WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   260,803:    37,659     48,803     46,966    151,429    126,718    236,054    222,487:    24,749     38,317
Old  :   259,736:    37,639     48,703     46,952    150,682    126,314    235,273    221,969:    24,463     37,768
Other:     1,067:        31        111          3        747        404        781        518:       286        549
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -8,837:       798      4,001     -1,852       -979     -6,328     -2,034     -4,178:    -6,803     -4,658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       18.7       18.0       58.1       48.6       90.5       85.3:       9.5       14.7
Old  :     100.0:      14.5       18.8       18.1       58.0       48.6       90.6       85.5:       9.4       14.5
Other:     100.0:       2.9       10.4        0.3       70.0       37.9       73.2       48.5:      26.8       51.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        68         96         73         47         61        165        187:
Old  :       242:        68         96         72         47         61        164        187:
Other:        30:         3          3          2          4         19          8         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  :                 32.0       29.3       45.9       35.7       31.7       26.1       45.4       30.7
Old  :                 32.2       29.4       46.1       35.8       31.9       26.3       45.6       31.0
Other:                 70.0       32.5       73.2       40.3       70.0       32.5       72.9       40.3
 
                                 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
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   871,737:    94,475     84,907    167,028    456,794    393,893    718,296    645,827:   153,441    225,910
Old  :   530,315:    64,842    111,192     64,935    304,503    250,150    434,280    426,278:    96,035    104,037
Other:   341,422:    74,183     18,265     57,542    152,291    143,742    284,016    219,549:    57,406    121,873
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     5,854:     7,090     -5,620      8,822     -6,515     -1,644      9,397      1,558:    -3,542      4,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        9.7       19.2       52.4       45.2       82.4       74.1:      17.6       25.9
Old  :     100.0:      12.2       21.0       12.2       57.4       47.2       81.9       80.4:      18.1       19.6
Other:     100.0:      21.7        5.3       16.9       44.6       42.1       83.2       64.3:      16.8       35.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       513:       146        107        159        194        206        423        410:
Old  :       479:       117        139        117        160        179        342        371:
Other:       388:       120         50         84        144        180        293        285:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       16.7       27.1       21.6       17.1       11.6       25.3       15.2
Old  :                 26.9       21.0       36.8       25.6       26.3       18.0       35.7       22.3
Other:                 17.3       12.3       25.6       17.7       14.9        7.8       20.6       12.4
 
                                  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
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :     9,666:     1,978      1,202        918      2,283      5,134      5,180      7,255:     4,486      2,411
Old  :     9,666:     1,978      1,202        918      2,283      5,134      5,180      7,255:     4,486      2,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       -74:       235       -549        -68        -61        604        106        -13:      -180        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       12.4        9.5       23.6       53.1       53.6       75.1:      46.4       24.9
Old  :     100.0:      20.5       12.4        9.5       23.6       53.1       53.6       75.1:      46.4       24.9
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  :        41:        11         11          5         11         15         24         30:
Old  :        41:        11         11          5         11         15         24         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  :                 21.5       26.0       32.7       39.6       17.4       24.5       27.6       35.7
Old  :                 21.5       26.0       32.7       39.6       17.4       24.5       27.6       35.7
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 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
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   425,179:    85,250     19,813    101,565    154,172    197,024    340,987    318,402:    84,192    106,777
Old  :   248,498:    59,643     25,667     52,947     88,504    120,222    201,094    198,836:    47,404     49,662
Other:   176,681:    40,160      8,699     34,065     65,669     76,802    139,893    119,566:    36,788     57,115
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    16,323:    10,959     -1,012      4,993        407     10,061     16,359     14,042:       -37      2,280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        4.7       23.9       36.3       46.3       80.2       74.9:      19.8       25.1
Old  :     100.0:      24.0       10.3       21.3       35.6       48.4       80.9       80.0:      19.1       20.0
Other:     100.0:      22.7        4.9       19.3       37.2       43.5       79.2       67.7:      20.8       32.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:       147         83        140        100        124        319        288:
Old  :       352:       123         93        103         79        117        250        265:
Other:       279:        93         59         74         79        100        211        197:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       20.1       27.2       29.6       14.5       11.6       19.5       17.2
Old  :                 19.5       23.8       28.4       32.1       16.6       15.8       23.0       22.1
Other:                 19.0       17.6       28.4       26.7       13.1       10.7       18.8       15.3
 
                                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
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    16,170:    12,004      1,789        821          0        777     12,825      3,387:     3,345     12,783
Old  :     5,285:     3,705      1,891         15          0         41      3,720      1,947:     1,565      3,338
Other:    10,885:     8,996        595        109          0        736      9,105      1,440:     1,780      9,445
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       768:       107       -311        362          0         52        469        103:       299        665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.2       11.1        5.1        0.0        4.8       79.3       20.9:      20.7       79.1
Old  :     100.0:      70.1       35.8        0.3        0.0        0.8       70.4       36.8:      29.6       63.2
Other:     100.0:      82.6        5.5        1.0        0.0        6.8       83.6       13.2:      16.4       86.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        12          8          7          0          3         15         15:
Old  :        22:        11          8          2          0          3         13         11:
Other:        15:         9          3          4          0          3          9         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5        9.5       71.3       16.1       61.1        7.8       69.7       13.5
Old  :                 48.6       26.8       63.5       36.3       48.6       26.8       63.5       36.1
Other:                 76.6       10.2       83.6       13.0       75.9       10.2       82.6       12.2
 
                             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, June 7, 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  :   155,838:    24,585     10,910     26,348     79,310    105,139    130,243    142,396:    25,596     13,442
Old  :   103,137:    23,275     12,221     13,937     48,641     67,038     85,853     93,196:    17,284      9,940
Other:    52,701:     6,727      4,105      6,994     30,669     38,101     44,390     49,200:     8,312      3,501
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     4,331:     1,168     -2,999      3,766       -763      2,755      4,171      3,522:       161        809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        7.0       16.9       50.9       67.5       83.6       91.4:      16.4        8.6
Old  :     100.0:      22.6       11.8       13.5       47.2       65.0       83.2       90.4:      16.8        9.6
Other:     100.0:      12.8        7.8       13.3       58.2       72.3       84.2       93.4:      15.8        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        51         27         39         47         47        120         99:
Old  :       143:        55         27         33         44         47        112         95:
Other:        78:        17         20         25         31         25         67         52:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       30.9       28.6       44.0       19.7       27.9       27.9       37.8
Old  :                 18.5       26.1       29.4       40.1       17.9       23.8       27.3       36.6
Other:                 27.6       45.7       41.1       60.1       27.6       40.8       39.0       51.3
 
                              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
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   922,230:   148,210    101,405    153,982    465,602    464,731    767,795    720,118:   154,435    202,112
Old  :   922,230:   148,210    101,405    153,982    465,602    464,731    767,795    720,118:   154,435    202,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   -11,460:     9,745     -9,165     21,139    -21,884     -4,239      9,000      7,735:   -20,460    -19,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       11.0       16.7       50.5       50.4       83.3       78.1:      16.7       21.9
Old  :     100.0:      16.1       11.0       16.7       50.5       50.4       83.3       78.1:      16.7       21.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        39         37         39         74         88        133        144:
Old  :       178:        39         37         39         74         88        133        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  :                 22.7       12.5       30.3       21.2       20.2        9.4       24.7       15.6
Old  :                 22.7       12.5       30.3       21.2       20.2        9.4       24.7       15.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   163,759:    44,715      8,580     23,573     58,129    108,731    126,417    140,884:    37,342     22,874
Old  :   111,871:    43,067      8,658     12,138     29,061     74,719     84,266     95,515:    27,605     16,356
Other:    51,888:     5,028      3,302      8,055     29,068     34,012     42,151     45,369:     9,737      6,518
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     3,392:     6,874     -1,202       -466     -1,628      5,553      4,780      3,884:    -1,388       -492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        5.2       14.4       35.5       66.4       77.2       86.0:      22.8       14.0
Old  :     100.0:      38.5        7.7       10.8       26.0       66.8       75.3       85.4:      24.7       14.6
Other:     100.0:       9.7        6.4       15.5       56.0       65.5       81.2       87.4:      18.8       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        49         27         37         56         66        129        117:
Old  :       154:        52         26         28         49         62        116        104:
Other:        90:        19         16         25         40         37         70         68:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       31.1       20.6       44.1        8.9       23.3       15.5       34.1
Old  :                 11.9       34.0       20.7       45.4       11.9       31.7       20.7       41.8
Other:                 29.5       30.7       41.0       47.3       21.8       27.7       32.1       40.7
 
