WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   269,640:    36,861     44,801     48,818    152,408    133,045    238,088    226,665:    31,552     42,975
Old  :   268,611:    36,841     44,632     48,813    151,687    132,650    237,342    226,096:    31,269     42,515
Other:     1,029:        23        172          2        721        395        746        569:       283        460
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     5,449:        25       -563        319        455      3,643        799      3,399:     4,649      2,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       16.6       18.1       56.5       49.3       88.3       84.1:      11.7       15.9
Old  :     100.0:      13.7       16.6       18.2       56.5       49.4       88.4       84.2:      11.6       15.8
Other:     100.0:       2.2       16.7        0.2       70.1       38.4       72.5       55.3:      27.5       44.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        65         92         64         49         61        156        178:
Old  :       232:        65         92         63         49         61        155        178:
Other:        29:         2          3          1          4         19          7         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  :                 30.4       30.9       44.0       36.9       30.1       28.1       43.4       32.5
Old  :                 30.5       31.0       44.1       37.0       30.3       28.3       43.5       32.8
Other:                 70.1       39.3       72.5       47.1       70.1       39.3       72.3       47.1
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   264,191:    36,837     45,364     48,499    151,953    129,403    237,288    223,266:    26,903     40,925
Old  :   263,228:    36,822     45,212     48,485    151,311    129,162    236,617    222,859:    26,611     40,369
Other:       963:        27        164          2        642        241        671        407:       292        556
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,567:     3,274    -11,562        196     -3,479      8,971         -9     -2,395:     1,575      3,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       17.2       18.4       57.5       49.0       89.8       84.5:      10.2       15.5
Old  :     100.0:      14.0       17.2       18.4       57.5       49.1       89.9       84.7:      10.1       15.3
Other:     100.0:       2.8       17.0        0.2       66.7       25.0       69.7       42.3:      30.3       57.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        70         83         67         47         60        156        178:
Old  :       232:        71         83         66         47         60        155        178:
Other:        26:         4          2          1          4         16          8         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  :                 31.6       30.5       45.4       36.8       31.3       27.7       44.6       32.4
Old  :                 31.7       30.6       45.6       36.9       31.4       27.9       44.8       32.7
Other:                 66.7       30.3       69.7       36.4       66.7       30.3       69.5       36.4
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   865,883:    87,385     90,527    158,206    463,309    395,537    708,899    644,270:   156,984    221,613
Old  :   542,530:    59,323    110,708     65,417    317,777    259,646    442,517    435,771:   100,012    106,758
Other:   323,353:    66,586     18,343     54,264    145,532    135,891    266,382    208,498:    56,971    114,855
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    22,838:     5,368     -8,949      4,747      8,292     23,868     18,408     19,666:     4,430      3,171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       10.5       18.3       53.5       45.7       81.9       74.4:      18.1       25.6
Old  :     100.0:      10.9       20.4       12.1       58.6       47.9       81.6       80.3:      18.4       19.7
Other:     100.0:      20.6        5.7       16.8       45.0       42.0       82.4       64.5:      17.6       35.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       507:       137        116        152        200        209        412        412:
Old  :       478:       117        128        118        173        179        350        367:
Other:       381:        99         64         84        143        184        282        292:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       16.6       27.4       21.4       17.3       12.5       25.6       15.7
Old  :                 26.8       20.6       36.6       25.7       26.3       17.9       35.5       22.3
Other:                 16.8       12.1       25.1       17.4       14.8        8.4       21.2       12.6
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   843,045:    82,017     99,476    153,459    455,016    371,669    690,491    624,603:   152,554    218,442
Old  :   538,539:    56,374    117,805     64,484    318,263    248,844    439,121    431,133:    99,418    107,406
Other:   304,506:    62,965     18,993     51,652    136,754    122,825    251,371    193,470:    53,136    111,036
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -5,990:    -3,940    -56,300     12,996    -22,107     26,591    -13,050    -16,712:     7,060     10,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       11.8       18.2       54.0       44.1       81.9       74.1:      18.1       25.9
Old  :     100.0:      10.5       21.9       12.0       59.1       46.2       81.5       80.1:      18.5       19.9
Other:     100.0:      20.7        6.2       17.0       44.9       40.3       82.6       63.5:      17.4       36.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       481:       122        111        137        191        190        385        385:
Old  :       449:       102        131        105        164        171        322        352:
Other:       354:        96         56         73        131        164        257        263:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       16.1       27.4       21.2       18.0       12.2       25.8       16.1
Old  :                 26.5       20.2       36.2       25.1       26.0       17.4       35.1       22.1
Other:                 18.8       12.0       27.0       17.4       15.7        7.5       21.4       11.8
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :     9,740:     1,743      1,751        986      2,344      4,531      5,074      7,268:     4,667      2,473
Old  :     9,740:     1,743      1,751        986      2,344      4,531      5,074      7,268:     4,667      2,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       536:        88         45        162        161        198        411        405:       124        130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       18.0       10.1       24.1       46.5       52.1       74.6:      47.9       25.4
Old  :     100.0:      17.9       18.0       10.1       24.1       46.5       52.1       74.6:      47.9       25.4
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  :        40:         9         15          5         10         13         24         28:
Old  :        40:         9         15          5         10         13         24         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  :                 21.6       27.3       33.6       40.9       17.8       26.2       26.1       36.7
Old  :                 21.6       27.3       33.6       40.9       17.8       26.2       26.1       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :     9,205:     1,654      1,705        824      2,184      4,333      4,662      6,862:     4,543      2,343
Old  :     9,205:     1,654      1,705        824      2,184      4,333      4,662      6,862:     4,543      2,343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :        64:      -199        277        -28        -39       -205       -266         44:       330         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       18.5        9.0       23.7       47.1       50.7       74.6:      49.3       25.4
Old  :     100.0:      18.0       18.5        9.0       23.7       47.1       50.7       74.6:      49.3       25.4
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  :        40:        12         12          4         10         13         23         28:
Old  :        40:        12         12          4         10         13         23         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  :                 21.3       27.6       33.0       43.2       17.7       27.5       26.1       40.4
Old  :                 21.3       27.6       33.0       43.2       17.7       27.5       26.1       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   408,856:    74,291     20,825     96,572    153,765    186,963    324,628    304,359:    84,228    104,497
Old  :   256,432:    51,746     28,681     49,326    107,811    126,520    208,883    204,526:    47,549     51,906
Other:   152,424:    37,657      7,256     32,134     45,954     60,443    115,745     99,833:    36,679     52,591
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    49,627:    20,293        299     16,028      2,859     23,891     39,179     40,217:    10,448      9,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        5.1       23.6       37.6       45.7       79.4       74.4:      20.6       25.6
Old  :     100.0:      20.2       11.2       19.2       42.0       49.3       81.5       79.8:      18.5       20.2
Other:     100.0:      24.7        4.8       21.1       30.1       39.7       75.9       65.5:      24.1       34.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       362:       133         84        133        103        113        308        271:
Old  :       335:       111         97         95         80        108        239        252:
Other:       245:        83         49         61         76         88        194        164:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       19.9       28.0       28.9       15.1       11.0       20.3       17.1
Old  :                 24.0       22.6       35.0       31.8       22.4       16.1       29.6       23.4
Other:                 18.8       17.9       26.2       26.1        8.3       10.1       13.4       14.9
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   359,229:    53,998     20,526     80,544    150,907    163,073    285,449    264,142:    73,780     95,087
Old  :   231,695:    37,826     25,840     42,107    109,944    115,824    189,877    183,771:    41,817     47,923
Other:   127,534:    27,485      5,999     27,124     40,962     47,248     95,572     80,371:    31,963     47,163
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    29,300:    13,847     -8,902      7,281       -511     27,979     20,617     26,359:     8,683      2,942
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        5.7       22.4       42.0       45.4       79.5       73.5:      20.5       26.5
Old  :     100.0:      16.3       11.2       18.2       47.5       50.0       82.0       79.3:      18.0       20.7
Other:     100.0:      21.6        4.7       21.3       32.1       37.0       74.9       63.0:      25.1       37.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:       129         72        114         88         98        272        237:
Old  :       305:       102         91         80         74         93        220        220:
Other:       213:        76         43         54         64         74        170        141:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       19.7       30.8       29.2       16.7       10.4       22.0       16.2
Old  :                 25.9       22.8       38.9       32.2       24.9       14.4       32.5       22.1
Other:                 19.9       17.2       27.2       25.5        9.0        9.6       14.4       14.7
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    15,402:    11,897      2,100        459          0        725     12,356      3,284:     3,046     12,118
Old  :     5,798:     3,807      2,142         10          0         38      3,817      2,190:     1,981      3,608
Other:     9,604:     8,427        295        112          0        687      8,539      1,094:     1,065      8,510
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.2       13.6        3.0        0.0        4.7       80.2       21.3:      19.8       78.7
Old  :     100.0:      65.7       36.9        0.2        0.0        0.7       65.8       37.8:      34.2       62.2
Other:     100.0:      87.7        3.1        1.2        0.0        7.2       88.9       11.4:      11.1       88.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        13          5          7          0          3         16         12:
Old  :        21:        13          5          1          0          3         14          8:
Other:        14:         9          2          5          0          3         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  :                 58.4       14.0       71.1       20.0       57.9       13.3       70.3       18.3
Old  :                 40.5       35.5       56.3       37.8       40.5       35.5       56.3       37.6
Other:                 79.6        9.3       88.8       11.3       78.7        9.3       87.7       10.2
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   151,507:    23,417     13,909     22,581     80,073    102,383    126,072    138,874:    25,435     12,633
Old  :   110,139:    19,331     15,496     12,874     60,119     72,195     92,324    100,565:    17,816      9,574
Other:    41,368:     7,194      1,521      6,599     19,955     30,188     33,748     38,309:     7,619      3,059
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     9,359:     4,627     -4,124      1,785        988     13,695      7,400     11,355:     1,959     -1,996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        9.2       14.9       52.9       67.6       83.2       91.7:      16.8        8.3
Old  :     100.0:      17.6       14.1       11.7       54.6       65.5       83.8       91.3:      16.2        8.7
Other:     100.0:      17.4        3.7       16.0       48.2       73.0       81.6       92.6:      18.4        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        45         29         36         49         49        114        100:
Old  :       138:        38         37         30         47         47        103         97:
Other:        72:        24          8         20         30         24         63         44:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       30.1       30.2       43.7       20.8       27.8       28.9       36.8
Old  :                 25.4       29.9       36.4       43.2       25.3       27.0       35.6       38.6
Other:                 27.7       45.1       40.3       58.9       25.4       39.7       32.1       51.0
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   142,148:    18,791     18,033     20,797     79,085     88,689    118,672    127,519:    23,476     14,629
Old  :   107,145:    16,093     18,916     12,002     62,678     64,183     90,773     95,101:    16,371     12,044
Other:    35,003:     5,202      1,622      6,290     16,406     24,506     27,899     32,418:     7,105      2,585
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     3,270:       478     -1,334       -566        660      6,884        572      4,984:     2,699     -1,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       12.7       14.6       55.6       62.4       83.5       89.7:      16.5       10.3
Old  :     100.0:      15.0       17.7       11.2       58.5       59.9       84.7       88.8:      15.3       11.2
Other:     100.0:      14.9        4.6       18.0       46.9       70.0       79.7       92.6:      20.3        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        39         29         32         51         49        103        102:
Old  :       130:        33         35         29         50         46         98         97:
Other:        67:        16         11         19         28         26         55         47:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       27.9       35.5       41.5       22.4       24.6       32.0       33.8
Old  :                 27.0       28.9       40.2       41.8       26.9       26.1       37.3       36.6
Other:                 35.9       40.3       47.5       55.6       26.8       31.8       33.0       42.5
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   933,690:   138,465    110,570    132,843    487,487    468,970    758,795    712,383:   174,895    221,307
Old  :   933,690:   138,465    110,570    132,843    487,487    468,970    758,795    712,383:   174,895    221,307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    18,032:    -2,630    -15,236     11,126      2,903     -7,272     11,399    -11,382:     6,633     29,414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       11.8       14.2       52.2       50.2       81.3       76.3:      18.7       23.7
Old  :     100.0:      14.8       11.8       14.2       52.2       50.2       81.3       76.3:      18.7       23.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        37         42         41         73         85        134        144:
Old  :       177:        37         42         41         73         85        134        144:
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       13.6       31.5       22.5       17.8        9.0       22.3       14.7
Old  :                 23.9       13.6       31.5       22.5       17.8        9.0       22.3       14.7
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, May 24, 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  :   915,658:   141,095    125,806    121,717    484,583    476,242    747,396    723,765:   168,262    191,893
Old  :   915,658:   141,095    125,806    121,717    484,583    476,242    747,396    723,765:   168,262    191,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :   -81,926:    29,853      5,076    -38,005    -60,437    -45,242    -68,588    -78,171:   -13,337     -3,754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       13.7       13.3       52.9       52.0       81.6       79.0:      18.4       21.0
Old  :     100.0:      15.4       13.7       13.3       52.9       52.0       81.6       79.0:      18.4       21.0
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  :       190:        39         44         50         75         87        145        152:
Old  :       190:        39         44         50         75         87        145        152:
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  :                 23.8       13.9       30.8       21.8       16.9        9.6       21.7       15.1
Old  :                 23.8       13.9       30.8       21.8       16.9        9.6       21.7       15.1
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, May 31, 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  :   160,367:    37,840      9,782     24,040     59,757    103,179    121,637    137,000:    38,729     23,366
Old  :   111,022:    35,991      9,766     13,696     31,523     70,231     81,211     93,693:    29,811     17,329
Other:    49,344:     5,231      3,398      6,961     28,234     32,948     40,426     43,307:     8,918      6,037
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    15,926:    12,403        225      1,325     -2,464     11,957     11,265     13,507:     4,661      2,419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        6.1       15.0       37.3       64.3       75.8       85.4:      24.2       14.6
Old  :     100.0:      32.4        8.8       12.3       28.4       63.3       73.1       84.4:      26.9       15.6
Other:     100.0:      10.6        6.9       14.1       57.2       66.8       81.9       87.8:      18.1       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        42         28         35         52         60        124        107:
Old  :       149:        51         24         30         46         57        115         98:
Other:        86:        12         22         23         39         33         67         62:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       30.4       22.6       44.2        9.7       22.8       16.5       32.7
Old  :                 11.8       32.7       20.3       43.4       11.8       28.4       19.6       37.4
Other:                 31.0       35.0       43.0       53.0       24.3       32.6       36.0       44.9
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   144,441:    25,438      9,557     22,714     62,221     91,222    110,373    123,493:    34,068     20,948
Old  :   101,179:    24,495      9,262     14,370     36,023     61,644     74,888     85,276:    26,290     15,903
Other:    43,262:     3,842      3,194      5,445     26,198     29,578     35,484     38,217:     7,778      5,044
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     6,655:     3,976       -170       -257       -286      7,037      3,433      6,610:     3,222         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        6.6       15.7       43.1       63.2       76.4       85.5:      23.6       14.5
Old  :     100.0:      24.2        9.2       14.2       35.6       60.9       74.0       84.3:      26.0       15.7
Other:     100.0:       8.9        7.4       12.6       60.6       68.4       82.0       88.3:      18.0       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        39         23         33         53         64        114        113:
Old  :       145:        45         23         29         48         59        107        102:
Other:        85:        16         17         23         40         32         67         61:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       28.6       24.5       40.8        9.5       19.2       15.7       27.3
Old  :                 13.1       30.7       21.5       38.7       11.1       23.7       17.5       30.2
Other:                 30.6       39.6       43.8       55.3       24.8       37.2       37.0       47.3
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :     8,620:     3,860        854      1,664      1,462      4,742      6,987      7,260:     1,633      1,359
Old  :     4,761:     2,719        774        209        434      2,678      3,361      3,660:     1,400      1,101
Other:     3,858:     1,927        865        671      1,028      2,064      3,626      3,600:       233        259
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       846:       208        342        535        422       -113      1,165        764:      -319         82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.8        9.9       19.3       17.0       55.0       81.1       84.2:      18.9       15.8
Old  :     100.0:      57.1       16.3        4.4        9.1       56.2       70.6       76.9:      29.4       23.1
Other:     100.0:      49.9       22.4       17.4       26.6       53.5       94.0       93.3:       6.0        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        19          7         11         11         14         32         30:
Old  :        37:        18          5         10          5         13         23         28:
Other:        33:         9          8          9          9         12         26         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       35.7       51.4       53.7       33.1       31.1       43.4       43.2
Old  :                 31.2       43.2       46.3       58.4       31.0       42.9       45.1       57.8
Other:                 59.9       45.8       75.1       70.0       50.4       37.7       61.9       55.1
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :     7,774:     3,653        513      1,129      1,040      4,854      5,822      6,496:     1,952      1,278
Old  :     5,682:     3,159        769        574        503      3,461      4,236      4,804:     1,446        878
Other:     2,093:       886        136        163        537      1,393      1,586      1,693:       507        400
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -288:      -136        -10        -91         35       -223       -191       -323:       -97         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0        6.6       14.5       13.4       62.4       74.9       83.6:      25.1       16.4
