28,082:     3,941      3,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -14,674:    -1,082      1,640        107    -14,670    -14,412    -15,645    -12,665:       971     -2,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        5.1        0.8       54.4       82.0       87.7       87.9:      12.3       12.1
Old  :     100.0:      32.4        5.1        0.8       54.4       82.0       87.7       87.9:      12.3       12.1
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  :        21:         2          1          1          8         17         10         19:
Old  :        21:         2          1          1          8         17         10         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  :                 64.7       43.3       85.1       64.3       57.6       35.5       69.2       54.4
Old  :                 64.7       43.3       85.1       64.3       57.6       35.5       69.2       54.4
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, February 22, 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  :12,432,581:   698,156  1,043,668  3,561,218  7,167,184  6,141,595 11,426,558 10,746,480: 1,006,023  1,686,101
Old  :12,432,581:   698,156  1,043,668  3,561,218  7,167,184  6,141,595 11,426,558 10,746,480: 1,006,023  1,686,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   760,802:    48,878    176,475    386,969    262,119     92,188    697,966    655,632:    62,836    105,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        8.4       28.6       57.6       49.4       91.9       86.4:       8.1       13.6
Old  :     100.0:       5.6        8.4       28.6       57.6       49.4       91.9       86.4:       8.1       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  :       271:        53         68         97        131        142        238        259:
Old  :       271:        53         68         97        131        142        238        259:
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  :                 20.0       12.7       33.2       22.1       16.8        7.4       24.3       11.9
Old  :                 20.0       12.7       33.2       22.1       16.8        7.4       24.3       11.9
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :11,671,779:   649,278    867,192  3,174,249  6,905,066  6,049,407 10,728,592 10,090,848:   943,186  1,580,931
Old  :11,671,779:   649,278    867,192  3,174,249  6,905,066  6,049,407 10,728,592 10,090,848:   943,186  1,580,931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :   249,923:   -48,543     -1,662    107,064    206,773    146,655    265,294    252,056:   -15,371     -2,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        7.4       27.2       59.2       51.8       91.9       86.5:       8.1       13.5
Old  :     100.0:       5.6        7.4       27.2       59.2       51.8       91.9       86.5:       8.1       13.5
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  :       262:        52         64         95        130        140        234        251:
Old  :       262:        52         64         95        130        140        234        251:
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       12.3       33.8       22.2       17.2        8.4       25.1       12.7
Old  :                 20.9       12.3       33.8       22.2       17.2        8.4       25.1       12.7
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, February 22, 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  :   743,152:    62,450     81,258     29,806    489,147    519,106    581,402    630,170:   161,749    112,982
Old  :   743,152:    62,450     81,258     29,806    489,147    519,106    581,402    630,170:   161,749    112,982
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     1,482:    -1,373      1,943     -5,185       -940      5,524     -7,498      2,282:     8,980       -799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       10.9        4.0       65.8       69.9       78.2       84.8:      21.8       15.2
Old  :     100.0:       8.4       10.9        4.0       65.8       69.9       78.2       84.8:      21.8       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  :       197:        49         30         44        100         69        170        122:
Old  :       197:        49         30         44        100         69        170        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  :                 18.6       29.8       26.9       42.5       17.9       29.5       26.0       42.2
Old  :                 18.6       29.8       26.9       42.5       17.9       29.5       26.0       42.2
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   741,669:    63,822     79,315     34,991    490,087    513,582    588,900    627,888:   152,769    113,781
Old  :   741,669:    63,822     79,315     34,991    490,087    513,582    588,900    627,888:   152,769    113,781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    10,619:       784     -1,284      5,537      7,822      4,769     14,142      9,022:    -3,523      1,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       10.7        4.7       66.1       69.2       79.4       84.7:      20.6       15.3
Old  :     100.0:       8.6       10.7        4.7       66.1       69.2       79.4       84.7:      20.6       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        50         40         53         99         70        179        133:
Old  :       206:        50         40         53         99         70        179        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  :                 18.8       29.6       27.5       42.4       18.1       29.4       26.5       42.2
Old  :                 18.8       29.6       27.5       42.4       18.1       29.4       26.5       42.2
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, February 22, 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  :   921,693:   208,053    241,788     15,260    390,658    554,610    613,970    811,658:   307,723    110,035
Old  :   921,693:   208,053    241,788     15,260    390,658    554,610    613,970    811,658:   307,723    110,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -36,074:    18,673     49,330      2,162    -31,735   -100,750    -10,900    -49,259:   -25,174     13,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       26.2        1.7       42.4       60.2       66.6       88.1:      33.4       11.9
Old  :     100.0:      22.6       26.2        1.7       42.4       60.2       66.6       88.1:      33.4       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        36         63         26         55         54        110        124:
Old  :       175:        36         63         26         55         54        110        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  :                 21.2       29.8       32.3       40.3       19.3       26.0       29.8       34.7
Old  :                 21.2       29.8       32.3       40.3       19.3       26.0       29.8       34.7
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  :   957,767:   189,380    192,458     13,098    422,393    655,361    624,871    860,917:   332,896     96,850
Old  :   957,767:   189,380    192,458     13,098    422,393    655,361    624,871    860,917:   332,896     96,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    66,776:    11,737      3,281      1,294     26,200     57,568     39,231     62,143:    27,545      4,633
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       20.1        1.4       44.1       68.4       65.2       89.9:      34.8       10.1
Old  :     100.0:      19.8       20.1        1.4       44.1       68.4       65.2       89.9:      34.8       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  :       170:        36         55         23         57         56        111        116:
Old  :       170:        36         55         23         57         56        111        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  :                 17.7       32.4       27.8       46.2       16.1       30.9       25.3       42.4
Old  :                 17.7       32.4       27.8       46.2       16.1       30.9       25.3       42.4
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, February 22, 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  :    13,321:     1,610        240          0      5,998     11,525      7,608     11,765:     5,713      1,556
Old  :    13,321:     1,610        240          0      5,998     11,525      7,608     11,765:     5,713      1,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :        16:         3        240          0        158       -222        161         18:      -145         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        1.8        0.0       45.0       86.5       57.1       88.3:      42.9       11.7
Old  :     100.0:      12.1        1.8        0.0       45.0       86.5       57.1       88.3:      42.9       11.7
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  :        28:         3          1          0         15         11         18         12:
Old  :        28:         3          1          0         15         11         18         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  :                 26.1       47.2       40.5       75.3       26.1       46.5       40.5       74.3
Old  :                 26.1       47.2       40.5       75.3       26.1       46.5       40.5       74.3
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    13,305:     1,607          0          0      5,840     11,747      7,447     11,747:     5,858      1,558
Old  :    13,305:     1,607          0          0      5,840     11,747      7,447     11,747:     5,858      1,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       -33:      -162          0          0        -67        -82       -229        -82:       196         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        0.0        0.0       43.9       88.3       56.0       88.3:      44.0       11.7
Old  :     100.0:      12.1        0.0        0.0       43.9       88.3       56.0       88.3:      44.0       11.7
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:         3          0          0         14         12         17         12:
Old  :        27:         3          0          0         14         12         17         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  :                 25.8       47.4       40.2       75.4       25.8       46.3       40.2       73.7
Old  :                 25.8       47.4       40.2       75.4       25.8       46.3       40.2       73.7
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, February 22, 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  :    31,121:     2,487      5,872        269     23,781     17,964     26,537     24,105:     4,584      7,016
Old  :    31,121:     2,487      5,872        269     23,781     17,964     26,537     24,105:     4,584      7,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       742:      -327        222         43        883       -553        599       -288:       143      1,030
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       18.9        0.9       76.4       57.7       85.3       77.5:      14.7       22.5
Old  :     100.0:       8.0       18.9        0.9       76.4       57.7       85.3       77.5:      14.7       22.5
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  :        39:         3          5          2         20         18         24         24:
Old  :        39:         3          5          2         20         18         24         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  :                 41.0       39.8       62.2       57.0       41.0       34.8       59.6       51.0
Old  :                 41.0       39.8       62.2       57.0       41.0       34.8       59.6       51.0
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    30,379:     2,814      5,650        226     22,898     18,517     25,938     24,393:     4,441      5,986
