WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   342,429:    49,571    103,232     50,121    207,010    142,856    306,702    296,209:    35,727     46,220
Old  :   286,581:    51,409     98,509     33,069    169,478    122,305    253,957    253,883:    32,625     32,698
Other:    55,848:    11,342     17,903      3,872     37,532     20,551     52,745     42,326:     3,102     13,522
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     8,902:       195      7,059     -4,939      9,679      4,189      4,935      6,308:     3,967      2,594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       30.1       14.6       60.5       41.7       89.6       86.5:      10.4       13.5
Old  :     100.0:      17.9       34.4       11.5       59.1       42.7       88.6       88.6:      11.4       11.4
Other:     100.0:      20.3       32.1        6.9       67.2       36.8       94.4       75.8:       5.6       24.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       313:        80        139         97         65         71        205        255:
Old  :       297:        79        132         85         63         62        196        230:
Other:       142:        37         42         33         17         60         67        122:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       25.4       41.2       32.1       26.6       18.7       40.0       24.4
Old  :                 30.4       29.0       44.1       36.7       30.4       26.7       43.6       32.9
Other:                 63.6       20.5       75.3       28.9       57.9       17.5       68.9       24.8
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   333,527:    49,376     96,173     55,060    197,331    138,668    301,767    289,901:    31,760     43,626
Old  :   280,948:    50,499     92,550     39,153    163,079    119,718    252,731    251,421:    28,217     29,528
Other:    52,578:    10,422     15,168      4,362     34,252     18,950     49,036     38,480:     3,543     14,098
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -4,956:    -2,661      4,591    -10,573      5,970      2,455     -7,264     -3,527:     2,308     -1,429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       28.8       16.5       59.2       41.6       90.5       86.9:       9.5       13.1
Old  :     100.0:      18.0       32.9       13.9       58.0       42.6       90.0       89.5:      10.0       10.5
Other:     100.0:      19.8       28.8        8.3       65.1       36.0       93.3       73.2:       6.7       26.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:        86        137        114         60         68        212        266:
Old  :       306:        85        135        103         57         61        204        244:
Other:       144:        36         45         34         17         59         68        124:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       24.8       41.3       31.0       27.3       18.9       40.4       24.2
Old  :                 31.0       28.3       44.2       35.3       31.0       26.9       43.7       33.0
Other:                 61.1       18.4       72.0       25.1       56.9       16.0       67.0       22.4
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  : 1,055,722:   152,054    175,121    187,251    532,228    473,927    871,533    836,299:   184,188    219,423
Old  :   966,466:   149,026    177,368    160,846    486,914    432,627    796,786    770,841:   169,680    195,626
Other:    89,255:    18,363     13,088     11,070     45,314     41,300     74,747     65,458:    14,508     23,797
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :   -20,014:     1,647      1,319    -18,251     -3,169      6,144    -19,773    -10,788:      -241     -9,226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       16.6       17.7       50.4       44.9       82.6       79.2:      17.4       20.8
Old  :     100.0:      15.4       18.4       16.6       50.4       44.8       82.4       79.8:      17.6       20.2
Other:     100.0:      20.6       14.7       12.4       50.8       46.3       83.7       73.3:      16.3       26.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       603:       159        153        179        231        220        488        471:
Old  :       597:       157        154        172        228        213        478        460:
Other:       257:        56         41         33         51        132        118        195:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       17.3       26.2       22.6       14.0       13.2       22.3       17.2
Old  :                 19.4       17.2       27.5       22.8       15.3       12.7       23.2       17.0
Other:                 34.7       26.5       43.6       34.6       34.3       25.9       42.1       32.6
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  : 1,075,735:   150,407    173,801    205,502    535,397    467,783    891,306    847,087:   184,429    228,649
Old  :   992,517:   146,175    176,463    180,571    494,265    428,341    821,011    785,375:   171,506    207,142
Other:    83,218:    19,204     12,310      9,959     41,132     39,442     70,295     61,711:    12,923     21,507
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    10,956:     4,780      8,276      2,285     -3,217      5,080      3,848     15,641:     7,108     -4,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       16.2       19.1       49.8       43.5       82.9       78.7:      17.1       21.3
Old  :     100.0:      14.7       17.8       18.2       49.8       43.2       82.7       79.1:      17.3       20.9
Other:     100.0:      23.1       14.8       12.0       49.4       47.4       84.5       74.2:      15.5       25.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       599:       160        147        182        228        219        478        480:
Old  :       595:       158        152        173        226        212        469        468:
Other:       257:        57         42         33         47        132        116        195:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       17.0       26.9       22.2       14.4       12.4       22.8       16.3
Old  :                 19.8       16.8       27.7       22.0       15.4       11.8       23.1       16.0
Other:                 35.3       27.2       44.6       35.8       34.8       25.5       43.3       33.2
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     8,442:     3,572        223        548      1,986      6,148      6,106      6,919:     2,335      1,523
Old  :     8,420:     3,572        224        545      1,983      6,141      6,100      6,910:     2,319      1,510
Other:        22:         1          0          2          3          7          6          9:        16         13
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       172:       -18         20         -2        256        -29        237        -10:       -65        182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3        2.6        6.5       23.5       72.8       72.3       82.0:      27.7       18.0
Old  :     100.0:      42.4        2.7        6.5       23.6       72.9       72.5       82.1:      27.5       17.9
Other:     100.0:       4.5        0.0        9.1       13.6       31.8       27.3       40.9:      72.7       59.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        14          6          5         14         13         31         21:
Old  :        37:        14          6          5         14         13         31         21:
Other:         4:         1          0          1          2          2          3          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       49.4       44.5       65.5       26.2       39.6       38.0       52.1
Old  :                 30.8       49.4       44.6       65.6       26.3       39.6       38.1       52.2
Other:                 27.3       40.9       27.3       40.9       13.6       27.3       13.6       27.3
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     8,270:     3,590        203        549      1,730      6,177      5,869      6,929:     2,401      1,341
Old  :     8,248:     3,590        203        549      1,727      6,170      5,866      6,922:     2,382      1,326
Other:        22:         0          0          0          3          7          3          7:        19         15
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       610:       694        127        -42        168        409        819        494:      -209        117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4        2.4        6.6       20.9       74.7       71.0       83.8:      29.0       16.2
Old  :     100.0:      43.5        2.5        6.7       20.9       74.8       71.1       83.9:      28.9       16.1
Other:     100.0:       0.0        0.0        0.0       13.6       31.8       13.6       31.8:      86.4       68.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        16          5          5         13         13         30         22:
Old  :        38:        16          5          5         13         13         30         22:
Other:         3:         0          0          0          2          2          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       50.1       43.0       67.4       26.7       42.6       38.7       55.6
Old  :                 29.4       50.2       43.1       67.5       26.8       42.7       38.8       55.8
Other:                 13.6       31.8       13.6       31.8        9.1       27.3        9.1       27.3
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   330,969:    49,968     43,340     59,545    161,662    144,257    271,175    247,142:    59,794     83,827
Old  :   313,083:    50,632     46,123     51,738    153,137    137,666    255,507    235,526:    57,575     77,556
Other:    17,886:     6,423      4,305        719      8,525      6,591     15,668     11,615:     2,219      6,271
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     3,096:     2,446      1,763      1,663     -4,783     -1,480       -674      1,946:     3,770      1,150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       13.1       18.0       48.8       43.6       81.9       74.7:      18.1       25.3
Old  :     100.0:      16.2       14.7       16.5       48.9       44.0       81.6       75.2:      18.4       24.8
Other:     100.0:      35.9       24.1        4.0       47.7       36.8       87.6       64.9:      12.4       35.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:        83        111        107        103        103        262        254:
Old  :       328:        90        108         99        103        100        259        246:
Other:       103:        17         25          8         24         44         46         72:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       21.3       29.2       28.0       16.3       14.2       24.5       19.1
Old  :                 19.2       22.0       30.1       29.0       18.1       15.2       26.2       20.2
Other:                 45.8       28.3       63.7       38.2       42.7       27.6       60.4       37.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   327,873:    47,522     41,577     57,882    166,445    145,737    271,849    245,196:    56,024     82,677
Old  :   310,778:    48,174     43,844     50,545    157,867    139,477    256,586    233,866:    54,192     76,913
Other:    17,094:     5,853      4,239        832      8,578      6,260     15,263     11,330:     1,832      5,764
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     2,829:      -987     -1,661      3,593     -3,240        984       -634      2,916:     3,463        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       12.7       17.7       50.8       44.4       82.9       74.8:      17.1       25.2
Old  :     100.0:      15.5       14.1       16.3       50.8       44.9       82.6       75.3:      17.4       24.7
Other:     100.0:      34.2       24.8        4.9       50.2       36.6       89.3       66.3:      10.7       33.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:        78         98        101        102        106        247        254:
Old  :       318:        85         97         94        102        103        244        247:
Other:       107:        15         27          9         25         47         47         77:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       21.4       30.1       28.5       16.6       14.0       25.4       18.3
Old  :                 19.5       22.2       31.1       29.4       18.1       14.9       27.1       19.6
Other:                 46.5       28.7       64.9       39.0       43.3       28.1       61.6       37.8
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   204,662:    25,803     23,825     46,038    109,179    112,494    181,019    182,357:    23,643     22,305
Old  :   194,075:    28,817     25,121     40,185    102,579    107,393    171,581    172,699:    22,494     21,376
Other:    10,587:     2,051      3,770        787      6,600      5,101      9,438      9,658:     1,149        929
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     2,827:    -2,350      7,323       -696      6,746     -6,351      3,700        275:      -873      2,552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       11.6       22.5       53.3       55.0       88.4       89.1:      11.6       10.9
Old  :     100.0:      14.8       12.9       20.7       52.9       55.3       88.4       89.0:      11.6       11.0
Other:     100.0:      19.4       35.6        7.4       62.3       48.2       89.1       91.2:      10.9        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        37         46         44         56         52        121        125:
Old  :       158:        43         46         39         55         51        118        121:
Other:        46:         7         15          4         15         15         25         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       29.8       31.6       41.5       17.5       25.0       25.7       29.7
Old  :                 19.6       30.2       31.2       41.5       18.5       25.3       26.8       30.2
Other:                 68.4       36.2       80.0       57.4       68.4       34.0       75.8       54.1
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   201,834:    28,152     16,503     46,734    102,433    118,845    177,319    182,082:    24,516     19,753
Old  :   191,710:    29,659     16,789     42,795     96,163    113,665    168,616    173,249:    23,095     18,462
Other:    10,124:     2,178      3,398        255      6,270      5,180      8,703      8,833:     1,421      1,291
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       570:       274      3,854      1,207      1,191     -6,388      2,671     -1,328:    -2,101      1,898
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        8.2       23.2       50.8       58.9       87.9       90.2:      12.1        9.8
Old  :     100.0:      15.5        8.8       22.3       50.2       59.3       88.0       90.4:      12.0        9.6
Other:     100.0:      21.5       33.6        2.5       61.9       51.2       86.0       87.2:      14.0       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        41         42         50         55         53        128        126:
Old  :       161:        44         42         46         55         52        127        122:
Other:        43:         6         14          3         15         13         23         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       31.3       32.3       44.6       17.5       26.0       24.8       30.7
Old  :                 20.1       31.7       32.4       44.7       18.4       26.3       26.2       32.5
Other:                 68.7       40.1       78.1       60.9       67.9       33.7       73.9       53.9
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   859,190:    86,976     86,431    144,970    478,074    428,642    710,021    660,044:   149,169    199,146
Old  :   859,190:    86,976     86,431    144,970    478,074    428,642    710,021    660,044:   149,169    199,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    41,232:     2,413     -8,714      7,575     25,827     36,990     35,815     35,851:     5,417      5,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       10.1       16.9       55.6       49.9       82.6       76.8:      17.4       23.2
Old  :     100.0:      10.1       10.1       16.9       55.6       49.9       82.6       76.8:      17.4       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  :       176:        34         33         48         82         86        138        145:
Old  :       176:        34         33         48         82         86        138        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       13.4       29.7       21.8       16.2        9.4       22.3       15.8
Old  :                 20.5       13.4       29.7       21.8       16.2        9.4       22.3       15.8
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                                  Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   817,957:    84,563     95,145    137,396    452,247    391,652    674,206    624,193:   143,751    193,765
Old  :   817,957:    84,563     95,145    137,396    452,247    391,652    674,206    624,193:   143,751    193,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    30,068:     3,162    -20,779     19,810     -8,592     19,451     14,380     18,483:    15,687     11,585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       11.6       16.8       55.3       47.9       82.4       76.3:      17.6       23.7
Old  :     100.0:      10.3       11.6       16.8       55.3       47.9       82.4       76.3:      17.6       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  :       173:        31         37         49         78         87        134        148:
Old  :       173:        31         37         49         78         87        134        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       13.1       31.1       21.4       16.6       10.0       23.6       16.2
Old  :                 21.3       13.1       31.1       21.4       16.6       10.0       23.6       16.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   152,733:    20,138     19,575     26,114     77,560     81,818    123,812    127,506:    28,921     25,227
Old  :   145,663:    20,540     20,227     23,071     73,675     77,702    117,286    121,000:    28,377     24,664
Other:     7,070:       999        748      1,642      3,885      4,116      6,526      6,507:       544        563
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,660:     3,975     -1,864       -801     -5,696      2,894     -2,521        229:       861     -1,889
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       12.8       17.1       50.8       53.6       81.1       83.5:      18.9       16.5
Old  :     100.0:      14.1       13.9       15.8       50.6       53.3       80.5       83.1:      19.5       16.9
Other:     100.0:      14.1       10.6       23.2       54.9       58.2       92.3       92.0:       7.7        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        37         38         37         54         55        116        115:
Old  :       150:        38         40         37         54         55        116        115:
Other:        44:        11          8         11         17         17         32         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       27.8       30.1       36.6       16.5       22.5       22.5       29.0
Old  :                 21.1       28.0       29.5       37.0       16.9       23.3       23.4       30.2
Other:                 44.0       34.9       63.9       56.8       31.1       27.3       44.1       39.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   154,393:    16,163     21,439     26,915     83,256     78,923    126,333    127,277:    28,060     27,116
Old  :   148,256:    16,350     21,717     24,718     79,628     75,542    120,696    121,977:    27,560     26,279
Other:     6,137:       801        711      1,208      3,628      3,381      5,637      5,300:       500        837
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -3,433:      -301     -1,191        924     -1,764     -4,088     -1,141     -4,356:    -2,292        922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       13.9       17.4       53.9       51.1       81.8       82.4:      18.2       17.6
Old  :     100.0:      11.0       14.6       16.7       53.7       51.0       81.4       82.3:      18.6       17.7
Other:     100.0:      13.0       11.6       19.7       59.1       55.1       91.9       86.4:       8.1       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        31         45         42         51         50        111        118:
Old  :       147:        32         48         42         51         50        111        118:
Other:        38:        11          7         11         15         14         30         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       28.3       34.2       36.3       18.2       20.2       24.9       26.3
Old  :                 24.8       28.5       33.9       36.7       18.6       20.9       25.4       27.2
Other:                 45.3       39.8       66.9       64.4       32.2       29.1       45.0       39.0
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     8,000:     2,917        255      1,097      2,133      5,694      6,147      7,046:     1,852        954
Old  :     7,948:     2,903        256      1,090      2,133      5,675      6,126      7,021:     1,821        926
Other:        52:        19          3          2          0         19         21         24:        31         28
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       -24:       -61        -55        -11         81         29          9        -37:       -33         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5        3.2       13.7       26.7       71.2       76.8       88.1:      23.2       11.9
Old  :     100.0:      36.5        3.2       13.7       26.8       71.4       77.1       88.3:      22.9       11.7
Other:     100.0:      36.8        6.7        3.7        0.0       36.4       40.5       46.7:      59.5       53.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        16          7          8         18         18         38         29:
Old  :        50:        16          7          8         18         18         38         29:
Other:         8:         4          2          1          0          2          5          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       53.3       41.7       69.4       21.7       44.2       33.4       55.3
Old  :                 24.3       53.6       41.9       69.5       21.9       44.5       33.6       55.4
Other:                 36.8       46.7       40.5       46.7       36.8       43.1       36.8       43.1
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :     8,024:     2,978        310      1,108      2,053      5,664      6,139      7,083:     1,885        941
Old  :     7,973:     2,965        314      1,100      2,053      5,648      6,117      7,062:     1,856        911
Other:        51:        18          1          3          0         16         21         20:        29         30
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :        39:       370       -369        -21       -491        677       -142        287:       181       -248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        3.9       13.8       25.6       70.6       76.5       88.3:      23.5       11.7
Old  :     100.0:      37.2        3.9       13.8       25.7       70.8       76.7       88.6:      23.3       11.4
Other:     100.0:      35.8        2.2        6.5        0.0       31.6       42.2       40.3:      57.8       59.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        17          7          8         17         18         38         29:
Old  :        49:        17          7          8         17         18         38         29:
Other:         7:         3          2          1          0          2          4          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       56.2       42.1       68.7       21.2       45.8       33.1       54.1
Old  :                 25.1       56.5       42.3       69.1       21.3       46.1       33.3       54.2
Other:                 42.2       40.3       42.2       40.3       35.8       33.8       35.8       33.8
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   370,976:   103,954     96,798      2,158    193,688    162,230    299,800    261,186:    71,176    109,790
Old  :   370,976:   103,954     96,798      2,158    193,688    162,230    299,800    261,186:    71,176    109,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     8,582:      -980      6,192          0      9,911     -1,082      8,931      5,110:      -349      3,472