Old  :     100.0:      55.6       13.5       10.1        8.9       60.9       74.6       84.5:      25.4       15.5
Other:     100.0:      42.3        6.5        7.8       25.7       66.6       75.8       80.9:      24.2       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        18          7          9         12         16         33         29:
Old  :        41:        15          9          8          7         16         26         29:
Other:        28:        12          1          7          7         12         20         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  :                 37.5       42.6       51.7       58.2       35.6       40.2       44.7       51.9
Old  :                 44.8       44.6       59.6       59.8       44.8       43.7       56.3       54.2
Other:                 39.8       56.1       56.1       70.3       36.0       47.0       48.9       60.3
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   376,612:    94,679     74,639        788    222,668    188,894    318,135    264,321:    58,477    112,291
Old  :   376,612:    94,679     74,639        788    222,668    188,894    318,135    264,321:    58,477    112,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     9,058:    -8,592      2,354     -3,228     26,415     17,230     14,595     16,356:    -5,537     -7,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       19.8        0.2       59.1       50.2       84.5       70.2:      15.5       29.8
Old  :     100.0:      25.1       19.8        0.2       59.1       50.2       84.5       70.2:      15.5       29.8
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  :        93:        12         22          4         45         42         59         66:
Old  :        93:        12         22          4         45         42         59         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       22.2       47.9       31.4       27.3       16.1       42.6       23.2
Old  :                 31.0       22.2       47.9       31.4       27.3       16.1       42.6       23.2
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, May 24, 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  :   367,554:   103,271     72,285      4,016    196,253    171,664    303,540    247,965:    64,014    119,589
Old  :   367,554:   103,271     72,285      4,016    196,253    171,664    303,540    247,965:    64,014    119,589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    26,565:   -10,591     -2,957      2,677     32,879     22,840     24,965     22,560:     1,600      4,005
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       19.7        1.1       53.4       46.7       82.6       67.5:      17.4       32.5
Old  :     100.0:      28.1       19.7        1.1       53.4       46.7       82.6       67.5:      17.4       32.5
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  :       101:        17         23          3         43         44         62         68:
Old  :       101:        17         23          3         43         44         62         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  :                 31.5       17.3       49.4       26.2       29.6       15.3       44.3       22.7
Old  :                 31.5       17.3       49.4       26.2       29.6       15.3       44.3       22.7
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, May 31, 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  : 2,648,918:   454,111    383,333    435,502  1,452,624  1,357,262  2,342,237  2,176,097:   306,680    472,821
Old  : 2,648,918:   454,111    383,333    435,502  1,452,624  1,357,262  2,342,237  2,176,097:   306,680    472,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :  -155,306:   -59,286    -31,602      2,364    -58,523    -59,155   -115,445    -88,392:   -39,861    -66,914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       14.5       16.4       54.8       51.2       88.4       82.2:      11.6       17.8
Old  :     100.0:      17.1       14.5       16.4       54.8       51.2       88.4       82.2:      11.6       17.8
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  :       268:        58         70         71        103        129        197        234:
Old  :       268:        58         70         71        103        129        197        234:
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  :                 26.9       14.6       39.1       25.0       19.3        9.4       27.9       14.6
Old  :                 26.9       14.6       39.1       25.0       19.3        9.4       27.9       14.6
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, May 24, 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  : 2,804,224:   513,397    414,934    433,138  1,511,147  1,416,417  2,457,682  2,264,490:   346,542    539,734
Old  : 2,804,224:   513,397    414,934    433,138  1,511,147  1,416,417  2,457,682  2,264,490:   346,542    539,734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :  -382,176:    78,450    -30,591   -277,986   -237,656   -133,997   -437,192   -442,574:    55,017     60,398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       14.8       15.4       53.9       50.5       87.6       80.8:      12.4       19.2
Old  :     100.0:      18.3       14.8       15.4       53.9       50.5       87.6       80.8:      12.4       19.2
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  :       279:        50         84         76        104        131        200        245:
Old  :       279:        50         84         76        104        131        200        245:
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  :                 28.8       13.3       41.6       23.6       21.6        9.2       32.0       14.4
Old  :                 28.8       13.3       41.6       23.6       21.6        9.2       32.0       14.4
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, May 31, 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  : 1,395,147:   155,864    216,372    153,594    890,483    747,104  1,199,941  1,117,070:   195,206    278,077
Old  : 1,395,147:   155,864    216,372    153,594    890,483    747,104  1,199,941  1,117,070:   195,206    278,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :   -43,580:     7,070    -18,562    -36,931    -13,449      3,442    -43,310    -52,051:      -270      8,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       15.5       11.0       63.8       53.6       86.0       80.1:      14.0       19.9
Old  :     100.0:      11.2       15.5       11.0       63.8       53.6       86.0       80.1:      14.0       19.9
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  :       182:        30         50         44         73         86        130        153:
Old  :       182:        30         50         44         73         86        130        153:
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       18.1       40.0       26.6       22.8       15.5       33.3       22.1
Old  :                 25.7       18.1       40.0       26.6       22.8       15.5       33.3       22.1
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, May 24, 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  : 1,438,727:   148,794    234,934    190,525    903,932    743,662  1,243,251  1,169,121:   195,477    269,606
Old  : 1,438,727:   148,794    234,934    190,525    903,932    743,662  1,243,251  1,169,121:   195,477    269,606
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :  -206,024:     9,129    -54,242    -88,009   -138,123    -57,424   -217,003   -199,676:    10,979     -6,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       16.3       13.2       62.8       51.7       86.4       81.3:      13.6       18.7
Old  :     100.0:      10.3       16.3       13.2       62.8       51.7       86.4       81.3:      13.6       18.7
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  :       184:        36         46         47         72         88        132        157:
Old  :       184:        36         46         47         72         88        132        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  :                 28.0       19.5       43.7       27.6       21.1       11.3       31.0       17.9
Old  :                 28.0       19.5       43.7       27.6       21.1       11.3       31.0       17.9
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, May 31, 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  :   662,511:   113,169     38,048    248,625    255,537    348,745    617,331    635,417:    45,180     27,093
Old  :   662,511:   113,169     38,048    248,625    255,537    348,745    617,331    635,417:    45,180     27,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    16,370:   -15,040       -208     16,724     12,440      3,568     14,124     20,085:     2,246     -3,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        5.7       37.5       38.6       52.6       93.2       95.9:       6.8        4.1
Old  :     100.0:      17.1        5.7       37.5       38.6       52.6       93.2       95.9:       6.8        4.1
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  :       125:        35         23         45         56         60        110        110:
Old  :       125:        35         23         45         56         60        110        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       38.9       51.1       52.7        9.9       15.9       15.2       19.9
Old  :                 35.6       38.9       51.1       52.7        9.9       15.9       15.2       19.9
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, May 24, 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  :   646,140:   128,208     38,256    231,900    243,098    345,177    603,206    615,333:    42,934     30,808
Old  :   646,140:   128,208     38,256    231,900    243,098    345,177    603,206    615,333:    42,934     30,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    21,171:    -6,271      2,697     11,055     13,172     11,863     17,956     25,615:     3,216     -4,444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        5.9       35.9       37.6       53.4       93.4       95.2:       6.6        4.8
Old  :     100.0:      19.8        5.9       35.9       37.6       53.4       93.4       95.2:       6.6        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  :       124:        38         22         45         52         59        108        108:
Old  :       124:        38         22         45         52         59        108        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  :                 35.6       39.7       51.3       52.6       11.0       16.9       16.6       21.5
Old  :                 35.6       39.7       51.3       52.6       11.0       16.9       16.6       21.5
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, May 31, 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  :    41,757:    12,666      4,544      1,291     16,063     28,489     30,020     34,324:    11,737      7,433
Old  :    41,757:    12,666      4,544      1,291     16,063     28,489     30,020     34,324:    11,737      7,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    -1,443:       654       -430        134     -3,373       -742     -2,584     -1,038:     1,142       -405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       10.9        3.1       38.5       68.2       71.9       82.2:      28.1       17.8
Old  :     100.0:      30.3       10.9        3.1       38.5       68.2       71.9       82.2:      28.1       17.8
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  :        63:        22         12         10         19         12         45         30:
Old  :        63:        22         12         10         19         12         45         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       57.9       38.4       68.2       25.7       57.9       38.4       67.2
Old  :                 25.7       57.9       38.4       68.2       25.7       57.9       38.4       67.2
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, May 24, 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  :    43,200:    12,012      4,974      1,157     19,435     29,231     32,605     35,362:    10,595      7,838
Old  :    43,200:    12,012      4,974      1,157     19,435     29,231     32,605     35,362:    10,595      7,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -232:     1,082       -346       -284     -1,355      1,189       -557        559:       325       -791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       11.5        2.7       45.0       67.7       75.5       81.9:      24.5       18.1
Old  :     100.0:      27.8       11.5        2.7       45.0       67.7       75.5       81.9:      24.5       18.1
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  :        65:        22         14          9         19         13         46         31:
Old  :        65:        22         14          9         19         13         46         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  :                 31.3       57.8       43.8       67.0       31.3       57.6       43.7       65.8
Old  :                 31.3       57.8       43.8       67.0       31.3       57.6       43.7       65.8
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, May 31, 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  :    75,224:    10,937     34,363      3,838     48,177     13,605     62,953     51,807:    12,272     23,417
Old  :    75,224:    10,937     34,363      3,838     48,177     13,605     62,953     51,807:    12,272     23,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     5,543:     1,095       -874      1,090      1,149      1,547      3,334      1,763:     2,209      3,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       45.7        5.1       64.0       18.1       83.7       68.9:      16.3       31.1
Old  :     100.0:      14.5       45.7        5.1       64.0       18.1       83.7       68.9:      16.3       31.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        19         37         19         18         17         48         62:
Old  :        82:        19         37         19         18         17         48         62:
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  :                 53.5       21.9       63.1       31.9       48.5       21.9       57.8       30.3
Old  :                 53.5       21.9       63.1       31.9       48.5       21.9       57.8       30.3
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, May 24, 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  :    69,681:     9,843     35,237      2,748     47,028     12,059     59,619     50,045:    10,063     19,637
Old  :    69,681:     9,843     35,237      2,748     47,028     12,059     59,619     50,045:    10,063     19,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -4,974:       609      2,929     -2,630        432     -5,475     -1,589     -5,177:    -3,385        203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       50.6        3.9       67.5       17.3       85.6       71.8:      14.4       28.2
Old  :     100.0:      14.1       50.6        3.9       67.5       17.3       85.6       71.8:      14.4       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  :        74:        17         35         15         16         15         42         56:
Old  :        74:        17         35         15         16         15         42         56:
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  :                 58.7       20.8       67.6       32.7       54.3       20.8       63.2       32.3
Old  :                 58.7       20.8       67.6       32.7       54.3       20.8       63.2       32.3
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, May 31, 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  :    44,733:     6,503      6,891      1,046     36,479     35,373     44,028     43,310:       705      1,423
Old  :    44,733:     6,503      6,891      1,046     36,479     35,373     44,028     43,310:       705      1,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     5,002:       -15        564          0      5,162      4,529      5,147      5,093:      -145        -91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       15.4        2.3       81.5       79.1       98.4       96.8:       1.6        3.2
Old  :     100.0:      14.5       15.4        2.3       81.5       79.1       98.4       96.8:       1.6        3.2
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  :        62:         7         23          4         19         20         29         44:
Old  :        62:         7         23          4         19         20         29         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  :                 50.2       51.1       71.5       71.3       44.3       36.5       60.9       53.0
Old  :                 50.2       51.1       71.5       71.3       44.3       36.5       60.9       53.0
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, May 24, 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  :    39,731:     6,518      6,327      1,046     31,317     30,844     38,881     38,217:       850      1,514
Old  :    39,731:     6,518      6,327      1,046     31,317     30,844     38,881     38,217:       850      1,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,135:       -70     -1,052          0      1,503      2,152      1,433      1,100:      -298         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       15.9        2.6       78.8       77.6       97.9       96.2:       2.1        3.8
Old  :     100.0:      16.4       15.9        2.6       78.8       77.6       97.9       96.2:       2.1        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  :        59:         7         21          4         17         19         27         41:
Old  :        59:         7         21          4         17         19         27         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       46.9       71.2       69.3       49.8       41.1       68.0       58.1
Old  :                 51.1       46.9       71.2       69.3       49.8       41.1       68.0       58.1
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, May 31, 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  :    12,571:       100      1,105          0     12,468     11,422     12,568     12,527:         3         44
Old  :    12,571:       100      1,105          0     12,468     11,422     12,568     12,527:         3         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    -1,663:       100        157          0     -1,712     -1,778     -1,612     -1,621:       -51        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        8.8        0.0       99.2       90.9      100.0       99.6:       0.0        0.4
Old  :     100.0:       0.8        8.8        0.0       99.2       90.9      100.0       99.6:       0.0        0.4
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  :        21:         1          7          0          5          9          6         16:
Old  :        21:         1          7          0          5          9          6         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  :                 98.4       82.4      100.0       94.0       98.4       81.6       99.2       93.2
Old  :                 98.4       82.4      100.0       94.0       98.4       81.6       99.2       93.2
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, May 24, 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  :    14,234:         0        948          0     14,180     13,200     14,180     14,148:        54         86
Old  :    14,234:         0        948          0     14,180     13,200     14,180     14,148:        54         86
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       -68:         0        -89          0        -68         16        -68        -73:         0          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.7        0.0       99.6       92.7       99.6       99.4:       0.4        0.6
Old  :     100.0:       0.0        6.7        0.0       99.6       92.7       99.6       99.4:       0.4        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  :        22:         0          7          0          5         11          5         18:
Old  :        22:         0          7          0          5         11          5         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  :                 98.9       79.6       99.6       91.1       98.9       78.9       98.9       90.4
Old  :                 98.9       79.6       99.6       91.1       98.9       78.9       98.9       90.4
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, May 31, 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  :    28,443:     2,478      1,989      3,822     17,090     14,447     23,390     20,258:     5,053      8,185
Old  :    28,443:     2,478      1,989      3,822     17,090     14,447     23,390     20,258:     5,053      8,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       593:       384        121       -113        201        370        473        378:       120        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        7.0       13.4       60.1       50.8       82.2       71.2:      17.8       28.8
Old  :     100.0:       8.7        7.0       13.4       60.1       50.8       82.2       71.2:      17.8       28.8
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  :        44:         9          7         13         24         19         39         33:
Old  :        44:         9          7         13         24         19         39         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  :                 44.5       26.7       58.3       46.2       41.5       24.3       50.3       38.7
Old  :                 44.5       26.7       58.3       46.2       41.5       24.3       50.3       38.7
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, May 24, 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  :    27,850:     2,093      1,868      3,934     16,889     14,078     22,917     19,880:     4,933      7,970
Old  :    27,850:     2,093      1,868      3,934     16,889     14,078     22,917     19,880:     4,933      7,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       176:      -579        -47        -71        682         24         33        -94:       143        270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5        6.7       14.1       60.6       50.5       82.3       71.4:      17.7       28.6
Old  :     100.0:       7.5        6.7       14.1       60.6       50.5       82.3       71.4:      17.7       28.6
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  :        44:        11          5         13         24         19         39         33:
Old  :        44:        11          5         13         24         19         39         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  :                 44.0       26.9       58.6       46.6       42.1       25.1       50.8       39.6
Old  :                 44.0       26.9       58.6       46.6       42.1       25.1       50.8       39.6
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, May 31, 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  :   104,066:    11,024     16,723     29,627     47,319     29,860     87,971     76,210:    16,096     27,856
Old  :    93,386:    10,527     17,501     26,208     42,309     26,187     79,044     69,896:    14,342     23,490
Other:    10,681:     3,293      2,018        623      5,011      3,673      8,927      6,314:     1,754      4,366
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     2,516:      -953      1,598      1,530      2,167        335      2,744      3,463:      -228       -947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       16.1       28.5       45.5       28.7       84.5       73.2:      15.5       26.8
Old  :     100.0:      11.3       18.7       28.1       45.3       28.0       84.6       74.8:      15.4       25.2
Other:     100.0:      30.8       18.9        5.8       46.9       34.4       83.6       59.1:      16.4       40.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        36         57         62         27         34        104        131:
Old  :       156:        39         58         61         26         34        103        129:
Other:        49:        18         12          9          8         15         30         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       14.4       40.7       23.3       27.8       14.0       39.6       19.6
Old  :                 31.0       14.1       43.0       23.4       31.0       13.9       41.8       20.1
Other:                 57.3       28.9       71.1       39.9       56.0       25.4       67.3       35.6
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   101,550:    11,977     15,125     28,097     45,152     29,525     85,226     72,747:    16,324     28,803
Old  :    91,352:    11,140     16,050     24,924     40,547     25,961     76,610     66,935:    14,741     24,417
Other:    10,199:     3,324      1,561        687      4,605      3,564      8,616      5,812:     1,583      4,387
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,004:      -195      5,179      5,268        556     -4,759      5,628      5,688:    -4,625     -4,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       14.9       27.7       44.5       29.1       83.9       71.6:      16.1       28.4
Old  :     100.0:      12.2       17.6       27.3       44.4       28.4       83.9       73.3:      16.1       26.7
Other:     100.0:      32.6       15.3        6.7       45.2       34.9       84.5       57.0:      15.5       43.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        42         53         59         26         34        103        125:
Old  :       152:        41         56         58         25         34        102        124:
Other:        45:        20          7         10          7         14         32         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       15.7       40.4       23.7       27.4       15.6       39.0       21.0
Old  :                 30.5       15.5       42.4       23.8       30.5       15.3       41.3       21.4
Other:                 58.9       33.3       72.5       43.3       57.8       29.3       69.3       39.4
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :     4,055:       505      1,674        357      1,456        744      2,318      2,775:     1,737      1,280
Old  :     4,005:       489      1,674        356      1,438        744      2,283      2,774:     1,722      1,231
Other:        50:        16          0          1         18          0         35          1:        15         49
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :        42:       -93        -43         53        -52        -38        -92        -28:       134         70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       41.3        8.8       35.9       18.3       57.2       68.4:      42.8       31.6
Old  :     100.0:      12.2       41.8        8.9       35.9       18.6       57.0       69.3:      43.0       30.7
Other:     100.0:      32.0        0.0        2.0       36.0        0.0       70.0        2.0:      30.0       98.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        12         15          9          7          4         24         24:
Old  :        37:        12         15          9          6          4         23         24:
Other:         3:         1          0          1          2          0          3          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       44.2       42.4       54.0       29.9       43.0       37.2       48.7
Old  :                 32.8       44.7       42.5       54.7       29.9       43.6       37.3       49.3
Other:                 70.0        2.0       70.0        2.0       68.0        0.0       68.0        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :     4,013:       598      1,718        304      1,508        782      2,410      2,804:     1,603      1,210
Old  :     3,965:       598      1,746        275      1,490        782      2,363      2,803:     1,602      1,163
Other:        48:        28          0          1         18          0         47          1:         1         47
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       342:       182        280       -106         -7         11         69        184:       273        158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       42.8        7.6       37.6       19.5       60.1       69.9:      39.9       30.1
Old  :     100.0:      15.1       44.0        6.9       37.6       19.7       59.6       70.7:      40.4       29.3
Other:     100.0:      58.3        0.0        2.1       37.5        0.0       97.9        2.1:       2.1       97.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        10         17          5          8          4         23         21:
Old  :        36:        10         17          5          8          4         23         21:
Other:         4:         2          0          1          2          0          4          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       43.0       44.6       55.8       30.9       40.7       38.8       48.5
Old  :                 33.9       43.6       44.3       56.5       30.9       41.2       38.9       49.1
Other:                 97.9        2.1       97.9        2.1       95.8        0.0       95.8        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   161,693:    40,567     11,253     24,921     74,714     83,905    140,202    120,080:    21,491     41,614
Old  :   161,693:    40,567     11,253     24,921     74,714     83,905    140,202    120,080:    21,491     41,614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     3,419:      -638        430      1,660      1,407      2,200      2,428      4,290:       990       -871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        7.0       15.4       46.2       51.9       86.7       74.3:      13.3       25.7
Old  :     100.0:      25.1        7.0       15.4       46.2       51.9       86.7       74.3:      13.3       25.7
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  :       235:        65         37         62         79        107        180        183:
Old  :       235:        65         37         62         79        107        180        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  :                 21.4       14.4       33.9       24.2       21.4       13.9       31.2       22.1
Old  :                 21.4       14.4       33.9       24.2       21.4       13.9       31.2       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   158,274:    41,205     10,824     23,261     73,308     81,705    137,774    115,790:    20,501     42,484
Old  :   158,274:    41,205     10,824     23,261     73,308     81,705    137,774    115,790:    20,501     42,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :   -12,082:    -9,136     -1,022     -3,421      1,789     -5,251    -10,768     -9,694:    -1,314     -2,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        6.8       14.7       46.3       51.6       87.0       73.2:      13.0       26.8
Old  :     100.0:      26.0        6.8       14.7       46.3       51.6       87.0       73.2:      13.0       26.8
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  :       222:        65         24         52         78        111        168        173:
Old  :       222:        65         24         52         78        111        168        173:
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       14.2       33.6       23.7       21.2       13.8       31.7       21.9
Old  :                 21.2       14.2       33.6       23.7       21.2       13.8       31.7       21.9
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, May 31, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,855:     1,245        358        314      1,045      2,048      2,605      2,720:     1,250      1,135
Old  :     3,855:     1,245        358        314      1,045      2,048      2,605      2,720:     1,250      1,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       143:        80        -89         45         81        165        206        121:       -63         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        9.3        8.1       27.1       53.1       67.6       70.6:      32.4       29.4
Old  :     100.0:      32.3        9.3        8.1       27.1       53.1       67.6       70.6:      32.4       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  :        46:        12          9          8         17         19         33         32:
Old  :        46:        12          9          8         17         19         33         32:
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  :                 26.7       38.4       39.0       48.7       25.6       36.8       35.5       45.4
Old  :                 26.7       38.4       39.0       48.7       25.6       36.8       35.5       45.4
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, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,711:     1,166        447        268        964      1,883      2,398      2,599:     1,313      1,112
Old  :     3,711:     1,166        447        268        964      1,883      2,398      2,599:     1,313      1,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       177:        53         70         61        183         78        296        209:      -119        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       12.1        7.2       26.0       50.7       64.6       70.0:      35.4       30.0
Old  :     100.0:      31.4       12.1        7.2       26.0       50.7       64.6       70.0:      35.4       30.0
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  :        45:         9         12          8         17         18         31         33:
Old  :        45:         9         12          8         17         18         31         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  :                 28.0       37.4       38.9       47.6       26.6       35.4       35.8       43.8
Old  :                 28.0       37.4       38.9       47.6       26.6       35.4       35.8       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    24,895:    10,378      2,521      3,052      6,429      4,281     19,860      9,854:     5,035     15,041
Old  :    24,895:    10,378      2,521      3,052      6,429      4,281     19,860      9,854:     5,035     15,041
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    -3,701:      -586       -274     -1,203     -1,504     -1,168     -3,293     -2,644:      -408     -1,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7       10.1       12.3       25.8       17.2       79.8       39.6:      20.2       60.4
Old  :     100.0:      41.7       10.1       12.3       25.8       17.2       79.8       39.6:      20.2       60.4
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  :       132:        42         27         18         36         40         90         74:
Old  :       132:        42         27         18         36         40         90         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  :                 17.7       11.4       31.0       17.0       17.0        7.7       29.3       12.0
Old  :                 17.7       11.4       31.0       17.0       17.0        7.7       29.3       12.0
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, May 24, 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  :    28,596:    10,964      2,794      4,255      7,933      5,449     23,152     12,498:     5,443     16,098
Old  :    28,596:    10,964      2,794      4,255      7,933      5,449     23,152     12,498:     5,443     16,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -643:      -643        161         83        -94       -851       -654       -607:        12        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3        9.8       14.9       27.7       19.1       81.0       43.7:      19.0       56.3
Old  :     100.0:      38.3        9.8       14.9       27.7       19.1       81.0       43.7:      19.0       56.3
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  :       148:        43         30         25         47         52        106         93:
Old  :       148:        43         30         25         47         52        106         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       11.1       28.3       15.8       14.9        6.8       26.4       10.2
Old  :                 15.7       11.1       28.3       15.8       14.9        6.8       26.4       10.2
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, May 31, 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  :   103,289:    10,915     41,392      3,011     63,175     34,872     77,101     79,275:    26,188     24,014
Old  :   103,289:    10,915     41,392      3,011     63,175     34,872     77,101     79,275:    26,188     24,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    -2,149:       770       -885       -210     -2,664        -27     -2,103     -1,121:       -46     -1,028
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       40.1        2.9       61.2       33.8       74.6       76.8:      25.4       23.2
Old  :     100.0:      10.6       40.1        2.9       61.2       33.8       74.6       76.8:      25.4       23.2
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  :        75:         9         26          9         30         25         47         52:
Old  :        75:         9         26          9         30         25         47         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       23.6       46.0       38.0       33.9       23.6       44.1       37.9
Old  :                 35.8       23.6       46.0       38.0       33.9       23.6       44.1       37.9
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, May 24, 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  :   105,438:    10,145     42,277      3,221     65,838     34,899     79,205     80,396:    26,234     25,042
Old  :   105,438:    10,145     42,277      3,221     65,838     34,899     79,205     80,396:    26,234     25,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -1,790:    -1,904     -2,569       -547        841      3,301     -1,610        185:      -180     -1,975
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       40.1        3.1       62.4       33.1       75.1       76.2:      24.9       23.8
Old  :     100.0:       9.6       40.1        3.1       62.4       33.1       75.1       76.2:      24.9       23.8
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  :        74:        11         23          9         31         24         48         50:
Old  :        74:        11         23          9         31         24         48         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  :                 35.1       23.1       46.3       38.7       33.3       23.1       43.8       38.7
Old  :                 35.1       23.1       46.3       38.7       33.3       23.1       43.8       38.7
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, May 31, 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  :    70,733:     1,673     40,249        126     58,759      7,716     60,558     48,091:    10,175     22,642
Old  :    70,733:     1,673     40,249        126     58,759      7,716     60,558     48,091:    10,175     22,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :      -432:      -622        816        -10       -857        -89     -1,489        718:     1,057     -1,149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       56.9        0.2       83.1       10.9       85.6       68.0:      14.4       32.0
Old  :     100.0:       2.4       56.9        0.2       83.1       10.9       85.6       68.0:      14.4       32.0
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  :        50:         2         24          2         20          8         23         33:
Old  :        50:         2         24          2         20          8         23         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  :                 47.8       19.7       67.6       33.5       44.7       19.7       64.6       33.5
Old  :                 47.8       19.7       67.6       33.5       44.7       19.7       64.6       33.5
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, May 24, 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  :    71,164:     2,295     39,433        136     59,616      7,805     62,046     47,373:     9,118     23,791
Old  :    71,164:     2,295     39,433        136     59,616      7,805     62,046     47,373:     9,118     23,791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     9,045:       -72      9,113          7     10,820       -326     10,754      8,794:    -1,709        251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       55.4        0.2       83.8       11.0       87.2       66.6:      12.8       33.4
Old  :     100.0:       3.2       55.4        0.2       83.8       11.0       87.2       66.6:      12.8       33.4
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  :        50:         3         24          2         18          8         22         33:
Old  :        50:         3         24          2         18          8         22         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  :                 51.8       22.2       69.4       35.2       48.4       22.2       66.1       34.9
Old  :                 51.8       22.2       69.4       35.2       48.4       22.2       66.1       34.9
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, May 31, 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  :   110,178:    83,830      3,568        725     16,642    101,612    101,198    105,906:     8,980      4,272
Old  :   110,178:    83,830      3,568        725     16,642    101,612    101,198    105,906:     8,980      4,272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     8,142:     6,786       -196        305        460      8,364      7,551      8,473:       591       -331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.1        3.2        0.7       15.1       92.2       91.8       96.1:       8.2        3.9
Old  :     100.0:      76.1        3.2        0.7       15.1       92.2       91.8       96.1:       8.2        3.9
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  :       106:        62         12          5         16         19         82         33:
Old  :       106:        62         12          5         16         19         82         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  :                 31.4       61.7       48.7       84.0       31.4       61.5       48.7       83.8
Old  :                 31.4       61.7       48.7       84.0       31.4       61.5       48.7       83.8
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, May 24, 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  :   102,036:    77,044      3,764        420     16,182     93,248     93,646     97,432:     8,389      4,603
Old  :   102,036:    77,044      3,764        420     16,182     93,248     93,646     97,432:     8,389      4,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -3,317:    -1,399        727         96     -2,401     -4,599     -3,704     -3,776:       387        459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.5        3.7        0.4       15.9       91.4       91.8       95.5:       8.2        4.5
Old  :     100.0:      75.5        3.7        0.4       15.9       91.4       91.8       95.5:       8.2        4.5
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  :       104:        59         14          4         16         19         78         34:
Old  :       104:        59         14          4         16         19         78         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  :                 33.4       62.5       50.2       85.4       33.4       62.3       50.2       85.3
Old  :                 33.4       62.5       50.2       85.4       33.4       62.3       50.2       85.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   100,386:    14,376     25,444      2,597     62,026     50,200     78,999     78,241:    21,387     22,145
Old  :   100,386:    14,376     25,444      2,597     62,026     50,200     78,999     78,241:    21,387     22,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     9,448:      -347      3,223        213      8,914      3,164      8,780      6,601:       668      2,848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       25.3        2.6       61.8       50.0       78.7       77.9:      21.3       22.1
Old  :     100.0:      14.3       25.3        2.6       61.8       50.0       78.7       77.9:      21.3       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  :        69:        17         21          8         23         16         44         41:
Old  :        69:        17         21          8         23         16         44         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       32.6       42.8       47.5       24.2       29.6       39.7       43.0
Old  :                 25.4       32.6       42.8       47.5       24.2       29.6       39.7       43.0
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, May 24, 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  :    90,938:    14,723     22,221      2,384     53,112     47,035     70,219     71,640:    20,719     19,297
Old  :    90,938:    14,723     22,221      2,384     53,112     47,035     70,219     71,640:    20,719     19,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     5,665:    -2,849      4,945        910      9,554     -1,317      7,615      4,538:    -1,951      1,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       24.4        2.6       58.4       51.7       77.2       78.8:      22.8       21.2
Old  :     100.0:      16.2       24.4        2.6       58.4       51.7       77.2       78.8:      22.8       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  :        69:        16         21          7         23         17         42         42:
Old  :        69:        16         21          7         23         17         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  :                 28.0       35.5       43.3       49.4       26.3       32.3       39.2       44.3
Old  :                 28.0       35.5       43.3       49.4       26.3       32.3       39.2       44.3
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, May 31, 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  :   211,146:     6,033     54,823      4,234    172,392    122,232    182,659    181,290:    28,487     29,856
Old  :   211,146:     6,033     54,823      4,234    172,392    122,232    182,659    181,290:    28,487     29,856
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :      -294:    -3,737      5,858       -586        513     -9,645     -3,810     -4,373:     3,516      4,079
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9       26.0        2.0       81.6       57.9       86.5       85.9:      13.5       14.1
Old  :     100.0:       2.9       26.0        2.0       81.6       57.9       86.5       85.9:      13.5       14.1
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  :        87:         9         33          8         32         31         47         66:
Old  :        87:         9         33          8         32         31         47         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       34.5       73.2       46.7       50.9       27.0       60.1       37.5
Old  :                 53.6       34.5       73.2       46.7       50.9       27.0       60.1       37.5
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, May 24, 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  :   211,440:     9,769     48,965      4,820    171,879    131,877    186,469    185,663:    24,971     25,777
Old  :   211,440:     9,769     48,965      4,820    171,879    131,877    186,469    185,663:    24,971     25,777
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -4,765:      -885     -9,641        391     -2,939        798     -3,433     -8,453:    -1,332      3,687
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       23.2        2.3       81.3       62.4       88.2       87.8:      11.8       12.2