Old  :    30,379:     2,814      5,650        226     22,898     18,517     25,938     24,393:     4,441      5,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :      -162:      -221        155         15       -139     -1,030       -345       -860:       183        698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       18.6        0.7       75.4       61.0       85.4       80.3:      14.6       19.7
Old  :     100.0:       9.3       18.6        0.7       75.4       61.0       85.4       80.3:      14.6       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  :        39:         4          6          2         18         17         23         24:
Old  :        39:         4          6          2         18         17         23         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  :                 43.0       38.3       62.6       56.2       43.0       34.0       59.8       50.0
Old  :                 43.0       38.3       62.6       56.2       43.0       34.0       59.8       50.0
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, February 22, 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  :    87,506:     4,644     19,342        393     36,942     53,618     41,979     73,353:    45,527     14,153
Old  :    87,506:     4,644     19,342        393     36,942     53,618     41,979     73,353:    45,527     14,153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     7,860:    -1,734      2,058       -217      3,035      3,428      1,083      5,269:     6,777      2,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       22.1        0.4       42.2       61.3       48.0       83.8:      52.0       16.2
Old  :     100.0:       5.3       22.1        0.4       42.2       61.3       48.0       83.8:      52.0       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  :        86:        14         24          6         35         29         54         54:
Old  :        86:        14         24          6         35         29         54         54:
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  :                 19.0       43.0       27.8       56.9       19.0       41.7       27.1       54.3
Old  :                 19.0       43.0       27.8       56.9       19.0       41.7       27.1       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    79,646:     6,378     17,284        610     33,907     50,190     40,895     68,084:    38,750     11,562
Old  :    79,646:     6,378     17,284        610     33,907     50,190     40,895     68,084:    38,750     11,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       137:     1,195      1,234       -409        168       -303        955        522:      -818       -386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       21.7        0.8       42.6       63.0       51.3       85.5:      48.7       14.5
Old  :     100.0:       8.0       21.7        0.8       42.6       63.0       51.3       85.5:      48.7       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  :        88:        17         21          8         38         28         59         53:
Old  :        88:        17         21          8         38         28         59         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       45.1       26.0       58.7       17.5       43.7       24.6       55.5
Old  :                 17.5       45.1       26.0       58.7       17.5       43.7       24.6       55.5
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, February 22, 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  :   475,103:   114,855    106,549      3,859    311,799    163,993    430,512    274,401:    44,591    200,702
Old  :   475,103:   114,855    106,549      3,859    311,799    163,993    430,512    274,401:    44,591    200,702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    56,490:    12,974     11,405       -653     31,378      7,089     43,699     17,841:    12,791     38,650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       22.4        0.8       65.6       34.5       90.6       57.8:       9.4       42.2
Old  :     100.0:      24.2       22.4        0.8       65.6       34.5       90.6       57.8:       9.4       42.2
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  :       186:        49         71         15         44         37        100        116:
Old  :       186:        49         71         15         44         37        100        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  :                 46.8       23.4       64.7       33.0       42.1       20.8       58.9       26.0
Old  :                 46.8       23.4       64.7       33.0       42.1       20.8       58.9       26.0
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   418,613:   101,881     95,144      4,511    280,421    156,905    386,813    256,560:    31,799    162,053
Old  :   418,613:   101,881     95,144      4,511    280,421    156,905    386,813    256,560:    31,799    162,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    35,109:    16,344    -18,123      2,031     15,493     42,924     33,868     26,832:     1,241      8,278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       22.7        1.1       67.0       37.5       92.4       61.3:       7.6       38.7
Old  :     100.0:      24.3       22.7        1.1       67.0       37.5       92.4       61.3:       7.6       38.7
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  :       189:        60         60         16         47         39        114        108:
Old  :       189:        60         60         16         47         39        114        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       25.8       64.4       35.0       41.2       22.1       58.4       27.4
Old  :                 46.4       25.8       64.4       35.0       41.2       22.1       58.4       27.4
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, February 22, 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  :    97,405:    49,621      3,999      1,610     14,805     82,566     66,036     88,176:    31,369      9,229
Old  :    97,405:    49,621      3,999      1,610     14,805     82,566     66,036     88,176:    31,369      9,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     6,428:     5,272     -3,920      1,032       -843      9,014      5,460      6,126:       969        303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.9        4.1        1.7       15.2       84.8       67.8       90.5:      32.2        9.5
Old  :     100.0:      50.9        4.1        1.7       15.2       84.8       67.8       90.5:      32.2        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  :        51:        21          3          3         10         23         33         27:
Old  :        51:        21          3          3         10         23         33         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       50.4       44.9       70.4       31.2       50.4       44.9       69.1
Old  :                 31.2       50.4       44.9       70.4       31.2       50.4       44.9       69.1
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    90,976:    44,349      7,919        579     15,648     73,553     60,576     82,050:    30,400      8,926
Old  :    90,976:    44,349      7,919        579     15,648     73,553     60,576     82,050:    30,400      8,926
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    12,219:     8,354       -653         39     -1,339     12,551      7,054     11,937:     5,165        282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.7        8.7        0.6       17.2       80.8       66.6       90.2:      33.4        9.8
Old  :     100.0:      48.7        8.7        0.6       17.2       80.8       66.6       90.2:      33.4        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        19          3          2         10         21         29         26:
Old  :        47:        19          3          2         10         21         29         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  :                 33.8       50.3       46.8       72.0       33.8       50.3       46.8       71.8
Old  :                 33.8       50.3       46.8       72.0       33.8       50.3       46.8       71.8
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, February 22, 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  :    31,666:     1,375     13,495        260     23,598     13,479     25,233     27,234:     6,433      4,431
Old  :    31,666:     1,375     13,495        260     23,598     13,479     25,233     27,234:     6,433      4,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     4,324:       111      2,683        186      4,812      1,274      5,109      4,143:      -785        181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       42.6        0.8       74.5       42.6       79.7       86.0:      20.3       14.0
Old  :     100.0:       4.3       42.6        0.8       74.5       42.6       79.7       86.0:      20.3       14.0
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  :        57:         5         13          3         29         19         36         33:
Old  :        57:         5         13          3         29         19         36         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  :                 39.5       51.2       52.4       61.2       29.3       43.3       41.3       51.6
Old  :                 39.5       51.2       52.4       61.2       29.3       43.3       41.3       51.6
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    27,342:     1,264     10,812         74     18,786     12,205     20,124     23,091:     7,218      4,250
Old  :    27,342:     1,264     10,812         74     18,786     12,205     20,124     23,091:     7,218      4,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     2,502:       331      1,300         74      1,881      1,023      2,286      2,397:       216        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       39.5        0.3       68.7       44.6       73.6       84.5:      26.4       15.5
Old  :     100.0:       4.6       39.5        0.3       68.7       44.6       73.6       84.5:      26.4       15.5
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  :        55:         4         13          1         27         18         32         31:
Old  :        55:         4         13          1         27         18         32         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  :                 34.4       48.2       46.6       58.5       25.1       41.3       37.1       51.0
Old  :                 34.4       48.2       46.6       58.5       25.1       41.3       37.1       51.0
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, February 22, 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  :   200,022:    49,807     32,202      1,430    136,171    152,812    187,408    186,444:    12,614     13,578
Old  :   200,022:    49,807     32,202      1,430    136,171    152,812    187,408    186,444:    12,614     13,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    22,149:    10,339      3,779        819     10,971     18,311     22,130     22,909:        19       -760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       16.1        0.7       68.1       76.4       93.7       93.2:       6.3        6.8
Old  :     100.0:      24.9       16.1        0.7       68.1       76.4       93.7       93.2:       6.3        6.8
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  :       100:        15         33          6         26         40         46         74:
Old  :       100:        15         33          6         26         40         46         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.3       38.7       76.9       53.2       60.2       38.5       72.4       51.7
Old  :                 64.3       38.7       76.9       53.2       60.2       38.5       72.4       51.7
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   177,873:    39,468     28,423        611    125,200    134,501    165,279    163,535:    12,594     14,338