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       26.1        0.6       52.2       43.7       80.8       70.4:      19.2       29.6
Old  :     100.0:      28.0       26.1        0.6       52.2       43.7       80.8       70.4:      19.2       29.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        24         28          6         48         48         75         79:
Old  :       118:        24         28          6         48         48         75         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  :                 26.1       16.5       37.3       26.1       25.2       15.4       36.1       24.8
Old  :                 26.1       16.5       37.3       26.1       25.2       15.4       36.1       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   362,394:   104,934     90,606      2,158    183,777    163,312    290,869    256,076:    71,525    106,318
Old  :   362,394:   104,934     90,606      2,158    183,777    163,312    290,869    256,076:    71,525    106,318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     5,965:     9,843       -965        152     -3,411      7,954      6,584      7,141:      -619     -1,176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       25.0        0.6       50.7       45.1       80.3       70.7:      19.7       29.3
Old  :     100.0:      29.0       25.0        0.6       50.7       45.1       80.3       70.7:      19.7       29.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        23         26          6         46         50         72         79:
Old  :       116:        23         26          6         46         50         72         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  :                 24.8       16.1       36.5       26.1       24.2       14.9       35.5       24.6
Old  :                 24.8       16.1       36.5       26.1       24.2       14.9       35.5       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 2,559,273:   326,260    368,272    372,152  1,486,988  1,355,502  2,185,399  2,095,926:   373,874    463,347
Old  : 2,559,273:   326,260    368,272    372,152  1,486,988  1,355,502  2,185,399  2,095,926:   373,874    463,347
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :   128,621:   -36,672    -24,002     17,217     47,495    111,645     28,040    104,860:   100,581     23,762
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       14.4       14.5       58.1       53.0       85.4       81.9:      14.6       18.1
Old  :     100.0:      12.7       14.4       14.5       58.1       53.0       85.4       81.9:      14.6       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        77         66         91        125        129        245        243:
Old  :       295:        77         66         91        125        129        245        243:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       20.4       36.2       28.8       22.5       18.2       27.5       23.6
Old  :                 30.0       20.4       36.2       28.8       22.5       18.2       27.5       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  : 2,430,652:   362,932    392,274    354,935  1,439,492  1,243,858  2,157,359  1,991,067:   273,293    439,586
Old  : 2,430,652:   362,932    392,274    354,935  1,439,492  1,243,858  2,157,359  1,991,067:   273,293    439,586
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    91,633:    44,610    -29,246     42,584      4,085     89,992     91,278    103,329:       355    -11,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       16.1       14.6       59.2       51.2       88.8       81.9:      11.2       18.1
Old  :     100.0:      14.9       16.1       14.6       59.2       51.2       88.8       81.9:      11.2       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:        74         69         95        117        130        237        248:
Old  :       292:        74         69         95        117        130        237        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  :                 27.3       20.9       35.8       29.3       21.0       19.6       27.8       24.7
Old  :                 27.3       20.9       35.8       29.3       21.0       19.6       27.8       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,793,564:   198,922    441,591    250,538  1,183,219    785,498  1,632,678  1,477,626:   160,886    315,938
Old  : 1,793,564:   198,922    441,591    250,538  1,183,219    785,498  1,632,678  1,477,626:   160,886    315,938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :   -14,203:    -8,571        -98    -17,647      3,787        636    -22,430    -17,108:     8,227      2,905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       24.6       14.0       66.0       43.8       91.0       82.4:       9.0       17.6
Old  :     100.0:      11.1       24.6       14.0       66.0       43.8       91.0       82.4:       9.0       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        43         51         51         82         87        149        165:
Old  :       203:        43         51         51         82         87        149        165:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       20.4       44.2       31.6       27.2       20.1       35.8       25.8
Old  :                 31.7       20.4       44.2       31.6       27.2       20.1       35.8       25.8
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                              Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  : 1,807,767:   207,492    441,688    268,185  1,179,431    784,862  1,655,108  1,494,734:   152,658    313,032
Old  : 1,807,767:   207,492    441,688    268,185  1,179,431    784,862  1,655,108  1,494,734:   152,658    313,032
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    38,798:    15,517    -11,956     27,556      1,123     44,432     44,197     60,033:    -5,399    -21,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       24.4       14.8       65.2       43.4       91.6       82.7:       8.4       17.3
Old  :     100.0:      11.5       24.4       14.8       65.2       43.4       91.6       82.7:       8.4       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        39         54         51         79         87        146        164:
Old  :       200:        39         54         51         79         87        146        164:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       20.4       42.9       31.6       27.2       20.1       35.2       26.3
Old  :                 31.0       20.4       42.9       31.6       27.2       20.1       35.2       26.3
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                                 Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   607,971:   102,108     94,566    259,833    192,471    209,292    554,412    563,692:    53,559     44,280
Old  :   607,971:   102,108     94,566    259,833    192,471    209,292    554,412    563,692:    53,559     44,280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    30,927:     9,165      5,875     13,036      7,320     12,593     29,521     31,504:     1,407       -577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       15.6       42.7       31.7       34.4       91.2       92.7:       8.8        7.3
Old  :     100.0:      16.8       15.6       42.7       31.7       34.4       91.2       92.7:       8.8        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  :       136:        39         30         44         56         55        117        108:
Old  :       136:        39         30         44         56         55        117        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  :                 29.6       28.5       44.8       42.7       13.5       11.5       21.0       16.8
Old  :                 29.6       28.5       44.8       42.7       13.5       11.5       21.0       16.8
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                                 Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   577,044:    92,943     88,691    246,797    185,151    196,700    524,891    532,187:    52,153     44,856
Old  :   577,044:    92,943     88,691    246,797    185,151    196,700    524,891    532,187:    52,153     44,856
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :   -90,100:   -70,218    -33,189     17,130    -47,922    -76,137   -101,010    -92,195:    10,910      2,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       15.4       42.8       32.1       34.1       91.0       92.2:       9.0        7.8
Old  :     100.0:      16.1       15.4       42.8       32.1       34.1       91.0       92.2:       9.0        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  :       132:        36         32         43         51         56        110        109:
Old  :       132:        36         32         43         51         56        110        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  :                 29.1       27.8       44.9       43.3       15.0       11.3       21.8       16.9
Old  :                 29.1       27.8       44.9       43.3       15.0       11.3       21.8       16.9
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                             Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    39,265:     6,390      8,294        943     26,313     17,691     33,646     26,929:     5,619     12,336
Old  :    39,265:     6,390      8,294        943     26,313     17,691     33,646     26,929:     5,619     12,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       118:       698        611        212        121       -148      1,031        675:      -913       -557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       21.1        2.4       67.0       45.1       85.7       68.6:      14.3       31.4
Old  :     100.0:      16.3       21.1        2.4       67.0       45.1       85.7       68.6:      14.3       31.4
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  :        58:        15         14          8         20         11         39         29:
Old  :        58:        15         14          8         20         11         39         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       38.1       58.7       50.9       43.3       38.0       58.7       50.6
Old  :                 43.3       38.1       58.7       50.9       43.3       38.0       58.7       50.6
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                             Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    39,147:     5,692      7,683        731     26,192     17,839     32,615     26,254:     6,532     12,893
Old  :    39,147:     5,692      7,683        731     26,192     17,839     32,615     26,254:     6,532     12,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :        66:       534       -862        163        -47        291        649       -408:      -583        474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       19.6        1.9       66.9       45.6       83.3       67.1:      16.7       32.9
Old  :     100.0:      14.5       19.6        1.9       66.9       45.6       83.3       67.1:      16.7       32.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        13         12          7         19         11         36         26:
Old  :        53:        13         12          7         19         11         36         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       38.4       58.8       51.5       43.4       38.3       58.8       51.4
Old  :                 43.4       38.4       58.8       51.5       43.4       38.3       58.8       51.4
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                            Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    86,615:    29,496     24,407      7,063     34,882     43,374     71,441     74,844:    15,174     11,771
Old  :    86,615:    29,496     24,407      7,063     34,882     43,374     71,441     74,844:    15,174     11,771
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     9,136:     2,802      2,745      1,316      7,009      2,852     11,127      6,913:    -1,991      2,222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       28.2        8.2       40.3       50.1       82.5       86.4:      17.5       13.6
Old  :     100.0:      34.1       28.2        8.2       40.3       50.1       82.5       86.4:      17.5       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        31         34         18         19         16         63         55:
Old  :        93:        31         34         18         19         16         63         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       44.7       50.1       57.5       38.4       41.5       46.2       53.7
Old  :                 38.4       44.7       50.1       57.5       38.4       41.5       46.2       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                            Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    77,479:    26,693     21,662      5,747     27,873     40,521     60,314     67,931:    17,165      9,548
Old  :    77,479:    26,693     21,662      5,747     27,873     40,521     60,314     67,931:    17,165      9,548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       -52:    -2,167     -5,059      1,473      2,977      3,240      2,284       -346:    -2,336        294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       28.0        7.4       36.0       52.3       77.8       87.7:      22.2       12.3
Old  :     100.0:      34.5       28.0        7.4       36.0       52.3       77.8       87.7:      22.2       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  :        88:        30         27         19         21         17         63         51:
Old  :        88:        30         27         19         21         17         63         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       46.1       46.1       58.4       34.6       45.9       42.2       56.6
Old  :                 34.6       46.1       46.1       58.4       34.6       45.9       42.2       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                            Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    33,614:     7,236      3,730         69     25,950     29,027     33,255     32,826:       359        788
Old  :    33,614:     7,236      3,730         69     25,950     29,027     33,255     32,826:       359        788
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :        61:       319        267         13       -282       -251         50         29:        11         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       11.1        0.2       77.2       86.4       98.9       97.7:       1.1        2.3
Old  :     100.0:      21.5       11.1        0.2       77.2       86.4       98.9       97.7:       1.1        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  :        54:         9         12          4         18         20         29         34:
Old  :        54:         9         12          4         18         20         29         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  :                 61.0       48.8       81.0       71.8       60.0       43.9       75.3       63.4
Old  :                 61.0       48.8       81.0       71.8       60.0       43.9       75.3       63.4
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                            Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    33,553:     6,917      3,463         56     26,232     29,278     33,205     32,797:       348        756
Old  :    33,553:     6,917      3,463         56     26,232     29,278     33,205     32,797:       348        756
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       824:        95        -73          0        789        871        884        798:       -60         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       10.3        0.2       78.2       87.3       99.0       97.7:       1.0        2.3
Old  :     100.0:      20.6       10.3        0.2       78.2       87.3       99.0       97.7:       1.0        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  :        54:         8         12          3         21         20         31         33:
Old  :        54:         8         12          3         21         20         31         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.1       53.1       81.1       74.0       60.0       47.3       75.4       64.6
Old  :                 61.1       53.1       81.1       74.0       60.0       47.3       75.4       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                       Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    21,995:       226      2,203      1,618     14,321      8,951     16,165     12,772:     5,829      9,223
Old  :    21,995:       226      2,203      1,618     14,321      8,951     16,165     12,772:     5,829      9,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       838:        17         -3        130        651        133        798        260:        40        578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0       10.0        7.4       65.1       40.7       73.5       58.1:      26.5       41.9
Old  :     100.0:       1.0       10.0        7.4       65.1       40.7       73.5       58.1:      26.5       41.9
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  :        31:         5          6         10         18         13         28         24:
Old  :        31:         5          6         10         18         13         28         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       29.5       60.0       45.2       41.6       26.6       57.7       39.1
Old  :                 41.6       29.5       60.0       45.2       41.6       26.6       57.7       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                       Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    21,157:       209      2,206      1,488     13,670      8,818     15,367     12,513:     5,790      8,644
Old  :    21,157:       209      2,206      1,488     13,670      8,818     15,367     12,513:     5,790      8,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,941:      -696        190       -233       -664     -1,418     -1,593     -1,460:      -348       -481
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0       10.4        7.0       64.6       41.7       72.6       59.1:      27.4       40.9
Old  :     100.0:       1.0       10.4        7.0       64.6       41.7       72.6       59.1:      27.4       40.9
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  :        32:         3          8          9         19         13         29         23:
Old  :        32:         3          8          9         19         13         29         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  :                 43.2       30.2       58.7       45.9       43.2       27.2       56.5       39.5
Old  :                 43.2       30.2       58.7       45.9       43.2       27.2       56.5       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   125,086:    29,896     20,774     26,368     50,012     42,259    106,276     89,401:    18,810     35,684
Old  :   124,947:    29,896     20,769     26,368     50,004     42,215    106,268     89,352:    18,679     35,594
Other:       139:         0          5          0          8         44          8         49:       131         90
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,926:     4,482         65     -1,080        181      3,713      3,582      2,698:     1,344      2,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       16.6       21.1       40.0       33.8       85.0       71.5:      15.0       28.5
Old  :     100.0:      23.9       16.6       21.1       40.0       33.8       85.1       71.5:      14.9       28.5
Other:     100.0:       0.0        3.6        0.0        5.8       31.7        5.8       35.3:      94.2       64.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        57         54         68         27         39        138        121:
Old  :       175:        57         54         68         27         39        138        121:
Other:         7:         0          1          0          1          5          1          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       15.6       37.1       26.2       26.1       15.1       36.4       23.9
Old  :                 26.1       15.6       37.1       26.2       26.1       15.1       36.4       23.9
Other:                  5.8       30.2        5.8       35.3        5.8       30.2        5.8       35.3
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   120,159:    25,414     20,709     27,448     49,831     38,546    102,694     86,703:    17,466     33,456
Old  :   120,023:    25,414     20,736     27,416     49,823     38,502    102,654     86,654:    17,370     33,369
Other:       136:        32          5          0          8         44         40         49:        96         87
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -417:     1,915     -1,149     -2,747       -277      2,837     -1,109     -1,059:       691        641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       17.2       22.8       41.5       32.1       85.5       72.2:      14.5       27.8
Old  :     100.0:      21.2       17.3       22.8       41.5       32.1       85.5       72.2:      14.5       27.8
Other:     100.0:      23.5        3.7        0.0        5.9       32.4       29.4       36.0:      70.6       64.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        54         51         72         31         40        139        126:
Old  :       175:        54         51         72         31         40        139        126:
Other:         8:         1          1          0          1          5          2          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       14.8       38.4       24.8       26.9       13.2       37.8       21.6
Old  :                 26.9       14.8       38.5       24.8       26.9       13.2       37.8       21.6
Other:                 29.4       30.9       29.4       36.0       29.4       30.9       29.4       36.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     1,323:       297        330        168        288        142        753        639:       570        683
Old  :     1,323:       297        330        168        288        142        753        639:       570        683
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       -72:      -107        -28         84         16        -44         -6         12:       -65        -84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       24.9       12.7       21.8       10.7       56.9       48.3:      43.1       51.7
Old  :     100.0:      22.5       24.9       12.7       21.8       10.7       56.9       48.3:      43.1       51.7
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:         7         10          6          3          2         13         15:
Old  :        22:         7         10          6          3          2         13         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  :                 38.6       24.3       50.1       36.7       37.3       23.1       44.0       32.7
Old  :                 38.6       24.3       50.1       36.7       37.3       23.1       44.0       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :     1,394:       404        358         84        272        186        759        627:       635        767
Old  :     1,394:       404        358         84        272        186        759        627:       635        767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       -88:         3        -10        -65        -29         57        -91        -18:         3        -70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       25.6        6.0       19.5       13.3       54.5       45.0:      45.5       55.0
Old  :     100.0:      28.9       25.6        6.0       19.5       13.3       54.5       45.0:      45.5       55.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         8          9          4          3          3         14         13:
Old  :        22:         8          9          4          3          3         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       26.0       45.2       36.4       35.2       23.2       44.5       32.9
Old  :                 35.2       26.0       45.2       36.4       35.2       23.2       44.5       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                   Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   197,915:    54,139      7,608     40,899     78,829     92,360    173,868    140,867:    24,047     57,048
Old  :   197,915:    54,139      7,608     40,899     78,829     92,360    173,868    140,867:    24,047     57,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     8,276:     1,101        423      2,251      3,955      5,502      7,307      8,176:       969        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        3.8       20.7       39.8       46.7       87.8       71.2:      12.2       28.8