Old  :     100.0:       4.6       23.2        2.3       81.3       62.4       88.2       87.8:      11.8       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        16         28         11         33         34         55         67:
Old  :        92:        16         28         11         33         34         55         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       34.9       71.4       49.2       48.3       29.0       58.7       40.1
Old  :                 50.5       34.9       71.4       49.2       48.3       29.0       58.7       40.1
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, May 31, 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  :   242,572:    27,374     42,004     24,017    115,786    103,322    167,177    169,343:    75,395     73,229
Old  :   242,572:    27,374     42,004     24,017    115,786    103,322    167,177    169,343:    75,395     73,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    40,104:        44      3,694      3,413     13,944     19,778     17,401     26,885:    22,703     13,220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       17.3        9.9       47.7       42.6       68.9       69.8:      31.1       30.2
Old  :     100.0:      11.3       17.3        9.9       47.7       42.6       68.9       69.8:      31.1       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  :       115:        36         35         25         34         33         80         83:
Old  :       115:        36         35         25         34         33         80         83:
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       24.6       32.3       36.1       22.5       21.8       30.6       29.4
Old  :                 22.8       24.6       32.3       36.1       22.5       21.8       30.6       29.4
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, May 24, 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  :   202,468:    27,330     38,310     20,604    101,842     83,544    149,776    142,458:    52,692     60,010
Old  :   202,468:    27,330     38,310     20,604    101,842     83,544    149,776    142,458:    52,692     60,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    11,349:     1,591      3,011      4,390      6,742        571     12,723      7,972:    -1,374      3,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       18.9       10.2       50.3       41.3       74.0       70.4:      26.0       29.6
Old  :     100.0:      13.5       18.9       10.2       50.3       41.3       74.0       70.4:      26.0       29.6
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  :       110:        29         39         26         31         32         76         81:
Old  :       110:        29         39         26         31         32         76         81:
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       24.0       36.7       35.6       25.7       22.1       35.5       29.6
Old  :                 26.0       24.0       36.7       35.6       25.7       22.1       35.5       29.6
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, May 31, 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  :    55,632:     9,572      3,191        589     40,073     44,970     50,234     48,750:     5,398      6,882
Old  :    55,632:     9,572      3,191        589     40,073     44,970     50,234     48,750:     5,398      6,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        5.7        1.1       72.0       80.8       90.3       87.6:       9.7       12.4
Old  :     100.0:      17.2        5.7        1.1       72.0       80.8       90.3       87.6:       9.7       12.4
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  :        22:         2          3          2         14         13         17         17:
Old  :        22:         2          3          2         14         13         17         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  :                 64.5       52.7       79.7       73.6       55.1       46.7       67.9       60.4
Old  :                 64.5       52.7       79.7       73.6       55.1       46.7       67.9       60.4
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, May 31, 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  :13,657,561:   718,811    605,143  4,023,998  7,811,927  7,352,753 12,554,736 11,981,895: 1,102,825  1,675,666
Old  :13,657,561:   718,811    605,143  4,023,998  7,811,927  7,352,753 12,554,736 11,981,895: 1,102,825  1,675,666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :   156,874:    47,412    -36,094     88,750     26,611    117,957    162,774    170,614:    -5,900    -13,740
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        4.4       29.5       57.2       53.8       91.9       87.7:       8.1       12.3
Old  :     100.0:       5.3        4.4       29.5       57.2       53.8       91.9       87.7:       8.1       12.3
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  :       289:        57         75        113        145        143        272        267:
Old  :       289:        57         75        113        145        143        272        267:
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       15.3       31.0       25.4       17.0        9.4       22.5       13.9
Old  :                 18.8       15.3       31.0       25.4       17.0        9.4       22.5       13.9
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, May 24, 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  :13,500,687:   671,399    641,237  3,935,248  7,785,316  7,234,796 12,391,963 11,811,281: 1,108,725  1,689,406
Old  :13,500,687:   671,399    641,237  3,935,248  7,785,316  7,234,796 12,391,963 11,811,281: 1,108,725  1,689,406
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    79,606:     4,135     56,765     -3,481    104,285     23,973    104,939     77,257:   -25,333      2,349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        4.7       29.1       57.7       53.6       91.8       87.5:       8.2       12.5
Old  :     100.0:       5.0        4.7       29.1       57.7       53.6       91.8       87.5:       8.2       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  :       289:        57         76        114        144        143        273        268:
Old  :       289:        57         76        114        144        143        273        268:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       14.8       31.3       25.0       17.4        9.1       22.8       13.4
Old  :                 19.1       14.8       31.3       25.0       17.4        9.1       22.8       13.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   768,141:    58,634     67,934     51,753    497,504    510,951    607,891    630,638:   160,251    137,503
Old  :   768,141:    58,634     67,934     51,753    497,504    510,951    607,891    630,638:   160,251    137,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    -2,079:    -2,565       -570       -108     -8,971      1,152    -11,643        474:     9,564     -2,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        8.8        6.7       64.8       66.5       79.1       82.1:      20.9       17.9
Old  :     100.0:       7.6        8.8        6.7       64.8       66.5       79.1       82.1:      20.9       17.9
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  :       200:        42         41         51         96         66        170        126:
Old  :       200:        42         41         51         96         66        170        126:
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  :                 17.9       29.9       26.1       41.6       17.5       29.7       25.2       41.3
Old  :                 17.9       29.9       26.1       41.6       17.5       29.7       25.2       41.3
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, May 24, 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  :   770,220:    61,199     68,505     51,860    506,475    509,799    619,534    630,164:   150,687    140,057
Old  :   770,220:    61,199     68,505     51,860    506,475    509,799    619,534    630,164:   150,687    140,057
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -6,304:     2,074     -8,520     -5,763      1,159     -1,668     -2,531    -15,952:    -3,773      9,648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        8.9        6.7       65.8       66.2       80.4       81.8:      19.6       18.2
Old  :     100.0:       7.9        8.9        6.7       65.8       66.2       80.4       81.8:      19.6       18.2
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  :       204:        37         46         53        101         68        177        128:
Old  :       204:        37         46         53        101         68        177        128:
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  :                 18.1       30.0       26.6       41.6       17.9       29.6       25.6       41.1
Old  :                 18.1       30.0       26.6       41.6       17.9       29.6       25.6       41.1
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, May 31, 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  : 1,091,744:   188,975    225,117     24,024    534,637    744,810    747,636    993,951:   344,109     97,794
Old  : 1,091,744:   188,975    225,117     24,024    534,637    744,810    747,636    993,951:   344,109     97,794
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    19,014:     7,720    -18,007      4,607     24,274     38,958     36,601     25,557:   -17,587     -6,544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       20.6        2.2       49.0       68.2       68.5       91.0:      31.5        9.0
Old  :     100.0:      17.3       20.6        2.2       49.0       68.2       68.5       91.0:      31.5        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        45         54         25         60         62        122        124:
Old  :       190:        45         54         25         60         62        122        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       29.2       29.0       43.0       14.2       24.1       20.4       34.4
Old  :                 19.5       29.2       29.0       43.0       14.2       24.1       20.4       34.4
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, May 24, 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  : 1,072,731:   181,256    243,124     19,417    510,362    705,852    711,035    968,393:   361,696    104,337
Old  : 1,072,731:   181,256    243,124     19,417    510,362    705,852    711,035    968,393:   361,696    104,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    40,923:     4,947     31,934     -7,977     22,631     16,504     19,601     40,461:    21,322        461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       22.7        1.8       47.6       65.8       66.3       90.3:      33.7        9.7
Old  :     100.0:      16.9       22.7        1.8       47.6       65.8       66.3       90.3:      33.7        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        45         56         29         56         60        120        126:
Old  :       189:        45         56         29         56         60        120        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       27.2       28.2       40.6       14.0       23.7       20.3       33.6
Old  :                 18.9       27.2       28.2       40.6       14.0       23.7       20.3       33.6
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, May 31, 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  :    12,144:       725      1,281         19      5,920      9,592      6,664     10,892:     5,480      1,252
Old  :    12,144:       725      1,281         19      5,920      9,592      6,664     10,892:     5,480      1,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       629:         0        -25         19        494       -279        513       -285:       116        914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       10.5        0.2       48.7       79.0       54.9       89.7:      45.1       10.3
Old  :     100.0:       6.0       10.5        0.2       48.7       79.0       54.9       89.7:      45.1       10.3
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  :        26:         1          3          1         12         13         14         16:
Old  :        26:         1          3          1         12         13         14         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  :                 28.0       37.5       44.8       63.0       26.6       36.6       41.9       59.0
Old  :                 28.0       37.5       44.8       63.0       26.6       36.6       41.9       59.0
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, May 24, 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  :    11,515:       725      1,306          0      5,426      9,871      6,151     11,177:     5,364        338
Old  :    11,515:       725      1,306          0      5,426      9,871      6,151     11,177:     5,364        338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -168:         0       -203          0         81        595         81        392:      -249       -560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       11.3        0.0       47.1       85.7       53.4       97.1:      46.6        2.9
Old  :     100.0:       6.3       11.3        0.0       47.1       85.7       53.4       97.1:      46.6        2.9
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  :        27:         1          3          0         11         14         12         17:
Old  :        27:         1          3          0         11         14         12         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  :                 29.5       41.5       45.5       67.7       28.0       40.9       44.0       67.1
Old  :                 29.5       41.5       45.5       67.7       28.0       40.9       44.0       67.1
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, May 31, 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  :    29,538:     9,798      5,314        144     16,035     19,377     25,977     24,835:     3,561      4,703
Old  :    29,538:     9,798      5,314        144     16,035     19,377     25,977     24,835:     3,561      4,703
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :        46:    -1,200       -858        144      1,640      1,534        584        820:      -538       -774
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       18.0        0.5       54.3       65.6       87.9       84.1:      12.1       15.9
Old  :     100.0:      33.2       18.0        0.5       54.3       65.6       87.9       84.1:      12.1       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         6          5          2         15         17         21         24:
Old  :        36:         6          5          2         15         17         21         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  :                 43.1       54.7       65.9       68.1       43.0       50.7       63.4       64.2
Old  :                 43.1       54.7       65.9       68.1       43.0       50.7       63.4       64.2
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, May 24, 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  :    29,492:    10,998      6,172          0     14,395     17,843     25,393     24,015:     4,099      5,477
Old  :    29,492:    10,998      6,172          0     14,395     17,843     25,393     24,015:     4,099      5,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       800:       -67      1,638          0        360      1,512        293      3,150:       507     -2,350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       20.9        0.0       48.8       60.5       86.1       81.4:      13.9       18.6
Old  :     100.0:      37.3       20.9        0.0       48.8       60.5       86.1       81.4:      13.9       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         8          5          0         16         17         24         22:
Old  :        39:         8          5          0         16         17         24         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  :                 43.4       46.3       63.2       62.5       43.4       43.7       61.9       60.0
Old  :                 43.4       46.3       63.2       62.5       43.4       43.7       61.9       60.0
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, May 31, 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  :    55,943:     9,403     12,955         15     36,608     25,791     46,026     38,761:     9,917     17,182
Old  :    55,943:     9,403     12,955         15     36,608     25,791     46,026     38,761:     9,917     17,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     1,237:     1,833     -4,711        -10       -494        205      1,329     -4,516:       -92      5,753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       23.2        0.0       65.4       46.1       82.3       69.3:      17.7       30.7
Old  :     100.0:      16.8       23.2        0.0       65.4       46.1       82.3       69.3:      17.7       30.7
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  :        85:        19         18          2         32         29         52         48:
Old  :        85:        19         18          2         32         29         52         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  :                 39.2       24.5       51.2       36.5       37.7       22.9       49.3       34.4
Old  :                 39.2       24.5       51.2       36.5       37.7       22.9       49.3       34.4
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, May 24, 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  :    54,706:     7,570     17,666         25     37,102     25,586     44,697     43,277:    10,009     11,429
Old  :    54,706:     7,570     17,666         25     37,102     25,586     44,697     43,277:    10,009     11,429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -3,908:     2,845     -2,662        -29     -1,819     -1,787        997     -4,479:    -4,905        571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       32.3        0.0       67.8       46.8       81.7       79.1:      18.3       20.9
Old  :     100.0:      13.8       32.3        0.0       67.8       46.8       81.7       79.1:      18.3       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        16         19          2         35         29         52         49:
Old  :        87:        16         19          2         35         29         52         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       28.8       51.2       43.5       38.7       26.7       49.4       41.3
Old  :                 40.3       28.8       51.2       43.5       38.7       26.7       49.4       41.3
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, May 31, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   307,814:    71,693    112,058      7,058    167,234    162,379    245,984    281,496:    61,830     26,319
Old  :   307,814:    71,693    112,058      7,058    167,234    162,379    245,984    281,496:    61,830     26,319
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    -7,783:   -18,035     -3,446        755    -23,454      2,321    -40,733       -370:    32,950     -7,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       36.4        2.3       54.3       52.8       79.9       91.4:      20.1        8.6
Old  :     100.0:      23.3       36.4        2.3       54.3       52.8       79.9       91.4:      20.1        8.6
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  :       189:        54         69         12         46         34        107        108:
Old  :       189:        54         69         12         46         34        107        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  :                 38.5       32.1       49.3       44.2       32.5       24.8       39.6       33.5
Old  :                 38.5       32.1       49.3       44.2       32.5       24.8       39.6       33.5
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, May 24, 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  :   315,597:    89,727    115,504      6,302    190,688    160,058    286,717    281,865:    28,880     33,732
Old  :   315,597:    89,727    115,504      6,302    190,688    160,058    286,717    281,865:    28,880     33,732
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :   -17,526:    12,405    -29,704      3,822    -35,682     18,998    -19,455     -6,884:     1,929    -10,642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       36.6        2.0       60.4       50.7       90.8       89.3:       9.2       10.7
Old  :     100.0:      28.4       36.6        2.0       60.4       50.7       90.8       89.3:       9.2       10.7
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  :       202:        54         81         12         42         39        103        125:
Old  :       202:        54         81         12         42         39        103        125:
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  :                 41.9       31.2       57.2       42.3       35.7       23.7       48.2       31.4
Old  :                 41.9       31.2       57.2       42.3       35.7       23.7       48.2       31.4
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, May 31, 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  :    91,827:    15,892     10,754      3,469     52,534     60,842     71,895     75,065:    19,931     16,762
Old  :    91,827:    15,892     10,754      3,469     52,534     60,842     71,895     75,065:    19,931     16,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    -1,103:    -4,518      1,716       -776      4,715     -2,193       -580     -1,253:      -523        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       11.7        3.8       57.2       66.3       78.3       81.7:      21.7       18.3
Old  :     100.0:      17.3       11.7        3.8       57.2       66.3       78.3       81.7:      21.7       18.3
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  :        43:         6         11          4         22         14         30         27:
Old  :        43:         6         11          4         22         14         30         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  :                 41.2       56.1       56.3       67.0       39.8       50.8       50.8       60.7
Old  :                 41.2       56.1       56.3       67.0       39.8       50.8       50.8       60.7
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, May 24, 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  :    92,930:    20,411      9,038      4,245     47,819     63,035     72,475     76,318:    20,455     16,612
Old  :    92,930:    20,411      9,038      4,245     47,819     63,035     72,475     76,318:    20,455     16,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,572:    -3,183       -596        138      3,002         -7        -43       -466:     1,615      2,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        9.7        4.6       51.5       67.8       78.0       82.1:      22.0       17.9
Old  :     100.0:      22.0        9.7        4.6       51.5       67.8       78.0       82.1:      22.0       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         9         10          4         22         15         33         27:
Old  :        46:         9         10          4         22         15         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  :                 39.7       55.7       53.1       66.7       37.9       51.6       48.6       61.6
Old  :                 39.7       55.7       53.1       66.7       37.9       51.6       48.6       61.6
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, May 31, 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  :    37,829:     1,008     13,657        108     31,709     18,605     32,825     32,370:     5,004      5,459
Old  :    37,829:     1,008     13,657        108     31,709     18,605     32,825     32,370:     5,004      5,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     1,174:       232        640         -4      1,737         86      1,965        722:      -791        452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       36.1        0.3       83.8       49.2       86.8       85.6:      13.2       14.4