Old  :   177,873:    39,468     28,423        611    125,200    134,501    165,279    163,535:    12,594     14,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    15,939:     6,165      1,938       -101      5,770     15,362     11,834     17,199:     4,105     -1,260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       16.0        0.3       70.4       75.6       92.9       91.9:       7.1        8.1
Old  :     100.0:      22.2       16.0        0.3       70.4       75.6       92.9       91.9:       7.1        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  :        97:        16         28          4         29         39         48         68:
Old  :        97:        16         28          4         29         39         48         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  :                 58.3       40.4       72.4       55.5       54.3       39.6       67.7       53.6
Old  :                 58.3       40.4       72.4       55.5       54.3       39.6       67.7       53.6
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, February 22, 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  :    39,231:    10,314      7,374      1,028     14,426     23,395     25,768     31,797:    13,463      7,434
Old  :    39,231:    10,314      7,374      1,028     14,426     23,395     25,768     31,797:    13,463      7,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       -39:       459     -1,855         18       -922        969       -445       -868:       406        829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       18.8        2.6       36.8       59.6       65.7       81.1:      34.3       18.9
Old  :     100.0:      26.3       18.8        2.6       36.8       59.6       65.7       81.1:      34.3       18.9
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  :        71:        19         15          4         16         22         38         40:
Old  :        71:        19         15          4         16         22         38         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  :                 19.7       32.9       32.5       48.4       17.4       32.2       27.7       43.4
Old  :                 19.7       32.9       32.5       48.4       17.4       32.2       27.7       43.4
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    39,270:     9,855      9,229      1,010     15,348     22,426     26,213     32,665:    13,057      6,605
Old  :    39,270:     9,855      9,229      1,010     15,348     22,426     26,213     32,665:    13,057      6,605
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     1,483:       377      1,202          0      1,517        233      1,894      1,435:      -411         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       23.5        2.6       39.1       57.1       66.8       83.2:      33.2       16.8
Old  :     100.0:      25.1       23.5        2.6       39.1       57.1       66.8       83.2:      33.2       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        18         17          4         15         20         36         40:
Old  :        69:        18         17          4         15         20         36         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  :                 22.0       31.0       35.2       46.7       19.2       30.0       30.9       42.6
Old  :                 22.0       31.0       35.2       46.7       19.2       30.0       30.9       42.6
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, February 22, 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  :   119,517:       290      6,910      2,531     56,342     77,515     59,163     86,956:    60,354     32,561
Old  :   119,517:       290      6,910      2,531     56,342     77,515     59,163     86,956:    60,354     32,561
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :      -395:      -110         -5         10     -3,019     -1,434     -3,119     -1,429:     2,724      1,034
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        5.8        2.1       47.1       64.9       49.5       72.8:      50.5       27.2
Old  :     100.0:       0.2        5.8        2.1       47.1       64.9       49.5       72.8:      50.5       27.2
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  :        47:         2         15          4         20         26         25         43:
Old  :        47:         2         15          4         20         26         25         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  :                 39.9       51.6       44.7       59.2        5.8       19.4        7.1       24.3
Old  :                 39.9       51.6       44.7       59.2        5.8       19.4        7.1       24.3
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :   119,912:       400      6,915      2,521     59,361     78,949     62,282     88,385:    57,630     31,527
Old  :   119,912:       400      6,915      2,521     59,361     78,949     62,282     88,385:    57,630     31,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :        20:       -37        579       -396       -304      5,558       -737      5,741:       757     -5,721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        5.8        2.1       49.5       65.8       51.9       73.7:      48.1       26.3
Old  :     100.0:       0.3        5.8        2.1       49.5       65.8       51.9       73.7:      48.1       26.3
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  :        50:         2         16          4         21         28         27         45:
Old  :        50:         2         16          4         21         28         27         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  :                 41.3       51.9       46.6       58.9        5.7       18.2        7.3       23.2
Old  :                 41.3       51.9       46.6       58.9        5.7       18.2        7.3       23.2
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, February 22, 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  :   137,266:    49,614      4,997     28,522     21,645     86,581     99,781    120,099:    37,485     17,167
Old  :   137,266:    49,614      4,997     28,522     21,645     86,581     99,781    120,099:    37,485     17,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     7,627:     4,232       -886      1,751       -680      4,817      5,303      5,682:     2,324      1,945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1        3.6       20.8       15.8       63.1       72.7       87.5:      27.3       12.5
Old  :     100.0:      36.1        3.6       20.8       15.8       63.1       72.7       87.5:      27.3       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  :       170:        83         40         54         23         39        138        106:
Old  :       170:        83         40         54         23         39        138        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  :                 13.1       27.0       21.8       40.4       12.7       24.2       19.6       35.5
Old  :                 13.1       27.0       21.8       40.4       12.7       24.2       19.6       35.5
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :   129,639:    45,382      5,883     26,770     22,326     81,764     94,478    114,417:    35,161     15,221
Old  :   129,639:    45,382      5,883     26,770     22,326     81,764     94,478    114,417:    35,161     15,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    11,880:     6,431     -5,244      5,093       -418      9,248     11,106      9,097:       773      2,782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0        4.5       20.6       17.2       63.1       72.9       88.3:      27.1       11.7
Old  :     100.0:      35.0        4.5       20.6       17.2       63.1       72.9       88.3:      27.1       11.7
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  :       168:        91         31         52         23         37        136        102:
Old  :       168:        91         31         52         23         37        136        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.5       26.5       22.6       40.7       13.2       24.5       19.2       35.3
Old  :                 14.5       26.5       22.6       40.7       13.2       24.5       19.2       35.3
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, February 22, 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  :   115,128:    44,474     13,370     18,201     36,428     73,943     99,103    105,514:    16,026      9,614
Old  :   115,128:    44,474     13,370     18,201     36,428     73,943     99,103    105,514:    16,026      9,614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    15,407:    11,242      3,158      3,880        887      7,148     16,009     14,186:      -602      1,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       11.6       15.8       31.6       64.2       86.1       91.6:      13.9        8.4
Old  :     100.0:      38.6       11.6       15.8       31.6       64.2       86.1       91.6:      13.9        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  :       168:        72         44         41         41         43        137        106:
Old  :       168:        72         44         41         41         43        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  :                 21.0       42.4       31.0       57.1       17.9       36.6       26.9       50.6
Old  :                 21.0       42.4       31.0       57.1       17.9       36.6       26.9       50.6
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :    99,721:    33,232     10,212     14,321     35,541     66,795     83,093     91,328:    16,628      8,393
Old  :    99,721:    33,232     10,212     14,321     35,541     66,795     83,093     91,328:    16,628      8,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    10,991:    10,110      3,345       -629       -891      9,759      8,591     12,476:     2,400     -1,484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       10.2       14.4       35.6       67.0       83.3       91.6:      16.7        8.4
Old  :     100.0:      33.3       10.2       14.4       35.6       67.0       83.3       91.6:      16.7        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  :       156:        67         37         36         39         41        126         98:
Old  :       156:        67         37         36         39         41        126         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       44.5       34.7       59.7       20.6       39.5       30.7       52.3
Old  :                 23.5       44.5       34.7       59.7       20.6       39.5       30.7       52.3
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, February 22, 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  :   375,346:   123,571     53,199     83,336    107,067    215,797    313,974    352,333:    61,372     23,013
Old  :   375,346:   123,571     53,199     83,336    107,067    215,797    313,974    352,333:    61,372     23,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    15,589:    11,710     -8,575      6,245     -7,885     17,894     10,071     15,564:     5,518         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       14.2       22.2       28.5       57.5       83.6       93.9:      16.4        6.1
Old  :     100.0:      32.9       14.2       22.2       28.5       57.5       83.6       93.9:      16.4        6.1
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  :       229:       129         40         63         36         46        189        131:
Old  :       229:       129         40         63         36         46        189        131:
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       27.7       33.6       44.0       15.9       22.0       20.5       33.0
Old  :                 23.4       27.7       33.6       44.0       15.9       22.0       20.5       33.0
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   359,757:   111,861     61,774     77,091    114,951    197,904    303,903    336,768:    55,854     22,988