Old  :     100.0:      27.4        3.8       20.7       39.8       46.7       87.8       71.2:      12.2       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  :       280:        79         36         70         77        133        201        216:
Old  :       280:        79         36         70         77        133        201        216:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1        9.1       30.0       16.2       19.9        7.2       28.8       12.4
Old  :                 20.1        9.1       30.0       16.2       19.9        7.2       28.8       12.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                   Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   189,639:    53,038      7,185     38,649     74,874     86,858    166,561    132,691:    23,078     56,948
Old  :   189,639:    53,038      7,185     38,649     74,874     86,858    166,561    132,691:    23,078     56,948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,085:     2,663         92     -1,175     -1,761     -1,320       -274     -2,403:     1,359      3,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        3.8       20.4       39.5       45.8       87.8       70.0:      12.2       30.0
Old  :     100.0:      28.0        3.8       20.4       39.5       45.8       87.8       70.0:      12.2       30.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        79         41         66         74        123        192        200:
Old  :       264:        79         41         66         74        123        192        200:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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        9.6       31.7       16.9       20.6        7.3       30.0       12.5
Old  :                 20.8        9.6       31.7       16.9       20.6        7.3       30.0       12.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                               Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     5,500:     2,501        208        610        482      2,848      3,593      3,665:     1,906      1,834
Old  :     5,500:     2,501        208        610        482      2,848      3,593      3,665:     1,906      1,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       435:       489        -95        150        -44        471        594        526:      -160        -91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.5        3.8       11.1        8.8       51.8       65.3       66.6:      34.7       33.4
Old  :     100.0:      45.5        3.8       11.1        8.8       51.8       65.3       66.6:      34.7       33.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        27          7         11         12         31         43         45:
Old  :        66:        27          7         11         12         31         43         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  :                 26.4       20.4       38.0       32.0       26.4       19.2       35.9       28.4
Old  :                 26.4       20.4       38.0       32.0       26.4       19.2       35.9       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                               Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     5,065:     2,013        303        460        526      2,377      2,999      3,140:     2,066      1,925
Old  :     5,065:     2,013        303        460        526      2,377      2,999      3,140:     2,066      1,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       904:       662       -249         77        -72        807        667        635:       236        268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7        6.0        9.1       10.4       46.9       59.2       62.0:      40.8       38.0
Old  :     100.0:      39.7        6.0        9.1       10.4       46.9       59.2       62.0:      40.8       38.0
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  :        64:        23         12         12         12         27         42         44:
Old  :        64:        23         12         12         12         27         42         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  :                 24.7       19.8       34.2       30.8       24.7       18.4       33.1       27.4
Old  :                 24.7       19.8       34.2       30.8       24.7       18.4       33.1       27.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                  Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    30,332:    12,522      1,833      4,809      7,733      8,516     25,064     15,158:     5,268     15,174
Old  :    30,332:    12,522      1,833      4,809      7,733      8,516     25,064     15,158:     5,268     15,174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -776:       457       -611       -838       -233        465       -614       -984:      -162        208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3        6.0       15.9       25.5       28.1       82.6       50.0:      17.4       50.0
Old  :     100.0:      41.3        6.0       15.9       25.5       28.1       82.6       50.0:      17.4       50.0
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  :       144:        50         15         25         44         52        110         80:
Old  :       144:        50         15         25         44         52        110         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       12.8       27.4       18.9       15.5        7.4       25.6       12.8
Old  :                 16.8       12.8       27.4       18.9       15.5        7.4       25.6       12.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                  Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    31,109:    12,065      2,444      5,647      7,966      8,051     25,678     16,142:     5,430     14,966
Old  :    31,109:    12,065      2,444      5,647      7,966      8,051     25,678     16,142:     5,430     14,966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       843:       774        272         55        -34       -514        795       -186:        48      1,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        7.9       18.2       25.6       25.9       82.5       51.9:      17.5       48.1
Old  :     100.0:      38.8        7.9       18.2       25.6       25.9       82.5       51.9:      17.5       48.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        51         19         32         41         49        112         86:
Old  :       145:        51         19         32         41         49        112         86:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       12.8       25.1       20.0       13.1        8.2       23.2       12.7
Old  :                 14.9       12.8       25.1       20.0       13.1        8.2       23.2       12.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                 Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :   109,450:    33,303     12,748      1,975     38,797     74,032     74,075     88,756:    35,375     20,695
Old  :   109,450:    33,303     12,748      1,975     38,797     74,032     74,075     88,756:    35,375     20,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -2,095:    -4,817      1,596       -460      1,683      7,482     -3,595      8,618:     1,500    -10,713
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       11.6        1.8       35.4       67.6       67.7       81.1:      32.3       18.9
Old  :     100.0:      30.4       11.6        1.8       35.4       67.6       67.7       81.1:      32.3       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        23         16          6         22         26         48         45:
Old  :        74:        23         16          6         22         26         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  :                 27.6       33.2       40.8       50.7       27.6       32.6       40.8       50.0
Old  :                 27.6       33.2       40.8       50.7       27.6       32.6       40.8       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                 Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   111,545:    38,120     11,152      2,436     37,114     66,551     77,670     80,138:    33,875     31,408
Old  :   111,545:    38,120     11,152      2,436     37,114     66,551     77,670     80,138:    33,875     31,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -3,926:    -7,514      4,047       -302      5,884    -18,758     -1,932    -15,014:    -1,994     11,087
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       10.0        2.2       33.3       59.7       69.6       71.8:      30.4       28.2
Old  :     100.0:      34.2       10.0        2.2       33.3       59.7       69.6       71.8:      30.4       28.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        26         17          8         20         24         50         45:
Old  :        77:        26         17          8         20         24         50         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  :                 24.0       30.3       36.6       45.5       24.0       29.3       36.6       44.5
Old  :                 24.0       30.3       36.6       45.5       24.0       29.3       36.6       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                   Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    99,612:    15,143     60,824         67     77,216     12,735     92,426     73,627:     7,186     25,986
Old  :    99,612:    15,143     60,824         67     77,216     12,735     92,426     73,627:     7,186     25,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    13,329:     1,036     11,426       -156     13,343        249     14,224     11,519:      -894      1,811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       61.1        0.1       77.5       12.8       92.8       73.9:       7.2       26.1
Old  :     100.0:      15.2       61.1        0.1       77.5       12.8       92.8       73.9:       7.2       26.1
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  :        62:         6         34          1         19         11         26         45:
Old  :        62:         6         34          1         19         11         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  :                 43.7       27.3       70.3       43.0       43.6       27.3       69.6       42.9
Old  :                 43.7       27.3       70.3       43.0       43.6       27.3       69.6       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                   Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    86,283:    14,106     49,399        223     63,873     12,486     78,203     62,108:     8,081     24,175
Old  :    86,283:    14,106     49,399        223     63,873     12,486     78,203     62,108:     8,081     24,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    15,708:       312     13,487         44     16,471      1,076     16,827     14,607:    -1,118      1,101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       57.3        0.3       74.0       14.5       90.6       72.0:       9.4       28.0
Old  :     100.0:      16.3       57.3        0.3       74.0       14.5       90.6       72.0:       9.4       28.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         6         29          1         19         10         25         40:
Old  :        57:         6         29          1         19         10         25         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       26.5       66.7       41.4       41.3       26.4       65.5       41.2
Old  :                 41.4       26.5       66.7       41.4       41.3       26.4       65.5       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                   Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :   110,416:    84,664      4,827          0     18,758    101,832    103,422    106,659:     6,994      3,757
Old  :   110,416:    84,664      4,827          0     18,758    101,832    103,422    106,659:     6,994      3,757
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    18,586:    17,303       -380          0        776     18,864     18,079     18,484:       507        102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.7        4.4        0.0       17.0       92.2       93.7       96.6:       6.3        3.4
Old  :     100.0:      76.7        4.4        0.0       17.0       92.2       93.7       96.6:       6.3        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  :       100:        62          7          0         17         20         79         27:
Old  :       100:        62          7          0         17         20         79         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  :                 35.6       64.2       52.0       79.8       35.6       61.9       52.0       77.2
Old  :                 35.6       64.2       52.0       79.8       35.6       61.9       52.0       77.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                   Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    91,830:    67,361      5,207          0     17,982     82,968     85,343     88,175:     6,487      3,655
Old  :    91,830:    67,361      5,207          0     17,982     82,968     85,343     88,175:     6,487      3,655
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    21,805:    18,309         76          0      3,378     22,693     21,687     22,769:       118       -964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.4        5.7        0.0       19.6       90.3       92.9       96.0:       7.1        4.0
Old  :     100.0:      73.4        5.7        0.0       19.6       90.3       92.9       96.0:       7.1        4.0
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  :        94:        54          9          0         17         19         71         28:
Old  :        94:        54          9          0         17         19         71         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       63.0       51.0       78.7       33.0       61.4       51.0       77.0
Old  :                 33.0       63.0       51.0       78.7       33.0       61.4       51.0       77.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                              Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    86,295:    10,110     34,298        320     58,264     27,752     68,694     62,370:    17,601     23,925
Old  :    86,295:    10,110     34,298        320     58,264     27,752     68,694     62,370:    17,601     23,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     3,938:      -379      4,404        316      4,726       -444      4,664      4,276:      -725       -338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       39.7        0.4       67.5       32.2       79.6       72.3:      20.4       27.7
Old  :     100.0:      11.7       39.7        0.4       67.5       32.2       79.6       72.3:      20.4       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  :        57:        10         21          3         21         12         33         34:
Old  :        57:        10         21          3         21         12         33         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  :                 36.9       33.7       58.6       47.4       28.8       29.1       48.1       37.9
Old  :                 36.9       33.7       58.6       47.4       28.8       29.1       48.1       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                              Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    82,357:    10,489     29,894          4     53,538     28,196     64,031     58,094:    18,327     24,263
Old  :    82,357:    10,489     29,894          4     53,538     28,196     64,031     58,094:    18,327     24,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    10,858:     1,379      6,256       -676      9,007        781      9,710      6,361:     1,148      4,497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       36.3        0.0       65.0       34.2       77.7       70.5:      22.3       29.5
Old  :     100.0:      12.7       36.3        0.0       65.0       34.2       77.7       70.5:      22.3       29.5
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  :        53:         9         16          1         22         13         32         29:
Old  :        53:         9         16          1         22         13         32         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       33.2       58.3       47.2       29.2       28.1       45.7       37.0
Old  :                 38.2       33.2       58.3       47.2       29.2       28.1       45.7       37.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                   Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   244,547:    18,169     89,025      5,559    192,345    113,136    216,074    207,720:    28,473     36,827
Old  :   244,547:    18,169     89,025      5,559    192,345    113,136    216,074    207,720:    28,473     36,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     6,556:     1,616      4,417         -9      3,696        216      5,303      4,624:     1,253      1,932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       36.4        2.3       78.7       46.3       88.4       84.9:      11.6       15.1
Old  :     100.0:       7.4       36.4        2.3       78.7       46.3       88.4       84.9:      11.6       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  :       116:        21         53          9         31         29         60         83:
Old  :       116:        21         53          9         31         29         60         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  :                 45.8       27.0       63.6       43.2       38.0       20.6       49.0       30.2
Old  :                 45.8       27.0       63.6       43.2       38.0       20.6       49.0       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                   Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   237,990:    16,553     84,607      5,568    188,650    112,920    210,771    203,095:    27,220     34,895
Old  :   237,990:    16,553     84,607      5,568    188,650    112,920    210,771    203,095:    27,220     34,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -816:     1,015     -2,600     -1,036        686      5,274        665      1,638:    -1,480     -2,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       35.6        2.3       79.3       47.4       88.6       85.3:      11.4       14.7
Old  :     100.0:       7.0       35.6        2.3       79.3       47.4       88.6       85.3:      11.4       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        18         52          9         30         26         56         79:
Old  :       109:        18         52          9         30         26         56         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  :                 45.9       27.5       64.8       45.0       37.4       21.7       49.3       30.8
Old  :                 45.9       27.5       64.8       45.0       37.4       21.7       49.3       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                     Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   198,147:    31,461     45,340     13,444     97,063     77,514    141,968    136,298:    56,178     61,848
Old  :   198,147:    31,461     45,340     13,444     97,063     77,514    141,968    136,298:    56,178     61,848
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    17,369:     1,582      8,181      2,927     13,020      5,200     17,529     16,308:      -160      1,061
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       22.9        6.8       49.0       39.1       71.6       68.8:      28.4       31.2
Old  :     100.0:      15.9       22.9        6.8       49.0       39.1       71.6       68.8:      28.4       31.2
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  :       118:        39         39         28         30         30         84         83:
Old  :       118:        39         39         28         30         30         84         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  :                 25.1       28.8       38.1       37.3       23.0       27.1       35.3       34.9
Old  :                 25.1       28.8       38.1       37.3       23.0       27.1       35.3       34.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                     Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   180,777:    29,879     37,159     10,517     84,043     72,315    124,439    119,991:    56,339     60,787
Old  :   180,777:    29,879     37,159     10,517     84,043     72,315    124,439    119,991:    56,339     60,787
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    14,130:     4,694     17,202     -1,918      5,895     -6,969      8,671      8,315:     5,460      5,815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       20.6        5.8       46.5       40.0       68.8       66.4:      31.2       33.6
Old  :     100.0:      16.5       20.6        5.8       46.5       40.0       68.8       66.4:      31.2       33.6
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  :       109:        40         33         21         27         28         76         74:
Old  :       109:        40         33         21         27         28         76         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  :                 23.8       31.5       35.8       39.1       22.1       30.2       33.2       36.6
Old  :                 23.8       31.5       35.8       39.1       22.1       30.2       33.2       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    36,994:     7,467        721          0     25,262     28,487     32,729     29,208:     4,265      7,786
Old  :    36,994:     7,467        721          0     25,262     28,487     32,729     29,208:     4,265      7,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -2,949:    -1,594          0       -500     -1,939     -4,591     -4,033     -5,091:     1,084      2,142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        1.9        0.0       68.3       77.0       88.5       79.0:      11.5       21.0
Old  :     100.0:      20.2        1.9        0.0       68.3       77.0       88.5       79.0:      11.5       21.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          0         11         15         13         16:
Old  :        22:         2          1          0         11         15         13         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       52.3       77.8       66.9       54.8       49.2       74.9       62.9
Old  :                 55.1       52.3       77.8       66.9       54.8       49.2       74.9       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                               Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :15,210,150:   915,284    965,468  5,132,598  8,115,241  7,468,263 14,163,123 13,566,330: 1,047,027  1,643,820
Old  :15,210,150:   915,284    965,468  5,132,598  8,115,241  7,468,263 14,163,123 13,566,330: 1,047,027  1,643,820
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    44,083:    36,092    -10,121     46,292      2,179     25,840     84,562     62,011:   -40,479    -17,928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        6.3       33.7       53.4       49.1       93.1       89.2:       6.9       10.8
Old  :     100.0:       6.0        6.3       33.7       53.4       49.1       93.1       89.2:       6.9       10.8
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  :       307:        72         69        114        141        153        268        289:
Old  :       307:        72         69        114        141        153        268        289:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       12.5       33.1       22.0       19.3        7.0       24.7       11.1
Old  :                 20.5       12.5       33.1       22.0       19.3        7.0       24.7       11.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                               Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :15,166,068:   879,192    975,589  5,086,306  8,113,063  7,442,423 14,078,561 13,504,319: 1,087,506  1,661,749
Old  :15,166,068:   879,192    975,589  5,086,306  8,113,063  7,442,423 14,078,561 13,504,319: 1,087,506  1,661,749
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :   599,895:    24,521     69,130    314,635    285,130    237,130    624,286    620,895:   -24,392    -21,000
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        6.4       33.5       53.5       49.1       92.8       89.0:       7.2       11.0
Old  :     100.0:       5.8        6.4       33.5       53.5       49.1       92.8       89.0:       7.2       11.0