                              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
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :     8,534:     3,641        935      1,803      1,636      4,370      7,080      7,108:     1,454      1,426
Old  :     4,065:     2,193        810        227        583      2,109      3,003      3,146:     1,061        918
Other:     4,469:     2,319        997        704      1,053      2,260      4,077      3,962:       392        508
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       -86:      -219         81        138        174       -372         93       -153:      -179         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7       11.0       21.1       19.2       51.2       83.0       83.3:      17.0       16.7
Old  :     100.0:      54.0       19.9        5.6       14.3       51.9       73.9       77.4:      26.1       22.6
Other:     100.0:      51.9       22.3       15.8       23.6       50.6       91.2       88.6:       8.8       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        14         12         11         13         15         34         31:
Old  :        39:        17          6         10          7         14         25         29:
Other:        34:         8          9         10         10         13         27         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  :                 35.4       32.6       52.6       50.1       32.5       29.1       43.2       39.0
Old  :                 31.2       42.1       48.7       55.9       30.5       41.6       45.7       55.1
Other:                 56.2       39.3       73.8       63.4       49.4       34.1       62.9       50.1
 
                               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
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   399,915:   101,027     75,901      2,437    234,867    220,015    338,331    298,353:    61,584    101,562
Old  :   399,915:   101,027     75,901      2,437    234,867    220,015    338,331    298,353:    61,584    101,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    23,303:     6,348      1,262      1,649     12,199     31,121     20,196     34,032:     3,107    -10,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       19.0        0.6       58.7       55.0       84.6       74.6:      15.4       25.4
Old  :     100.0:      25.3       19.0        0.6       58.7       55.0       84.6       74.6:      15.4       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  :        95:        15         18          3         46         46         62         66:
Old  :        95:        15         18          3         46         46         62         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  :                 30.1       26.3       47.1       37.1       26.4       22.1       39.9       30.7
Old  :                 30.1       26.3       47.1       37.1       26.4       22.1       39.9       30.7
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 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
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  : 2,749,100:   471,125    372,854    490,436  1,510,015  1,420,228  2,471,576  2,283,517:   277,524    465,583
Old  : 2,749,100:   471,125    372,854    490,436  1,510,015  1,420,228  2,471,576  2,283,517:   277,524    465,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   100,182:    17,014    -10,479     54,933     57,391     62,966    129,338    107,420:   -29,156     -7,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       13.6       17.8       54.9       51.7       89.9       83.1:      10.1       16.9
Old  :     100.0:      17.1       13.6       17.8       54.9       51.7       89.9       83.1:      10.1       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        56         78         75        106        134        203        246:
Old  :       279:        56         78         75        106        134        203        246:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       15.1       39.3       26.0       19.8        9.9       27.2       15.7
Old  :                 26.5       15.1       39.3       26.0       19.8        9.9       27.2       15.7
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
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  : 1,385,379:   165,909    212,264    176,167    840,245    741,085  1,182,321  1,129,516:   203,058    255,863
Old  : 1,385,379:   165,909    212,264    176,167    840,245    741,085  1,182,321  1,129,516:   203,058    255,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -9,768:    10,045     -4,108     22,573    -50,238     -6,019    -17,620     12,446:     7,852    -22,215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       15.3       12.7       60.7       53.5       85.3       81.5:      14.7       18.5
Old  :     100.0:      12.0       15.3       12.7       60.7       53.5       85.3       81.5:      14.7       18.5
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  :       179:        33         43         46         75         89        132        154:
Old  :       179:        33         43         46         75         89        132        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       17.4       37.2       26.2       22.1       16.6       31.8       23.5
Old  :                 24.3       17.4       37.2       26.2       22.1       16.6       31.8       23.5
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
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   556,662:    78,637     59,102    196,226    237,106    270,018    511,970    525,346:    44,692     31,316
Old  :   556,662:    78,637     59,102    196,226    237,106    270,018    511,970    525,346:    44,692     31,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :  -105,849:   -34,531     21,054    -52,399    -18,431    -78,727   -105,361   -110,071:      -488      4,223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       10.6       35.3       42.6       48.5       92.0       94.4:       8.0        5.6
Old  :     100.0:      14.1       10.6       35.3       42.6       48.5       92.0       94.4:       8.0        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        32         26         43         51         48        106         94:
Old  :       117:        32         26         43         51         48        106         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       36.5       47.3       53.3       10.8       13.9       15.6       20.9
Old  :                 34.1       36.5       47.3       53.3       10.8       13.9       15.6       20.9
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
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    44,306:    12,669      4,961      1,375     16,944     30,232     30,988     36,568:    13,319      7,739
Old  :    44,306:    12,669      4,961      1,375     16,944     30,232     30,988     36,568:    13,319      7,739
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     2,549:         2        417         83        882      1,743        967      2,243:     1,582        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       11.2        3.1       38.2       68.2       69.9       82.5:      30.1       17.5
Old  :     100.0:      28.6       11.2        3.1       38.2       68.2       69.9       82.5:      30.1       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        23         13         10         19         15         45         35:
Old  :        65:        23         13         10         19         15         45         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       53.8       37.3       64.0       23.9       52.9       34.8       61.7
Old  :                 23.9       53.8       37.3       64.0       23.9       52.9       34.8       61.7
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 AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    81,249:    12,212     34,035      5,639     50,761     16,110     68,613     55,785:    12,636     25,464
Old  :    81,249:    12,212     34,035      5,639     50,761     16,110     68,613     55,785:    12,636     25,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     6,024:     1,275       -328      1,801      2,584      2,505      5,660      3,978:       364      2,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       41.9        6.9       62.5       19.8       84.4       68.7:      15.6       31.3
Old  :     100.0:      15.0       41.9        6.9       62.5       19.8       84.4       68.7:      15.6       31.3
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  :        77:        19         35         19         15         16         45         59:
Old  :        77:        19         35         19         15         16         45         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       22.9       64.4       34.7       46.6       21.2       55.8       29.5
Old  :                 53.5       22.9       64.4       34.7       46.6       21.2       55.8       29.5
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
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    40,954:     6,168      6,362      1,029     32,911     32,452     40,108     39,843:       846      1,111
Old  :    40,954:     6,168      6,362      1,029     32,911     32,452     40,108     39,843:       846      1,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -3,779:      -335       -529        -17     -3,568     -2,921     -3,920     -3,467:       141       -312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       15.5        2.5       80.4       79.2       97.9       97.3:       2.1        2.7
Old  :     100.0:      15.1       15.5        2.5       80.4       79.2       97.9       97.3:       2.1        2.7
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  :        61:         7         19          4         19         23         29         43:
Old  :        61:         7         19          4         19         23         29         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  :                 50.6       47.4       72.4       69.2       49.3       44.0       67.7       61.8
Old  :                 50.6       47.4       72.4       69.2       49.3       44.0       67.7       61.8
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 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    13,893:         0      1,547          0     13,879     12,264     13,879     13,811:        14         82
Old  :    13,893:         0      1,547          0     13,879     12,264     13,879     13,811:        14         82
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,322:      -100        442          0      1,411        842      1,311      1,284:        11         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.1        0.0       99.9       88.3       99.9       99.4:       0.1        0.6
Old  :     100.0:       0.0       11.1        0.0       99.9       88.3       99.9       99.4:       0.1        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  :        21:         0          7          0          6         10          6         17:
Old  :        21:         0          7          0          6         10          6         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  :                 97.5       77.4       99.9       92.1       83.1       69.5       84.8       79.3
Old  :                 97.5       77.4       99.9       92.1       83.1       69.5       84.8       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    24,728:     1,420      1,837      3,135     15,278     12,296     19,833     17,268:     4,895      7,460
Old  :    24,728:     1,420      1,837      3,135     15,278     12,296     19,833     17,268:     4,895      7,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -3,715:    -1,058       -152       -686     -1,812     -2,152     -3,557     -2,990:      -158       -725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        7.4       12.7       61.8       49.7       80.2       69.8:      19.8       30.2
Old  :     100.0:       5.7        7.4       12.7       61.8       49.7       80.2       69.8:      19.8       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  :        41:         9          5         11         25         18         38         30:
Old  :        41:         9          5         11         25         18         38         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  :                 44.0       28.3       58.0       47.4       44.0       25.4       53.2       38.9
Old  :                 44.0       28.3       58.0       47.4       44.0       25.4       53.2       38.9
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
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   100,745:    10,404     20,947     23,194     49,494     27,970     83,093     72,111:    17,652     28,634
Old  :    87,982:     9,707     21,775     18,838     43,865     23,913     72,409     64,525:    15,572     23,456
Other:    12,763:     4,363      2,837        691      5,629      4,057     10,683      7,585:     2,080      5,178
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -3,322:      -620      4,224     -6,433      2,175     -1,890     -4,878     -4,100:     1,556        778
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       20.8       23.0       49.1       27.8       82.5       71.6:      17.5       28.4
Old  :     100.0:      11.0       24.7       21.4       49.9       27.2       82.3       73.3:      17.7       26.7
Other:     100.0:      34.2       22.2        5.4       44.1       31.8       83.7       59.4:      16.3       40.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        31         66         62         32         34        110        129:
Old  :       157:        35         66         61         30         34        108        127:
Other:        55:        22         12          8         10         17         35         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       14.3       42.4       23.9       28.8       13.2       41.6       18.7
Old  :                 33.1       14.3       45.5       24.3       33.0       13.6       44.8       19.9
Other:                 50.1       29.0       67.8       39.9       48.8       25.8       64.7       36.4
 