Old  :   359,757:   111,861     61,774     77,091    114,951    197,904    303,903    336,768:    55,854     22,988
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    10,364:    13,288      1,750      1,396     -7,074      8,114      7,611     11,259:     2,753       -896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       17.2       21.4       32.0       55.0       84.5       93.6:      15.5        6.4
Old  :     100.0:      31.1       17.2       21.4       32.0       55.0       84.5       93.6:      15.5        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  :       226:       120         53         60         37         42        179        135:
Old  :       226:       120         53         60         37         42        179        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  :                 23.1       26.4       34.0       43.1       15.7       21.9       20.5       32.9
Old  :                 23.1       26.4       34.0       43.1       15.7       21.9       20.5       32.9
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, February 22, 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  :     8,387:     5,608        403        313        260      6,437      6,181      7,153:     2,206      1,234
Old  :     8,387:     5,608        403        313        260      6,437      6,181      7,153:     2,206      1,234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -3,469:       -58        113         35     -1,791     -2,311     -1,814     -2,163:    -1,655     -1,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.9        4.8        3.7        3.1       76.7       73.7       85.3:      26.3       14.7
Old  :     100.0:      66.9        4.8        3.7        3.1       76.7       73.7       85.3:      26.3       14.7
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  :        26:        17          3          4          2          3         22          8:
Old  :        26:        17          3          4          2          3         22          8:
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  :                 49.4       80.9       62.4       85.3       49.4       80.8       61.9       81.6
Old  :                 49.4       80.9       62.4       85.3       49.4       80.8       61.9       81.6
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    11,856:     5,666        290        278      2,051      8,748      7,995      9,316:     3,861      2,540
Old  :    11,856:     5,666        290        278      2,051      8,748      7,995      9,316:     3,861      2,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     1,411:       561       -416          4       -328        629        237        217:     1,174      1,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.8        2.4        2.3       17.3       73.8       67.4       78.6:      32.6       21.4
Old  :     100.0:      47.8        2.4        2.3       17.3       73.8       67.4       78.6:      32.6       21.4
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:        20          2          4          6          7         28         12:
Old  :        31:        20          2          4          6          7         28         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  :                 41.0       73.3       53.1       77.8       36.1       64.8       45.6       65.6
Old  :                 41.0       73.3       53.1       77.8       36.1       64.8       45.6       65.6
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, February 22, 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  :    81,053:     9,306     20,605      7,513     44,335     30,175     61,154     58,293:    19,899     22,760
Old  :    49,783:     7,552     16,621      2,091     27,938     15,413     37,580     34,126:    12,203     15,657
Other:    31,270:     3,551      5,780      3,625     16,398     14,762     23,574     24,167:     7,696      7,103
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -6,888:      -202     -6,173     -2,284     -4,849       -996     -7,336     -9,453:       448      2,565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       25.4        9.3       54.7       37.2       75.4       71.9:      24.6       28.1
Old  :     100.0:      15.2       33.4        4.2       56.1       31.0       75.5       68.5:      24.5       31.5
Other:     100.0:      11.4       18.5       11.6       52.4       47.2       75.4       77.3:      24.6       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        18         35         25         47         34         81         81:
Old  :        98:        20         26         15         42         26         70         59:
Other:        71:        11         20         13         28         23         45         52:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       21.3       32.7       31.2       18.0       15.9       26.6       24.3
Old  :                 27.7       17.5       39.4       30.1       25.9       17.3       37.6       29.9
Other:                 27.3       33.4       40.9       45.2       24.0       30.9       35.5       37.6
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    87,941:     9,508     26,778      9,797     49,185     31,171     68,490     67,746:    19,450     20,195
Old  :    58,608:     8,390     23,140      3,935     33,976     17,758     46,300     44,833:    12,308     13,776
Other:    29,332:     3,072      5,591      3,909     15,209     13,413     22,190     22,913:     7,142      6,419
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -1,117:       382       -936        387     -2,548        125     -1,778       -425:       661       -692
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       30.4       11.1       55.9       35.4       77.9       77.0:      22.1       23.0
Old  :     100.0:      14.3       39.5        6.7       58.0       30.3       79.0       76.5:      21.0       23.5
Other:     100.0:      10.5       19.1       13.3       51.9       45.7       75.7       78.1:      24.3       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        24         38         30         47         34         83         95:
Old  :       111:        29         29         21         43         30         77         76:
Other:        69:         9         23         15         25         22         43         53:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       18.4       34.0       29.9       16.3       13.1       24.8       21.6
Old  :                 28.7       18.1       39.0       31.7       25.0       18.1       35.0       30.4
Other:                 31.2       31.3       45.6       42.3       26.9       28.6       39.0       37.3
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :    40,045:       890      8,046      2,405     23,975     17,870     27,269     28,321:    12,775     11,724
Old  :    32,725:     1,346      7,829      1,406     19,250     13,219     22,002     22,454:    10,723     10,271
Other:     7,319:       219        892        325      4,724      4,651      5,267      5,867:     2,052      1,452
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -2,813:       238     -2,032       -553     -1,165       -628     -1,480     -3,213:    -1,333        400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       20.1        6.0       59.9       44.6       68.1       70.7:      31.9       29.3
Old  :     100.0:       4.1       23.9        4.3       58.8       40.4       67.2       68.6:      32.8       31.4
Other:     100.0:       3.0       12.2        4.4       64.5       63.5       72.0       80.2:      28.0       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         6         17          8         21         18         31         40:
Old  :        48:         8         15          7         20         18         30         39:
Other:        24:         3          4          5         11         12         16         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       25.9       49.9       42.1       22.5       16.8       31.9       25.6
Old  :                 39.5       26.6       50.7       43.3       23.0       21.4       32.1       29.7
Other:                 44.8       44.8       63.5       66.4       42.0       41.9       56.0       59.6
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    42,858:       651     10,078      2,959     25,139     18,497     28,749     31,534:    14,108     11,324
Old  :    35,522:     1,486      9,962      1,584     20,504     13,942     23,573     25,487:    11,948     10,034
Other:     7,336:       100      1,051        440      4,636      4,556      5,176      6,047:     2,160      1,289
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       -54:      -358        205        259       -896        271       -996        735:       942       -789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       23.5        6.9       58.7       43.2       67.1       73.6:      32.9       26.4
Old  :     100.0:       4.2       28.0        4.5       57.7       39.2       66.4       71.8:      33.6       28.2
Other:     100.0:       1.4       14.3        6.0       63.2       62.1       70.6       82.4:      29.4       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         9         17         10         26         20         37         46:
Old  :        54:         9         17          9         24         20         35         45:
Other:        28:         3          5          7         12         15         19         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       25.2       47.8       40.0       23.4       18.6       32.6       29.4
Old  :                 37.4       27.5       48.0       42.3       23.7       22.8       32.2       32.7
Other:                 45.7       45.0       61.5       67.5       42.9       42.0       53.0       60.5
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :   129,718:    28,284     11,812     26,057     56,198     80,811    110,539    118,681:    19,178     11,037
Old  :   110,541:    28,397     11,939     20,375     45,612     69,515     94,384    101,829:    16,157      8,712
Other:    19,177:     1,175      1,160      4,395     10,586     11,296     16,155     16,851:     3,021      2,325
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     9,733:     7,784     -8,718      1,979       -198     18,958      9,564     12,218:       169     -2,485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        9.1       20.1       43.3       62.3       85.2       91.5:      14.8        8.5
Old  :     100.0:      25.7       10.8       18.4       41.3       62.9       85.4       92.1:      14.6        7.9
Other:     100.0:       6.1        6.1       22.9       55.2       58.9       84.2       87.9:      15.8       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        88         41         59         64         60        170        146:
Old  :       207:        85         45         53         58         56        162        137:
Other:        90:        25         14         32         41         37         77         72:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       36.3       26.4       45.1       16.3       31.7       25.1       39.4
Old  :                 19.1       39.3       29.6       47.4       19.1       36.3       29.4       44.0
Other:                 23.1       23.3       35.1       38.5       16.2       15.5       23.2       26.9
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :   119,984:    20,501     20,530     24,079     56,396     61,854    100,975    106,463:    19,009     13,521
Old  :   102,898:    20,907     20,413     19,009     46,722     52,087     86,637     91,508:    16,260     11,389
Other:    17,087:       704      1,227      3,960      9,674      9,767     14,338     14,954:     2,749      2,132
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :   -12,179:     1,750     -2,050     -8,275     -6,560     -2,241    -13,085    -12,566:       905        387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       17.1       20.1       47.0       51.6       84.2       88.7:      15.8       11.3