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  :       311:        62         79        117        144        155        272        294:
Old  :       311:        62         79        117        144        155        272        294:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       12.6       33.1       22.1       19.3        6.7       24.7       11.1
Old  :                 20.7       12.6       33.1       22.1       19.3        6.7       24.7       11.1
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                               Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   736,247:    62,677     66,155     48,785    480,288    485,145    591,750    600,085:   144,497    136,162
Old  :   736,247:    62,677     66,155     48,785    480,288    485,145    591,750    600,085:   144,497    136,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,997:     3,139       -120      2,255        503       -592      5,897      1,544:      -900      3,453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        9.0        6.6       65.2       65.9       80.4       81.5:      19.6       18.5
Old  :     100.0:       8.5        9.0        6.6       65.2       65.9       80.4       81.5:      19.6       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  :       213:        49         45         59         94         67        177        138:
Old  :       213:        49         45         59         94         67        177        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       26.3       26.0       38.3       18.8       26.0       25.9       38.0
Old  :                 18.9       26.3       26.0       38.3       18.8       26.0       25.9       38.0
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                               Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   731,250:    59,538     66,275     46,530    479,785    485,736    585,853    598,541:   145,397    132,709
Old  :   731,250:    59,538     66,275     46,530    479,785    485,736    585,853    598,541:   145,397    132,709
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     2,571:    -2,372     -5,113      2,527     -5,765      1,702     -5,610       -884:     8,181      3,455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        9.1        6.4       65.6       66.4       80.1       81.9:      19.9       18.1
Old  :     100.0:       8.1        9.1        6.4       65.6       66.4       80.1       81.9:      19.9       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        46         46         59         93         68        173        139:
Old  :       210:        46         46         59         93         68        173        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       26.2       26.5       38.2       18.9       26.1       26.3       37.9
Old  :                 19.0       26.2       26.5       38.2       18.9       26.1       26.3       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  : 1,216,399:   164,123    316,739     43,042    654,507    734,676    861,672  1,094,457:   354,727    121,942
Old  : 1,216,399:   164,123    316,739     43,042    654,507    734,676    861,672  1,094,457:   354,727    121,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    18,657:       579    -18,123      1,067    -19,353     26,897    -17,707      9,842:    36,364      8,816
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       26.0        3.5       53.8       60.4       70.8       90.0:      29.2       10.0
Old  :     100.0:      13.5       26.0        3.5       53.8       60.4       70.8       90.0:      29.2       10.0
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  :       202:        54         56         35         64         61        140        130:
Old  :       202:        54         56         35         64         61        140        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  :                 18.8       27.2       28.1       41.6       14.1       25.6       21.3       36.8
Old  :                 18.8       27.2       28.1       41.6       14.1       25.6       21.3       36.8
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                            Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  : 1,197,742:   163,544    334,862     41,975    673,860    707,779    879,379  1,084,616:   318,363    113,126
Old  : 1,197,742:   163,544    334,862     41,975    673,860    707,779    879,379  1,084,616:   318,363    113,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    35,102:     1,509     26,603      2,613     35,270     19,909     39,392     49,126:    -4,290    -14,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       28.0        3.5       56.3       59.1       73.4       90.6:      26.6        9.4
Old  :     100.0:      13.7       28.0        3.5       56.3       59.1       73.4       90.6:      26.6        9.4
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  :       202:        53         56         35         63         61        135        133:
Old  :       202:        53         56         35         63         61        135        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       26.4       29.0       41.0       15.6       24.8       22.9       35.8
Old  :                 19.3       26.4       29.0       41.0       15.6       24.8       22.9       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    12,979:     1,282        649          0      6,367     11,157      7,649     11,806:     5,330      1,173
Old  :    12,979:     1,282        649          0      6,367     11,157      7,649     11,806:     5,330      1,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -219:         5          0          0       -309       -161       -304       -161:        85        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        5.0        0.0       49.1       86.0       58.9       91.0:      41.1        9.0
Old  :     100.0:       9.9        5.0        0.0       49.1       86.0       58.9       91.0:      41.1        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  :        31:         2          2          1         17         15         19         18:
Old  :        31:         2          2          1         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  :                 26.1       46.9       40.2       68.7       26.1       46.9       40.2       67.1
Old  :                 26.1       46.9       40.2       68.7       26.1       46.9       40.2       67.1
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                            Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    13,198:     1,277        649          0      6,676     11,318      7,953     11,967:     5,245      1,231
Old  :    13,198:     1,277        649          0      6,676     11,318      7,953     11,967:     5,245      1,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :        95:       -46        -12          0        218         97        172         85:       -77         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        4.9        0.0       50.6       85.8       60.3       90.7:      39.7        9.3
Old  :     100.0:       9.7        4.9        0.0       50.6       85.8       60.3       90.7:      39.7        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  :        32:         2          2          1         17         16         19         19:
Old  :        32:         2          2          1         17         16         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       46.2       41.7       66.8       25.8       46.2       41.7       65.8
Old  :                 25.8       46.2       41.7       66.8       25.8       46.2       41.7       65.8
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                            Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    44,023:     7,812      9,661          0     31,507     27,000     39,319     36,661:     4,704      7,362
Old  :    44,023:     7,812      9,661          0     31,507     27,000     39,319     36,661:     4,704      7,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,964:       716        479          0      4,828      4,065      5,544      4,544:      -580        420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       21.9        0.0       71.6       61.3       89.3       83.3:      10.7       16.7
Old  :     100.0:      17.7       21.9        0.0       71.6       61.3       89.3       83.3:      10.7       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         6          6          0         20         18         26         24:
Old  :        43:         6          6          0         20         18         26         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  :                 57.4       43.3       72.3       60.4       55.3       43.2       69.4       60.3
Old  :                 57.4       43.3       72.3       60.4       55.3       43.2       69.4       60.3
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                            Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    39,059:     7,096      9,182          0     26,679     22,935     33,775     32,117:     5,284      6,942
Old  :    39,059:     7,096      9,182          0     26,679     22,935     33,775     32,117:     5,284      6,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,080:       286       -643          0        623      3,226        909      2,583:       171     -1,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       23.5        0.0       68.3       58.7       86.5       82.2:      13.5       17.8
Old  :     100.0:      18.2       23.5        0.0       68.3       58.7       86.5       82.2:      13.5       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  :        40:         5          6          0         18         17         23         23:
Old  :        40:         5          6          0         18         17         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.7       39.4       71.0       57.6       52.2       39.0       67.5       57.3
Old  :                 54.7       39.4       71.0       57.6       52.2       39.0       67.5       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    59,815:    14,210     12,337        437     33,562     36,877     48,209     49,651:    11,607     10,164
Old  :    59,815:    14,210     12,337        437     33,562     36,877     48,209     49,651:    11,607     10,164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -2,859:     3,049       -730          5       -173     -1,316      2,881     -2,041:    -5,740       -818
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       20.6        0.7       56.1       61.7       80.6       83.0:      19.4       17.0
Old  :     100.0:      23.8       20.6        0.7       56.1       61.7       80.6       83.0:      19.4       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        17         14          2         37         26         55         41:
Old  :        83:        17         14          2         37         26         55         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  :                 28.6       29.5       40.8       46.4       28.6       27.6       40.2       42.6
Old  :                 28.6       29.5       40.8       46.4       28.6       27.6       40.2       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    62,675:    11,161     13,067        432     33,735     38,193     45,328     51,692:    17,347     10,983
Old  :    62,675:    11,161     13,067        432     33,735     38,193     45,328     51,692:    17,347     10,983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -359:     2,343       -465         31         37     -1,719      2,411     -2,154:    -2,770      1,794
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       20.8        0.7       53.8       60.9       72.3       82.5:      27.7       17.5
Old  :     100.0:      17.8       20.8        0.7       53.8       60.9       72.3       82.5:      27.7       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  :        80:        13         14          3         38         25         53         40:
Old  :        80:        13         14          3         38         25         53         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       26.6       39.5       44.9       28.1       25.7       39.1       41.9
Old  :                 28.1       26.6       39.5       44.9       28.1       25.7       39.1       41.9
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                          Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   355,549:   147,505     89,310      5,774    177,659    232,159    330,938    327,243:    24,611     28,306
Old  :   355,549:   147,505     89,310      5,774    177,659    232,159    330,938    327,243:    24,611     28,306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,382:    38,430     -5,993        841    -38,804     39,612        467     34,460:     3,915    -30,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5       25.1        1.6       50.0       65.3       93.1       92.0:       6.9        8.0
Old  :     100.0:      41.5       25.1        1.6       50.0       65.3       93.1       92.0:       6.9        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  :       215:        80         61         17         45         42        136        109:
Old  :       215:        80         61         17         45         42        136        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  :                 35.0       31.2       45.3       45.0       26.8       21.6       35.9       32.8
Old  :                 35.0       31.2       45.3       45.0       26.8       21.6       35.9       32.8
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                          Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   351,168:   109,075     95,303      4,933    216,463    192,548    330,471    292,783:    20,697     58,385
Old  :   351,168:   109,075     95,303      4,933    216,463    192,548    330,471    292,783:    20,697     58,385
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :   -25,967:    40,135    -43,638     -6,520    -61,272     45,805    -27,657     -4,353:     1,689    -21,614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       27.1        1.4       61.6       54.8       94.1       83.4:       5.9       16.6
Old  :     100.0:      31.1       27.1        1.4       61.6       54.8       94.1       83.4:       5.9       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        70         70         17         43         41        123        118:
Old  :       211:        70         70         17         43         41        123        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       24.3       50.0       36.5       29.7       16.7       40.0       26.5
Old  :                 35.9       24.3       50.0       36.5       29.7       16.7       40.0       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    76,529:    18,367     18,174          0     43,292     40,805     61,659     58,979:    14,870     17,550
Old  :    76,529:    18,367     18,174          0     43,292     40,805     61,659     58,979:    14,870     17,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     7,542:     1,184      5,062          0      6,782      1,738      7,966      6,800:      -424        742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       23.7        0.0       56.6       53.3       80.6       77.1:      19.4       22.9
Old  :     100.0:      24.0       23.7        0.0       56.6       53.3       80.6       77.1:      19.4       22.9
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  :        47:         7         15          0         15         14         22         29:
Old  :        47:         7         15          0         15         14         22         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       34.2       64.4       48.7       47.9       33.9       63.8       48.3
Old  :                 47.9       34.2       64.4       48.7       47.9       33.9       63.8       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    68,986:    17,183     13,112          0     36,510     39,067     53,693     52,179:    15,293     16,807
Old  :    68,986:    17,183     13,112          0     36,510     39,067     53,693     52,179:    15,293     16,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     6,961:     2,560      2,525          0      4,579        635      7,139      3,160:      -178      3,801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       19.0        0.0       52.9       56.6       77.8       75.6:      22.2       24.4
Old  :     100.0:      24.9       19.0        0.0       52.9       56.6       77.8       75.6:      22.2       24.4
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  :        44:         8         11          0         14         15         22         26:
Old  :        44:         8         11          0         14         15         22         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       35.8       60.9       51.2       45.4       35.5       60.2       50.7
Old  :                 45.4       35.8       60.9       51.2       45.4       35.5       60.2       50.7
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                          Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    37,176:     1,516      5,836          0     31,810     23,267     33,326     29,103:     3,850      8,073
Old  :    37,176:     1,516      5,836          0     31,810     23,267     33,326     29,103:     3,850      8,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -443:         8       -158          0        106        -13        114       -171:      -557       -272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       15.7        0.0       85.6       62.6       89.6       78.3:      10.4       21.7
Old  :     100.0:       4.1       15.7        0.0       85.6       62.6       89.6       78.3:      10.4       21.7
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  :        64:         2         14          1         31         28         33         43:
Old  :        64:         2         14          1         31         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  :                 54.3       30.8       67.5       42.8       53.7       29.2       66.9       41.3
Old  :                 54.3       30.8       67.5       42.8       53.7       29.2       66.9       41.3
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                          Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    37,619:     1,508      5,994          0     31,704     23,280     33,212     29,274:     4,407      8,345
Old  :    37,619:     1,508      5,994          0     31,704     23,280     33,212     29,274:     4,407      8,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,674:       608       -433          0        306       -371        914       -804:       761      2,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       15.9        0.0       84.3       61.9       88.3       77.8:      11.7       22.2
Old  :     100.0:       4.0       15.9        0.0       84.3       61.9       88.3       77.8:      11.7       22.2
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  :        65:         2         15          1         32         28         34         44:
Old  :        65:         2         15          1         32         28         34         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  :                 53.7       30.4       66.2       42.3       53.0       28.8       65.5       40.8
Old  :                 53.7       30.4       66.2       42.3       53.0       28.8       65.5       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   291,529:    19,248     60,350      4,296    241,318    216,692    264,862    281,339:    26,667     10,190
Old  :   291,529:    19,248     60,350      4,296    241,318    216,692    264,862    281,339:    26,667     10,190
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     3,748:     1,984        -21        375     -2,142      4,679        216      5,032:     3,532     -1,284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       20.7        1.5       82.8       74.3       90.9       96.5:       9.1        3.5
Old  :     100.0:       6.6       20.7        1.5       82.8       74.3       90.9       96.5:       9.1        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        34         47         23         42         51         85        112:
Old  :       153:        34         47         23         42         51         85        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  :                 59.7       32.1       69.5       47.7       55.6       31.3       62.5       44.4
Old  :                 59.7       32.1       69.5       47.7       55.6       31.3       62.5       44.4
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                          Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   287,780:    17,264     60,372      3,922    243,459    212,014    264,645    276,307:    23,135     11,473
Old  :   287,780:    17,264     60,372      3,922    243,459    212,014    264,645    276,307:    23,135     11,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,744:     3,532     -2,262       -450    -12,167         27     -9,085     -2,685:     7,341        941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       21.0        1.4       84.6       73.7       92.0       96.0:       8.0        4.0
Old  :     100.0:       6.0       21.0        1.4       84.6       73.7       92.0       96.0:       8.0        4.0
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  :       146:        21         57         19         39         49         76        109:
Old  :       146:        21         57         19         39         49         76        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  :                 63.6       33.3       71.8       48.3       58.2       32.0       65.1       44.5
Old  :                 63.6       33.3       71.8       48.3       58.2       32.0       65.1       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                               Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    71,814:    18,240     25,523      3,375     36,298     34,234     57,913     63,132:    13,901      8,682
Old  :    71,814:    18,240     25,523      3,375     36,298     34,234     57,913     63,132:    13,901      8,682
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     2,640:      -363      1,651       -193        231     -2,011       -325       -553:     2,965      3,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       35.5        4.7       50.5       47.7       80.6       87.9:      19.4       12.1
Old  :     100.0:      25.4       35.5        4.7       50.5       47.7       80.6       87.9:      19.4       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        32         28          7         24         25         61         57:
Old  :       105:        32         28          7         24         25         61         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       36.8       42.7       48.4       25.6       35.8       38.0       46.1
Old  :                 30.3       36.8       42.7       48.4       25.6       35.8       38.0       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                               Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    69,174:    18,603     23,872      3,568     36,067     36,245     58,238     63,685:    10,936      5,489
Old  :    69,174:    18,603     23,872      3,568     36,067     36,245     58,238     63,685:    10,936      5,489
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     6,985:     2,562      6,624        899      4,402         97      7,863      7,620:      -878       -635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       34.5        5.2       52.1       52.4       84.2       92.1:      15.8        7.9
Old  :     100.0:      26.9       34.5        5.2       52.1       52.4       84.2       92.1:      15.8        7.9
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  :        97:        28         26          5         22         24         54         54:
Old  :        97:        28         26          5         22         24         54         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       37.8       46.5       49.6       26.3       37.3       39.4       47.6
Old  :                 31.5       37.8       46.5       49.6       26.3       37.3       39.4       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                          Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :    45,105:    17,091      3,404          4     24,038      7,594     41,133     11,002:     3,972     34,103