                             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
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :     4,059:       525      1,704        625      1,314        716      2,464      3,046:     1,595      1,013
Old  :     3,988:       533      1,750        568      1,299        716      2,400      3,035:     1,588        953
Other:        71:        48         10          1         15          0         64         11:         7         60
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :         4:        20         30        268       -142        -28        147        270:      -143       -266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       42.0       15.4       32.4       17.6       60.7       75.0:      39.3       25.0
Old  :     100.0:      13.4       43.9       14.3       32.6       18.0       60.2       76.1:      39.8       23.9
Other:     100.0:      67.6       14.1        1.4       21.1        0.0       90.1       15.5:       9.9       84.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        10         21         15          5          4         26         31:
Old  :        41:         9         22         14          5          4         26         30:
Other:         5:         3          1          1          1          0          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  :                 31.2       46.2       43.2       57.8       28.1       43.5       36.5       47.8
Old  :                 31.3       47.0       42.4       58.8       28.3       44.3       36.8       48.7
Other:                 90.1       15.5       90.1       15.5       88.7       14.1       88.7       14.1
 
                         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
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   151,752:    35,262     13,025     23,905     72,518     75,793    131,686    112,723:    20,066     39,029
Old  :   151,752:    35,262     13,025     23,905     72,518     75,793    131,686    112,723:    20,066     39,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -9,941:    -5,304      1,772     -1,016     -2,196     -8,113     -8,516     -7,357:    -1,425     -2,584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        8.6       15.8       47.8       49.9       86.8       74.3:      13.2       25.7
Old  :     100.0:      23.2        8.6       15.8       47.8       49.9       86.8       74.3:      13.2       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  :       224:        62         41         55         73         96        162        175:
Old  :       224:        62         41         55         73         96        162        175:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       14.4       35.7       24.4       22.9       13.8       33.8       22.3
Old  :                 22.9       14.4       35.7       24.4       22.9       13.8       33.8       22.3
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 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
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :     3,724:     1,235        462        271      1,112      1,918      2,619      2,651:     1,106      1,073
Old  :     3,724:     1,235        462        271      1,112      1,918      2,619      2,651:     1,106      1,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :      -130:       -10        104        -42         67       -130         14        -69:      -144        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       12.4        7.3       29.9       51.5       70.3       71.2:      29.7       28.8
Old  :     100.0:      33.2       12.4        7.3       29.9       51.5       70.3       71.2:      29.7       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  :        47:        11         11          9         18         19         34         34:
Old  :        47:        11         11          9         18         19         34         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  :                 27.4       37.9       40.1       47.9       26.1       36.1       37.2       45.7
Old  :                 27.4       37.9       40.1       47.9       26.1       36.1       37.2       45.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    26,528:     9,935      2,873      3,682      7,380      4,223     20,997     10,778:     5,532     15,750
Old  :    26,528:     9,935      2,873      3,682      7,380      4,223     20,997     10,778:     5,532     15,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,634:      -444        352        630        951        -57      1,137        924:       497        709
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       10.8       13.9       27.8       15.9       79.1       40.6:      20.9       59.4
Old  :     100.0:      37.4       10.8       13.9       27.8       15.9       79.1       40.6:      20.9       59.4
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  :       140:        48         27         23         36         41         98         79:
Old  :       140:        48         27         23         36         41         98         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       11.5       30.2       16.9       17.3        6.9       28.3       10.7
Old  :                 17.8       11.5       30.2       16.9       17.3        6.9       28.3       10.7
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
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    98,739:    10,259     36,319      1,466     57,231     37,440     68,957     75,226:    29,782     23,513
Old  :    98,739:    10,259     36,319      1,466     57,231     37,440     68,957     75,226:    29,782     23,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -4,550:      -656     -5,073     -1,545     -5,943      2,569     -8,144     -4,049:     3,594       -501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       36.8        1.5       58.0       37.9       69.8       76.2:      30.2       23.8
Old  :     100.0:      10.4       36.8        1.5       58.0       37.9       69.8       76.2:      30.2       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  :        63:         8         23          7         24         22         38         46:
Old  :        63:         8         23          7         24         22         38         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  :                 34.1       27.2       45.6       41.8       32.6       23.5       42.7       36.9
Old  :                 34.1       27.2       45.6       41.8       32.6       23.5       42.7       36.9
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 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
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    90,365:     1,943     47,255          1     78,431     19,015     80,375     66,271:     9,990     24,094
Old  :    90,365:     1,943     47,255          1     78,431     19,015     80,375     66,271:     9,990     24,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    19,633:       270      7,006       -125     19,672     11,299     19,817     18,180:      -185      1,452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       52.3        0.0       86.8       21.0       88.9       73.3:      11.1       26.7
Old  :     100.0:       2.2       52.3        0.0       86.8       21.0       88.9       73.3:      11.1       26.7
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  :        52:         2         25          1         22          9         25         34:
Old  :        52:         2         25          1         22          9         25         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  :                 49.4       21.0       68.9       36.6       41.5       19.9       57.1       32.2
Old  :                 49.4       21.0       68.9       36.6       41.5       19.9       57.1       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   121,076:    80,586      3,237      2,912     27,388    109,555    110,886    115,704:    10,190      5,372
Old  :   121,076:    80,586      3,237      2,912     27,388    109,555    110,886    115,704:    10,190      5,372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    10,898:    -3,244       -331      2,186     10,746      7,943      9,688      9,798:     1,209      1,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.6        2.7        2.4       22.6       90.5       91.6       95.6:       8.4        4.4
Old  :     100.0:      66.6        2.7        2.4       22.6       90.5       91.6       95.6:       8.4        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        63         11          7         17         21         83         37:
Old  :       106:        63         11          7         17         21         83         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       56.3       44.6       77.9       27.2       53.2       42.5       73.5
Old  :                 27.2       56.3       44.6       77.9       27.2       53.2       42.5       73.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   103,532:    14,675     23,069      1,388     62,232     57,490     78,295     81,947:    25,237     21,585
Old  :   103,532:    14,675     23,069      1,388     62,232     57,490     78,295     81,947:    25,237     21,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     3,146:       300     -2,375     -1,209        206      7,291       -704      3,707:     3,850       -560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       22.3        1.3       60.1       55.5       75.6       79.2:      24.4       20.8
Old  :     100.0:      14.2       22.3        1.3       60.1       55.5       75.6       79.2:      24.4       20.8
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:        11         21          5         25         18         38         42:
Old  :        63:        11         21          5         25         18         38         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  :                 24.7       36.0       43.0       51.7       23.7       32.2       39.3       45.9
Old  :                 24.7       36.0       43.0       51.7       23.7       32.2       39.3       45.9
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
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   191,156:     4,876     42,122      2,978    153,376    118,566    161,230    163,666:    29,925     27,490
Old  :   191,156:     4,876     42,122      2,978    153,376    118,566    161,230    163,666:    29,925     27,490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   -19,990:    -1,156    -12,701     -1,257    -19,016     -3,666    -21,429    -17,624:     1,438     -2,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       22.0        1.6       80.2       62.0       84.3       85.6:      15.7       14.4
Old  :     100.0:       2.6       22.0        1.6       80.2       62.0       84.3       85.6:      15.7       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  :        77:         9         26          8         32         31         45         61:
Old  :        77:         9         26          8         32         31         45         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       37.9       71.5       51.3       54.4       36.5       65.5       48.4
Old  :                 57.9       37.9       71.5       51.3       54.4       36.5       65.5       48.4
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
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   220,455:    23,042     38,417     14,357    131,914    114,565    169,313    167,338:    51,143     53,117
Old  :   220,455:    23,042     38,417     14,357    131,914    114,565    169,313    167,338:    51,143     53,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   -22,117:    -4,332     -3,587     -9,660     16,128     11,243      2,136     -2,005:   -24,253    -20,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       17.4        6.5       59.8       52.0       76.8       75.9:      23.2       24.1
Old  :     100.0:      10.5       17.4        6.5       59.8       52.0       76.8       75.9:      23.2       24.1
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  :       108:        27         36         23         34         32         75         77:
Old  :       108:        27         36         23         34         32         75         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       31.1       44.8       41.5       29.9       23.2       38.6       30.7
Old  :                 32.7       31.1       44.8       41.5       29.9       23.2       38.6       30.7
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
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    67,930:    15,413      3,191        469     47,302     58,048     63,184     61,708:     4,746      6,222
Old  :    67,930:    15,413      3,191        469     47,302     58,048     63,184     61,708:     4,746      6,222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    12,298:     5,841          0       -120      7,229     13,078     12,950     12,958:      -652       -660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        4.7        0.7       69.6       85.5       93.0       90.8:       7.0        9.2
Old  :     100.0:      22.7        4.7        0.7       69.6       85.5       93.0       90.8:       7.0        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          3          1         12         16         15         19:
Old  :        24:         2          3          1         12         16         15         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  :                 65.5       60.4       83.9       75.5       58.1       56.6       73.4       65.0
Old  :                 65.5       60.4       83.9       75.5       58.1       56.6       73.4       65.0
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, June 7, 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  :14,064,161:   803,887    533,550  4,192,824  7,886,373  7,643,097 12,883,083 12,369,471: 1,181,078  1,694,690
Old  :14,064,161:   803,887    533,550  4,192,824  7,886,373  7,643,097 12,883,083 12,369,471: 1,181,078  1,694,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   406,600:    85,075    -71,593    168,825     74,446    290,344    328,347    387,577:    78,253     19,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        3.8       29.8       56.1       54.3       91.6       88.0:       8.4       12.0
Old  :     100.0:       5.7        3.8       29.8       56.1       54.3       91.6       88.0:       8.4       12.0
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  :       288:        65         69        113        144        143        272        267:
Old  :       288:        65         69        113        144        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  :                 18.0       15.8       31.0       26.0       16.1        9.1       21.1       13.5
Old  :                 18.0       15.8       31.0       26.0       16.1        9.1       21.1       13.5
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
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   786,402:    60,811     64,775     53,574    511,868    528,619    626,253    646,967:   160,149    139,434
Old  :   786,402:    60,811     64,775     53,574    511,868    528,619    626,253    646,967:   160,149    139,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    18,260:     2,177     -3,159      1,821     14,364     17,667     18,362     16,329:      -101      1,931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        8.2        6.8       65.1       67.2       79.6       82.3:      20.4       17.7
Old  :     100.0:       7.7        8.2        6.8       65.1       67.2       79.6       82.3:      20.4       17.7
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  :       203:        44         42         54         96         69        174        131:
Old  :       203:        44         42         54         96         69        174        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       30.6       25.2       42.4       16.9       28.5       24.1       40.1
Old  :                 17.3       30.6       25.2       42.4       16.9       28.5       24.1       40.1
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
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  : 1,122,607:   199,246    215,528     38,414    541,035    764,253    778,695  1,018,196:   343,912    104,411
Old  : 1,122,607:   199,246    215,528     38,414    541,035    764,253    778,695  1,018,196:   343,912    104,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    30,863:    10,270     -9,589     14,391      6,398     19,443     31,059     24,245:      -197      6,618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       19.2        3.4       48.2       68.1       69.4       90.7:      30.6        9.3
Old  :     100.0:      17.7       19.2        3.4       48.2       68.1       69.4       90.7:      30.6        9.3
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  :       195:        47         56         34         61         62        130        130:
Old  :       195:        47         56         34         61         62        130        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       28.1       28.0       41.5       13.8       22.9       20.6       34.4
Old  :                 18.2       28.1       28.0       41.5       13.8       22.9       20.6       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 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
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    15,651:     1,011      3,707         31      8,851     10,698      9,893     14,436:     5,758      1,215
Old  :    15,651:     1,011      3,707         31      8,851     10,698      9,893     14,436:     5,758      1,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     3,507:       286      2,426         12      2,931      1,106      3,229      3,544:       278        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       23.7        0.2       56.6       68.4       63.2       92.2:      36.8        7.8
Old  :     100.0:       6.5       23.7        0.2       56.6       68.4       63.2       92.2:      36.8        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  :        28:         2          3          1         12         14         15         17:
Old  :        28:         2          3          1         12         14         15         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  :                 36.2       43.0       50.5       69.0       36.1       43.0       47.8       66.6
Old  :                 36.2       43.0       50.5       69.0       36.1       43.0       47.8       66.6
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
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    32,988:    10,296      3,493        342     18,375     23,557     29,013     27,392:     3,975      5,596
Old  :    32,988:    10,296      3,493        342     18,375     23,557     29,013     27,392:     3,975      5,596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     3,450:       498     -1,821        198      2,340      4,180      3,036      2,557:       414        893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       10.6        1.0       55.7       71.4       88.0       83.0:      12.0       17.0
Old  :     100.0:      31.2       10.6        1.0       55.7       71.4       88.0       83.0:      12.0       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         6          5          2         16         17         22         24:
Old  :        35:         6          5          2         16         17         22         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  :                 45.6       58.2       68.9       68.9       44.6       54.3       67.2       64.8
Old  :                 45.6       58.2       68.9       68.9       44.6       54.3       67.2       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    56,887:     9,257     11,541         60     36,353     26,508     45,670     38,108:    11,218     18,779
Old  :    56,887:     9,257     11,541         60     36,353     26,508     45,670     38,108:    11,218     18,779
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       944:      -146     -1,414         45       -256        717       -357       -653:     1,301      1,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       20.3        0.1       63.9       46.6       80.3       67.0:      19.7       33.0
Old  :     100.0:      16.3       20.3        0.1       63.9       46.6       80.3       67.0:      19.7       33.0
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  :        82:        17         19          3         31         27         49         48:
Old  :        82:        17         19          3         31         27         49         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  :                 36.9       24.2       48.9       37.5       35.4       21.5       46.9       32.2
Old  :                 36.9       24.2       48.9       37.5       35.4       21.5       46.9       32.2
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 (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   319,402:    80,047    111,365      7,444    161,752    179,116    249,242    297,926:    70,160     21,477
Old  :   319,402:    80,047    111,365      7,444    161,752    179,116    249,242    297,926:    70,160     21,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    11,588:     8,354       -693        386     -5,482     16,737      3,258     16,430:     8,330     -4,842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       34.9        2.3       50.6       56.1       78.0       93.3:      22.0        6.7
Old  :     100.0:      25.1       34.9        2.3       50.6       56.1       78.0       93.3:      22.0        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  :       192:        59         65         14         47         37        111        111:
Old  :       192:        59         65         14         47         37        111        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       34.3       43.2       48.9       27.2       26.6       34.4       36.8
Old  :                 33.5       34.3       43.2       48.9       27.2       26.6       34.4       36.8
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
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    89,869:    15,566      2,591      1,192     52,994     71,690     69,752     75,472:    20,117     14,397
Old  :    89,869:    15,566      2,591      1,192     52,994     71,690     69,752     75,472:    20,117     14,397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -1,957:      -326     -8,163     -2,278        460     10,847     -2,143        407:       186     -2,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        2.9        1.3       59.0       79.8       77.6       84.0:      22.4       16.0
Old  :     100.0:      17.3        2.9        1.3       59.0       79.8       77.6       84.0:      22.4       16.0
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  :        40:         8          3          3         22         21         32         25:
Old  :        40:         8          3          3         22         21         32         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  :                 42.9       57.1       54.8       69.3       39.7       51.7       47.6       61.4
Old  :                 42.9       57.1       54.8       69.3       39.7       51.7       47.6       61.4
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
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    38,969:     1,048     13,880        446     30,164     19,542     31,658     33,868:     7,311      5,101
Old  :    38,969:     1,048     13,880        446     30,164     19,542     31,658     33,868:     7,311      5,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,140:        40        223        338     -1,545        937     -1,167      1,498:     2,307       -358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       35.6        1.1       77.4       50.1       81.2       86.9:      18.8       13.1
Old  :     100.0:       2.7       35.6        1.1       77.4       50.1       81.2       86.9:      18.8       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:         4         13          3         28         28         33         43:
Old  :        61:         4         13          3         28         28         33         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  :                 52.9       35.5       61.3       47.9       51.2       35.1       59.1       46.1
Old  :                 52.9       35.5       61.3       47.9       51.2       35.1       59.1       46.1
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 (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   250,380:    49,016     33,224      4,213    186,907    192,434    240,137    229,871:    10,244     20,509
Old  :   250,380:    49,016     33,224      4,213    186,907    192,434    240,137    229,871:    10,244     20,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,370:    -3,595     -2,284        936      4,697       -142      2,038     -1,490:      -667      2,860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       13.3        1.7       74.6       76.9       95.9       91.8:       4.1        8.2
Old  :     100.0:      19.6       13.3        1.7       74.6       76.9       95.9       91.8:       4.1        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        15         38         12         38         49         61         91:
Old  :       120:        15         38         12         38         49         61         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  :                 62.3       37.2       72.7       52.4       59.0       34.3       68.5       48.9
Old  :                 62.3       37.2       72.7       52.4       59.0       34.3       68.5       48.9
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
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    53,035:    14,027      6,622      2,784     17,304     26,063     34,115     35,469:    18,920     17,566
Old  :    53,035:    14,027      6,622      2,784     17,304     26,063     34,115     35,469:    18,920     17,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    11,271:       460      1,066      2,641      2,975      2,149      6,076      5,856:     5,195      5,415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       12.5        5.2       32.6       49.1       64.3       66.9:      35.7       33.1
Old  :     100.0:      26.4       12.5        5.2       32.6       49.1       64.3       66.9:      35.7       33.1
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:        29         19         10         22         27         59         48:
Old  :        87:        29         19         10         22         27         59         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  :                 14.9       23.3       23.2       33.2       12.5       22.5       20.4       30.8
Old  :                 14.9       23.3       23.2       33.2       12.5       22.5       20.4       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    39,374:     6,993        426      1,978     18,055      2,439     27,026      4,843:    12,348     34,531
Old  :    39,374:     6,993        426      1,978     18,055      2,439     27,026      4,843:    12,348     34,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    11,040:      -124       -134      1,875      1,392         40      3,143      1,781:     7,897      9,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        1.1        5.0       45.9        6.2       68.6       12.3:      31.4       87.7
Old  :     100.0:      17.8        1.1        5.0       45.9        6.2       68.6       12.3:      31.4       87.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         9          2          8         12          4         24         13:
Old  :        28:         9          2          8         12          4         24         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  :                 45.5        7.5       52.7       11.0       44.9        6.5       52.1        6.7
Old  :                 45.5        7.5       52.7       11.0       44.9        6.5       52.1        6.7
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
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    76,138:     4,652      5,728        769     52,834     29,468     58,255     35,965:    17,883     40,173
Old  :    76,138:     4,652      5,728        769     52,834     29,468     58,255     35,965:    17,883     40,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,612:       203        -34        170        251      1,405        624      1,541:       988         71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        7.5        1.0       69.4       38.7       76.5       47.2:      23.5       52.8
Old  :     100.0:       6.1        7.5        1.0       69.4       38.7       76.5       47.2:      23.5       52.8
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          4         19         29         26         46:
Old  :        52:         5         14          4         19         29         26         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  :                 58.6       19.3       66.5       29.2       46.8       12.0       52.1       17.6
Old  :                 58.6       19.3       66.5       29.2       46.8       12.0       52.1       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   146,120:    64,999      7,347     21,794     23,214    102,016    110,008    131,157:    36,111     14,962
Old  :   146,120:    64,999      7,347     21,794     23,214    102,016    110,008    131,157:    36,111     14,962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     9,312:    12,457     -2,807        921     -4,750      9,289      8,628      7,403:       684      1,910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.5        5.0       14.9       15.9       69.8       75.3       89.8:      24.7       10.2
Old  :     100.0:      44.5        5.0       14.9       15.9       69.8       75.3       89.8:      24.7       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  :       187:        97         40         50         27         45        144        116:
Old  :       187:        97         40         50         27         45        144        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  :                 14.9       31.5       25.1       45.4       14.9       26.9       23.6       40.2
Old  :                 14.9       31.5       25.1       45.4       14.9       26.9       23.6       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   105,295:    32,092     12,549     18,084     40,561     59,918     90,737     90,551:    14,558     14,744
Old  :   105,295:    32,092     12,549     18,084     40,561     59,918     90,737     90,551:    14,558     14,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     8,432:     8,764       -647       -129     -2,576      7,223      6,059      6,447:     2,372      1,984
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       11.9       17.2       38.5       56.9       86.2       86.0:      13.8       14.0
Old  :     100.0:      30.5       11.9       17.2       38.5       56.9       86.2       86.0:      13.8       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        64         51         43         43         45        130        121:
Old  :       174:        64         51         43         43         45        130        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       28.7       33.3       44.1       22.5       27.4       30.9       41.5
Old  :                 22.5       28.7       33.3       44.1       22.5       27.4       30.9       41.5
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
 