Old  :     100.0:      20.3       19.8       18.5       45.4       50.6       84.2       88.9:      15.8       11.1
Other:     100.0:       4.1        7.2       23.2       56.6       57.2       83.9       87.5:      16.1       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        67         59         65         67         56        167        154:
Old  :       207:        74         54         63         61         52        160        148:
Other:        84:        14         24         32         36         33         72         67:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       27.2       26.9       35.5       17.4       22.2       25.4       29.7
Old  :                 20.3       28.5       29.8       37.1       20.3       25.3       29.4       33.6
Other:                 25.3       24.4       39.6       40.3       19.6       17.1       26.1       28.6
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :    44,692:     9,569      2,427     11,355     17,323     29,070     38,246     42,853:     6,445      1,839
Old  :    44,557:     9,583      2,436     11,285     17,283     29,018     38,151     42,740:     6,407      1,818
Other:       134:        38         43         18         40         52         96        113:        39         21
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -14,947:       464       -201     -7,896     -7,562     -6,723    -14,994    -14,820:        46       -127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        5.4       25.4       38.8       65.0       85.6       95.9:      14.4        4.1
Old  :     100.0:      21.5        5.5       25.3       38.8       65.1       85.6       95.9:      14.4        4.1
Other:     100.0:      28.1       32.1       13.2       29.8       38.8       71.2       84.1:      28.8       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        66         15         28         27         22        103         55:
Old  :       115:        66         15         28         27         22        103         55:
Other:        15:         3          8          5          1          3          7         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       44.3       42.7       62.4       14.7       30.2       20.7       41.9
Old  :                 32.2       44.4       42.8       62.5       14.7       30.2       20.8       42.0
Other:                 65.7       47.6       71.2       70.1       58.0       44.4       58.0       64.5
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    59,639:     9,104      2,628     19,251     24,885     35,794     53,240     57,673:     6,399      1,966
Old  :    59,511:     9,125      2,593     19,212     24,845     35,744     53,182     57,549:     6,329      1,962
Other:       128:         2         58         16         40         50         58        124:        70          4
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -5,244:      -414        244     -1,376     -3,855     -4,478     -5,645     -5,609:       402        366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3        4.4       32.3       41.7       60.0       89.3       96.7:      10.7        3.3
Old  :     100.0:      15.3        4.4       32.3       41.7       60.1       89.4       96.7:      10.6        3.3
Other:     100.0:       1.4       45.3       12.6       31.3       39.0       45.3       96.8:      54.7        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        63         25         35         34         26        116         69:
Old  :       130:        65         25         35         34         26        116         69:
Other:        16:         1         11          4          1          3          5         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       43.8       50.0       61.2       11.3       23.1       15.8       31.7
Old  :                 36.7       43.9       50.1       61.3       11.3       23.1       15.8       31.7
Other:                 45.2       47.5       45.3       73.2       32.7       46.8       32.7       68.7
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :   125,097:    23,363      7,429      7,163     84,071    107,873    114,597    122,465:    10,500      2,632
Old  :    76,548:    21,933      6,996      6,034     38,936     60,956     66,903     73,986:     9,646      2,562
Other:    48,549:     1,752        754        808     45,135     46,917     47,695     48,479:       854         70
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     5,151:     1,383       -849         56      3,048      5,755      4,488      4,963:       664        189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        5.9        5.7       67.2       86.2       91.6       97.9:       8.4        2.1
Old  :     100.0:      28.7        9.1        7.9       50.9       79.6       87.4       96.7:      12.6        3.3
Other:     100.0:       3.6        1.6        1.7       93.0       96.6       98.2       99.9:       1.8        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        49         27         25         46         35        108         75:
Old  :       124:        48         28         25         44         35        106         74:
Other:        48:        10          6          9         25         24         39         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       40.9       46.8       64.4       19.2       27.2       27.7       39.0
Old  :                 24.5       35.8       37.7       56.1       18.8       31.7       31.5       47.9
Other:                 60.9       69.1       75.5       87.7       46.4       59.6       56.2       68.0
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   119,946:    21,980      8,278      7,107     81,023    102,117    110,110    117,502:     9,836      2,444
Old  :    73,789:    20,556      7,748      6,060     37,890     57,594     64,507     71,402:     9,283      2,388
Other:    46,157:     1,668        774        803     43,132     44,523     45,603     46,101:       554         56
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -3,390:     1,030       -485       -440     -2,903     -2,162     -2,313     -3,087:    -1,077       -303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        6.9        5.9       67.5       85.1       91.8       98.0:       8.2        2.0
Old  :     100.0:      27.9       10.5        8.2       51.3       78.1       87.4       96.8:      12.6        3.2
Other:     100.0:       3.6        1.7        1.7       93.4       96.5       98.8       99.9:       1.2        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        50         26         28         46         35        108         78:
Old  :       125:        52         24         28         43         35        105         77:
Other:        50:        11          7          9         24         23         39         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       41.1       48.4       63.6       20.3       27.2       29.3       38.6
Old  :                 26.9       34.8       41.1       54.3       23.9       32.0       36.8       48.4
Other:                 64.1       71.7       78.8       86.8       51.0       61.6       60.7       71.5
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :   507,683:   122,771     12,014     80,925    209,377    368,016    413,072    460,955:    94,611     46,728
Old  :   507,683:   122,771     12,014     80,925    209,377    368,016    413,072    460,955:    94,611     46,728
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -9,449:    -3,453      1,614     -2,507     -2,030    -13,715     -7,990    -14,609:    -1,458      5,160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        2.4       15.9       41.2       72.5       81.4       90.8:      18.6        9.2
Old  :     100.0:      24.2        2.4       15.9       41.2       72.5       81.4       90.8:      18.6        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        64         24         42         53         48        139         94:
Old  :       152:        64         24         42         53         48        139         94:
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  :                 14.1       35.4       23.5       52.1       11.2       29.9       18.8       39.5
Old  :                 14.1       35.4       23.5       52.1       11.2       29.9       18.8       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   517,132:   126,223     10,400     83,432    211,407    381,731    421,062    475,564:    96,069     41,568
Old  :   517,132:   126,223     10,400     83,432    211,407    381,731    421,062    475,564:    96,069     41,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :   -48,858:     7,029     -1,018    -23,945    -25,374    -11,328    -42,290    -36,291:    -6,568    -12,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        2.0       16.1       40.9       73.8       81.4       92.0:      18.6        8.0
Old  :     100.0:      24.4        2.0       16.1       40.9       73.8       81.4       92.0:      18.6        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  :       151:        68         20         44         53         51        142         96:
Old  :       151:        68         20         44         53         51        142         96:
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  :                 14.4       35.3       23.5       51.5       10.9       29.7       18.4       39.7
Old  :                 14.4       35.3       23.5       51.5       10.9       29.7       18.4       39.7
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, February 22, 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  :   141,858:    52,953     10,312     30,876     44,346     93,207    128,175    134,395:    13,683      7,463
Old  :   134,373:    52,472     11,431     26,785     41,965     89,317    121,223    127,533:    13,150      6,840
Other:     7,485:     2,006        406      2,566      2,381      3,890      6,952      6,862:       533        623
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -5,870:    -1,903        492        430     -2,410     -2,810     -3,883     -1,888:    -1,987     -3,982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3        7.3       21.8       31.3       65.7       90.4       94.7:       9.6        5.3
Old  :     100.0:      39.0        8.5       19.9       31.2       66.5       90.2       94.9:       9.8        5.1
Other:     100.0:      26.8        5.4       34.3       31.8       52.0       92.9       91.7:       7.1        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       358:       172         50        101         96        119        298        244:
Old  :       357:       165         59        100         93        119        294        243:
Other:       100:        17         16         24         36         52         64         81:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       20.9       23.5       32.4       13.4       17.3       21.6       26.9
Old  :                 14.2       21.2       24.3       32.9       14.1       18.1       22.8       27.6
Other:                 30.1       21.6       48.8       35.5       20.0       14.3       27.8       22.7
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   147,729:    54,856      9,820     30,446     46,756     96,017    132,058    136,283:    15,670     11,446
Old  :   140,956:    54,711     11,097     26,530     44,671     92,565    125,912    130,192:    15,044     10,764
Other:     6,772:     1,761        339      2,300      2,086      3,452      6,146      6,091:       626        682
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -2,626:     6,087       -388    -10,041        401      4,621     -3,554     -5,808:       928      3,182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        6.6       20.6       31.7       65.0       89.4       92.3:      10.6        7.7
Old  :     100.0:      38.8        7.9       18.8       31.7       65.7       89.3       92.4:      10.7        7.6