Old  :    45,105:    17,091      3,404          4     24,038      7,594     41,133     11,002:     3,972     34,103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,021:      -101       -214          0       -396        132       -497        -82:      -524       -939
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9        7.5        0.0       53.3       16.8       91.2       24.4:       8.8       75.6
Old  :     100.0:      37.9        7.5        0.0       53.3       16.8       91.2       24.4:       8.8       75.6
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  :        45:        17          7          1         11         11         29         18:
Old  :        45:        17          7          1         11         11         29         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       11.8       67.4       16.6       48.4        8.2       62.4       12.7
Old  :                 53.4       11.8       67.4       16.6       48.4        8.2       62.4       12.7
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                          Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    46,126:    17,192      3,618          4     24,434      7,462     41,630     11,084:     4,496     35,042
Old  :    46,126:    17,192      3,618          4     24,434      7,462     41,630     11,084:     4,496     35,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     6,719:     5,528      2,021          0      1,308      1,742      6,836      3,763:      -117      2,956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3        7.8        0.0       53.0       16.2       90.3       24.0:       9.7       76.0
Old  :     100.0:      37.3        7.8        0.0       53.0       16.2       90.3       24.0:       9.7       76.0
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  :        47:        18          9          1         11         11         30         20:
Old  :        47:        18          9          1         11         11         30         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  :                 53.6       10.9       66.6       15.5       49.1        7.6       62.1       12.1
Old  :                 53.6       10.9       66.6       15.5       49.1        7.6       62.1       12.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                               Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :    34,728:     2,408      1,802        136     19,693     27,806     22,237     29,744:    12,491      4,984
Old  :    34,728:     2,408      1,802        136     19,693     27,806     22,237     29,744:    12,491      4,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -927:       829        108          0        865       -206      1,694        -98:    -2,621       -829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        5.2        0.4       56.7       80.1       64.0       85.6:      36.0       14.4
Old  :     100.0:       6.9        5.2        0.4       56.7       80.1       64.0       85.6:      36.0       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  :        46:         5          9          2         20         27         26         38:
Old  :        46:         5          9          2         20         27         26         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  :                 34.5       40.0       47.6       61.3       19.5       29.6       26.8       40.7
Old  :                 34.5       40.0       47.6       61.3       19.5       29.6       26.8       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                               Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    35,655:     1,579      1,694        136     18,828     28,012     20,543     29,842:    15,112      5,813
Old  :    35,655:     1,579      1,694        136     18,828     28,012     20,543     29,842:    15,112      5,813
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,832:       -30        -44          7        491     -1,509        468     -1,546:    -2,300       -286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        4.8        0.4       52.8       78.6       57.6       83.7:      42.4       16.3
Old  :     100.0:       4.4        4.8        0.4       52.8       78.6       57.6       83.7:      42.4       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         3          8          2         19         27         23         37:
Old  :        43:         3          8          2         19         27         23         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  :                 33.5       39.5       45.6       59.6       19.9       32.3       26.4       42.3
Old  :                 33.5       39.5       45.6       59.6       19.9       32.3       26.4       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                        Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :   181,005:    63,917     12,349     38,750     39,536    113,110    142,203    164,209:    38,802     16,796
Old  :   181,005:    63,917     12,349     38,750     39,536    113,110    142,203    164,209:    38,802     16,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     7,120:     3,250      1,806      2,619      1,190      1,992      7,059      6,417:        61        702
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3        6.8       21.4       21.8       62.5       78.6       90.7:      21.4        9.3
Old  :     100.0:      35.3        6.8       21.4       21.8       62.5       78.6       90.7:      21.4        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  :       205:       101         52         56         25         42        155        124:
Old  :       205:       101         52         56         25         42        155        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  :                 20.0       30.4       29.6       47.6       11.9       26.4       17.8       35.9
Old  :                 20.0       30.4       29.6       47.6       11.9       26.4       17.8       35.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                        Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   173,885:    60,667     10,543     36,131     38,346    111,118    135,144    157,792:    38,741     16,094
Old  :   173,885:    60,667     10,543     36,131     38,346    111,118    135,144    157,792:    38,741     16,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     8,537:       571      1,618      3,498      3,920      2,639      7,989      7,755:       548        782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        6.1       20.8       22.1       63.9       77.7       90.7:      22.3        9.3
Old  :     100.0:      34.9        6.1       20.8       22.1       63.9       77.7       90.7:      22.3        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  :       194:       106         42         54         23         39        145        119:
Old  :       194:       106         42         54         23         39        145        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       31.4       29.1       48.1       11.4       27.2       17.3       36.9
Old  :                 19.9       31.4       29.1       48.1       11.4       27.2       17.3       36.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :   119,363:    36,691     27,114     20,236     46,983     56,509    103,910    103,858:    15,453     15,505
Old  :   119,363:    36,691     27,114     20,236     46,983     56,509    103,910    103,858:    15,453     15,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     5,379:     2,672        531      2,057       -277      2,400      4,452      4,988:       926        390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       22.7       17.0       39.4       47.3       87.1       87.0:      12.9       13.0
Old  :     100.0:      30.7       22.7       17.0       39.4       47.3       87.1       87.0:      12.9       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        79         71         61         46         40        164        142:
Old  :       210:        79         71         61         46         40        164        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       35.8       34.0       45.6       23.8       30.8       31.6       39.1
Old  :                 23.9       35.8       34.0       45.6       23.8       30.8       31.6       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   113,985:    34,019     26,583     18,179     47,260     54,108     99,458     98,870:    14,527     15,115
Old  :   113,985:    34,019     26,583     18,179     47,260     54,108     99,458     98,870:    14,527     15,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     3,778:     1,996       -695      1,336        496      3,109      3,828      3,750:       -49         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       23.3       15.9       41.5       47.5       87.3       86.7:      12.7       13.3
Old  :     100.0:      29.8       23.3       15.9       41.5       47.5       87.3       86.7:      12.7       13.3
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  :       217:        73         80         63         45         41        163        151:
Old  :       217:        73         80         63         45         41        163        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  :                 24.5       35.1       34.1       45.3       24.4       31.0       32.7       40.0
Old  :                 24.5       35.1       34.1       45.3       24.4       31.0       32.7       40.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                         Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   401,088:   180,522     40,966     65,066     95,129    264,735    340,717    370,767:    60,371     30,320
Old  :   401,088:   180,522     40,966     65,066     95,129    264,735    340,717    370,767:    60,371     30,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    11,295:    10,975      3,174       -232        920      7,158     11,662     10,100:      -367      1,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.0       10.2       16.2       23.7       66.0       84.9       92.4:      15.1        7.6
Old  :     100.0:      45.0       10.2       16.2       23.7       66.0       84.9       92.4:      15.1        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:       160         69         74         39         48        236        160:
Old  :       290:       160         69         74         39         48        236        160:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       33.2       36.6       51.9       20.9       27.8       25.9       41.2
Old  :                 25.1       33.2       36.6       51.9       20.9       27.8       25.9       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                         Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   389,793:   169,547     37,792     65,299     94,209    257,577    329,055    360,667:    60,738     29,125
Old  :   389,793:   169,547     37,792     65,299     94,209    257,577    329,055    360,667:    60,738     29,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :   -17,236:   -13,569     -6,927        382     -1,929    -10,439    -15,115    -16,984:    -2,121       -252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5        9.7       16.8       24.2       66.1       84.4       92.5:      15.6        7.5
Old  :     100.0:      43.5        9.7       16.8       24.2       66.1       84.4       92.5:      15.6        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  :       276:       157         60         77         40         47        228        158:
Old  :       276:       157         60         77         40         47        228        158:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       33.9       36.6       53.5       21.0       29.7       25.9       43.3
Old  :                 25.5       33.9       36.6       53.5       21.0       29.7       25.9       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                      Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    14,209:     2,938      2,406        404      3,516      7,020      6,858      9,830:     7,351      4,379
Old  :    14,209:     2,938      2,406        404      3,516      7,020      6,858      9,830:     7,351      4,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,956:    -2,194        551       -308        234       -392     -2,268       -149:     4,224      2,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       16.9        2.8       24.7       49.4       48.3       69.2:      51.7       30.8
Old  :     100.0:      20.7       16.9        2.8       24.7       49.4       48.3       69.2:      51.7       30.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        17          4         11          5          5         32         18:
Old  :        36:        17          4         11          5          5         32         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  :                 29.7       60.6       38.4       66.9       18.2       43.4       23.3       48.8
Old  :                 29.7       60.6       38.4       66.9       18.2       43.4       23.3       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                      Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    12,253:     5,132      1,855        712      3,282      7,412      9,126      9,979:     3,127      2,274
Old  :    12,253:     5,132      1,855        712      3,282      7,412      9,126      9,979:     3,127      2,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -137:      -109        603       -205       -423       -929       -737       -531:       600        394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9       15.1        5.8       26.8       60.5       74.5       81.4:      25.5       18.6
Old  :     100.0:      41.9       15.1        5.8       26.8       60.5       74.5       81.4:      25.5       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        19          3         13          7          6         38         19:
Old  :        40:        19          3         13          7          6         38         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  :                 45.5       66.3       56.9       78.0       34.6       51.4       42.6       57.9
Old  :                 45.5       66.3       56.9       78.0       34.6       51.4       42.6       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   138,265:    46,201      3,749     22,171     54,811     89,029    123,182    114,949:    15,083     23,316
Old  :   103,536:    38,327      4,605     13,949     40,223     67,769     92,499     86,323:    11,037     17,213
Other:    34,729:    13,448      4,718      2,647     14,588     21,261     30,683     28,626:     4,046      6,102
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -7,262:    -2,043       -866        783     -4,267     -3,671     -5,527     -3,754:    -1,735     -3,508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4        2.7       16.0       39.6       64.4       89.1       83.1:      10.9       16.9
Old  :     100.0:      37.0        4.4       13.5       38.8       65.5       89.3       83.4:      10.7       16.6
Other:     100.0:      38.7       13.6        7.6       42.0       61.2       88.4       82.4:      11.6       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        64         20         40         63         63        141        113:
Old  :       159:        57         21         31         54         62        123        104:
Other:        99:        26         18         19         25         38         60         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  :                 24.5       33.8       36.0       46.1       15.5       27.0       24.3       32.0
Old  :                 29.6       36.9       40.6       45.8       24.4       33.8       33.9       39.1
Other:                 38.3       52.5       51.3       60.7       38.0       51.0       49.6       58.5
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   145,527:    48,243      4,615     21,388     59,078     92,700    128,709    118,703:    16,818     26,824
Old  :   113,021:    39,018      5,747     14,491     46,751     71,779    100,260     92,018:    12,761     21,004
Other:    32,506:    14,082      3,724      2,040     12,327     20,921     28,449     26,685:     4,057      5,821
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     7,787:    -3,497        336      4,687      6,796      2,657      7,986      7,680:      -199        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2        3.2       14.7       40.6       63.7       88.4       81.6:      11.6       18.4
Old  :     100.0:      34.5        5.1       12.8       41.4       63.5       88.7       81.4:      11.3       18.6
Other:     100.0:      43.3       11.5        6.3       37.9       64.4       87.5       82.1:      12.5       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        68         25         48         63         63        150        121:
Old  :       169:        56         29         37         56         61        133        109:
Other:       106:        31         19         17         25         41         62         72:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       33.3       34.1       43.9       15.0       25.1       23.8       30.6
Old  :                 26.5       34.2       37.8       42.5       22.2       32.2       30.7       36.6
Other:                 43.3       53.5       52.8       60.8       43.0       52.3       52.5       58.3
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    39,451:     9,636        150      2,437     17,725     28,269     29,798     30,856:     9,653      8,595
Old  :    36,662:    10,702         81      1,263     16,142     27,673     28,106     29,017:     8,556      7,645
Other:     2,789:        79      1,214         29      1,583        596      1,692      1,839:     1,097        950
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,507:       765         79        529        277        628      1,571      1,236:       -64        271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        0.4        6.2       44.9       71.7       75.5       78.2:      24.5       21.8
Old  :     100.0:      29.2        0.2        3.4       44.0       75.5       76.7       79.1:      23.3       20.9
Other:     100.0:       2.8       43.5        1.1       56.8       21.4       60.7       65.9:      39.3       34.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        22          2         11         23         21         48         32:
Old  :        53:        24          1          7         22         21         47         28:
Other:        25:         2          7          4          9          8         13         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  :                 29.3       47.0       42.0       60.2       15.4       33.4       26.6       39.6
Old  :                 29.5       50.1       42.5       63.4       15.2       35.3       27.0       42.9
Other:                 41.8       40.0       55.8       57.8       34.8       39.5       48.4       53.3
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    37,944:     8,871         71      1,908     17,448     27,641     28,228     29,620:     9,717      8,324
Old  :    35,705:     9,624         56      1,098     16,180     27,126     26,902     28,280:     8,803      7,425
Other:     2,239:        45        812         13      1,268        515      1,326      1,340:       914        899
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       581:      -781         25        647        517        108        382        779:       199       -198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        0.2        5.0       46.0       72.8       74.4       78.1:      25.6       21.9
Old  :     100.0:      27.0        0.2        3.1       45.3       76.0       75.3       79.2:      24.7       20.8
Other:     100.0:       2.0       36.3        0.6       56.6       23.0       59.2       59.8:      40.8       40.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        21          3         10         22         21         46         31:
Old  :        52:        22          2          7         22         21         46         28:
Other:        24:         3          5          3          9          8         12         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       48.8       43.9       62.0       16.9       36.0       28.7       42.1
Old  :                 31.2       51.3       44.6       64.7       16.9       37.7       29.1       44.9
Other:                 40.3       36.4       55.3       54.2       36.0       36.4       50.7       51.4
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :   131,710:    17,905     14,661     25,394     75,270     80,856    118,569    120,911:    13,141     10,799
Old  :   129,765:    17,897     14,711     24,980     73,914     79,389    116,791    119,080:    12,974     10,685
Other:     1,945:       186        127        237      1,355      1,467      1,778      1,831:       167        114
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :   -38,355:    -4,894      3,940    -21,743     -9,540    -18,962    -36,176    -36,765:    -2,179     -1,590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       11.1       19.3       57.1       61.4       90.0       91.8:      10.0        8.2
Old  :     100.0:      13.8       11.3       19.3       57.0       61.2       90.0       91.8:      10.0        8.2
Other:     100.0:       9.5        6.5       12.2       69.7       75.4       91.4       94.1:       8.6        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        67         53         61         70         65        169        152:
Old  :       209:        65         56         60         70         64        168        151:
Other:        42:         8         11         11          8         18         20         36:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       28.3       35.0       39.2       21.9       23.0       30.6       30.0
Old  :                 22.9       28.0       35.4       39.0       22.2       23.3       31.0       30.4
Other:                 63.1       60.4       79.2       72.8       63.1       56.6       74.4       67.9
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   170,065:    22,799     10,721     47,137     84,810     99,818    154,745    157,675:    15,320     12,390
Old  :   168,135:    22,867     10,885     46,599     83,468     98,440    152,934    155,924:    15,200     12,210
Other:     1,930:       270        174        199      1,342      1,378      1,811      1,751:       119        179
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -2,404:    -1,067      4,191     -2,986      2,766     -4,306     -1,286     -3,100:    -1,117        696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        6.3       27.7       49.9       58.7       91.0       92.7:       9.0        7.3
Old  :     100.0:      13.6        6.5       27.7       49.6       58.5       91.0       92.7:       9.0        7.3
Other:     100.0:      14.0        9.0       10.3       69.5       71.4       93.8       90.7:       6.2        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        71         65         79         75         72        198        173:
Old  :       235:        74         64         77         75         71        197        171:
Other:        42:         9         13         11          8         15         21         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       28.4       31.8       41.2       16.9       20.4       23.4       26.2
Old  :                 19.2       28.1       32.1       41.1       17.1       20.6       23.7       26.5
Other:                 63.6       60.6       81.9       71.9       62.8       56.8       77.0       66.4
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    55,112:    16,884      2,252     13,496     19,492     35,272     49,872     51,021:     5,240      4,091
Old  :    55,018:    16,876      2,284     13,464     19,442     35,187     49,782     50,935:     5,236      4,083
Other:        94:        39          0          0         50         86         90         86:         4          8
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -596:       674       -125        -16       -648       -673         10       -813:      -606        217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        4.1       24.5       35.4       64.0       90.5       92.6:       9.5        7.4
Old  :     100.0:      30.7        4.2       24.5       35.3       64.0       90.5       92.6:       9.5        7.4
Other:     100.0:      41.9        0.0        0.0       53.8       91.2       95.7       91.2:       4.3        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        67         32         29         25         26        108         72:
Old  :       135:        67         33         29         25         26        108         72:
Other:         8:         5          0          0          1          3          6          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       43.3       39.9       57.7       16.6       29.2       23.6       39.7
Old  :                 26.6       43.3       39.8       57.8       16.6       29.3       23.7       39.7
Other:                 85.8       91.2       95.7       91.2       74.4       79.8       84.3       79.8
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    55,708:    16,210      2,377     13,512     20,140     35,945     49,862     51,834:     5,846      3,874
Old  :    55,702:    16,210      2,379     13,510     20,140     35,944     49,860     51,833:     5,842      3,869
Other:         6:         2          0          0          0          1          2          1:         4          5
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     3,958:       902        825        225      2,410      2,688      3,537      3,738:       421        220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        4.3       24.3       36.2       64.5       89.5       93.0:      10.5        7.0
Old  :     100.0:      29.1        4.3       24.3       36.2       64.5       89.5       93.1:      10.5        6.9
Other:     100.0:      33.3        0.0        0.0        0.0       16.7       33.3       16.7:      66.7       83.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        71         32         29         26         25        112         73:
Old  :       139:        71         33         29         26         25        112         73:
Other:         2:         1          0          0          0          1          1          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  :                 27.6       42.3       40.3       56.9       16.0       26.9       21.5       37.5
Old  :                 27.6       42.3       40.3       56.9       16.0       26.9       21.5       37.5
Other:                 33.3       16.7       33.3       16.7       33.3       16.7       33.3       16.7
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   138,829:    26,837     37,890      9,766     92,030     84,429    128,633    132,086:    10,196      6,743
Old  :   116,633:    27,070     38,243      9,013     70,630     62,669    106,714    109,925:     9,918      6,707
Other:    22,197:       385        266        135     21,400     21,760     21,919     22,161:       277         36
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -4,602:       902      1,230       -812     -4,532     -5,353     -4,442     -4,935:      -160        333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       27.3        7.0       66.3       60.8       92.7       95.1:       7.3        4.9
Old  :     100.0:      23.2       32.8        7.7       60.6       53.7       91.5       94.2:       8.5        5.8
Other:     100.0:       1.7        1.2        0.6       96.4       98.0       98.8       99.8:       1.2        0.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        46         53         32         54         36        119        106:
Old  :       164:        47         55         31         53         36        118        105:
Other:        30:         5          3          5         13         14         19         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  :                 32.0       24.1       46.9       39.4       22.9       17.2       35.1       27.8
Old  :                 32.9       21.3       48.4       34.5       29.2       19.7       43.3       31.4
Other:                 62.7       74.8       92.3       94.5       52.3       55.0       69.0       69.8
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   143,431:    25,934     36,660     10,578     96,562     89,783    133,075    137,021:    10,356      6,410
Old  :   123,743:    26,228     37,077      9,760     77,650     70,517    113,638    117,353:    10,105      6,390
Other:    19,687:       421        298        104     18,912     19,266     19,437     19,668:       250         20
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :   -20,654:    -1,568      4,422     -4,715    -12,926    -18,727    -19,208    -19,019:    -1,446     -1,635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       25.6        7.4       67.3       62.6       92.8       95.5:       7.2        4.5
Old  :     100.0:      21.2       30.0        7.9       62.8       57.0       91.8       94.8:       8.2        5.2
Other:     100.0:       2.1        1.5        0.5       96.1       97.9       98.7       99.9:       1.3        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        48         53         36         52         38        119        116:
Old  :       166:        48         55         35         52         38        119        115:
Other:        29:         4          4          5         13         13         19         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  :                 30.9       24.4       44.7       40.6       21.8       17.9       33.8       28.1
Old  :                 31.0       23.8       45.5       37.8       26.6       20.3       40.1       31.9
Other:                 61.9       73.8       91.4       94.3       50.5       51.4       64.4       65.3
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   644,820:   159,279      9,554    130,674    269,566    460,486    559,520    600,714:    85,300     44,106
Old  :   644,820:   159,279      9,554    130,674    269,566    460,486    559,520    600,714:    85,300     44,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    27,441:     7,731     -1,206      9,024      3,411     19,959     20,166     27,777:     7,275       -337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        1.5       20.3       41.8       71.4       86.8       93.2:      13.2        6.8
Old  :     100.0:      24.7        1.5       20.3       41.8       71.4       86.8       93.2:      13.2        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  :       173:        76         24         43         62         59        159        108:
Old  :       173:        76         24         43         62         59        159        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  :                 14.1       26.3       24.3       44.4       11.2       19.7       18.0       32.3
Old  :                 14.1       26.3       24.3       44.4       11.2       19.7       18.0       32.3
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                                     Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   617,379:   151,548     10,761    121,650    266,156    440,526    539,354    572,937:    78,026     44,443
Old  :   617,379:   151,548     10,761    121,650    266,156    440,526    539,354    572,937:    78,026     44,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     2,783:    -3,868      1,106      2,769      3,274      1,286      2,176      5,161:       607     -2,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        1.7       19.7       43.1       71.4       87.4       92.8:      12.6        7.2
Old  :     100.0:      24.5        1.7       19.7       43.1       71.4       87.4       92.8:      12.6        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  :       172:        73         25         47         65         62        159        115:
Old  :       172:        73         25         47         65         62        159        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  :                 14.5       26.3       25.2       44.6       11.6       20.1       18.6       32.5
Old  :                 14.5       26.3       25.2       44.6       11.6       20.1       18.6       32.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   106,844:    15,553     11,133     29,289     50,477     58,774     95,319     99,196:    11,525      7,648
Old  :   103,963:    15,627     12,010     27,659     49,371     56,949     92,657     96,618:    11,306      7,345
Other:     2,881:       962        158        594      1,106      1,825      2,662      2,577:       219        303
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :   -14,662:    -5,304       -684     -9,967       -698     -6,276    -15,969    -16,927:     1,307      2,265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       10.4       27.4       47.2       55.0       89.2       92.8:      10.8        7.2
Old  :     100.0:      15.0       11.6       26.6       47.5       54.8       89.1       92.9:      10.9        7.1
Other:     100.0:      33.4        5.5       20.6       38.4       63.4       92.4       89.5:       7.6       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:       105         69         86         90         86        235        206:
Old  :       290:       103         73         86         90         86        235        206:
Other:        56:        11         11         16         13         26         32         45:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       19.1       28.0       31.4       15.4       12.0       22.6       18.3
Old  :                 16.9       19.5       28.6       31.9       15.9       12.6       23.2       19.2
Other:                 52.2       34.0       73.4       54.1       34.8       28.5       49.1       38.5
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   121,506:    20,857     11,816     39,256     51,175     65,050    111,289    116,123:    10,217      5,383
Old  :   118,681:    20,798     12,609     37,832     50,079     63,173    108,710    113,614:     9,971      5,068
Other:     2,825:       921         69        562      1,095      1,877      2,579      2,509:       246        316
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     5,195:     4,321       -198      1,093     -1,236      4,592      4,178      5,487:     1,017       -292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        9.7       32.3       42.1       53.5       91.6       95.6:       8.4        4.4
Old  :     100.0:      17.5       10.6       31.9       42.2       53.2       91.6       95.7:       8.4        4.3
Other:     100.0:      32.6        2.4       19.9       38.8       66.5       91.3       88.8:       8.7       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       321:       143         58        107         87         88        263        229:
Old  :       321:       139         64        107         87         88        263        229:
Other:        54:        12          8         15         14         25         32         42:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       20.0       28.5       31.6       13.5       11.4       20.4       18.4
Old  :                 17.6       20.2       28.8       32.0       13.8       11.9       20.8       18.9
Other:                 50.0       38.4       72.0       58.7       31.8       28.5       43.6       37.9
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    42,550:    32,847      3,604      2,379      3,696     34,489     38,923     40,472:     3,627      2,077
Old  :    42,550:    32,847      3,604      2,379      3,696     34,489     38,923     40,472:     3,627      2,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     3,029:     2,990        667         59        303      2,287      3,352      3,013:      -323         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.2        8.5        5.6        8.7       81.1       91.5       95.1:       8.5        4.9
Old  :     100.0:      77.2        8.5        5.6        8.7       81.1       91.5       95.1:       8.5        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  :        66:        41          8          7         13          7         57         20:
Old  :        66:        41          8          7         13          7         57         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  :                 35.9       81.4       58.3       90.1       35.9       80.2       57.2       86.7
Old  :                 35.9       81.4       58.3       90.1       35.9       80.2       57.2       86.7
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                                  Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    39,521:    29,857      2,937      2,320      3,394     32,202     35,571     37,460:     3,950      2,061
Old  :    39,521:    29,857      2,937      2,320      3,394     32,202     35,571     37,460:     3,950      2,061
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     5,522:     3,261         71       -312      1,802      6,206      4,751      5,964:       771       -442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.5        7.4        5.9        8.6       81.5       90.0       94.8:      10.0        5.2
Old  :     100.0:      75.5        7.4        5.9        8.6       81.5       90.0       94.8:      10.0        5.2
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  :        65:        42          8          7          9          8         54         21:
Old  :        65:        42          8          7          9          8         54         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  :                 38.9       81.8       58.1       90.9       38.9       80.6       56.7       87.1
Old  :                 38.9       81.8       58.1       90.9       38.9       80.6       56.7       87.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                              Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF EURO 200,000)                               :
     :          :                                                                            :
All  :    22,053:    14,257        863          0      2,871     18,217     17,128     19,080:     4,925      2,973
Old  :    22,053:    14,257        863          0      2,871     18,217     17,128     19,080:     4,925      2,973
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,276:    -1,177         63          0       -160     -1,268     -1,337     -1,205:        61        -71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.6        3.9        0.0       13.0       82.6       77.7       86.5:      22.3       13.5
Old  :     100.0:      64.6        3.9        0.0       13.0       82.6       77.7       86.5:      22.3       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  :        20:         6          1          0          3         10          9         11:
Old  :        20:         6          1          0          3         10          9         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.4       61.3       75.0       79.8       60.4       61.3       75.0       79.8
Old  :                 60.4       61.3       75.0       79.8       60.4       61.3       75.0       79.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                              Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF EURO 200,000)                               :
     :          :                                                                            :
All  :    23,328:    15,434        800          0      3,031     19,485     18,465     20,285:     4,863      3,043
Old  :    23,328:    15,434        800          0      3,031     19,485     18,465     20,285:     4,863      3,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,457:     2,055       -563          0       -654      1,661      1,401      1,098:        56        359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.2        3.4        0.0       13.0       83.5       79.2       87.0:      20.8       13.0
Old  :     100.0:      66.2        3.4        0.0       13.0       83.5       79.2       87.0:      20.8       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  :        22:         7          1          0          3         11         10         12:
Old  :        22:         7          1          0          3         11         10         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.8       60.9       74.4       78.2       60.8       60.9       74.4       78.2
Old  :                 60.8       60.9       74.4       78.2       60.8       60.9       74.4       78.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   230,190:    15,288     26,486     52,275    124,396    118,686    191,959    197,447:    38,231     32,743
Old  :   230,190:    15,288     26,486     52,275    124,396    118,686    191,959    197,447:    38,231     32,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    11,179:     1,263      1,430      1,561      8,567      6,001     11,391      8,992:      -212      2,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       11.5       22.7       54.0       51.6       83.4       85.8:      16.6       14.2
Old  :     100.0:       6.6       11.5       22.7       54.0       51.6       83.4       85.8:      16.6       14.2
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  :       146:        28         35         43         76         74        127        132:
Old  :       146:        28         35         43         76         74        127        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       17.1       28.7       26.9       11.9        9.5       17.5       15.5
Old  :                 17.4       17.1       28.7       26.9       11.9        9.5       17.5       15.5
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                         Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   219,011:    14,025     25,056     50,714    115,829    112,685    180,568    188,455:    38,443     30,556
Old  :   219,011:    14,025     25,056     50,714    115,829    112,685    180,568    188,455:    38,443     30,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     3,585:    -1,418     -4,286      1,920        760      6,661      1,262      4,294:     2,323       -710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       11.4       23.2       52.9       51.5       82.4       86.0:      17.6       14.0
Old  :     100.0:       6.4       11.4       23.2       52.9       51.5       82.4       86.0:      17.6       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  :       140:        31         29         41         73         72        123        125:
Old  :       140:        31         29         41         73         72        123        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       17.7       28.7       27.2       12.5       10.5       18.5       16.7
Old  :                 17.1       17.7       28.7       27.2       12.5       10.5       18.5       16.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   913,411:    35,039     86,626    398,488    399,684    388,517    833,210    873,631:    80,201     39,780
Old  :   913,411:    35,039     86,626    398,488    399,684    388,517    833,210    873,631:    80,201     39,780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    25,424:    -2,930      2,932      9,170     17,934     10,164     24,174     22,266:     1,250      3,158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        9.5       43.6       43.8       42.5       91.2       95.6:       8.8        4.4
Old  :     100.0:       3.8        9.5       43.6       43.8       42.5       91.2       95.6:       8.8        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  :       202:        47         57         81         96         87        188        181:
Old  :       202:        47         57         81         96         87        188        181:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       26.9       37.1       41.1        5.6        8.2        8.4       11.7
Old  :                 24.2       26.9       37.1       41.1        5.6        8.2        8.4       11.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   887,987:    37,969     83,694    389,318    381,749    378,354    809,036    851,365:    78,951     36,622
Old  :   887,987:    37,969     83,694    389,318    381,749    378,354    809,036    851,365:    78,951     36,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    37,154:      -471      3,373     20,991     12,285     11,128     32,805     35,492:     4,349      1,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        9.4       43.8       43.0       42.6       91.1       95.9:       8.9        4.1
Old  :     100.0:       4.3        9.4       43.8       43.0       42.6       91.1       95.9:       8.9        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  :       200:        48         54         77         94         87        186        176:
Old  :       200:        48         54         77         94         87        186        176:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       26.9       37.1       41.2        5.4        8.3        8.1       11.6
Old  :                 24.3       26.9       37.1       41.2        5.4        8.3        8.1       11.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    40,853:     2,937        372        432     30,863     37,177     34,232     37,981:     6,621      2,872
Old  :    40,853:     2,937        372        432     30,863     37,177     34,232     37,981:     6,621      2,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,744:       264          0       -243        690      1,939        711      1,696:     1,033         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        0.9        1.1       75.5       91.0       83.8       93.0:      16.2        7.0
Old  :     100.0:       7.2        0.9        1.1       75.5       91.0       83.8       93.0:      16.2        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          1         14         15         15         17:
Old  :        24:         1          1          1         14         15         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  :                 53.7       65.1       73.8       79.7       49.8       64.6       68.6       78.6
Old  :                 53.7       65.1       73.8       79.7       49.8       64.6       68.6       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    39,109:     2,673        372        675     30,173     35,238     33,521     36,285:     5,588      2,824
Old  :    39,109:     2,673        372        675     30,173     35,238     33,521     36,285:     5,588      2,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,317:       135        372        -23       -157       -796        -45       -447:    -1,272       -870
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        1.0        1.7       77.2       90.1       85.7       92.8:      14.3        7.2
Old  :     100.0:       6.8        1.0        1.7       77.2       90.1       85.7       92.8:      14.3        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          1         15         15         16         17:
Old  :        24:         1          1          1         15         15         16         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  :                 55.9       63.9       75.3       78.7       50.7       63.2       68.3       76.7
Old  :                 55.9       63.9       75.3       78.7       50.7       63.2       68.3       76.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    38,960:         0      7,031      1,018     32,114     24,946     33,132     32,995:     5,828      5,965
Old  :    38,960:         0      7,031      1,018     32,114     24,946     33,132     32,995:     5,828      5,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,112:         0       -882       -123      1,354      3,249      1,231      2,244:      -119     -1,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.0        2.6       82.4       64.0       85.0       84.7:      15.0       15.3
Old  :     100.0:       0.0       18.0        2.6       82.4       64.0       85.0       84.7:      15.0       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          2          2         17         16         19         18:
Old  :        24:         0          2          2         17         16         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  :                 41.3       40.9       66.0       60.5       39.3       38.5       59.9       56.9
Old  :                 41.3       40.9       66.0       60.5       39.3       38.5       59.9       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    37,848:         0      7,913      1,141     30,760     21,697     31,901     30,751:     5,947      7,097
Old  :    37,848:         0      7,913      1,141     30,760     21,697     31,901     30,751:     5,947      7,097
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,776:         0      1,263        185      1,621        190      1,806      1,638:       -30        138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       20.9        3.0       81.3       57.3       84.3       81.2:      15.7       18.8
Old  :     100.0:       0.0       20.9        3.0       81.3       57.3       84.3       81.2:      15.7       18.8