                                 GOLD - COMMODITY EXCHANGE INC.                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   297,782:   114,070     73,481     44,843     86,596    157,183    245,508    275,507:    52,274     22,275
Old  :   297,782:   114,070     73,481     44,843     86,596    157,183    245,508    275,507:    52,274     22,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     3,185:       789     -5,491      4,206     -6,390      8,457     -1,395      7,173:     4,580     -3,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       24.7       15.1       29.1       52.8       82.4       92.5:      17.6        7.5
Old  :     100.0:      38.3       24.7       15.1       29.1       52.8       82.4       92.5:      17.6        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  :       247:       115         74         54         43         44        183        150:
Old  :       247:       115         74         54         43         44        183        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       32.3       33.9       46.1       20.4       29.2       25.9       38.5
Old  :                 25.7       32.3       33.9       46.1       20.4       29.2       25.9       38.5
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 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
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    12,318:     6,988      1,731        339      2,127      9,676      9,454     11,746:     2,864        572
Old  :    12,318:     6,988      1,731        339      2,127      9,676      9,454     11,746:     2,864        572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,349:       329        177        121        212        818        662      1,116:       687        233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.7       14.1        2.8       17.3       78.6       76.7       95.4:      23.3        4.6
Old  :     100.0:      56.7       14.1        2.8       17.3       78.6       76.7       95.4:      23.3        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  :        37:        24          2          5          7          5         36         10:
Old  :        37:        24          2          5          7          5         36         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  :                 43.7       85.5       57.8       94.6       43.7       81.1       57.8       87.5
Old  :                 43.7       85.5       57.8       94.6       43.7       81.1       57.8       87.5
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
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    86,047:    16,651      8,721      7,326     42,251     48,398     66,227     64,445:    19,820     21,602
Old  :    85,949:    16,626      8,721      7,326     42,201     48,388     66,152     64,435:    19,797     21,514
Other:        98:        25          0          0         50         10         75         10:        23         88
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     2,987:        19       -349        145         92        853        256        649:     2,731      2,338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       10.1        8.5       49.1       56.2       77.0       74.9:      23.0       25.1
Old  :     100.0:      19.3       10.1        8.5       49.1       56.3       77.0       75.0:      23.0       25.0
Other:     100.0:      25.5        0.0        0.0       51.0       10.2       76.5       10.2:      23.5       89.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        32         20         16         50         48         86         80:
Old  :       117:        32         20         16         50         48         86         80:
Other:         5:         1          0          0          2          2          3          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  :                 20.2       30.9       28.5       39.9       16.6       25.3       23.8       31.0
Old  :                 20.2       30.9       28.5       40.0       16.6       25.4       23.8       31.1
Other:                 76.5       10.2       76.5       10.2       76.5       10.2       76.5       10.2
 