Other:     100.0:      26.0        5.0       34.0       30.8       51.0       90.8       89.9:       9.2       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       356:       175         42        103         97        121        301        242:
Old  :       355:       173         46        102         94        121        297        241:
Other:       100:        14         18         25         36         52         65         81:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       21.5       24.5       33.2       12.6       16.9       20.1       25.4
Old  :                 14.8       22.3       25.3       33.9       13.2       17.6       21.0       26.3
Other:                 31.4       21.7       52.0       36.2       20.8       15.0       29.6       22.1
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :    23,681:     6,779     12,813      3,657     10,655      4,340     21,092     20,810:     2,589      2,871
Old  :    23,681:     6,779     12,813      3,657     10,655      4,340     21,092     20,810:     2,589      2,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     4,678:     1,200      6,166         36      3,965     -2,015      5,201      4,187:      -523        491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       54.1       15.4       45.0       18.3       89.1       87.9:      10.9       12.1
Old  :     100.0:      28.6       54.1       15.4       45.0       18.3       89.1       87.9:      10.9       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        15         26         12          4         10         23         45:
Old  :        53:        15         26         12          4         10         23         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  :                 73.4       43.2       82.3       61.5       59.9       35.9       63.2       49.4
Old  :                 73.4       43.2       82.3       61.5       59.9       35.9       63.2       49.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    19,003:     5,579      6,647      3,621      6,690      6,355     15,890     16,623:     3,113      2,380
Old  :    19,003:     5,579      6,647      3,621      6,690      6,355     15,890     16,623:     3,113      2,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -1,704:      -224     -1,233        172       -880     -1,079       -932     -2,140:      -772        436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       35.0       19.1       35.2       33.4       83.6       87.5:      16.4       12.5
Old  :     100.0:      29.4       35.0       19.1       35.2       33.4       83.6       87.5:      16.4       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  :        50:        17         21         11          7          8         30         35:
Old  :        50:        17         21         11          7          8         30         35:
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  :                 63.5       43.7       71.6       61.9       44.0       30.2       48.9       43.7
Old  :                 63.5       43.7       71.6       61.9       44.0       30.2       48.9       43.7
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, February 22, 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  :   196,704:    20,818     23,262     36,638    107,839    107,647    165,295    167,546:    31,409     29,158
Old  :   196,704:    20,818     23,262     36,638    107,839    107,647    165,295    167,546:    31,409     29,158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    17,580:     7,245       -819      8,108       -973      8,705     14,379     15,994:     3,201      1,587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       11.8       18.6       54.8       54.7       84.0       85.2:      16.0       14.8
Old  :     100.0:      10.6       11.8       18.6       54.8       54.7       84.0       85.2:      16.0       14.8
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  :       128:        29         26         33         62         67        110        108:
Old  :       128:        29         26         33         62         67        110        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       20.7       33.9       30.6       14.5       12.4       20.5       17.3
Old  :                 22.0       20.7       33.9       30.6       14.5       12.4       20.5       17.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   179,124:    13,573     24,081     28,530    108,812     98,942    150,915    151,553:    28,208     27,571
Old  :   179,124:    13,573     24,081     28,530    108,812     98,942    150,915    151,553:    28,208     27,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     1,854:    -1,118        623        868      2,850      1,243      2,600      2,735:      -747       -881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       13.4       15.9       60.7       55.2       84.3       84.6:      15.7       15.4
Old  :     100.0:       7.6       13.4       15.9       60.7       55.2       84.3       84.6:      15.7       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  :       120:        21         26         29         64         69        103        106:
Old  :       120:        21         26         29         64         69        103        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  :                 25.0       21.4       37.5       30.4       17.6       13.0       25.3       18.5
Old  :                 25.0       21.4       37.5       30.4       17.6       13.0       25.3       18.5
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, February 22, 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  :   698,498:    26,347     64,805    284,579    314,580    311,366    625,506    660,750:    72,992     37,748
Old  :   698,498:    26,347     64,805    284,579    314,580    311,366    625,506    660,750:    72,992     37,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    16,274:       415      7,214      7,453      7,232      1,888     15,100     16,555:     1,173       -282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        9.3       40.7       45.0       44.6       89.6       94.6:      10.4        5.4
Old  :     100.0:       3.8        9.3       40.7       45.0       44.6       89.6       94.6:      10.4        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        46         70         81         95         87        185        197:
Old  :       216:        46         70         81         95         87        185        197:
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  :                 19.2       21.0       30.9       33.0        4.7        6.0        6.8       10.3
Old  :                 19.2       21.0       30.9       33.0        4.7        6.0        6.8       10.3
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   682,224:    25,932     57,592    277,126    307,348    309,477    610,405    644,195:    71,819     38,030
Old  :   682,224:    25,932     57,592    277,126    307,348    309,477    610,405    644,195:    71,819     38,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    17,301:    -1,984      1,305     14,871      4,575        983     17,463     17,159:      -162        142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        8.4       40.6       45.1       45.4       89.5       94.4:      10.5        5.6
Old  :     100.0:       3.8        8.4       40.6       45.1       45.4       89.5       94.4:      10.5        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        43         67         79         94         86        182        191:
Old  :       210:        43         67         79         94         86        182        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  :                 18.3       20.7       29.8       32.7        4.9        6.6        7.0       11.0
Old  :                 18.3       20.7       29.8       32.7        4.9        6.6        7.0       11.0
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, February 22, 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  :    69,688:     3,995      4,584      1,333     56,356     59,621     61,684     65,538:     8,004      4,150
Old  :    69,688:     3,995      4,584      1,333     56,356     59,621     61,684     65,538:     8,004      4,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     1,696:         0          0          0        780      1,394        780      1,394:       916        302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        6.6        1.9       80.9       85.6       88.5       94.0:      11.5        6.0
Old  :     100.0:       5.7        6.6        1.9       80.9       85.6       88.5       94.0:      11.5        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          1          2         27         22         29         24:
Old  :        31:         1          1          2         27         22         29         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  :                 49.7       48.4       64.5       66.4       47.8       44.3       57.4       57.9
Old  :                 49.7       48.4       64.5       66.4       47.8       44.3       57.4       57.9
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    67,992:     3,995      4,584      1,333     55,576     58,227     60,904     64,144:     7,088      3,848
Old  :    67,992:     3,995      4,584      1,333     55,576     58,227     60,904     64,144:     7,088      3,848
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     3,459:      -124      2,140        124      3,378        705      3,378      2,969:        81        490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        6.7        2.0       81.7       85.6       89.6       94.3:      10.4        5.7
Old  :     100.0:       5.9        6.7        2.0       81.7       85.6       89.6       94.3:      10.4        5.7
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  :        31:         1          1          2         27         22         29         24:
Old  :        31:         1          1          2         27         22         29         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  :                 47.6       50.5       64.7       68.9       45.7       44.5       55.1       58.5
Old  :                 47.6       50.5       64.7       68.9       45.7       44.5       55.1       58.5
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, February 22, 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  :    43,087:     2,185      1,435      4,432     31,578     34,470     38,195     40,337:     4,892      2,750
Old  :    43,087:     2,185      1,435      4,432     31,578     34,470     38,195     40,337:     4,892      2,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     1,772:      -372       -368        771        728        606      1,127      1,009:       645        763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        3.3       10.3       73.3       80.0       88.6       93.6:      11.4        6.4
Old  :     100.0:       5.1        3.3       10.3       73.3       80.0       88.6       93.6:      11.4        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  :        26:         2          2          3         20         19         23         23:
Old  :        26:         2          2          3         20         19         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       38.3       70.6       59.4       43.1       35.5       50.3       49.1
Old  :                 54.6       38.3       70.6       59.4       43.1       35.5       50.3       49.1
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    41,315:     2,557      1,803      3,661     30,850     33,864     37,068     39,328:     4,247      1,987
Old  :    41,315:     2,557      1,803      3,661     30,850     33,864     37,068     39,328:     4,247      1,987
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     3,895:       432     -2,558      1,130      2,056      6,823      3,618      5,395:       277     -1,500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        4.4        8.9       74.7       82.0       89.7       95.2:      10.3        4.8