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  :        22:         0          2          2         15         14         17         16:
Old  :        22:         0          2          2         15         14         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       40.4       66.2       60.1       38.4       37.4       60.1       56.3
Old  :                 42.1       40.4       66.2       60.1       38.4       37.4       60.1       56.3
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                                 Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   106,842:    14,568      2,474      3,916     81,913     91,788    100,397     98,178:     6,445      8,664
Old  :   106,842:    14,568      2,474      3,916     81,913     91,788    100,397     98,178:     6,445      8,664
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       362:      -790        611        -46      1,251        901        415      1,466:       -53     -1,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        2.3        3.7       76.7       85.9       94.0       91.9:       6.0        8.1
Old  :     100.0:      13.6        2.3        3.7       76.7       85.9       94.0       91.9:       6.0        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         4          3          5         26         28         32         34:
Old  :        39:         4          3          5         26         28         32         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  :                 46.0       44.5       61.7       61.9       44.4       40.8       55.4       56.2
Old  :                 46.0       44.5       61.7       61.9       44.4       40.8       55.4       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   106,480:    15,358      1,863      3,962     80,662     90,887     99,982     96,712:     6,498      9,768
Old  :   106,480:    15,358      1,863      3,962     80,662     90,887     99,982     96,712:     6,498      9,768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     4,316:     4,947       -228        170       -708      4,740      4,409      4,682:       -93       -366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        1.7        3.7       75.8       85.4       93.9       90.8:       6.1        9.2
Old  :     100.0:      14.4        1.7        3.7       75.8       85.4       93.9       90.8:       6.1        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  :        38:         5          1          5         27         27         33         32:
Old  :        38:         5          1          5         27         27         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  :                 47.9       45.3       63.8       63.6       46.7       42.6       57.7       58.9
Old  :                 47.9       45.3       63.8       63.6       46.7       42.6       57.7       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    55,986:     2,904      5,684          0     49,266     43,365     52,170     49,049:     3,816      6,937
Old  :    55,986:     2,904      5,684          0     49,266     43,365     52,170     49,049:     3,816      6,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     2,662:    -1,712          0          0      5,897      2,306      4,185      2,306:    -1,523        356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       10.2        0.0       88.0       77.5       93.2       87.6:       6.8       12.4
Old  :     100.0:       5.2       10.2        0.0       88.0       77.5       93.2       87.6:       6.8       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  :        24:         1          2          0         15         15         16         17:
Old  :        24:         1          2          0         15         15         16         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  :                 55.9       45.4       76.0       67.4       49.5       43.4       69.0       63.7
Old  :                 55.9       45.4       76.0       67.4       49.5       43.4       69.0       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    53,324:     4,616      5,684          0     43,369     41,059     47,985     46,743:     5,339      6,581
Old  :    53,324:     4,616      5,684          0     43,369     41,059     47,985     46,743:     5,339      6,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -2,911:      -720     -2,648          0     -1,914        200     -2,634     -2,448:      -277       -463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       10.7        0.0       81.3       77.0       90.0       87.7:      10.0       12.3
Old  :     100.0:       8.7       10.7        0.0       81.3       77.0       90.0       87.7:      10.0       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  :        23:         1          2          0         14         15         15         17:
Old  :        23:         1          2          0         14         15         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  :                 53.3       43.7       76.8       66.8       47.7       40.4       69.8       62.2
Old  :                 53.3       43.7       76.8       66.8       47.7       40.4       69.8       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    70,064:         0     12,769      3,583     59,866     50,496     63,449     66,848:     6,615      3,216
Old  :    70,064:         0     12,769      3,583     59,866     50,496     63,449     66,848:     6,615      3,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     3,518:         0       -702       -274      5,892      5,011      5,618      4,035:    -2,100       -517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.2        5.1       85.4       72.1       90.6       95.4:       9.4        4.6
Old  :     100.0:       0.0       18.2        5.1       85.4       72.1       90.6       95.4:       9.4        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  :        23:         0          3          3         17         16         20         19:
Old  :        23:         0          3          3         17         16         20         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  :                 42.6       58.1       68.0       78.8       36.5       47.9       54.4       61.1
Old  :                 42.6       58.1       68.0       78.8       36.5       47.9       54.4       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    66,546:         0     13,471      3,857     53,974     45,485     57,831     62,813:     8,715      3,733
Old  :    66,546:         0     13,471      3,857     53,974     45,485     57,831     62,813:     8,715      3,733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -227:         0     -1,637      1,029       -167        157        862       -451:    -1,089        224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       20.2        5.8       81.1       68.4       86.9       94.4:      13.1        5.6
Old  :     100.0:       0.0       20.2        5.8       81.1       68.4       86.9       94.4:      13.1        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  :        22:         0          3          3         16         15         19         18:
Old  :        22:         0          3          3         16         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  :                 45.6       60.6       68.6       78.3       38.1       47.7       53.5       58.3
Old  :                 45.6       60.6       68.6       78.3       38.1       47.7       53.5       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    74,657:    22,533      5,390      4,072     38,650     58,604     65,255     68,066:     9,402      6,591
Old  :    74,657:    22,533      5,390      4,072     38,650     58,604     65,255     68,066:     9,402      6,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,589:       126       -661       -184      3,979      4,927      3,921      4,082:       668        507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        7.2        5.5       51.8       78.5       87.4       91.2:      12.6        8.8
Old  :     100.0:      30.2        7.2        5.5       51.8       78.5       87.4       91.2:      12.6        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          2          2         19         21         22         24:
Old  :        26:         2          2          2         19         21         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  :                 57.8       45.6       73.4       64.3       47.9       36.0       55.6       50.0
Old  :                 57.8       45.6       73.4       64.3       47.9       36.0       55.6       50.0
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                            Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    70,068:    22,407      6,051      4,256     34,671     53,677     61,334     63,984:     8,734      6,084
Old  :    70,068:    22,407      6,051      4,256     34,671     53,677     61,334     63,984:     8,734      6,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -299:     1,496        360     -1,412     -2,676        362     -2,592       -690:     2,293        391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        8.6        6.1       49.5       76.6       87.5       91.3:      12.5        8.7
Old  :     100.0:      32.0        8.6        6.1       49.5       76.6       87.5       91.3:      12.5        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  :        25:         2          2          2         18         20         21         23:
Old  :        25:         2          2          2         18         20         21         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  :                 58.9       45.4       73.5       63.0       47.9       36.1       53.7       49.5
Old  :                 58.9       45.4       73.5       63.0       47.9       36.1       53.7       49.5
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                              Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    63,916:        36          0      2,382     58,545     55,824     60,963     58,206:     2,953      5,710
Old  :    63,916:        36          0      2,382     58,545     55,824     60,963     58,206:     2,953      5,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,201:        36     -2,015        739      2,024      6,322      2,799      5,046:     1,402       -845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        0.0        3.7       91.6       87.3       95.4       91.1:       4.6        8.9
Old  :     100.0:       0.1        0.0        3.7       91.6       87.3       95.4       91.1:       4.6        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  :        26:         1          0          1         17         19         18         20:
Old  :        26:         1          0          1         17         19         18         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  :                 61.6       42.5       78.1       65.8       60.8       38.5       68.9       55.8
Old  :                 61.6       42.5       78.1       65.8       60.8       38.5       68.9       55.8
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                              Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    59,715:         0      2,015      1,643     56,521     49,502     58,164     53,160:     1,551      6,555
Old  :    59,715:         0      2,015      1,643     56,521     49,502     58,164     53,160:     1,551      6,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -5,396:         0        700        210     -6,159     -4,785     -5,949     -3,875:       553     -1,521
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.4        2.8       94.7       82.9       97.4       89.0:       2.6       11.0
Old  :     100.0:       0.0        3.4        2.8       94.7       82.9       97.4       89.0:       2.6       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          1          1         17         18         18         19:
Old  :        25:         0          1          1         17         18         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  :                 65.0       44.2       79.6       66.1       61.8       39.9       70.4       57.2
Old  :                 65.0       44.2       79.6       66.1       61.8       39.9       70.4       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    54,745:         0      9,107      1,938     46,958     37,424     48,896     48,469:     5,849      6,276
Old  :    54,745:         0      9,107      1,938     46,958     37,424     48,896     48,469:     5,849      6,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,133:      -720     -1,381        621        -48       -465       -147     -1,225:      -986         92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       16.6        3.5       85.8       68.4       89.3       88.5:      10.7       11.5
Old  :     100.0:       0.0       16.6        3.5       85.8       68.4       89.3       88.5:      10.7       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          2          2         22         16         24         18:
Old  :        26:         0          2          2         22         16         24         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       54.1       57.9       75.7       26.7       37.0       39.8       47.0
Old  :                 36.0       54.1       57.9       75.7       26.7       37.0       39.8       47.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    55,878:       720     10,488      1,317     47,006     37,889     49,043     49,694:     6,835      6,184
Old  :    55,878:       720     10,488      1,317     47,006     37,889     49,043     49,694:     6,835      6,184
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -2,976:      -248      1,120        158     -4,580     -6,055     -4,670     -4,777:     1,694      1,801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       18.8        2.4       84.1       67.8       87.8       88.9:      12.2       11.1
Old  :     100.0:       1.3       18.8        2.4       84.1       67.8       87.8       88.9:      12.2       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  :        27:         1          2          2         21         14         24         16:
Old  :        27:         1          2          2         21         14         24         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  :                 35.8       56.0       56.6       78.5       25.7       40.7       37.3       50.5
Old  :                 35.8       56.0       56.6       78.5       25.7       40.7       37.3       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    40,750:         0        222      1,880     35,128     33,983     37,008     36,085:     3,742      4,665
Old  :    40,750:         0        222      1,880     35,128     33,983     37,008     36,085:     3,742      4,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       421:         0        -62        -66        459        487        393        359:        28         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.5        4.6       86.2       83.4       90.8       88.6:       9.2       11.4
Old  :     100.0:       0.0        0.5        4.6       86.2       83.4       90.8       88.6:       9.2       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          1         14         13         15         14:
Old  :        20:         0          1          1         14         13         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  :                 54.8       60.5       74.7       78.4       54.8       53.2       69.5       65.7
Old  :                 54.8       60.5       74.7       78.4       54.8       53.2       69.5       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    40,329:         0        284      1,946     34,669     33,496     36,615     35,726:     3,714      4,603
Old  :    40,329:         0        284      1,946     34,669     33,496     36,615     35,726:     3,714      4,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.7        4.8       86.0       83.1       90.8       88.6:       9.2       11.4
Old  :     100.0:       0.0        0.7        4.8       86.0       83.1       90.8       88.6:       9.2       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          1         14         13         15         14:
Old  :        20:         0          1          1         14         13         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  :                 54.3       59.9       74.5       78.3       54.3       53.2       69.1       65.2
Old  :                 54.3       59.9       74.5       78.3       54.3       53.2       69.1       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    66,477:    17,731          0      2,190     40,963     58,712     60,884     60,902:     5,593      5,575
Old  :    66,477:    17,731          0      2,190     40,963     58,712     60,884     60,902:     5,593      5,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     9,700:     3,852          0          0      7,006     10,718     10,858     10,718:    -1,158     -1,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        0.0        3.3       61.6       88.3       91.6       91.6:       8.4        8.4
Old  :     100.0:      26.7        0.0        3.3       61.6       88.3       91.6       91.6:       8.4        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          0          3         16         20         20         23:
Old  :        26:         4          0          3         16         20         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  :                 61.4       45.7       81.7       68.3       39.7       28.9       45.8       39.9
Old  :                 61.4       45.7       81.7       68.3       39.7       28.9       45.8       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    56,777:    13,879          0      2,190     33,957     47,994     50,026     50,184:     6,751      6,593
Old  :    56,777:    13,879          0      2,190     33,957     47,994     50,026     50,184:     6,751      6,593
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,504:       608          0       -484      1,874      1,935      1,998      1,451:      -494         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        0.0        3.9       59.8       84.5       88.1       88.4:      11.9       11.6
Old  :     100.0:      24.4        0.0        3.9       59.8       84.5       88.1       88.4:      11.9       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          0          3         15         18         19         21:
Old  :        24:         4          0          3         15         18         19         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       43.6       78.4       66.2       38.6       28.4       46.9       41.0
Old  :                 61.4       43.6       78.4       66.2       38.6       28.4       46.9       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    50,547:     4,535          0      3,314     36,018     35,127     43,867     38,441:     6,680     12,106
Old  :    50,547:     4,535          0      3,314     36,018     35,127     43,867     38,441:     6,680     12,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     2,541:      -411       -751        -21      3,309      3,311      2,877      2,539:      -336          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        0.0        6.6       71.3       69.5       86.8       76.1:      13.2       23.9
Old  :     100.0:       9.0        0.0        6.6       71.3       69.5       86.8       76.1:      13.2       23.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          0          2         18         16         20         18:
Old  :        24:         2          0          2         18         16         20         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  :                 45.8       36.9       67.3       58.5       43.1       30.4       58.5       44.8
Old  :                 45.8       36.9       67.3       58.5       43.1       30.4       58.5       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    48,006:     4,946        751      3,335     32,709     31,816     40,990     35,902:     7,016     12,104
Old  :    48,006:     4,946        751      3,335     32,709     31,816     40,990     35,902:     7,016     12,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -1,381:     2,305        751       -340     -3,188     -1,816     -1,223     -1,405:      -158         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        1.6        6.9       68.1       66.3       85.4       74.8:      14.6       25.2
Old  :     100.0:      10.3        1.6        6.9       68.1       66.3       85.4       74.8:      14.6       25.2
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          2         15         15         17         17:
Old  :        21:         1          1          2         15         15         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  :                 48.3       36.8       70.1       58.9       44.7       32.1       59.0       43.3
Old  :                 48.3       36.8       70.1       58.9       44.7       32.1       59.0       43.3
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                               Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  : 1,408,277:   335,523     57,084    285,008    769,676  1,054,751  1,390,207  1,396,843:    18,070     11,434
Old  : 1,408,277:   335,523     57,084    285,008    769,676  1,054,751  1,390,207  1,396,843:    18,070     11,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    30,268:   -11,382     -7,141     25,289     14,389     12,429     28,296     30,577:     1,972       -309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        4.1       20.2       54.7       74.9       98.7       99.2:       1.3        0.8
Old  :     100.0:      23.8        4.1       20.2       54.7       74.9       98.7       99.2:       1.3        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        30         12         35         89         79        130        116:
Old  :       137:        30         12         35         89         79        130        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  :                 24.7       24.4       38.8       42.4       16.5       18.5       25.7       31.4
Old  :                 24.7       24.4       38.8       42.4       16.5       18.5       25.7       31.4
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                               Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  : 1,378,009:   346,905     64,225    259,719    755,287  1,042,322  1,361,911  1,366,266:    16,098     11,743
Old  : 1,378,009:   346,905     64,225    259,719    755,287  1,042,322  1,361,911  1,366,266:    16,098     11,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    34,419:       948    -23,749     13,343     24,040     44,580     38,331     34,174:    -3,912        245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        4.7       18.8       54.8       75.6       98.8       99.1:       1.2        0.9
Old  :     100.0:      25.2        4.7       18.8       54.8       75.6       98.8       99.1:       1.2        0.9
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  :       135:        29         12         33         88         80        128        115:
Old  :       135:        29         12         33         88         80        128        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  :                 25.2       25.1       38.6       43.1       17.7       18.8       26.5       31.6
Old  :                 25.2       25.1       38.6       43.1       17.7       18.8       26.5       31.6
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                         Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   308,436:    72,865     97,488     75,391    157,092    134,510    305,348    307,389:     3,088      1,047
Old  :   308,436:    72,865     97,488     75,391    157,092    134,510    305,348    307,389:     3,088      1,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    31,692:    10,398        -17     11,641     10,158     19,714     32,197     31,338:      -505        354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       31.6       24.4       50.9       43.6       99.0       99.7:       1.0        0.3
Old  :     100.0:      23.6       31.6       24.4       50.9       43.6       99.0       99.7:       1.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        15          7         18         30         28         51         47:
Old  :        53:        15          7         18         30         28         51         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       53.0       57.8       71.2       24.5       41.3       36.5       46.8