                               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 - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    31,143:     2,396      3,030      1,253     19,968     16,254     23,618     20,538:     7,525     10,605
Old  :    12,949:     2,897      3,080        121      5,219      5,119      8,238      8,321:     4,711      4,628
Other:    18,194:       147        599        484     14,749     11,135     15,380     12,217:     2,814      5,977
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -1,485:       -91         29       -353       -360     -1,074       -804     -1,398:      -682        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        9.7        4.0       64.1       52.2       75.8       65.9:      24.2       34.1
Old  :     100.0:      22.4       23.8        0.9       40.3       39.5       63.6       64.3:      36.4       35.7
Other:     100.0:       0.8        3.3        2.7       81.1       61.2       84.5       67.2:      15.5       32.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         6         12          6         19         14         30         27:
Old  :        39:         9          9          2         14         11         24         21:
Other:        28:         2          5          3         16         13         21         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       41.1       55.7       51.1       42.8       37.7       53.1       44.4
Old  :                 28.9       35.4       43.9       50.3       28.2       34.4       43.1       49.3
Other:                 62.9       49.1       74.0       59.1       62.5       45.9       71.5       51.7
 
                               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
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   148,291:    18,668     16,538     37,856     76,929     81,628    133,454    136,022:    14,837     12,269
Old  :    73,475:    10,940     15,454     16,747     38,543     34,921     66,230     67,122:     7,245      6,353
Other:    74,815:     9,566      2,922     19,271     38,386     46,707     67,224     68,900:     7,592      5,915
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     4,284:    -2,581      1,497      5,663      1,428     -2,844      4,510      4,316:      -226        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       11.2       25.5       51.9       55.0       90.0       91.7:      10.0        8.3
Old  :     100.0:      14.9       21.0       22.8       52.5       47.5       90.1       91.4:       9.9        8.6
Other:     100.0:      12.8        3.9       25.8       51.3       62.4       89.9       92.1:      10.1        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        70         64         63         70         60        174        157:
Old  :       187:        64         56         48         55         43        144        122:
Other:       157:        43         41         48         62         55        132        117:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       29.7       30.7       39.2       17.0       18.8       24.0       23.7
Old  :                 25.7       39.6       39.0       47.1       21.6       27.5       31.0       34.1
Other:                 19.2       24.5       30.0       37.6       16.2       19.7       25.4       27.8
 
                             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
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    39,272:    10,345      3,083      8,508     14,656     24,671     33,508     36,263:     5,763      3,009
Old  :    36,999:    10,455      3,344      7,191     13,729     23,504     31,375     34,038:     5,624      2,960
Other:     2,273:       399        248        808        926      1,167      2,133      2,224:       140         49
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,823:       337       -368        587        648      1,173      1,572      1,391:       252        432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        7.9       21.7       37.3       62.8       85.3       92.3:      14.7        7.7
Old  :     100.0:      28.3        9.0       19.4       37.1       63.5       84.8       92.0:      15.2        8.0
Other:     100.0:      17.5       10.9       35.6       40.7       51.4       93.8       97.8:       6.2        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        51         21         25         23         19         88         53:
Old  :       104:        53         19         25         23         19         88         53:
Other:        24:         9          7          9          7          5         19         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       47.4       39.2       61.6       21.2       40.0       29.4       50.2
Old  :                 24.2       47.6       38.9       61.5       22.1       41.3       30.7       52.5
Other:                 52.7       70.4       75.8       87.6       25.4       32.3       31.2       36.3
 
                    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
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   149,126:    22,922     25,675     12,776    104,361    106,056    140,059    144,508:     9,068      4,619
Old  :    70,802:    13,763     24,907      5,745     43,885     36,718     63,393     67,371:     7,409      3,431
Other:    78,324:    11,290      2,899      4,900     60,476     69,338     76,666     77,137:     1,658      1,187
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       730:      -170      1,817     -1,459      2,586      1,165        956      1,523:      -226       -793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       17.2        8.6       70.0       71.1       93.9       96.9:       6.1        3.1
Old  :     100.0:      19.4       35.2        8.1       62.0       51.9       89.5       95.2:      10.5        4.8
Other:     100.0:      14.4        3.7        6.3       77.2       88.5       97.9       98.5:       2.1        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        52         53         33         52         38        124        107:
Old  :       162:        61         44         27         50         31        120         93:
Other:        79:        16         21         21         31         30         62         57:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       35.5       46.5       52.6       19.0       22.5       29.7       30.5
Old  :                 25.8       31.7       38.3       45.8       19.3       23.1       27.0       34.0
Other:                 44.2       56.5       63.7       71.5       27.0       39.7       42.4       49.8
 
                                 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
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   471,691:    77,155     58,274     76,078    247,543    292,742    400,775    427,094:    70,916     44,597
Old  :   471,691:    77,155     58,274     76,078    247,543    292,742    400,775    427,094:    70,916     44,597
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     2,045:     4,656     -8,478      5,622     -8,350     13,149      1,928     10,293:       117     -8,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       12.4       16.1       52.5       62.1       85.0       90.5:      15.0        9.5
Old  :     100.0:      16.4       12.4       16.1       52.5       62.1       85.0       90.5:      15.0        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  :       159:        46         47         49         58         49        133        117:
Old  :       159:        46         47         49         58         49        133        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  :                 15.0       26.6       26.7       41.5       13.2       21.1       23.3       29.1
Old  :                 15.0       26.6       26.7       41.5       13.2       21.1       23.3       29.1
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 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
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   134,219:    34,601      9,281     36,398     52,118     82,112    123,117    127,791:    11,101      6,427
Old  :   106,929:    34,679     14,294     23,216     39,449     64,522     97,344    102,032:     9,585      4,897
Other:    27,290:     5,842        907      7,263     12,669     17,590     25,774     25,759:     1,516      1,531
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     9,205:     4,945         -9      3,035        606      6,831      8,586      9,857:       619       -652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        6.9       27.1       38.8       61.2       91.7       95.2:       8.3        4.8
Old  :     100.0:      32.4       13.4       21.7       36.9       60.3       91.0       95.4:       9.0        4.6
Other:     100.0:      21.4        3.3       26.6       46.4       64.5       94.4       94.4:       5.6        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       358:       168         63        128         91        101        318        242:
Old  :       354:       161         74        119         88         97        311        230:
Other:       170:        51         29         56         55         78        123        147:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       21.4       24.9       32.3       14.0       16.4       22.0       25.0
Old  :                 17.6       21.2       26.9       32.6       17.6       17.7       26.9       27.8
Other:                 29.2       33.7       42.3       44.1       23.0       24.9       30.9       31.2
 