Old  :     100.0:       2.7       36.1        0.3       83.8       49.2       86.8       85.6:      13.2       14.4
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  :        62:         4         12          2         28         26         33         39:
Old  :        62:         4         12          2         28         26         33         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  :                 56.0       36.2       66.4       47.6       55.0       36.2       65.0       47.4
Old  :                 56.0       36.2       66.4       47.6       55.0       36.2       65.0       47.4
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, May 24, 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  :    36,655:       776     13,017        112     29,972     18,519     30,860     31,648:     5,795      5,007
Old  :    36,655:       776     13,017        112     29,972     18,519     30,860     31,648:     5,795      5,007
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -308:      -345         15        107       -251       -122       -489          0:       181       -308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       35.5        0.3       81.8       50.5       84.2       86.3:      15.8       13.7
Old  :     100.0:       2.1       35.5        0.3       81.8       50.5       84.2       86.3:      15.8       13.7
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  :        60:         3         12          3         27         26         32         39:
Old  :        60:         3         12          3         27         26         32         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  :                 57.4       37.3       66.6       49.0       56.3       37.3       64.6       49.0
Old  :                 57.4       37.3       66.6       49.0       56.3       37.3       64.6       49.0
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, May 31, 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  :   249,010:    52,611     35,508      3,278    182,210    192,575    238,099    231,361:    10,911     17,649
Old  :   249,010:    52,611     35,508      3,278    182,210    192,575    238,099    231,361:    10,911     17,649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     5,918:       798       -666      1,311      3,345      3,274      5,454      3,919:       464      1,999
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       14.3        1.3       73.2       77.3       95.6       92.9:       4.4        7.1
Old  :     100.0:      21.1       14.3        1.3       73.2       77.3       95.6       92.9:       4.4        7.1
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  :       120:        15         40         11         35         48         58         91:
Old  :       120:        15         40         11         35         48         58         91:
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  :                 63.1       36.1       72.5       50.9       60.1       33.5       69.1       48.0
Old  :                 63.1       36.1       72.5       50.9       60.1       33.5       69.1       48.0
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, May 24, 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  :   243,092:    51,814     36,174      1,967    178,864    189,301    232,645    227,442:    10,447     15,650
Old  :   243,092:    51,814     36,174      1,967    178,864    189,301    232,645    227,442:    10,447     15,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -5,814:      -888     -3,779       -409     -5,224     -1,122     -6,521     -5,310:       707       -504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       14.9        0.8       73.6       77.9       95.7       93.6:       4.3        6.4
Old  :     100.0:      21.3       14.9        0.8       73.6       77.9       95.7       93.6:       4.3        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        16         38         10         35         48         57         90:
Old  :       119:        16         38         10         35         48         57         90:
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  :                 63.9       37.1       73.0       51.5       61.0       34.5       69.8       48.4
Old  :                 63.9       37.1       73.0       51.5       61.0       34.5       69.8       48.4
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, May 31, 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  :    41,764:    13,567      5,556        143     14,329     23,914     28,039     29,613:    13,725     12,151
Old  :    41,764:    13,567      5,556        143     14,329     23,914     28,039     29,613:    13,725     12,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    -1,525:       227       -998       -133       -924        590       -830       -541:      -695       -984
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       13.3        0.3       34.3       57.3       67.1       70.9:      32.9       29.1
Old  :     100.0:      32.5       13.3        0.3       34.3       57.3       67.1       70.9:      32.9       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  :        82:        29         13          3         18         28         49         42:
Old  :        82:        29         13          3         18         28         49         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  :                 16.2       27.1       26.8       38.1       14.7       26.6       24.4       36.0
Old  :                 16.2       27.1       26.8       38.1       14.7       26.6       24.4       36.0
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, May 24, 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  :    43,289:    13,340      6,554        276     15,253     23,324     28,869     30,154:    14,420     13,135
Old  :    43,289:    13,340      6,554        276     15,253     23,324     28,869     30,154:    14,420     13,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,633:     3,350        665         10     -3,213     -1,874        147     -1,199:     1,486      2,832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       15.1        0.6       35.2       53.9       66.7       69.7:      33.3       30.3
Old  :     100.0:      30.8       15.1        0.6       35.2       53.9       66.7       69.7:      33.3       30.3
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  :        83:        29         14          3         18         27         49         43:
Old  :        83:        29         14          3         18         27         49         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  :                 16.9       25.3       27.7       36.7       15.2       25.1       24.6       34.8
Old  :                 16.9       25.3       27.7       36.7       15.2       25.1       24.6       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :    28,334:     7,117        560        103     16,663      2,399     23,883      3,062:     4,451     25,272
Old  :    28,334:     7,117        560        103     16,663      2,399     23,883      3,062:     4,451     25,272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :      -996:       -43        210         61        699          2        717        273:    -1,713     -1,269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        2.0        0.4       58.8        8.5       84.3       10.8:      15.7       89.2
Old  :     100.0:      25.1        2.0        0.4       58.8        8.5       84.3       10.8:      15.7       89.2
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  :        26:        10          2          3         11          4         21          9:
Old  :        26:        10          2          3         11          4         21          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2        9.0       69.3       10.8       59.4        8.9       68.5        9.6
Old  :                 60.2        9.0       69.3       10.8       59.4        8.9       68.5        9.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :    29,330:     7,160        350         42     15,964      2,397     23,166      2,789:     6,164     26,541
Old  :    29,330:     7,160        350         42     15,964      2,397     23,166      2,789:     6,164     26,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,972:       409       -573         25        114       -256        548       -804:     1,424      2,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        1.2        0.1       54.4        8.2       79.0        9.5:      21.0       90.5
Old  :     100.0:      24.4        1.2        0.1       54.4        8.2       79.0        9.5:      21.0       90.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        11          1          2         11          4         22          7:
Old  :        26:        11          1          2         11          4         22          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8        8.7       64.7        9.5       55.3        7.8       63.1        7.8
Old  :                 56.8        8.7       64.7        9.5       55.3        7.8       63.1        7.8
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, May 31, 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  :    74,526:     4,449      5,762        599     52,583     28,063     57,631     34,424:    16,895     40,102
Old  :    74,526:     4,449      5,762        599     52,583     28,063     57,631     34,424:    16,895     40,102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    -1,323:       -17         44        154        950       -406      1,087       -208:    -2,410     -1,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        7.7        0.8       70.6       37.7       77.3       46.2:      22.7       53.8
Old  :     100.0:       6.0        7.7        0.8       70.6       37.7       77.3       46.2:      22.7       53.8
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  :        52:         5         14          3         19         29         26         45:
Old  :        52:         5         14          3         19         29         26         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  :                 59.5       19.3       67.6       28.7       48.1       12.3       54.1       17.9
Old  :                 59.5       19.3       67.6       28.7       48.1       12.3       54.1       17.9
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, May 24, 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  :    75,849:     4,466      5,718        445     51,633     28,469     56,544     34,632:    19,305     41,217
Old  :    75,849:     4,466      5,718        445     51,633     28,469     56,544     34,632:    19,305     41,217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,489:     1,320      1,335       -146         95         39      1,269      1,228:       220        261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        7.5        0.6       68.1       37.5       74.5       45.7:      25.5       54.3
Old  :     100.0:       5.9        7.5        0.6       68.1       37.5       74.5       45.7:      25.5       54.3
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  :        51:         4         14          2         19         29         24         45:
Old  :        51:         4         14          2         19         29         24         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  :                 58.1       18.6       66.0       27.8       47.3       12.1       53.2       17.6
Old  :                 58.1       18.6       66.0       27.8       47.3       12.1       53.2       17.6
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, May 31, 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  :   136,807:    52,543     10,154     20,874     27,964     92,727    101,380    123,755:    35,427     13,053
Old  :   136,807:    52,543     10,154     20,874     27,964     92,727    101,380    123,755:    35,427     13,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    12,550:    15,429     -2,801        459     -4,443     14,467     11,444     12,125:     1,106        425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4        7.4       15.3       20.4       67.8       74.1       90.5:      25.9        9.5
Old  :     100.0:      38.4        7.4       15.3       20.4       67.8       74.1       90.5:      25.9        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  :       184:        96         39         50         26         43        144        112:
Old  :       184:        96         39         50         26         43        144        112:
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  :                 17.2       31.6       26.9       45.2       14.6       26.9       23.1       38.4
Old  :                 17.2       31.6       26.9       45.2       14.6       26.9       23.1       38.4
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, May 24, 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  :   124,257:    37,114     12,955     20,415     32,407     78,260     89,936    111,630:    34,321     12,627
Old  :   124,257:    37,114     12,955     20,415     32,407     78,260     89,936    111,630:    34,321     12,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,896:       -41       -996         84      1,363      2,447      1,407      1,534:       489        362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       10.4       16.4       26.1       63.0       72.4       89.8:      27.6       10.2
Old  :     100.0:      29.9       10.4       16.4       26.1       63.0       72.4       89.8:      27.6       10.2
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  :       172:        90         35         54         26         36        140        105:
Old  :       172:        90         35         54         26         36        140        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  :                 19.6       30.7       29.2       46.2       14.9       25.2       21.9       38.9
Old  :                 19.6       30.7       29.2       46.2       14.9       25.2       21.9       38.9
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, May 31, 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  :    96,863:    23,328     13,196     18,213     43,137     52,695     84,678     84,104:    12,186     12,760
Old  :    96,863:    23,328     13,196     18,213     43,137     52,695     84,678     84,104:    12,186     12,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :      -171:     3,099     -3,087       -503     -1,297      4,886      1,299      1,296:    -1,471     -1,467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       13.6       18.8       44.5       54.4       87.4       86.8:      12.6       13.2
Old  :     100.0:      24.1       13.6       18.8       44.5       54.4       87.4       86.8:      12.6       13.2
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  :       154:        51         45         39         46         45        115        115:
Old  :       154:        51         45         39         46         45        115        115:
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  :                 26.8       25.3       38.4       41.9       24.1       25.2       33.3       38.7
Old  :                 26.8       25.3       38.4       41.9       24.1       25.2       33.3       38.7
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, May 24, 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  :    97,035:    20,228     16,283     18,717     44,433     47,809     83,378     82,808:    13,656     14,227
Old  :    97,035:    20,228     16,283     18,717     44,433     47,809     83,378     82,808:    13,656     14,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -2,555:      -648       -944       -760       -999     -1,299     -2,407     -3,003:      -148        447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       16.8       19.3       45.8       49.3       85.9       85.3:      14.1       14.7
Old  :     100.0:      20.8       16.8       19.3       45.8       49.3       85.9       85.3:      14.1       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  :       139:        42         45         38         41         38         99        108:
Old  :       139:        42         45         38         41         38         99        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  :                 27.2       24.3       41.2       40.5       24.7       23.5       34.1       36.3
Old  :                 27.2       24.3       41.2       40.5       24.7       23.5       34.1       36.3
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, May 31, 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  :   294,597:   113,281     78,972     40,636     92,986    148,726    246,903    268,334:    47,694     26,264
Old  :   294,597:   113,281     78,972     40,636     92,986    148,726    246,903    268,334:    47,694     26,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :   -48,045:      -115     12,638    -19,773    -23,530    -37,593    -43,418    -44,728:    -4,626     -3,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5       26.8       13.8       31.6       50.5       83.8       91.1:      16.2        8.9
Old  :     100.0:      38.5       26.8       13.8       31.6       50.5       83.8       91.1:      16.2        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:       114         77         54         43         40        180        151:
Old  :       246:       114         77         54         43         40        180        151:
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  :                 27.6       32.1       37.0       45.9       22.9       28.1       28.6       37.5
Old  :                 27.6       32.1       37.0       45.9       22.9       28.1       28.6       37.5
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, May 24, 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  :   342,642:   113,396     66,334     60,409    116,516    186,319    290,321    313,062:    52,321     29,580
Old  :   342,642:   113,396     66,334     60,409    116,516    186,319    290,321    313,062:    52,321     29,580
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -229:    -9,331      7,410       -653     11,214     -8,497      1,229     -1,740:    -1,458      1,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       19.4       17.6       34.0       54.4       84.7       91.4:      15.3        8.6
Old  :     100.0:      33.1       19.4       17.6       34.0       54.4       84.7       91.4:      15.3        8.6
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  :       254:       121         76         64         45         43        197        156:
Old  :       254:       121         76         64         45         43        197        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       28.5       34.0       40.8       18.6       23.7       23.5       33.1
Old  :                 24.1       28.5       34.0       40.8       18.6       23.7       23.5       33.1
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, May 31, 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  :    10,969:     6,659      1,554        218      1,915      8,858      8,792     10,630:     2,177        339
Old  :    10,969:     6,659      1,554        218      1,915      8,858      8,792     10,630:     2,177        339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :      -124:       443        462        -25        -15         37        403        474:      -527       -598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.7       14.2        2.0       17.5       80.8       80.2       96.9:      19.8        3.1
Old  :     100.0:      60.7       14.2        2.0       17.5       80.8       80.2       96.9:      19.8        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        23          2          4          7          5         34          9:
Old  :        36:        23          2          4          7          5         34          9:
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       87.0       63.3       96.6       48.3       84.1       63.3       91.6
Old  :                 48.3       87.0       63.3       96.6       48.3       84.1       63.3       91.6
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, May 24, 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  :    11,093:     6,216      1,092        243      1,930      8,821      8,389     10,156:     2,704        937
Old  :    11,093:     6,216      1,092        243      1,930      8,821      8,389     10,156:     2,704        937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -3,637:      -952        490       -305        796     -1,332       -461     -1,147:    -3,176     -2,490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.0        9.8        2.2       17.4       79.5       75.6       91.6:      24.4        8.4
Old  :     100.0:      56.0        9.8        2.2       17.4       79.5       75.6       91.6:      24.4        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  :        35:        21          2          4          8          6         33         10:
Old  :        35:        21          2          4          8          6         33         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       80.6       60.5       90.7       46.3       77.9       60.5       85.4
Old  :                 46.3       80.6       60.5       90.7       46.3       77.9       60.5       85.4
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, May 31, 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  :    83,060:    16,632      9,071      7,181     42,159     47,545     65,971     63,797:    17,089     19,264
Old  :    82,968:    16,607      9,071      7,181     42,101     47,535     65,888     63,787:    17,080     19,182
Other:        92:        25          0          0         58         10         83         10:         9         82
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :      -655:       629     -2,075       -385        -42      2,915        202        455:      -858     -1,111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       10.9        8.6       50.8       57.2       79.4       76.8:      20.6       23.2
Old  :     100.0:      20.0       10.9        8.7       50.7       57.3       79.4       76.9:      20.6       23.1
Other:     100.0:      27.2        0.0        0.0       63.0       10.9       90.2       10.9:       9.8       89.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        30         22         16         51         48         87         81:
Old  :       118:        30         22         16         51         48         87         81:
Other:         6:         1          0          0          3          2          4          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  :                 21.1       30.8       30.0       39.9       17.8       27.7       25.6       32.8
Old  :                 21.2       30.8       30.0       39.9       17.8       27.7       25.6       32.9
Other:                 90.2       10.9       90.2       10.9       90.2       10.9       90.2       10.9
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :    83,716:    16,003     11,146      7,566     42,201     44,629     65,769     63,341:    17,946     20,375
Old  :    83,628:    15,978     11,146      7,566     42,147     44,624     65,690     63,336:    17,937     20,292
Other:        88:        25          0          0         54          5         79          5:         9         83
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     7,446:     3,391     -2,190      1,425      2,025      7,501      6,841      6,736:       605        710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       13.3        9.0       50.4       53.3       78.6       75.7:      21.4       24.3
Old  :     100.0:      19.1       13.3        9.0       50.4       53.4       78.6       75.7:      21.4       24.3
Other:     100.0:      28.4        0.0        0.0       61.4        5.7       89.8        5.7:      10.2       94.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        30         25         18         49         45         85         83:
Old  :       118:        30         25         18         49         45         85         83:
Other:         6:         1          0          0          3          2          4          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  :                 21.3       30.0       30.5       38.3       18.1       27.7       25.7       32.8
Old  :                 21.3       30.1       30.5       38.4       18.1       27.8       25.7       32.9
Other:                 89.8        5.7       89.8        5.7       89.8        5.7       89.8        5.7
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    32,628:     2,487      3,002      1,606     20,328     17,328     24,422     21,936:     8,207     10,692
Old  :    15,576:     3,461      2,983        121      6,929      7,478     10,510     10,581:     5,066      4,995
Other:    17,052:       139      1,131        373     13,400      9,851     13,912     11,355:     3,141      5,697
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       781:       127       -577       -575        653        812        205       -340:       577      1,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        9.2        4.9       62.3       53.1       74.8       67.2:      25.2       32.8
Old  :     100.0:      22.2       19.2        0.8       44.5       48.0       67.5       67.9:      32.5       32.1
Other:     100.0:       0.8        6.6        2.2       78.6       57.8       81.6       66.6:      18.4       33.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         7         11          7         21         16         33         29:
Old  :        40:        10          8          2         12         14         23         23:
Other:        30:         2          6          4         18         14         24         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       40.5       55.9       50.2       43.3       35.3       53.2       43.2
Old  :                 35.7       34.1       50.4       51.2       34.3       34.1       46.6       49.2
Other:                 58.3       47.5       70.8       56.7       57.8       41.6       67.8       48.8
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :    31,847:     2,360      3,579      2,181     19,676     16,517     24,217     22,276:     7,630      9,571
Old  :    15,705:     3,448      3,435        346      7,345      7,544     11,139     11,324:     4,567      4,381
Other:    16,141:       144      1,375        604     12,331      8,973     13,078     10,952:     3,063      5,189
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,977:       695     -2,414        148        486      2,305      1,329         39:       647      1,938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       11.2        6.8       61.8       51.9       76.0       69.9:      24.0       30.1
Old  :     100.0:      22.0       21.9        2.2       46.8       48.0       70.9       72.1:      29.1       27.9
Other:     100.0:       0.9        8.5        3.7       76.4       55.6       81.0       67.9:      19.0       32.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         9         13         10         23         15         38         32:
Old  :        46:        14          8          4         16         11         30         23:
Other:        33:         3          9          7         17         14         26         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       41.2       52.0       50.8       38.8       34.9       48.4       42.4
Old  :                 35.1       36.8       48.2       54.0       32.5       36.8       43.4       51.2
Other:                 53.1       47.3       68.2       56.3       52.6       38.4       62.8       45.3
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   144,007:    21,249     15,041     32,194     75,501     84,471    128,944    131,706:    15,063     12,301
Old  :    83,780:    14,720     15,044     14,472     47,290     47,934     76,483     77,451:     7,297      6,329
Other:    60,227:     8,354      1,823     15,895     28,211     36,537     52,461     54,255:     7,766      5,972
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     3,974:      -884      3,007        759      4,361     -2,696      4,236      1,070:      -262      2,904
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       10.4       22.4       52.4       58.7       89.5       91.5:      10.5        8.5
Old  :     100.0:      17.6       18.0       17.3       56.4       57.2       91.3       92.4:       8.7        7.6
Other:     100.0:      13.9        3.0       26.4       46.8       60.7       87.1       90.1:      12.9        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        54         65         55         75         65        165        151:
Old  :       183:        43         69         46         55         49        135        127:
Other:       144:        48         22         41         64         57        125        107:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       31.8       31.7       41.4       17.7       21.8       26.1       28.0
Old  :                 28.8       43.6       43.7       51.3       28.8       36.3       40.3       42.5
Other:                 19.0       21.1       30.3       34.5       15.6       15.6       22.4       24.5
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   140,033:    22,133     12,034     31,435     71,141     87,167    124,708    130,636:    15,325      9,397
Old  :    85,340:    17,839     11,951     13,866     45,002     54,335     76,707     80,151:     8,633      5,188
Other:    54,693:     5,684      1,472     16,180     26,138     32,832     48,001     50,484:     6,692      4,209
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -4,242:    -6,912      3,597        243      2,660     -8,078     -4,008     -4,238:      -234         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        8.6       22.4       50.8       62.2       89.1       93.3:      10.9        6.7
Old  :     100.0:      20.9       14.0       16.2       52.7       63.7       89.9       93.9:      10.1        6.1
Other:     100.0:      10.4        2.7       29.6       47.8       60.0       87.8       92.3:      12.2        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        70         50         54         74         66        172        143:
Old  :       186:        63         50         46         52         52        140        123:
Other:       138:        36         29         40         62         56        118        105:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       33.7       30.6       43.5       17.8       24.1       25.9       31.4
Old  :                 28.2       45.3       40.9       53.1       28.2       40.3       39.3       46.8
Other:                 19.5       20.4       31.6       33.9       15.5       13.8       22.2       22.5
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    37,448:    10,008      3,451      7,922     14,007     23,498     31,937     34,871:     5,512      2,577
Old  :    35,708:    10,086      3,571      6,960     13,275     22,646     30,321     33,177:     5,387      2,530
Other:     1,741:       304        262        579        732        852      1,616      1,694:       125         47
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     1,475:       243        233        838        223       -147      1,304        923:       170        551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        9.2       21.2       37.4       62.7       85.3       93.1:      14.7        6.9
Old  :     100.0:      28.2       10.0       19.5       37.2       63.4       84.9       92.9:      15.1        7.1
Other:     100.0:      17.5       15.1       33.3       42.1       49.0       92.8       97.3:       7.2        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        56         20         24         23         19         92         51:
Old  :       108:        58         18         24         23         19         92         51:
Other:        24:         9          7          9          7          5         20         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       46.4       35.8       61.5       21.2       41.4       28.5       52.1
Old  :                 23.2       46.5       35.7       61.6       22.1       43.5       29.7       54.3
Other:                 47.3       69.5       70.0       89.1       21.7       31.2       30.4       36.3
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :    35,974:     9,765      3,219      7,084     13,784     23,646     30,632     33,948:     5,341      2,026
Old  :    34,825:     9,766      3,511      6,370     13,451     22,959     29,588     32,841:     5,238      1,985
Other:     1,149:       396        105        315        333        687      1,045      1,107:       104         41
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,598:       580        585        297        -29        814        848      1,696:       750        -98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        8.9       19.7       38.3       65.7       85.2       94.4:      14.8        5.6
Old  :     100.0:      28.0       10.1       18.3       38.6       65.9       85.0       94.3:      15.0        5.7
Other:     100.0:      34.5        9.2       27.5       29.0       59.8       91.0       96.4:       9.0        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        55         20         23         23         19         89         53:
Old  :       109:        53         24         23         23         19         89         53:
Other:        25:        12          5         11          7          5         21         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  :                 22.6       47.8       34.7       63.3       22.6       43.9       30.4       55.6
Old  :                 23.1       47.5       35.2       63.2       23.1       45.4       31.3       56.1
Other:                 34.2       72.4       60.9       85.9       28.8       60.1       47.2       61.2
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   148,396:    23,093     23,858     14,234    101,775    104,892    139,102    142,984:     9,294      5,412
Old  :    73,161:    14,284     22,920      8,203     42,693     37,374     65,180     68,496:     7,982      4,665
Other:    75,235:    10,949      3,079      3,891     59,082     67,518     73,922     74,488:     1,312        747
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     3,947:     1,181      1,773        666      2,044      1,815      3,891      4,254:        56       -307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       16.1        9.6       68.6       70.7       93.7       96.4:       6.3        3.6
Old  :     100.0:      19.5       31.3       11.2       58.4       51.1       89.1       93.6:      10.9        6.4
Other:     100.0:      14.6        4.1        5.2       78.5       89.7       98.3       99.0:       1.7        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        52         49         37         52         39        126        110:
Old  :       162:        63         42         31         49         35        120        100:
Other:        83:        16         25         20         30         32         61         62:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       33.4       43.8       50.3       18.3       21.9       28.5       29.1
Old  :                 19.1       27.8       32.2       39.8       17.0       20.4       25.0       30.2
Other:                 45.1       56.7       65.0       72.3       27.9       39.2       43.9       49.7
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   144,449:    21,912     22,085     13,568     99,731    103,077    135,211    138,731:     9,238      5,719
Old  :    71,162:    13,695     21,099      8,018     41,491     37,263     63,204     66,381:     7,958      4,781
Other:    73,287:     9,999      2,769      3,767     58,240     65,814     72,007     72,350:     1,281        937
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     2,506:       564        899        406      2,177      1,653      3,147      2,958:      -641       -452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       15.3        9.4       69.0       71.4       93.6       96.0:       6.4        4.0
Old  :     100.0:      19.2       29.6       11.3       58.3       52.4       88.8       93.3:      11.2        6.7
Other:     100.0:      13.6        3.8        5.1       79.5       89.8       98.3       98.7:       1.7        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        52         47         35         53         40        125        105:
Old  :       156:        62         36         28         49         37        117         95:
Other:        81:        17         22         19         30         32         60         60:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       33.4       44.2       50.6       19.5       22.7       29.1       29.9
Old  :                 18.2       27.5       31.3       39.0       17.6       19.9       27.1       30.3
Other:                 45.9       56.0       65.3       72.0       28.5       38.7       44.7       49.5
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   469,646:    72,498     66,752     70,456    255,893    279,593    398,847    416,801:    70,799     52,845
Old  :   469,646:    72,498     66,752     70,456    255,893    279,593    398,847    416,801:    70,799     52,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     6,330:     3,821    -10,361        764       -926     15,906      3,658      6,308:     2,671         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       14.2       15.0       54.5       59.5       84.9       88.7:      15.1       11.3
Old  :     100.0:      15.4       14.2       15.0       54.5       59.5       84.9       88.7:      15.1       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        39         53         43         57         46        123        116:
Old  :       157:        39         53         43         57         46        123        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  :                 15.3       26.8       27.9       41.5       12.9       20.5       23.2       28.1
Old  :                 15.3       26.8       27.9       41.5       12.9       20.5       23.2       28.1
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, May 24, 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  :   463,316:    68,678     77,114     69,692    256,819    263,687    395,189    410,492:    68,127     52,824
Old  :   463,316:    68,678     77,114     69,692    256,819    263,687    395,189    410,492:    68,127     52,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     8,395:    -3,353     -9,977      7,834       -651     16,805      3,830     14,662:     4,565     -6,267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       16.6       15.0       55.4       56.9       85.3       88.6:      14.7       11.4
Old  :     100.0:      14.8       16.6       15.0       55.4       56.9       85.3       88.6:      14.7       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        41         55         43         59         45        126        117:
Old  :       159:        41         55         43         59         45        126        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       26.7       28.7       41.7       13.0       20.4       23.5       27.7
Old  :                 16.0       26.7       28.7       41.7       13.0       20.4       23.5       27.7
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, May 31, 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  :   125,014:    29,656      9,290     33,363     51,513     75,281    114,531    117,934:    10,483      7,080
Old  :   100,192:    29,675     14,504     21,166     40,150     58,945     90,991     94,615:     9,201      5,577
Other:    24,822:     6,070        875      6,108     11,362     16,336     23,540     23,319:     1,282      1,503
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       537:    -1,116        197        868        925     -1,181        677       -116:      -140        653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        7.4       26.7       41.2       60.2       91.6       94.3:       8.4        5.7
Old  :     100.0:      29.6       14.5       21.1       40.1       58.8       90.8       94.4:       9.2        5.6
Other:     100.0:      24.5        3.5       24.6       45.8       65.8       94.8       93.9:       5.2        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:       160         68        128         96        102        311        248:
Old  :       352:       147         81        118         90        100        299        239:
Other:       166:        48         29         48         56         75        118        138:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       22.3       25.9       32.9       15.3       17.7       24.0       25.2
Old  :                 18.6       21.9       29.1       32.0       18.6       19.4       29.1       27.9
Other:                 30.4       35.1       44.8       46.4       24.6       28.2       32.3       34.5
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   124,477:    30,772      9,093     32,495     50,587     76,462    113,854    118,050:    10,623      6,427
Old  :   101,035:    30,804     14,186     21,005     39,703     60,776     91,512     95,967:     9,524      5,068
Other:    23,441:     6,001        939      5,458     10,884     15,686     22,342     22,083:     1,099      1,359
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -306:       806       -477        397        108      1,121      1,311      1,041:    -1,617     -1,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        7.3       26.1       40.6       61.4       91.5       94.8:       8.5        5.2
Old  :     100.0:      30.5       14.0       20.8       39.3       60.2       90.6       95.0:       9.4        5.0
Other:     100.0:      25.6        4.0       23.3       46.4       66.9       95.3       94.2:       4.7        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:       172         52        124         98        107        317        245:
Old  :       354:       162         67        114         92        104        303        237:
Other:       165:        47         25         51         58         78        122        138:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       23.6       25.8       34.2       15.0       19.1       23.5       26.7
Old  :                 18.0       23.2       28.4       33.2       18.0       19.9       28.4       29.2
Other:                 30.6       36.9       44.6       47.1       26.2       30.6       33.8       37.2
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    30,873:    17,606      2,426      3,744      5,103     22,631     26,453     28,801:     4,420      2,071
Old  :    30,873:    17,606      2,426      3,744      5,103     22,631     26,453     28,801:     4,420      2,071
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     1,441:       924       -115        531        102      1,196      1,557      1,613:      -116       -171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.0        7.9       12.1       16.5       73.3       85.7       93.3:      14.3        6.7
Old  :     100.0:      57.0        7.9       12.1       16.5       73.3       85.7       93.3:      14.3        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        38         14         15         11          5         58         26:
Old  :        66:        38         14         15         11          5         58         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  :                 34.5       80.2       49.8       86.9       32.9       73.6       44.6       76.5
Old  :                 34.5       80.2       49.8       86.9       32.9       73.6       44.6       76.5
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, May 24, 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  :    29,431:    16,682      2,541      3,213      5,001     21,435     24,896     27,189:     4,536      2,243
Old  :    29,431:    16,682      2,541      3,213      5,001     21,435     24,896     27,189:     4,536      2,243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,952:     1,537     -1,010        146        360      2,931      2,043      2,067:       -91       -115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.7        8.6       10.9       17.0       72.8       84.6       92.4:      15.4        7.6
Old  :     100.0:      56.7        8.6       10.9       17.0       72.8       84.6       92.4:      15.4        7.6
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  :        64:        37         11         13         10          7         54         25:
Old  :        64:        37         11         13         10          7         54         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  :                 31.7       80.2       50.2       86.6       30.9       73.5       46.3       77.2
Old  :                 31.7       80.2       50.2       86.6       30.9       73.5       46.3       77.2
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, May 31, 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  :   196,617:    23,299     25,567     30,849    106,865    111,162    161,013    167,579:    35,605     29,038
Old  :   196,617:    23,299     25,567     30,849    106,865    111,162    161,013    167,579:    35,605     29,038
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :   -15,792:     4,547      1,617     -8,975    -15,127    -10,207    -19,555    -17,565:     3,764      1,774
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       13.0       15.7       54.4       56.5       81.9       85.2:      18.1       14.8
Old  :     100.0:      11.8       13.0       15.7       54.4       56.5       81.9       85.2:      18.1       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  :       116:        26         20         24         60         64         98         97:
Old  :       116:        26         20         24         60         64         98         97:
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       23.1       29.8       33.5       13.3       13.8       20.1       20.2
Old  :                 18.8       23.1       29.8       33.5       13.3       13.8       20.1       20.2
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, May 24, 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  :   212,409:    18,752     23,950     39,825    121,991    121,369    180,568    185,144:    31,841     27,265
Old  :   212,409:    18,752     23,950     39,825    121,991    121,369    180,568    185,144:    31,841     27,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     7,013:       621     -2,726      2,251      3,708      4,229      6,580      3,754:       432      3,258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       11.3       18.7       57.4       57.1       85.0       87.2:      15.0       12.8
Old  :     100.0:       8.8       11.3       18.7       57.4       57.1       85.0       87.2:      15.0       12.8
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  :       119:        24         23         28         63         65        102        103:
Old  :       119:        24         23         28         63         65        102        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       24.6       32.1       34.1       11.2       12.9       18.9       18.0
Old  :                 19.9       24.6       32.1       34.1       11.2       12.9       18.9       18.0
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, May 31, 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  :   739,017:    33,263     75,908    295,300    334,694    327,719    663,257    698,926:    75,761     40,091
Old  :   739,017:    33,263     75,908    295,300    334,694    327,719    663,257    698,926:    75,761     40,091
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :   -40,686:        77      5,444    -18,990    -15,115    -25,690    -34,027    -39,236:    -6,659     -1,450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       10.3       40.0       45.3       44.3       89.7       94.6:      10.3        5.4