Old  :                 37.2       53.0       57.8       71.2       24.5       41.3       36.5       46.8
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                         Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   276,744:    62,467     97,505     63,750    146,934    114,796    273,151    276,051:     3,593        693
Old  :   276,744:    62,467     97,505     63,750    146,934    114,796    273,151    276,051:     3,593        693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    30,231:     5,988     28,560      1,821     22,030        255     29,839     30,636:       392       -405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       35.2       23.0       53.1       41.5       98.7       99.7:       1.3        0.3
Old  :     100.0:      22.6       35.2       23.0       53.1       41.5       98.7       99.7:       1.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        14          8         18         30         28         51         47:
Old  :        53:        14          8         18         30         28         51         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       57.9       56.0       73.0       25.8       43.1       37.1       48.1
Old  :                 37.8       57.9       56.0       73.0       25.8       43.1       37.1       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    85,185:    22,298      5,852     17,211     44,845     61,254     84,355     84,317:       830        868
Old  :    85,185:    22,298      5,852     17,211     44,845     61,254     84,355     84,317:       830        868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,409:      -786     -1,565        933        649      1,378        795        745:       614        664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        6.9       20.2       52.6       71.9       99.0       99.0:       1.0        1.0
Old  :     100.0:      26.2        6.9       20.2       52.6       71.9       99.0       99.0:       1.0        1.0
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  :        54:         4          7         10         39         42         49         53:
Old  :        54:         4          7         10         39         42         49         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       34.9       66.1       55.6       38.2       26.6       43.3       38.8
Old  :                 50.5       34.9       66.1       55.6       38.2       26.6       43.3       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    83,776:    23,085      7,417     16,279     44,196     59,876     83,560     83,572:       216        204
Old  :    83,776:    23,085      7,417     16,279     44,196     59,876     83,560     83,572:       216        204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -497:    -2,801     -1,456        819      1,397         37       -585       -599:        89        102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        8.9       19.4       52.8       71.5       99.7       99.8:       0.3        0.2
Old  :     100.0:      27.6        8.9       19.4       52.8       71.5       99.7       99.8:       0.3        0.2
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  :        54:         4          7         10         39         41         49         52:
Old  :        54:         4          7         10         39         41         49         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  :                 51.9       37.3       67.5       57.1       40.5       28.5       45.3       40.3
Old  :                 51.9       37.3       67.5       57.1       40.5       28.5       45.3       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    26,355:     3,472      4,126      2,719     20,123     18,960     26,314     25,805:        41        550
Old  :    26,355:     3,472      4,126      2,719     20,123     18,960     26,314     25,805:        41        550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       788:    -1,062        187        472      1,337         88        747        747:        41         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       15.7       10.3       76.4       71.9       99.8       97.9:       0.2        2.1
Old  :     100.0:      13.2       15.7       10.3       76.4       71.9       99.8       97.9:       0.2        2.1
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  :        39:         3          4          6         23         24         30         30:
Old  :        39:         3          4          6         23         24         30         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       47.1       77.4       70.7       49.6       44.3       66.4       61.3
Old  :                 58.9       47.1       77.4       70.7       49.6       44.3       66.4       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    25,567:     4,534      3,939      2,247     18,786     18,872     25,567     25,058:         0        509
Old  :    25,567:     4,534      3,939      2,247     18,786     18,872     25,567     25,058:         0        509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    -2,181:      -185       -972         46     -2,042     -1,213     -2,181     -2,139:         0        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       15.4        8.8       73.5       73.8      100.0       98.0:       0.0        2.0
Old  :     100.0:      17.7       15.4        8.8       73.5       73.8      100.0       98.0:       0.0        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          4          6         22         24         29         30:
Old  :        38:         3          4          6         22         24         29         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  :                 58.2       50.7       77.3       71.4       54.1       47.4       71.7       65.2
Old  :                 58.2       50.7       77.3       71.4       54.1       47.4       71.7       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    11,348:     1,677      4,351        846      8,825      6,151     11,348     11,348:         0          0
Old  :    11,348:     1,677      4,351        846      8,825      6,151     11,348     11,348:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -280:         0        -21          0       -280       -169       -280       -190:         0        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       38.3        7.5       77.8       54.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      14.8       38.3        7.5       77.8       54.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          3          2         16         11         20         15:
Old  :        26:         3          3          2         16         11         20         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  :                 52.9       57.2       78.2       81.8       41.2       55.1       59.1       71.3
Old  :                 52.9       57.2       78.2       81.8       41.2       55.1       59.1       71.3
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                             Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    11,628:     1,677      4,372        846      9,105      6,320     11,628     11,538:         0         90
Old  :    11,628:     1,677      4,372        846      9,105      6,320     11,628     11,538:         0         90
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       609:    -1,068        991     -1,260      2,937        788        609        519:         0         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       37.6        7.3       78.3       54.4      100.0       99.2:       0.0        0.8
Old  :     100.0:      14.4       37.6        7.3       78.3       54.4      100.0       99.2:       0.0        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          3          2         16         11         20         15:
Old  :        26:         3          3          2         16         11         20         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  :                 51.4       58.3       76.1       81.5       41.0       49.6       58.5       65.2
Old  :                 51.4       58.3       76.1       81.5       41.0       49.6       58.5       65.2
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                            Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    19,472:     4,040      5,372      2,054     13,046     11,546     19,140     18,972:       332        500
Old  :    19,472:     4,040      5,372      2,054     13,046     11,546     19,140     18,972:       332        500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       344:       540        220        272       -540       -140        272        352:        72         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       27.6       10.5       67.0       59.3       98.3       97.4:       1.7        2.6
Old  :     100.0:      20.7       27.6       10.5       67.0       59.3       98.3       97.4:       1.7        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          3          7         20         21         27         28:
Old  :        30:         4          3          7         20         21         27         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  :                 44.3       53.7       67.3       80.3       39.7       43.0       55.2       63.0
Old  :                 44.3       53.7       67.3       80.3       39.7       43.0       55.2       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    19,128:     3,500      5,152      1,782     13,586     11,686     18,868     18,620:       260        508
Old  :    19,128:     3,500      5,152      1,782     13,586     11,686     18,868     18,620:       260        508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     1,772:        40      1,144        150      1,552        468      1,742      1,762:        30         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       26.9        9.3       71.0       61.1       98.6       97.3:       1.4        2.7
Old  :     100.0:      18.3       26.9        9.3       71.0       61.1       98.6       97.3:       1.4        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  :        30:         3          4          6         20         21         26         28:
Old  :        30:         3          4          6         20         21         26         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  :                 46.3       52.6       71.1       80.8       39.4       43.7       58.3       62.8
Old  :                 46.3       52.6       71.1       80.8       39.4       43.7       58.3       62.8
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                          Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :    22,936:    10,240        120      1,290     10,770     20,998     22,300     22,408:       636        528
Old  :    22,936:    10,240        120      1,290     10,770     20,998     22,300     22,408:       636        528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       140:       240          0        -40          0       -120        200       -160:       -60        300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6        0.5        5.6       47.0       91.6       97.2       97.7:       2.8        2.3
Old  :     100.0:      44.6        0.5        5.6       47.0       91.6       97.2       97.7:       2.8        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  :        32:         2          1          3         22         26         25         29:
Old  :        32:         2          1          3         22         26         25         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.8       51.8       78.5       75.3       59.2       49.0       71.2       68.9
Old  :                 65.8       51.8       78.5       75.3       59.2       49.0       71.2       68.9
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                          Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    22,796:    10,000        120      1,330     10,770     21,118     22,100     22,568:       696        228
Old  :    22,796:    10,000        120      1,330     10,770     21,118     22,100     22,568:       696        228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -928:    -1,200          0          0        292       -928       -908       -928:       -20          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9        0.5        5.8       47.2       92.6       96.9       99.0:       3.1        1.0
Old  :     100.0:      43.9        0.5        5.8       47.2       92.6       96.9       99.0:       3.1        1.0
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  :        32:         2          1          3         22         26         25         29:
Old  :        32:         2          1          3         22         26         25         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.3       52.6       78.1       76.2       58.5       49.9       70.6       69.9
Old  :                 65.3       52.6       78.1       76.2       58.5       49.9       70.6       69.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :    10,610:       746         80        804      8,540      9,426     10,090     10,310:       520        300
Old  :    10,610:       746         80        804      8,540      9,426     10,090     10,310:       520        300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       776:      -520          0        116        700        420        296        536:       480        240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        0.8        7.6       80.5       88.8       95.1       97.2:       4.9        2.8
Old  :     100.0:       7.0        0.8        7.6       80.5       88.8       95.1       97.2:       4.9        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          1          2         16         11         18         14:
Old  :        21:         2          1          2         16         11         18         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  :                 50.7       70.6       80.2       89.7       41.2       66.8       62.2       70.3
Old  :                 50.7       70.6       80.2       89.7       41.2       66.8       62.2       70.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :     9,834:     1,266         80        688      7,840      9,006      9,794      9,774:        40         60
Old  :     9,834:     1,266         80        688      7,840      9,006      9,794      9,774:        40         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :      -212:      -384          0       -112        264       -120       -232       -232:        20         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        0.8        7.0       79.7       91.6       99.6       99.4:       0.4        0.6
Old  :     100.0:      12.9        0.8        7.0       79.7       91.6       99.6       99.4:       0.4        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          1          2         15         11         17         14:
Old  :        21:         2          1          2         15         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  :                 58.9       74.1       86.6       91.4       47.9       70.2       69.4       74.8
Old  :                 58.9       74.1       86.6       91.4       47.9       70.2       69.4       74.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  : 1,437,593:   124,962    105,948    410,213    830,318    835,299  1,365,493  1,351,460:    72,100     86,133
Old  : 1,437,593:   124,962    105,948    410,213    830,318    835,299  1,365,493  1,351,460:    72,100     86,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :  -113,900:     2,275      7,029    -77,617    -51,518    -52,589   -126,859   -123,177:    12,959      9,277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        7.4       28.5       57.8       58.1       95.0       94.0:       5.0        6.0
Old  :     100.0:       8.7        7.4       28.5       57.8       58.1       95.0       94.0:       5.0        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        87         90        114         80         84        220        240:
Old  :       273:        87         90        114         80         84        220        240:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       20.3       33.1       31.6        8.3        7.1       12.5       11.3
Old  :                 22.2       20.3       33.1       31.6        8.3        7.1       12.5       11.3
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                             Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  : 1,551,493:   122,687     98,919    487,830    881,835    887,888  1,492,351  1,474,637:    59,141     76,856
Old  : 1,551,493:   122,687     98,919    487,830    881,835    887,888  1,492,351  1,474,637:    59,141     76,856
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :    15,132:     3,037      7,676      3,650     12,444      6,927     19,131     18,253:    -3,999     -3,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        6.4       31.4       56.8       57.2       96.2       95.0:       3.8        5.0
Old  :     100.0:       7.9        6.4       31.4       56.8       57.2       96.2       95.0:       3.8        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  :       298:        87        109        130         81         89        235        270:
Old  :       298:        87        109        130         81         89        235        270:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       19.8       33.2       31.3        8.4        6.8       12.3       10.7
Old  :                 22.0       19.8       33.2       31.3        8.4        6.8       12.3       10.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    14,838:     8,687      2,359        439      2,841     11,555     11,967     14,353:     2,871        485
Old  :    14,838:     8,687      2,359        439      2,841     11,555     11,967     14,353:     2,871        485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       617:      -608        214        155        666         42        213        411:       404        206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.5       15.9        3.0       19.1       77.9       80.7       96.7:      19.3        3.3
Old  :     100.0:      58.5       15.9        3.0       19.1       77.9       80.7       96.7:      19.3        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        59         11          6         15         27         80         41:
Old  :       114:        59         11          6         15         27         80         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  :                 26.7       34.2       40.6       53.3       26.7       34.2       40.6       53.3
Old  :                 26.7       34.2       40.6       53.3       26.7       34.2       40.6       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    14,221:     9,295      2,145        284      2,175     11,513     11,754     13,942:     2,467        279
Old  :    14,221:     9,295      2,145        284      2,175     11,513     11,754     13,942:     2,467        279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :        41:       106       -114        -43         84        443        147        286:      -106       -245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.4       15.1        2.0       15.3       81.0       82.7       98.0:      17.3        2.0
Old  :     100.0:      65.4       15.1        2.0       15.3       81.0       82.7       98.0:      17.3        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        64         11          6         13         29         82         44:
Old  :       118:        64         11          6         13         29         82         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  :                 25.8       35.1       40.2       53.7       25.8       35.1       40.2       53.6
Old  :                 25.8       35.1       40.2       53.7       25.8       35.1       40.2       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :    12,914:     9,811        671          0        971     10,945     10,782     11,616:     2,132      1,298
Old  :    12,914:     9,811        671          0        971     10,945     10,782     11,616:     2,132      1,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,388:     1,311        209          0         26        997      1,337      1,206:        51        182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.0        5.2        0.0        7.5       84.8       83.5       89.9:      16.5       10.1
Old  :     100.0:      76.0        5.2        0.0        7.5       84.8       83.5       89.9:      16.5       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        30          6          0          8         24         38         30:
Old  :        64:        30          6          0          8         24         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  :                 35.0       46.8       51.1       69.0       35.0       45.5       51.1       67.6
Old  :                 35.0       46.8       51.1       69.0       35.0       45.5       51.1       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    11,526:     8,500        462          0        945      9,948      9,445     10,410:     2,081      1,116
Old  :    11,526:     8,500        462          0        945      9,948      9,445     10,410:     2,081      1,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :       450:       476        -10        -12         54        514        518        492:       -68        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.7        4.0        0.0        8.2       86.3       81.9       90.3:      18.1        9.7
Old  :     100.0:      73.7        4.0        0.0        8.2       86.3       81.9       90.3:      18.1        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        30          4          0          8         19         38         23:
Old  :        57:        30          4          0          8         19         38         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  :                 34.2       51.0       50.7       74.0       34.2       49.6       50.7       72.6
Old  :                 34.2       51.0       50.7       74.0       34.2       49.6       50.7       72.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   163,682:    27,018      8,444     31,370     92,556    112,767    150,944    152,581:    12,738     11,100
Old  :   163,682:    27,018      8,444     31,370     92,556    112,767    150,944    152,581:    12,738     11,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     7,376:       712      1,927      1,905      4,964      4,213      7,580      8,044:      -204       -668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        5.2       19.2       56.5       68.9       92.2       93.2:       7.8        6.8
Old  :     100.0:      16.5        5.2       19.2       56.5       68.9       92.2       93.2:       7.8        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  :       161:        49         23         40         71         74        137        125:
Old  :       161:        49         23         40         71         74        137        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       19.9       36.5       33.0       16.9       16.0       24.8       23.7
Old  :                 20.9       19.9       36.5       33.0       16.9       16.0       24.8       23.7
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                         Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   156,305:    26,306      6,517     29,466     87,592    108,554    143,363    144,537:    12,942     11,768
Old  :   156,305:    26,306      6,517     29,466     87,592    108,554    143,363    144,537:    12,942     11,768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2005                     :
     :     3,655:    -1,040      1,252      4,589       -527     -3,706      3,021      2,135:       634      1,521
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        4.2       18.9       56.0       69.5       91.7       92.5:       8.3        7.5
Old  :     100.0:      16.8        4.2       18.9       56.0       69.5       91.7       92.5:       8.3        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        45         27         41         64         73        129        123:
Old  :       155:        45         27         41         64         73        129        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       20.2       39.0       33.4       17.2       15.5       25.7       24.2
Old  :                 22.7       20.2       39.0       33.4       17.2       15.5       25.7       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 28, 2005