                               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
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    36,211:    17,978      2,022      2,998     10,925     28,687     31,901     33,707:     4,309      2,503
Old  :    36,211:    17,978      2,022      2,998     10,925     28,687     31,901     33,707:     4,309      2,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     5,338:       372       -404       -746      5,823      6,056      5,449      4,906:      -110        432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.6        5.6        8.3       30.2       79.2       88.1       93.1:      11.9        6.9
Old  :     100.0:      49.6        5.6        8.3       30.2       79.2       88.1       93.1:      11.9        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  :        56:        33          6         10         11          8         49         22:
Old  :        56:        33          6         10         11          8         49         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  :                 42.9       77.8       60.1       89.5       26.1       61.4       38.9       64.7
Old  :                 42.9       77.8       60.1       89.5       26.1       61.4       38.9       64.7
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 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
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   208,942:    30,639     23,572     39,704    101,606    114,122    171,949    177,398:    36,993     31,544
Old  :   208,942:    30,639     23,572     39,704    101,606    114,122    171,949    177,398:    36,993     31,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    12,324:     7,340     -1,996      8,854     -5,259      2,960     10,936      9,819:     1,389      2,506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       11.3       19.0       48.6       54.6       82.3       84.9:      17.7       15.1
Old  :     100.0:      14.7       11.3       19.0       48.6       54.6       82.3       84.9:      17.7       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        36         22         30         59         65        111        103:
Old  :       129:        36         22         30         59         65        111        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  :                 15.7       21.1       26.3       30.7       12.0       12.8       19.4       19.1
Old  :                 15.7       21.1       26.3       30.7       12.0       12.8       19.4       19.1
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
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   748,050:    29,025     63,457    298,553    338,768    346,342    666,346    708,352:    81,703     39,698
Old  :   748,050:    29,025     63,457    298,553    338,768    346,342    666,346    708,352:    81,703     39,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     9,032:    -4,238    -12,451      3,253      4,074     18,623      3,089      9,425:     5,943       -393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        8.5       39.9       45.3       46.3       89.1       94.7:      10.9        5.3
Old  :     100.0:       3.9        8.5       39.9       45.3       46.3       89.1       94.7:      10.9        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  :       201:        49         58         74         89         80        181        173:
Old  :       201:        49         58         74         89         80        181        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  :                 19.4       21.4       30.0       33.9        4.6        6.4        6.9       10.6
Old  :                 19.4       21.4       30.0       33.9        4.6        6.4        6.9       10.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    34,632:    11,717      2,717        496     19,084     21,906     31,297     25,119:     3,335      9,513
Old  :    34,632:    11,717      2,717        496     19,084     21,906     31,297     25,119:     3,335      9,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -1,353:     3,704       -401       -904     -3,119        398       -319       -907:    -1,034       -446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8        7.8        1.4       55.1       63.3       90.4       72.5:       9.6       27.5
Old  :     100.0:      33.8        7.8        1.4       55.1       63.3       90.4       72.5:       9.6       27.5
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  :        21:         2          1          1         15         13         17         15:
Old  :        21:         2          1          1         15         13         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       37.9       78.2       58.2       55.2       32.6       70.7       48.0
Old  :                 56.7       37.9       78.2       58.2       55.2       32.6       70.7       48.0
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
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   124,381:     5,840     15,692     18,466     89,255     84,148    113,561    118,306:    10,820      6,075
Old  :   124,381:     5,840     15,692     18,466     89,255     84,148    113,561    118,306:    10,820      6,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,331:    -2,414      3,946      4,094       -355     -3,137      1,325      4,903:         6     -3,572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       12.6       14.8       71.8       67.7       91.3       95.1:       8.7        4.9
Old  :     100.0:       4.7       12.6       14.8       71.8       67.7       91.3       95.1:       8.7        4.9
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  :        30:         1          2          3         20         24         23         27:
Old  :        30:         1          2          3         20         24         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  :                 61.4       44.1       74.5       64.8       52.2       30.6       57.9       47.0
Old  :                 61.4       44.1       74.5       64.8       52.2       30.6       57.9       47.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    50,423:     9,466      6,838        848     36,279     33,230     46,593     40,916:     3,830      9,507
Old  :    50,423:     9,466      6,838        848     36,279     33,230     46,593     40,916:     3,830      9,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -6,009:      -976     -2,104          0     -4,504     -2,664     -5,480     -4,768:      -529     -1,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       13.6        1.7       71.9       65.9       92.4       81.1:       7.6       18.9
Old  :     100.0:      18.8       13.6        1.7       71.9       65.9       92.4       81.1:       7.6       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          3          2         12         11         15         14:
Old  :        21:         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  :                 58.0       49.3       81.4       69.3       49.9       47.6       71.2       60.2
Old  :                 58.0       49.3       81.4       69.3       49.9       47.6       71.2       60.2
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
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    54,693:     2,132      6,585      3,451     44,363     42,779     49,946     52,815:     4,747      1,878
Old  :    54,693:     2,132      6,585      3,451     44,363     42,779     49,946     52,815:     4,747      1,878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -2,590:      -578        272        240     -3,024     -3,712     -3,362     -3,200:       772        610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       12.0        6.3       81.1       78.2       91.3       96.6:       8.7        3.4
Old  :     100.0:       3.9       12.0        6.3       81.1       78.2       91.3       96.6:       8.7        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 53.3       49.8       75.1       73.2       24.3       31.5       39.1       47.2
Old  :                 53.3       49.8       75.1       73.2       24.3       31.5       39.1       47.2
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
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    57,980:    10,430     13,286      2,766     40,874     35,964     54,070     52,016:     3,910      5,964
Old  :    57,980:    10,430     13,286      2,766     40,874     35,964     54,070     52,016:     3,910      5,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -4,774:     2,502     -4,013       -223     -6,667     -1,912     -4,388     -6,148:      -386      1,374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       22.9        4.8       70.5       62.0       93.3       89.7:       6.7       10.3
Old  :     100.0:      18.0       22.9        4.8       70.5       62.0       93.3       89.7:       6.7       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  :        29:         2          3          3         19         19         23         23:
Old  :        29:         2          3          3         19         19         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       34.9       73.3       58.9       51.7       32.1       65.5       52.0
Old  :                 51.8       34.9       73.3       58.9       51.7       32.1       65.5       52.0
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
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    40,217:        24          0      1,488     37,645     36,471     39,157     37,959:     1,060      2,258
Old  :    40,217:        24          0      1,488     37,645     36,471     39,157     37,959:     1,060      2,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     2,033:    -1,624       -240        930      2,707      1,849      2,013      2,539:        20       -506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        0.0        3.7       93.6       90.7       97.4       94.4:       2.6        5.6
Old  :     100.0:       0.1        0.0        3.7       93.6       90.7       97.4       94.4:       2.6        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          0          1         18         17         19         18:
Old  :        21:         1          0          1         18         17         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  :                 62.4       38.3       85.7       67.2       61.6       30.4       62.5       50.8
Old  :                 62.4       38.3       85.7       67.2       61.6       30.4       62.5       50.8
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
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    63,538:         0      6,107      3,440     51,836     48,233     55,276     57,780:     8,262      5,758
Old  :    63,538:         0      6,107      3,440     51,836     48,233     55,276     57,780:     8,262      5,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -1,067:         0        211        436      1,173      1,497      1,609      2,144:    -2,676     -3,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.6        5.4       81.6       75.9       87.0       90.9:      13.0        9.1
Old  :     100.0:       0.0        9.6        5.4       81.6       75.9       87.0       90.9:      13.0        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          2          2         21         18         23         20:
Old  :        26:         0          2          2         21         18         23         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       59.1       54.6       73.8       27.3       47.7       43.9       58.3
Old  :                 33.2       59.1       54.6       73.8       27.3       47.7       43.9       58.3
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
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    70,796:    33,708     23,212      1,360     28,546     41,731     63,614     66,303:     7,182      4,493
Old  :    70,796:    33,708     23,212      1,360     28,546     41,731     63,614     66,303:     7,182      4,493
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -5,646:    -1,468       -902        628     -6,346     -6,019     -7,186     -6,293:     1,540        647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.6       32.8        1.9       40.3       58.9       89.9       93.7:      10.1        6.3
Old  :     100.0:      47.6       32.8        1.9       40.3       58.9       89.9       93.7:      10.1        6.3
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  :        22:         2          1          1         16         17         18         19:
Old  :        22:         2          1          1         16         17         18         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  :                 69.0       60.2       81.9       78.2       63.4       57.8       66.1       67.6
Old  :                 69.0       60.2       81.9       78.2       63.4       57.8       66.1       67.6
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
 