Old  :     100.0:       4.5       10.3       40.0       45.3       44.3       89.7       94.6:      10.3        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  :       214:        54         63         72         91         83        179        188:
Old  :       214:        54         63         72         91         83        179        188:
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       21.1       31.7       33.1        4.7        7.2        7.0       10.8
Old  :                 20.9       21.1       31.7       33.1        4.7        7.2        7.0       10.8
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, May 24, 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  :   779,703:    33,185     70,464    314,290    349,808    353,409    697,284    738,163:    82,419     41,541
Old  :   779,703:    33,185     70,464    314,290    349,808    353,409    697,284    738,163:    82,419     41,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     2,793:       584      8,211      5,215     -3,440     -6,714      2,359      6,712:       434     -3,919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        9.0       40.3       44.9       45.3       89.4       94.7:      10.6        5.3
Old  :     100.0:       4.3        9.0       40.3       44.9       45.3       89.4       94.7:      10.6        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  :       211:        45         68         76         90         83        178        190:
Old  :       211:        45         68         76         90         83        178        190:
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  :                 21.5       21.4       32.3       33.2        4.3        6.9        6.6       10.0
Old  :                 21.5       21.4       32.3       33.2        4.3        6.9        6.6       10.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    35,985:     8,013      3,118      1,400     22,203     21,508     31,616     26,026:     4,369      9,959
Old  :    35,985:     8,013      3,118      1,400     22,203     21,508     31,616     26,026:     4,369      9,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     1,717:     1,988          0       -391        -62      1,618      1,535      1,227:       182        490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        8.7        3.9       61.7       59.8       87.9       72.3:      12.1       27.7
Old  :     100.0:      22.3        8.7        3.9       61.7       59.8       87.9       72.3:      12.1       27.7
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  :        22:         2          1          2         15         14         18         16:
Old  :        22:         2          1          2         15         14         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       35.8       74.5       55.1       46.3       28.6       62.1       43.3
Old  :                 49.3       35.8       74.5       55.1       46.3       28.6       62.1       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :    34,268:     6,025      3,118      1,791     22,265     19,890     30,081     24,799:     4,187      9,469
Old  :    34,268:     6,025      3,118      1,791     22,265     19,890     30,081     24,799:     4,187      9,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        9.1        5.2       65.0       58.0       87.8       72.4:      12.2       27.6
Old  :     100.0:      17.6        9.1        5.2       65.0       58.0       87.8       72.4:      12.2       27.6
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  :        22:         2          1          3         15         14         18         17:
Old  :        22:         2          1          3         15         14         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       36.0       72.3       54.5       43.6       29.0       59.2       41.9
Old  :                 46.5       36.0       72.3       54.5       43.6       29.0       59.2       41.9
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, May 31, 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  :   123,050:     8,254     11,746     14,372     89,610     87,285    112,236    113,403:    10,814      9,647
Old  :   123,050:     8,254     11,746     14,372     89,610     87,285    112,236    113,403:    10,814      9,647
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    10,812:      -302     -2,942     13,104     -3,444       -930      9,358      9,232:     1,454      1,580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        9.5       11.7       72.8       70.9       91.2       92.2:       8.8        7.8
Old  :     100.0:       6.7        9.5       11.7       72.8       70.9       91.2       92.2:       8.8        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          2          2         18         23         21         25:
Old  :        29:         1          2          2         18         23         21         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  :                 64.1       39.6       76.9       61.9       56.8       33.0       62.2       48.2
Old  :                 64.1       39.6       76.9       61.9       56.8       33.0       62.2       48.2
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, May 24, 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  :   112,238:     8,556     14,688      1,268     93,054     88,215    102,878    104,171:     9,360      8,067
Old  :   112,238:     8,556     14,688      1,268     93,054     88,215    102,878    104,171:     9,360      8,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     4,224:         0      5,308        364      4,226      1,408      4,590      7,080:      -366     -2,856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       13.1        1.1       82.9       78.6       91.7       92.8:       8.3        7.2
Old  :     100.0:       7.6       13.1        1.1       82.9       78.6       91.7       92.8:       8.3        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          2          2         20         25         23         27:
Old  :        31:         1          2          2         20         25         23         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  :                 67.5       39.8       80.6       59.3       63.6       38.8       70.2       55.1
Old  :                 67.5       39.8       80.6       59.3       63.6       38.8       70.2       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    56,432:    10,442      8,942        848     40,783     35,894     52,073     45,684:     4,359     10,748
Old  :    56,432:    10,442      8,942        848     40,783     35,894     52,073     45,684:     4,359     10,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     1,034:       726       -368          0        122        124        848       -244:       186      1,278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       15.8        1.5       72.3       63.6       92.3       81.0:       7.7       19.0
Old  :     100.0:      18.5       15.8        1.5       72.3       63.6       92.3       81.0:       7.7       19.0
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  :        20:         1          3          2         12         11         15         14:
Old  :        20:         1          3          2         12         11         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       50.0       80.9       68.8       48.6       48.5       70.1       61.6
Old  :                 56.5       50.0       80.9       68.8       48.6       48.5       70.1       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :    55,398:     9,716      9,310        848     40,661     35,770     51,225     45,928:     4,173      9,470
Old  :    55,398:     9,716      9,310        848     40,661     35,770     51,225     45,928:     4,173      9,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,464:         0       -244        244          0       -786        244       -786:     1,220      2,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       16.8        1.5       73.4       64.6       92.5       82.9:       7.5       17.1
Old  :     100.0:      17.5       16.8        1.5       73.4       64.6       92.5       82.9:       7.5       17.1
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  :        20:         1          3          2         12         11         15         14:
Old  :        20:         1          3          2         12         11         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       50.9       80.9       70.5       48.1       49.4       69.8       63.2
Old  :                 56.1       50.9       80.9       70.5       48.1       49.4       69.8       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    57,283:     2,710      6,313      3,211     47,387     46,491     53,308     56,015:     3,975      1,268
Old  :    57,283:     2,710      6,313      3,211     47,387     46,491     53,308     56,015:     3,975      1,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     2,203:       560        800       -186      3,473      3,049      3,847      3,663:    -1,644     -1,460
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       11.0        5.6       82.7       81.2       93.1       97.8:       6.9        2.2
Old  :     100.0:       4.7       11.0        5.6       82.7       81.2       93.1       97.8:       6.9        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  :        23:         1          2          2         17         15         19         18:
Old  :        23:         1          2          2         17         15         19         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  :                 51.2       48.8       72.2       72.4       28.0       33.6       42.9       48.0
Old  :                 51.2       48.8       72.2       72.4       28.0       33.6       42.9       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :    55,080:     2,150      5,513      3,397     43,914     43,442     49,461     52,352:     5,619      2,728
Old  :    55,080:     2,150      5,513      3,397     43,914     43,442     49,461     52,352:     5,619      2,728
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,390:      -368        704       -246      1,672        872      1,058      1,330:       332         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       10.0        6.2       79.7       78.9       89.8       95.0:      10.2        5.0
Old  :     100.0:       3.9       10.0        6.2       79.7       78.9       89.8       95.0:      10.2        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          2         16         15         18         18:
Old  :        22:         1          2          2         16         15         18         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  :                 52.0       48.8       70.5       73.9       28.3       30.9       42.0       44.0
Old  :                 52.0       48.8       70.5       73.9       28.3       30.9       42.0       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    62,754:     7,928     17,299      2,989     47,541     37,876     58,458     58,164:     4,296      4,590
Old  :    62,754:     7,928     17,299      2,989     47,541     37,876     58,458     58,164:     4,296      4,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       848:     1,710         16       -970       -558      1,904        182        950:       666       -102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       27.6        4.8       75.8       60.4       93.2       92.7:       6.8        7.3
Old  :     100.0:      12.6       27.6        4.8       75.8       60.4       93.2       92.7:       6.8        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  :        30:         2          3          4         23         21         27         26:
Old  :        30:         2          3          4         23         21         27         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  :                 49.0       39.5       70.8       60.9       47.9       35.8       61.7       55.5
Old  :                 49.0       39.5       70.8       60.9       47.9       35.8       61.7       55.5
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, May 24, 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  :    61,906:     6,218     17,283      3,959     48,099     35,972     58,276     57,214:     3,630      4,692
Old  :    61,906:     6,218     17,283      3,959     48,099     35,972     58,276     57,214:     3,630      4,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     2,300:      -190      3,299      1,212      1,402     -2,704      2,424      1,807:      -124        493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       27.9        6.4       77.7       58.1       94.1       92.4:       5.9        7.6
Old  :     100.0:      10.0       27.9        6.4       77.7       58.1       94.1       92.4:       5.9        7.6
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  :        30:         2          3          4         23         21         27         26:
Old  :        30:         2          3          4         23         21         27         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  :                 48.5       42.2       69.7       61.7       45.2       37.2       59.7       52.9
Old  :                 48.5       42.2       69.7       61.7       45.2       37.2       59.7       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    38,184:     1,648        240        558     34,938     34,622     37,144     35,420:     1,040      2,764
Old  :    38,184:     1,648        240        558     34,938     34,622     37,144     35,420:     1,040      2,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :      -395:    -1,280        240         62        823       -577       -395       -275:         0       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        0.6        1.5       91.5       90.7       97.3       92.8:       2.7        7.2
Old  :     100.0:       4.3        0.6        1.5       91.5       90.7       97.3       92.8:       2.7        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          1         18         18         19         20:
Old  :        21:         1          1          1         18         18         19         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  :                 55.3       42.7       83.3       72.8       48.8       32.8       56.0       48.5
Old  :                 55.3       42.7       83.3       72.8       48.8       32.8       56.0       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :    38,579:     2,928          0        496     34,115     35,199     37,539     35,695:     1,040      2,884
Old  :    38,579:     2,928          0        496     34,115     35,199     37,539     35,695:     1,040      2,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     2,538:       452          0        250      1,774      1,808      2,476      2,058:        62        480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        0.0        1.3       88.4       91.2       97.3       92.5:       2.7        7.5
Old  :     100.0:       7.6        0.0        1.3       88.4       91.2       97.3       92.5:       2.7        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          1         18         18         19         19:
Old  :        20:         1          0          1         18         18         19         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  :                 54.2       43.4       83.5       73.4       43.3       32.4       57.5       48.0
Old  :                 54.2       43.4       83.5       73.4       43.3       32.4       57.5       48.0
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, May 31, 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  :    64,605:         0      5,896      3,004     50,663     46,736     53,667     55,636:    10,938      8,969
Old  :    64,605:         0      5,896      3,004     50,663     46,736     53,667     55,636:    10,938      8,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     2,001:         0        611         94      3,811      1,264      3,905      1,969:    -1,904         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.1        4.6       78.4       72.3       83.1       86.1:      16.9       13.9
Old  :     100.0:       0.0        9.1        4.6       78.4       72.3       83.1       86.1:      16.9       13.9
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  :        25:         0          2          2         19         19         21         21:
Old  :        25:         0          2          2         19         19         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       56.1       54.5       70.8       26.5       43.1       42.6       54.1
Old  :                 33.2       56.1       54.5       70.8       26.5       43.1       42.6       54.1
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, May 24, 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  :    62,604:         0      5,285      2,910     46,852     45,472     49,762     53,667:    12,842      8,937
Old  :    62,604:         0      5,285      2,910     46,852     45,472     49,762     53,667:    12,842      8,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     2,101:         0      3,543     -1,089      3,102        978      2,013      3,432:        88     -1,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.4        4.6       74.8       72.6       79.5       85.7:      20.5       14.3
Old  :     100.0:       0.0        8.4        4.6       74.8       72.6       79.5       85.7:      20.5       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          2          2         19         19         21         21:
Old  :        24:         0          2          2         19         19         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       57.6       54.8       71.5       29.0       45.1       44.7       55.1
Old  :                 34.9       57.6       54.8       71.5       29.0       45.1       44.7       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    76,442:    35,176     24,114        732     34,892     47,750     70,800     72,596:     5,642      3,846
Old  :    76,442:    35,176     24,114        732     34,892     47,750     70,800     72,596:     5,642      3,846
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       686:      -120     -1,340       -600      2,202      2,374      1,482        434:      -796        252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0       31.5        1.0       45.6       62.5       92.6       95.0:       7.4        5.0
Old  :     100.0:      46.0       31.5        1.0       45.6       62.5       92.6       95.0:       7.4        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          1          1         19         19         21         21:
Old  :        24:         2          1          1         19         19         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.7       58.2       81.2       77.5       62.0       56.8       66.1       67.5
Old  :                 67.7       58.2       81.2       77.5       62.0       56.8       66.1       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :    75,756:    35,296     25,454      1,332     32,690     45,376     69,318     72,162:     6,438      3,594
Old  :    75,756:    35,296     25,454      1,332     32,690     45,376     69,318     72,162:     6,438      3,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,024:      -852        784        852         56     -1,154         56        482:       968        542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6       33.6        1.8       43.2       59.9       91.5       95.3:       8.5        4.7
Old  :     100.0:      46.6       33.6        1.8       43.2       59.9       91.5       95.3:       8.5        4.7
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:         2          1          1         17         17         19         19:
Old  :        23:         2          1          1         17         17         19         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  :                 68.6       60.0       81.9       77.4       62.4       59.5       66.8       68.3
Old  :                 68.6       60.0       81.9       77.4       62.4       59.5       66.8       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    42,490:     4,080      2,310          0     36,762     39,214     40,842     41,524:     1,648        966
Old  :    42,490:     4,080      2,310          0     36,762     39,214     40,842     41,524:     1,648        966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        5.4        0.0       86.5       92.3       96.1       97.7:       3.9        2.3
Old  :     100.0:       9.6        5.4        0.0       86.5       92.3       96.1       97.7:       3.9        2.3
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  :        30:         3          2          0         11         17         14         19:
Old  :        30:         3          2          0         11         17         14         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  :                 83.8       74.2       92.2       84.6       82.4       73.9       90.8       84.4
Old  :                 83.8       74.2       92.2       84.6       82.4       73.9       90.8       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    28,456:     2,280      2,400          0     23,526     24,746     25,806     27,146:     2,650      1,310
Old  :    28,456:     2,280      2,400          0     23,526     24,746     25,806     27,146:     2,650      1,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        8.4        0.0       82.7       87.0       90.7       95.4:       9.3        4.6
Old  :     100.0:       8.0        8.4        0.0       82.7       87.0       90.7       95.4:       9.3        4.6
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  :        26:         2          2          0         11         16         13         18:
Old  :        26:         2          2          0         11         16         13         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  :                 63.4       62.4       83.6       80.4       58.2       62.4       77.0       78.6
Old  :                 63.4       62.4       83.6       80.4       58.2       62.4       77.0       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   956,352:   221,158     61,795    156,852    559,111    724,694    937,121    943,341:    19,231     13,011
Old  :   956,352:   221,158     61,795    156,852    559,111    724,694    937,121    943,341:    19,231     13,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :   -50,858:    11,259     -8,321    -22,290    -41,150    -22,323    -52,181    -52,934:     1,323      2,076
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        6.5       16.4       58.5       75.8       98.0       98.6:       2.0        1.4
Old  :     100.0:      23.1        6.5       16.4       58.5       75.8       98.0       98.6:       2.0        1.4
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  :       119:        22          9         28         82         75        115        104:
Old  :       119:        22          9         28         82         75        115        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       23.2       40.6       38.9       23.4       18.1       31.1       27.8
Old  :                 27.8       23.2       40.6       38.9       23.4       18.1       31.1       27.8
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, May 24, 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  : 1,007,210:   209,899     70,116    179,142    600,261    747,017    989,302    996,275:    17,908     10,935
Old  : 1,007,210:   209,899     70,116    179,142    600,261    747,017    989,302    996,275:    17,908     10,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    25,236:   -21,672     -2,361     16,327     31,909     11,071     26,564     25,037:    -1,328        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        7.0       17.8       59.6       74.2       98.2       98.9:       1.8        1.1
Old  :     100.0:      20.8        7.0       17.8       59.6       74.2       98.2       98.9:       1.8        1.1
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  :       131:        21         10         30         90         84        124        115:
Old  :       131:        21         10         30         90         84        124        115:
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  :                 27.2       21.9       40.1       38.4       22.2       17.1       29.7       27.7
Old  :                 27.2       21.9       40.1       38.4       22.2       17.1       29.7       27.7
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, May 31, 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  :   136,587:    22,866     46,110     33,389     79,269     55,492    135,524    134,991:     1,063      1,596
Old  :   136,587:    22,866     46,110     33,389     79,269     55,492    135,524    134,991:     1,063      1,596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :   -17,815:    -3,470    -11,565     -2,896    -11,246     -4,046    -17,612    -18,507:      -203        692
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       33.8       24.4       58.0       40.6       99.2       98.8:       0.8        1.2
Old  :     100.0:      16.7       33.8       24.4       58.0       40.6       99.2       98.8:       0.8        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        12          8         17         29         27         48         45:
Old  :        50:        12          8         17         29         27         48         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  :                 27.9       49.0       47.5       68.0       17.8       35.1       29.9       40.9
Old  :                 27.9       49.0       47.5       68.0       17.8       35.1       29.9       40.9
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, May 24, 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  :   154,402:    26,336     57,675     36,285     90,515     59,538    153,136    153,498:     1,266        904
Old  :   154,402:    26,336     57,675     36,285     90,515     59,538    153,136    153,498:     1,266        904
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    14,599:     5,298      5,884      6,183      3,334      3,254     14,815     15,321:      -216       -722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       37.4       23.5       58.6       38.6       99.2       99.4:       0.8        0.6
Old  :     100.0:      17.1       37.4       23.5       58.6       38.6       99.2       99.4:       0.8        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  :        52:        11          9         14         30         30         48         46:
Old  :        52:        11          9         14         30         30         48         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  :                 27.3       45.4       45.3       67.3       17.7       34.5       30.2       41.9
Old  :                 27.3       45.4       45.3       67.3       17.7       34.5       30.2       41.9
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, May 31, 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  :    60,509:    16,678      3,761     12,704     30,715     43,681     60,097     60,147:       412        362
Old  :    60,509:    16,678      3,761     12,704     30,715     43,681     60,097     60,147:       412        362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    -2,523:       832      2,154     -2,754       -647     -1,864     -2,569     -2,465:        46        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        6.2       21.0       50.8       72.2       99.3       99.4:       0.7        0.6
Old  :     100.0:      27.6        6.2       21.0       50.8       72.2       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  :        44:         3          5          6         34         31         41         38:
Old  :        44:         3          5          6         34         31         41         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       40.5       69.0       61.8       38.1       31.2       45.2       42.2
Old  :                 52.5       40.5       69.0       61.8       38.1       31.2       45.2       42.2
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, May 24, 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  :    63,032:    15,845      1,607     15,458     31,362     45,546     62,666     62,612:       366        420
Old  :    63,032:    15,845      1,607     15,458     31,362     45,546     62,666     62,612:       366        420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       674:      -627       -689        583      1,276        602      1,233        495:      -558        179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        2.6       24.5       49.8       72.3       99.4       99.3:       0.6        0.7
Old  :     100.0:      25.1        2.6       24.5       49.8       72.3       99.4       99.3:       0.6        0.7
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  :        46:         3          7          8         34         32         42         42:
Old  :        46:         3          7          8         34         32         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  :                 50.9       40.4       69.1       62.6       36.0       31.8       42.8       42.7
Old  :                 50.9       40.4       69.1       62.6       36.0       31.8       42.8       42.7
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, May 31, 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  :    22,822:     4,156      1,779      1,100     17,566     19,390     22,822     22,269:         0        553
Old  :    22,822:     4,156      1,779      1,100     17,566     19,390     22,822     22,269:         0        553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       298:       390        898       -388        340       -212        342        298:       -44          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        7.8        4.8       77.0       85.0      100.0       97.6:       0.0        2.4
Old  :     100.0:      18.2        7.8        4.8       77.0       85.0      100.0       97.6:       0.0        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          2          3         19         18         23         21:
Old  :        28:         2          2          3         19         18         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       51.3       82.0       72.1       63.8       46.2       72.3       60.3
Old  :                 64.7       51.3       82.0       72.1       63.8       46.2       72.3       60.3
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, May 24, 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  :    22,524:     3,766        881      1,488     17,226     19,602     22,480     21,971:        44        553
Old  :    22,524:     3,766        881      1,488     17,226     19,602     22,480     21,971:        44        553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       547:       582         72         50        -85        425        547        547:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        3.9        6.6       76.5       87.0       99.8       97.5:       0.2        2.5
Old  :     100.0:      16.7        3.9        6.6       76.5       87.0       99.8       97.5:       0.2        2.5
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  :        28:         3          1          3         18         18         22         21:
Old  :        28:         3          1          3         18         18         22         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       51.2       83.1       71.0       62.4       47.6       71.0       60.9
Old  :                 63.3       51.2       83.1       71.0       62.4       47.6       71.0       60.9
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, May 31, 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  :     9,155:       216      5,052        856      8,039      3,247      9,111      9,155:        44          0
Old  :     9,155:       216      5,052        856      8,039      3,247      9,111      9,155:        44          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       176:        44       -250          0         88        426        132        176:        44          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       55.2        9.4       87.8       35.5       99.5      100.0:       0.5        0.0
Old  :     100.0:       2.4       55.2        9.4       87.8       35.5       99.5      100.0:       0.5        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          2         13         11         16         14:
Old  :        24:         1          3          2         13         11         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       73.4       87.9       91.1       63.1       64.0       80.4       80.4
Old  :                 63.2       73.4       87.9       91.1       63.1       64.0       80.4       80.4
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, May 24, 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  :     8,979:       172      5,302        856      7,951      2,821      8,979      8,979:         0          0
Old  :     8,979:       172      5,302        856      7,951      2,821      8,979      8,979:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :        44:         0       -172          0         44        216         44         44:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       59.0        9.5       88.6       31.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.9       59.0        9.5       88.6       31.4      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          2         13         10         16         13:
Old  :        24:         1          3          2         13         10         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       77.6       89.1       94.7       64.4       68.0       82.4       83.8
Old  :                 64.4       77.6       89.1       94.7       64.4       68.0       82.4       83.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    10,170:     3,140      2,880      2,020      4,820      4,950      9,980      9,850:       190        320
Old  :    10,170:     3,140      2,880      2,020      4,820      4,950      9,980      9,850:       190        320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       520:      -280        -20        200        600        340        520        520:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       28.3       19.9       47.4       48.7       98.1       96.9:       1.9        3.1
Old  :     100.0:      30.9       28.3       19.9       47.4       48.7       98.1       96.9:       1.9        3.1
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  :        23:         3          3          5         15         17         20         23:
Old  :        23:         3          3          5         15         17         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       55.7       81.4       78.3       43.3       45.2       54.5       56.0
Old  :                 58.4       55.7       81.4       78.3       43.3       45.2       54.5       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :     9,650:     3,420      2,900      1,820      4,220      4,610      9,460      9,330:       190        320
Old  :     9,650:     3,420      2,900      1,820      4,220      4,610      9,460      9,330:       190        320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :         0:       -60          0        120          0        -60         60         60:       -60        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       30.1       18.9       43.7       47.8       98.0       96.7:       2.0        3.3
Old  :     100.0:      35.4       30.1       18.9       43.7       47.8       98.0       96.7:       2.0        3.3
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  :        23:         3          3          5         15         15         20         21:
Old  :        23:         3          3          5         15         15         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.1       57.8       80.6       80.0       48.9       48.3       59.1       59.1
Old  :                 61.1       57.8       80.6       80.0       48.9       48.3       59.1       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    10,250:     1,670        300      1,750      6,270      7,060      9,690      9,110:       560      1,140
Old  :    10,250:     1,670        300      1,750      6,270      7,060      9,690      9,110:       560      1,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :        60:        20       -140        -60        -20        -20        -60       -220:       120        280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        2.9       17.1       61.2       68.9       94.5       88.9:       5.5       11.1
Old  :     100.0:      16.3        2.9       17.1       61.2       68.9       94.5       88.9:       5.5       11.1
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          2          3         16         12         19         16:
Old  :        21:         2          2          3         16         12         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       54.0       73.9       71.9       28.9       40.0       42.5       42.7
Old  :                 51.3       54.0       73.9       71.9       28.9       40.0       42.5       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    10,190:     1,650        440      1,810      6,290      7,080      9,750      9,330:       440        860
Old  :    10,190:     1,650        440      1,810      6,290      7,080      9,750      9,330:       440        860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        4.3       17.8       61.7       69.5       95.7       91.6:       4.3        8.4
Old  :     100.0:      16.2        4.3       17.8       61.7       69.5       95.7       91.6:       4.3        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  :        20:         2          2          3         15         12         18         16:
Old  :        20:         2          2          3         15         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  :                 51.0       55.1       73.1       74.7       28.9       39.1       43.0       43.0
Old  :                 51.0       55.1       73.1       74.7       28.9       39.1       43.0       43.0
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, May 31, 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  : 1,219,550:    91,016     75,741    315,102    751,911    744,658  1,158,029  1,135,501:    61,521     84,048
Old  : 1,219,550:    91,016     75,741    315,102    751,911    744,658  1,158,029  1,135,501:    61,521     84,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    24,974:     2,953      8,016     15,228      5,912     -5,131     24,093     18,113:       881      6,861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5        6.2       25.8       61.7       61.1       95.0       93.1:       5.0        6.9
Old  :     100.0:       7.5        6.2       25.8       61.7       61.1       95.0       93.1:       5.0        6.9
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  :       274:        69         98        110         83         92        212        248:
Old  :       274:        69         98        110         83         92        212        248:
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       17.8       31.6       30.0       11.4        8.7       16.9       13.1
Old  :                 20.9       17.8       31.6       30.0       11.4        8.7       16.9       13.1
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, May 24, 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  : 1,194,576:    88,063     67,725    299,874    746,000    749,790  1,133,936  1,117,388:    60,639     77,187
Old  : 1,194,576:    88,063     67,725    299,874    746,000    749,790  1,133,936  1,117,388:    60,639     77,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -6,228:    -8,129      1,225     -6,399      7,240        219     -7,288     -4,956:     1,060     -1,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        5.7       25.1       62.4       62.8       94.9       93.5:       5.1        6.5
Old  :     100.0:       7.4        5.7       25.1       62.4       62.8       94.9       93.5:       5.1        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  :       260:        66         86        107         84         94        205        240:
Old  :       260:        66         86        107         84         94        205        240:
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       18.7       32.0       31.8       10.9        9.3       16.5       14.1
Old  :                 21.6       18.7       32.0       31.8       10.9        9.3       16.5       14.1
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, May 31, 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  :    13,212:     8,048      4,440        339      2,283      7,298     10,670     12,077:     2,542      1,135
Old  :    13,212:     8,048      4,440        339      2,283      7,298     10,670     12,077:     2,542      1,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :      -467:       -46        818       -250         91     -1,339       -205       -771:      -262        304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.9       33.6        2.6       17.3       55.2       80.8       91.4:      19.2        8.6
Old  :     100.0:      60.9       33.6        2.6       17.3       55.2       80.8       91.4:      19.2        8.6
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  :       113:        58         21          7         18         24         79         50:
Old  :       113:        58         21          7         18         24         79         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  :                 23.3       41.2       35.5       58.2       23.2       40.6       35.4       57.5
Old  :                 23.3       41.2       35.5       58.2       23.2       40.6       35.4       57.5
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, May 24, 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  :    13,679:     8,094      3,622        589      2,192      8,637     10,875     12,848:     2,804        831
Old  :    13,679:     8,094      3,622        589      2,192      8,637     10,875     12,848:     2,804        831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       498:        77        432        256         74       -169        407        519:        91        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.2       26.5        4.3       16.0       63.1       79.5       93.9:      20.5        6.1
Old  :     100.0:      59.2       26.5        4.3       16.0       63.1       79.5       93.9:      20.5        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  :       116:        57         23          7         14         19         77         47:
Old  :       116:        57         23          7         14         19         77         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  :                 22.0       43.0       35.5       61.4       22.0       43.0       35.5       61.4
Old  :                 22.0       43.0       35.5       61.4       22.0       43.0       35.5       61.4
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, May 31, 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  :     7,985:     4,526      1,073        346      1,467      5,527      6,339      6,946:     1,647      1,040
Old  :     7,985:     4,526      1,073        346      1,467      5,527      6,339      6,946:     1,647      1,040
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       234:       -67        -87        231        112        -52        276         92:       -42        143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.7       13.4        4.3       18.4       69.2       79.4       87.0:      20.6       13.0
Old  :     100.0:      56.7       13.4        4.3       18.4       69.2       79.4       87.0:      20.6       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  :        53:        21          9          5          7         15         31         28:
Old  :        53:        21          9          5          7         15         31         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  :                 37.1       43.4       52.8       60.8       37.1       43.4       51.9       60.8
Old  :                 37.1       43.4       52.8       60.8       37.1       43.4       51.9       60.8
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, May 24, 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  :     7,751:     4,593      1,160        115      1,355      5,579      6,063      6,854:     1,688        897
Old  :     7,751:     4,593      1,160        115      1,355      5,579      6,063      6,854:     1,688        897
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -430:      -282       -398        -31        -33         26       -346       -403:       -83        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.3       15.0        1.5       17.5       72.0       78.2       88.4:      21.8       11.6
Old  :     100.0:      59.3       15.0        1.5       17.5       72.0       78.2       88.4:      21.8       11.6
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  :        52:        21          9          2          7         16         29         26:
Old  :        52:        21          9          2          7         16         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  :                 38.3       44.0       54.9       61.6       38.3       44.0       53.9       61.6
Old  :                 38.3       44.0       54.9       61.6       38.3       44.0       53.9       61.6
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, May 31, 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  :   153,858:    23,683      9,079     22,384     94,067    110,065    140,134    141,528:    13,724     12,329
Old  :   153,858:    23,683      9,079     22,384     94,067    110,065    140,134    141,528:    13,724     12,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :   -31,888:     1,486     -1,407    -17,614    -14,100    -11,303    -30,227    -30,324:    -1,661     -1,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        5.9       14.5       61.1       71.5       91.1       92.0:       8.9        8.0
Old  :     100.0:      15.4        5.9       14.5       61.1       71.5       91.1       92.0:       8.9        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  :       152:        37         27         31         61         81        114        124:
Old  :       152:        37         27         31         61         81        114        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  :                 29.1       16.3       41.1       27.2       25.4       12.0       34.0       20.6
Old  :                 29.1       16.3       41.1       27.2       25.4       12.0       34.0       20.6
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, May 24, 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  :   185,745:    22,197     10,486     39,998    108,166    121,368    170,361    171,852:    15,384     13,893
Old  :   185,745:    22,197     10,486     39,998    108,166    121,368    170,361    171,852:    15,384     13,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -4,621:      -618     -2,358        971     -4,626     -2,919     -4,273     -4,305:      -347       -315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        5.6       21.5       58.2       65.3       91.7       92.5:       8.3        7.5
Old  :     100.0:      12.0        5.6       21.5       58.2       65.3       91.7       92.5:       8.3        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        41         32         45         66         80        129        137:
Old  :       161:        41         32         45         66         80        129        137:
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       14.9       39.6       25.3       22.1        9.6       29.8       15.6
Old  :                 28.0       14.9       39.6       25.3       22.1        9.6       29.8       15.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 10, 2005