Old  :     100.0:       6.2        4.4        8.9       74.7       82.0       89.7       95.2:      10.3        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  :        27:         2          2          3         20         20         23         24:
Old  :        27:         2          2          3         20         20         23         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  :                 53.8       38.6       69.4       59.7       42.6       35.7       50.3       50.5
Old  :                 53.8       38.6       69.4       59.7       42.6       35.7       50.3       50.5
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, February 22, 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  :    67,845:     8,050          0      1,216     53,203     55,156     62,469     56,372:     5,376     11,473
Old  :    67,845:     8,050          0      1,216     53,203     55,156     62,469     56,372:     5,376     11,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     3,138:     1,222          0         62      1,883      2,410      3,167      2,472:       -29        666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        0.0        1.8       78.4       81.3       92.1       83.1:       7.9       16.9
Old  :     100.0:      11.9        0.0        1.8       78.4       81.3       92.1       83.1:       7.9       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          0          1         22         18         23         19:
Old  :        24:         1          0          1         22         18         23         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  :                 44.6       64.9       68.2       74.1       37.6       51.2       49.8       53.9
Old  :                 44.6       64.9       68.2       74.1       37.6       51.2       49.8       53.9
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    64,707:     6,828          0      1,154     51,320     52,746     59,302     53,900:     5,405     10,807
Old  :    64,707:     6,828          0      1,154     51,320     52,746     59,302     53,900:     5,405     10,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     3,359:         0          0          0      3,640      4,127      3,640      4,127:      -281       -768
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        0.0        1.8       79.3       81.5       91.6       83.3:       8.4       16.7
Old  :     100.0:      10.6        0.0        1.8       79.3       81.5       91.6       83.3:       8.4       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  :        23:         1          0          1         21         18         22         19:
Old  :        23:         1          0          1         21         18         22         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  :                 44.4       63.5       70.4       73.1       37.5       52.1       54.0       55.2
Old  :                 44.4       63.5       70.4       73.1       37.5       52.1       54.0       55.2
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, February 22, 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  :   983,913:   229,371     61,510    173,320    550,066    727,313    952,757    962,143:    31,156     21,770
Old  :   983,913:   229,371     61,510    173,320    550,066    727,313    952,757    962,143:    31,156     21,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    28,348:   -10,441     -5,232      5,991     19,493     13,708     15,043     14,467:    13,305     13,881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        6.3       17.6       55.9       73.9       96.8       97.8:       3.2        2.2
Old  :     100.0:      23.3        6.3       17.6       55.9       73.9       96.8       97.8:       3.2        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  :       125:        18          9         27         84         77        115        105:
Old  :       125:        18          9         27         84         77        115        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       21.6       40.8       35.8       20.4       17.3       28.0       26.8
Old  :                 28.4       21.6       40.8       35.8       20.4       17.3       28.0       26.8
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   955,565:   239,812     66,742    167,329    530,573    713,605    937,714    947,676:    17,851      7,889
Old  :   955,565:   239,812     66,742    167,329    530,573    713,605    937,714    947,676:    17,851      7,889
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    18,566:     2,992      4,809      2,762     11,606     11,392     17,360     18,963:     1,206       -397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        7.0       17.5       55.5       74.7       98.1       99.2:       1.9        0.8
Old  :     100.0:      25.1        7.0       17.5       55.5       74.7       98.1       99.2:       1.9        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        17         10         25         79         73        108        100:
Old  :       117:        17         10         25         79         73        108        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       22.2       43.3       36.7       23.6       18.2       30.9       28.1
Old  :                 30.7       22.2       43.3       36.7       23.6       18.2       30.9       28.1
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, February 22, 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  :   130,702:    28,845     37,931     36,689     62,613     54,993    128,147    129,613:     2,555      1,089
Old  :   130,702:    28,845     37,931     36,689     62,613     54,993    128,147    129,613:     2,555      1,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    13,624:     7,300      3,678      2,132      4,162      8,524     13,594     14,334:        30       -710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       29.0       28.1       47.9       42.1       98.0       99.2:       2.0        0.8
Old  :     100.0:      22.1       29.0       28.1       47.9       42.1       98.0       99.2:       2.0        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        10          8         14         24         28         42         42:
Old  :        47:        10          8         14         24         28         42         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       44.2       66.4       63.9       29.5       31.0       40.8       43.3
Old  :                 44.8       44.2       66.4       63.9       29.5       31.0       40.8       43.3
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   117,078:    21,545     34,253     34,557     58,451     46,469    114,553    115,279:     2,525      1,799
Old  :   117,078:    21,545     34,253     34,557     58,451     46,469    114,553    115,279:     2,525      1,799
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    12,355:     3,868      3,005      5,484      4,906      3,898     14,258     12,387:    -1,903        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       29.3       29.5       49.9       39.7       97.8       98.5:       2.2        1.5
Old  :     100.0:      18.4       29.3       29.5       49.9       39.7       97.8       98.5:       2.2        1.5
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  :        43:        10          7         14         23         25         40         39:
Old  :        43:        10          7         14         23         25         40         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  :                 41.4       47.9       64.9       67.9       27.3       34.8       37.2       43.8
Old  :                 41.4       47.9       64.9       67.9       27.3       34.8       37.2       43.8
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, February 22, 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  :    42,263:     2,926      5,350     10,185     28,844     26,488     41,955     42,023:       308        240
Old  :    42,263:     2,926      5,350     10,185     28,844     26,488     41,955     42,023:       308        240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       902:       763        959       -296        655         40      1,122        702:      -220        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       12.7       24.1       68.2       62.7       99.3       99.4:       0.7        0.6
Old  :     100.0:       6.9       12.7       24.1       68.2       62.7       99.3       99.4:       0.7        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  :        38:         3          6          7         23         28         30         37:
Old  :        38:         3          6          7         23         28         30         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       61.8       72.6       79.4       38.5       50.8       49.5       56.3
Old  :                 46.6       61.8       72.6       79.4       38.5       50.8       49.5       56.3
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    41,362:     2,163      4,392     10,482     28,189     26,448     40,834     41,322:       528         40
Old  :    41,362:     2,163      4,392     10,482     28,189     26,448     40,834     41,322:       528         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     2,746:    -2,544     -2,593      4,322      1,010      1,048      2,788      2,776:       -42        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       10.6       25.3       68.2       63.9       98.7       99.9:       1.3        0.1
Old  :     100.0:       5.2       10.6       25.3       68.2       63.9       98.7       99.9:       1.3        0.1
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  :        37:         4          5          8         22         27         30         36:
Old  :        37:         4          5          8         22         27         30         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  :                 46.9       61.5       73.0       80.1       39.0       49.5       48.5       55.4
Old  :                 46.9       61.5       73.0       80.1       39.0       49.5       48.5       55.4
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, February 22, 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  :    18,601:     2,144      1,384      1,879     14,578     15,338     18,601     18,601:         0          0
Old  :    18,601:     2,144      1,384      1,879     14,578     15,338     18,601     18,601:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :      -554:       248       -596         88       -890        -46       -554       -554:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        7.4       10.1       78.4       82.5      100.0      100.0:       0.0        0.0
Old  :     100.0:      11.5        7.4       10.1       78.4       82.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          2          3         16         16         20         20:
Old  :        26:         3          2          3         16         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  :                 69.0       54.6       85.6       75.6       62.6       50.9       68.5       64.3
Old  :                 69.0       54.6       85.6       75.6       62.6       50.9       68.5       64.3
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    19,155:     1,896      1,980      1,791     15,468     15,384     19,155     19,155:         0          0
Old  :    19,155:     1,896      1,980      1,791     15,468     15,384     19,155     19,155:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       126:         0       -126        126          0        126        126        126:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       10.3        9.4       80.8       80.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       9.9       10.3        9.4       80.8       80.3      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  :        26:         2          3          3         16         16         20         20:
Old  :        26:         2          3          3         16         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  :                 72.3       55.2       86.6       76.3       66.1       49.2       71.2       63.6
Old  :                 72.3       55.2       86.6       76.3       66.1       49.2       71.2       63.6
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, February 22, 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  :     9,360:       218      5,614      1,228      7,914      2,518      9,360      9,360:         0          0
Old  :     9,360:       218      5,614      1,228      7,914      2,518      9,360      9,360:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :        46:         0      1,016       -508        554       -462         46         46:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       60.0       13.1       84.6       26.9      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.3       60.0       13.1       84.6       26.9      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          3         14         11         17         15:
Old  :        23:         1          3          3         14         11         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  :                 66.2       81.3       89.6       94.5       64.5       70.9       79.2       80.2
Old  :                 66.2       81.3       89.6       94.5       64.5       70.9       79.2       80.2
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     9,314:       218      4,598      1,736      7,360      2,980      9,314      9,314:         0          0
Old  :     9,314:       218      4,598      1,736      7,360      2,980      9,314      9,314:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       734:         0       -138        688         46        184        734        734:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       49.4       18.6       79.0       32.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.3       49.4       18.6       79.0       32.0      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  :        24:         1          3          4         14         12         18         16:
Old  :        24:         1          3          4         14         12         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  :                 61.1       76.3       86.9       92.8       53.9       60.4       68.7       70.2
Old  :                 61.1       76.3       86.9       92.8       53.9       60.4       68.7       70.2
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, February 22, 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  : 1,140,426:   124,594     36,002    263,599    690,481    762,870  1,078,674  1,062,471:    61,751     77,954
Old  : 1,140,426:   124,594     36,002    263,599    690,481    762,870  1,078,674  1,062,471:    61,751     77,954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -20,911:    20,914     -4,873    -22,521    -17,948      9,303    -19,555    -18,091:    -1,357     -2,821
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        3.2       23.1       60.5       66.9       94.6       93.2:       5.4        6.8
Old  :     100.0:      10.9        3.2       23.1       60.5       66.9       94.6       93.2:       5.4        6.8
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  :       255:        85         61         95         88         99        214        218:
Old  :       255:        85         61         95         88         99        214        218:
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  :                 21.0       23.2       32.0       34.7        9.2       10.1       13.7       14.1
Old  :                 21.0       23.2       32.0       34.7        9.2       10.1       13.7       14.1
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  : 1,161,337:   103,680     40,875    286,120    708,429    753,567  1,098,229  1,080,562:    63,108     80,775
Old  : 1,161,337:   103,680     40,875    286,120    708,429    753,567  1,098,229  1,080,562:    63,108     80,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     4,050:     1,746     -2,456      3,985       -298      4,555      5,433      6,084:    -1,382     -2,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        3.5       24.6       61.0       64.9       94.6       93.0:       5.4        7.0
Old  :     100.0:       8.9        3.5       24.6       61.0       64.9       94.6       93.0:       5.4        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  :       249:        66         74         97         85         95        208        217:
Old  :       249:        66         74         97         85         95        208        217:
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       22.8       31.6       32.7        9.2        9.4       13.6       12.8
Old  :                 20.9       22.8       31.6       32.7        9.2        9.4       13.6       12.8
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, February 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    14,402:     8,092      2,572        785      2,365      9,789     11,242     13,146:     3,160      1,256
Old  :    14,402:     8,092      2,572        785      2,365      9,789     11,242     13,146:     3,160      1,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       448:        19         47         41        -38        121         22        209:       426        239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.2       17.9        5.5       16.4       68.0       78.1       91.3:      21.9        8.7
Old  :     100.0:      56.2       17.9        5.5       16.4       68.0       78.1       91.3:      21.9        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        63         21          5         12         24         80         48:
Old  :       119:        63         21          5         12         24         80         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  :                 20.6       37.6       32.7       54.6       20.6       37.6       32.7       54.6
Old  :                 20.6       37.6       32.7       54.6       20.6       37.6       32.7       54.6
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,954:     8,073      2,525        744      2,403      9,668     11,220     12,937:     2,734      1,017
Old  :    13,954:     8,073      2,525        744      2,403      9,668     11,220     12,937:     2,734      1,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       632:       497        138        271       -148        332        620        741:        12       -109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.9       18.1        5.3       17.2       69.3       80.4       92.7:      19.6        7.3
Old  :     100.0:      57.9       18.1        5.3       17.2       69.3       80.4       92.7:      19.6        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        67         20          6         11         24         81         50:
Old  :       123:        67         20          6         11         24         81         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       38.5       34.2       54.8       21.2       38.5       33.9       54.8
Old  :                 21.2       38.5       34.2       54.8       21.2       38.5       33.9       54.8
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, February 22, 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  :     7,516:     3,773        355          0      1,861      6,187      5,634      6,542:     1,882        974
Old  :     7,516:     3,773        355          0      1,861      6,187      5,634      6,542:     1,882        974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :        78:       155         44          0         71          1        226         45:      -148         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.2        4.7        0.0       24.8       82.3       75.0       87.0:      25.0       13.0
Old  :     100.0:      50.2        4.7        0.0       24.8       82.3       75.0       87.0:      25.0       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  :        46:        20          3          0          8         15         28         18:
Old  :        46:        20          3          0          8         15         28         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       60.6       49.5       74.5       36.8       60.6       49.5       74.5
Old  :                 36.8       60.6       49.5       74.5       36.8       60.6       49.5       74.5
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     7,438:     3,618        311          0      1,790      6,186      5,408      6,497:     2,030        941
Old  :     7,438:     3,618        311          0      1,790      6,186      5,408      6,497:     2,030        941
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :      -103:      -264         -4        -80       -111       -183       -455       -267:       352        164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6        4.2        0.0       24.1       83.2       72.7       87.3:      27.3       12.7
Old  :     100.0:      48.6        4.2        0.0       24.1       83.2       72.7       87.3:      27.3       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  :        47:        21          4          0          7         15         28         19:
Old  :        47:        21          4          0          7         15         28         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  :                 33.6       60.1       47.1       73.1       33.6       60.1       47.1       73.1
Old  :                 33.6       60.1       47.1       73.1       33.6       60.1       47.1       73.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :   195,619:    26,521      3,272     37,019    112,893    137,415    176,433    177,706:    19,186     17,914
Old  :   195,619:    26,521      3,272     37,019    112,893    137,415    176,433    177,706:    19,186     17,914
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     8,672:     5,378     -2,134      3,489       -429      5,183      8,438      6,538:       234      2,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        1.7       18.9       57.7       70.2       90.2       90.8:       9.8        9.2
Old  :     100.0:      13.6        1.7       18.9       57.7       70.2       90.2       90.8:       9.8        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        52         17         43         76         83        143        133:
Old  :       167:        52         17         43         76         83        143        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  :                 25.7       16.4       36.3       26.3       20.4       11.1       27.5       17.6
Old  :                 25.7       16.4       36.3       26.3       20.4       11.1       27.5       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   186,948:    21,143      5,406     33,530    113,322    132,231    167,995    171,168:    18,952     15,780
Old  :   186,948:    21,143      5,406     33,530    113,322    132,231    167,995    171,168:    18,952     15,780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -5,791:    -1,141     -1,713      1,762     -3,673     -2,808     -3,052     -2,759:    -2,738     -3,032
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        2.9       17.9       60.6       70.7       89.9       91.6:      10.1        8.4
Old  :     100.0:      11.3        2.9       17.9       60.6       70.7       89.9       91.6:      10.1        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        45         21         47         76         79        144        135:
Old  :       166:        45         21         47         76         79        144        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  :                 26.0       16.5       37.1       26.9       20.5       11.4       28.2       18.6
Old  :                 26.0       16.5       37.1       26.9       20.5       11.4       28.2       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 4, 2005