                       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, June 7, 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  : 1,011,954:   236,435     54,025    180,228    577,612    765,954    994,275  1,000,207:    17,679     11,747
Old  : 1,011,954:   236,435     54,025    180,228    577,612    765,954    994,275  1,000,207:    17,679     11,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    55,602:    15,277     -7,770     23,376     18,501     41,260     57,154     56,866:    -1,552     -1,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        5.3       17.8       57.1       75.7       98.3       98.8:       1.7        1.2
Old  :     100.0:      23.4        5.3       17.8       57.1       75.7       98.3       98.8:       1.7        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        23         11         29         85         78        119        109:
Old  :       124:        23         11         29         85         78        119        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       23.2       40.6       38.7       22.7       18.1       31.0       27.9
Old  :                 27.0       23.2       40.6       38.7       22.7       18.1       31.0       27.9
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   143,175:    29,150     50,798     31,526     81,445     59,053    142,121    141,377:     1,054      1,798
Old  :   143,175:    29,150     50,798     31,526     81,445     59,053    142,121    141,377:     1,054      1,798
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     6,588:     6,284      4,688     -1,863      2,176      3,561      6,597      6,386:        -9        202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       35.5       22.0       56.9       41.2       99.3       98.7:       0.7        1.3
Old  :     100.0:      20.4       35.5       22.0       56.9       41.2       99.3       98.7:       0.7        1.3
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  :        49:        13          6         17         29         27         47         45:
Old  :        49:        13          6         17         29         27         47         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  :                 30.4       49.5       49.9       69.0       19.1       38.3       30.9       44.7
Old  :                 30.4       49.5       49.9       69.0       19.1       38.3       30.9       44.7
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
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    62,444:    14,596      5,116     13,061     34,479     43,963     62,136     62,140:       308        304
Old  :    62,444:    14,596      5,116     13,061     34,479     43,963     62,136     62,140:       308        304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,935:    -2,082      1,355        357      3,764        281      2,039      1,993:      -104        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        8.2       20.9       55.2       70.4       99.5       99.5:       0.5        0.5
Old  :     100.0:      23.4        8.2       20.9       55.2       70.4       99.5       99.5:       0.5        0.5
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  :        49:         5          5          7         37         34         46         42:
Old  :        49:         5          5          7         37         34         46         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  :                 49.4       41.0       64.8       62.1       33.6       31.3       41.2       42.3
Old  :                 49.4       41.0       64.8       62.1       33.6       31.3       41.2       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 WEEKLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :     2,410:     1,060      1,440          0      1,330        870      2,390      2,310:        20        100
Old  :     2,410:     1,060      1,440          0      1,330        870      2,390      2,310:        20        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0       59.8        0.0       55.2       36.1       99.2       95.9:       0.8        4.1
Old  :     100.0:      44.0       59.8        0.0       55.2       36.1       99.2       95.9:       0.8        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  :        25:         3          5          0          9          8         12         13:
Old  :        25:         3          5          0          9          8         12         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  :                 72.2       75.1       90.5       87.6       72.2       75.1       90.5       87.6
Old  :                 72.2       75.1       90.5       87.6       72.2       75.1       90.5       87.6
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, June 7, 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  :    22,103:     4,261        847      1,486     16,356     19,085     22,103     21,418:         0        685
Old  :    22,103:     4,261        847      1,486     16,356     19,085     22,103     21,418:         0        685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :      -719:       105       -932        386     -1,210       -305       -719       -851:         0        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        3.8        6.7       74.0       86.3      100.0       96.9:       0.0        3.1
Old  :     100.0:      19.3        3.8        6.7       74.0       86.3      100.0       96.9:       0.0        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  :        28:         2          2          3         19         19         23         22:
Old  :        28:         2          2          3         19         19         23         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  :                 60.9       51.0       81.1       71.1       58.2       47.2       69.7       60.8
Old  :                 60.9       51.0       81.1       71.1       58.2       47.2       69.7       60.8
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :     8,783:       174      4,800        772      7,793      3,211      8,739      8,783:        44          0
Old  :     8,783:       174      4,800        772      7,793      3,211      8,739      8,783:        44          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :      -372:       -42       -252        -84       -246        -36       -372       -372:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       54.7        8.8       88.7       36.6       99.5      100.0:       0.5        0.0
Old  :     100.0:       2.0       54.7        8.8       88.7       36.6       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  :        25:         1          3          2         14         11         17         14:
Old  :        25:         1          3          2         14         11         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.3       71.7       87.8       91.2       61.5       62.9       80.5       80.5
Old  :                 62.3       71.7       87.8       91.2       61.5       62.9       80.5       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    10,040:     3,240      2,260      2,000      4,330      4,910      9,570      9,170:       470        870
Old  :    10,040:     3,240      2,260      2,000      4,330      4,910      9,570      9,170:       470        870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :      -130:       100       -620        -20       -490        -40       -410       -680:       280        550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       22.5       19.9       43.1       48.9       95.3       91.3:       4.7        8.7
Old  :     100.0:      32.3       22.5       19.9       43.1       48.9       95.3       91.3:       4.7        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          2          5         13         17         18         22:
Old  :        22:         3          2          5         13         17         18         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  :                 53.2       53.2       77.6       74.5       38.9       42.4       54.4       52.2
Old  :                 53.2       53.2       77.6       74.5       38.9       42.4       54.4       52.2
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
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    12,610:     3,150        600      1,130      7,970     10,260     12,250     11,990:       360        620
Old  :    12,610:     3,150        600      1,130      7,970     10,260     12,250     11,990:       360        620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     2,360:     1,480        300       -620      1,700      3,200      2,560      2,880:      -200       -520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        4.8        9.0       63.2       81.4       97.1       95.1:       2.9        4.9
Old  :     100.0:      25.0        4.8        9.0       63.2       81.4       97.1       95.1:       2.9        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          2          3         19         16         22         21:
Old  :        26:         3          2          3         19         16         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  :                 48.9       55.8       73.4       74.9       37.7       46.0       55.4       60.3
Old  :                 48.9       55.8       73.4       74.9       37.7       46.0       55.4       60.3
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
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  : 1,247,557:   101,924     64,148    328,522    747,568    770,512  1,178,014  1,163,182:    69,543     84,375
Old  : 1,247,557:   101,924     64,148    328,522    747,568    770,512  1,178,014  1,163,182:    69,543     84,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    28,007:    10,909    -11,593     13,420     -4,344     25,854     19,985     27,680:     8,022        327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        5.1       26.3       59.9       61.8       94.4       93.2:       5.6        6.8
Old  :     100.0:       8.2        5.1       26.3       59.9       61.8       94.4       93.2:       5.6        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       283:        69        102        118         84         94        226        253:
Old  :       283:        69        102        118         84         94        226        253:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       17.8       30.9       29.6       11.1        9.0       16.4       12.9
Old  :                 20.3       17.8       30.9       29.6       11.1        9.0       16.4       12.9
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
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    13,063:     8,078      4,663        365      1,906      7,147     10,349     12,175:     2,714        888
Old  :    13,063:     8,078      4,663        365      1,906      7,147     10,349     12,175:     2,714        888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :      -149:        30        223         26       -377       -151       -321         98:       172       -247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.8       35.7        2.8       14.6       54.7       79.2       93.2:      20.8        6.8
Old  :     100.0:      61.8       35.7        2.8       14.6       54.7       79.2       93.2:      20.8        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        58         21          5         15         23         76         48:
Old  :       113:        58         21          5         15         23         76         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  :                 24.8       42.9       37.4       59.9       24.8       42.7       37.3       59.6
Old  :                 24.8       42.9       37.4       59.9       24.8       42.7       37.3       59.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :     8,841:     5,913        802        133      1,046      6,709      7,092      7,645:     1,749      1,196
Old  :     8,841:     5,913        802        133      1,046      6,709      7,092      7,645:     1,749      1,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       856:     1,387       -270       -213       -420      1,183        753        699:       102        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.9        9.1        1.5       11.8       75.9       80.2       86.5:      19.8       13.5
Old  :     100.0:      66.9        9.1        1.5       11.8       75.9       80.2       86.5:      19.8       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        23          7          3          6         17         29         27:
Old  :        50:        23          7          3          6         17         29         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  :                 36.8       50.1       52.3       66.2       36.8       49.6       52.3       65.7
Old  :                 36.8       50.1       52.3       66.2       36.8       49.6       52.3       65.7
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
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   166,352:    28,156      8,621     26,370     94,955    116,866    149,481    151,857:    16,870     14,495
Old  :   166,352:    28,156      8,621     26,370     94,955    116,866    149,481    151,857:    16,870     14,495
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    12,494:     4,473       -458      3,986        888      6,801      9,347     10,328:     3,147      2,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        5.2       15.9       57.1       70.3       89.9       91.3:      10.1        8.7
Old  :     100.0:      16.9        5.2       15.9       57.1       70.3       89.9       91.3:      10.1        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        47         30         39         65         77        134        128:
Old  :       166:        47         30         39         65         77        134        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  :                 25.4       17.9       37.3       29.4       21.7       11.8       30.2       19.9
Old  :                 25.4       17.9       37.3       29.4       21.7       11.8       30.2       19.9
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
 
 

Updated June 17, 2005