WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      261,211
COMMITMENTS
  31,485   73,539   44,314  141,361  103,421  217,160  221,274   44,051   39,937

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     19,453)
      73    2,164    6,509    7,093    2,707   13,674   11,380    5,779    8,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     28.2     17.0     54.1     39.6     83.1     84.7     16.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      75       93       73       56       57      168      191
 
 
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      241,758
COMMITMENTS
  31,412   71,375   37,805  134,268  100,713  203,486  209,893   38,272   31,865

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      5,652)
  -4,503   -4,924    2,174    5,119    6,156    2,790    3,406    2,861    2,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     29.5     15.6     55.5     41.7     84.2     86.8     15.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      79       93       75       58       58      176      194
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      787,176
COMMITMENTS
  63,119  191,738  105,110  456,216  278,730  624,445  575,578  162,731  211,598

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      8,956)
  -1,632    1,248   -6,472    5,005      264   -3,099   -4,960   12,055   13,916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     24.4     13.4     58.0     35.4     79.3     73.1     20.7     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      509)
     105      168      127      201      170      391      385
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      778,220
COMMITMENTS
  64,750  190,490  111,582  451,211  278,466  627,544  580,538  150,676  197,682

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      8,397)
 -11,046   -8,900   10,138  -22,636  -25,926  -23,543  -24,687   31,940   33,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     24.5     14.3     58.0     35.8     80.6     74.6     19.4     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      518)
     119      160      132      198      169      398      387
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,050
COMMITMENTS
   3,715      494      622    1,365    6,253    5,702    7,370    4,348    2,680

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        488)
     449       74      141     -107      206      482      421        6       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0      4.9      6.2     13.6     62.2     56.7     73.3     43.3     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      19        6        7       10       15       32       25
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,562
COMMITMENTS
   3,267      420      481    1,471    6,048    5,219    6,949    4,343    2,613

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:        681)
     513      174       47      224      534      784      756     -103      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.2      4.4      5.0     15.4     63.2     54.6     72.7     45.4     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      17        6        5       10       15       30       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      361,817
COMMITMENTS
  33,730   85,843   79,956  181,317  118,107  295,002  283,906   66,815   77,911

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     24,510)
   6,926   10,562    3,096   13,940    7,825   23,962   21,482      548    3,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     23.7     22.1     50.1     32.6     81.5     78.5     18.5     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      96      138      130       92       91      269      287
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      337,307
COMMITMENTS
  26,804   75,281   76,860  167,377  110,283  271,040  262,424   66,267   74,883

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     -1,970)
  -2,044   -3,671    1,941  -11,942  -11,238  -12,044  -12,967   10,074   10,997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     22.3     22.8     49.6     32.7     80.4     77.8     19.6     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      89      126      117       94       99      256      276
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      196,190
COMMITMENTS
  16,005   57,575   31,538  123,458   79,914  171,001  169,027   25,189   27,163

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     15,707)
    -752    6,839    1,736   13,299    3,692   14,284   12,267    1,423    3,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     29.3     16.1     62.9     40.7     87.2     86.2     12.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      25       60       39       55       47      108      130
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      180,483
COMMITMENTS
  16,756   50,736   29,802  110,159   76,222  156,717  156,760   23,766   23,724

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     -2,576)
   1,944   -2,234      289   -3,781      -90   -1,548   -2,035   -1,028     -541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     28.1     16.5     61.0     42.2     86.8     86.9     13.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      31       52       36       54       47      107      124
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      898,842
COMMITMENTS
 143,709  169,123   97,513  477,259  439,514  718,481  706,150  180,360  192,692

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     52,631)
 -31,381   17,906   13,919   51,864   25,938   34,402   57,762   18,229   -5,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     18.8     10.8     53.1     48.9     79.9     78.6     20.1     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      40       45       50       70       83      141      149
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      846,211
COMMITMENTS
 175,090  151,217   83,594  425,394  413,576  684,079  648,387  162,132  197,824

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     30,113)
  -6,371   30,622     -651    1,583  -52,556   -5,440  -22,585   35,553   52,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     17.9      9.9     50.3     48.9     80.8     76.6     19.2     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      36       42       42       66       79      129      136
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      183,409
COMMITMENTS
  10,041   42,958   37,845  104,981   71,903  152,867  152,707   30,542   30,703

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      9,932)
   1,396    3,509    1,140    6,995    2,555    9,531    7,204      401    2,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     23.4     20.6     57.2     39.2     83.3     83.3     16.7     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      26       55       55       55       55      120      146
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      173,477
COMMITMENTS
   8,645   39,449   36,706   97,985   69,348  143,336  145,503   30,141   27,975

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     -5,054)
   1,617    1,215      -92   -7,970   -7,701   -6,444   -6,578    1,391    1,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     22.7     21.2     56.5     40.0     82.6     83.9     17.4     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      22       57       56       55       57      120      148
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,905
COMMITMENTS
   1,766    1,954      795    1,821    1,300    4,382    4,049    1,523    1,856

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      1,087)
     160      547      442      582     -184    1,184      805      -98      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9     33.1     13.5     30.8     22.0     74.2     68.6     25.8     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      14       12        6       14        9       31       24
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,818
COMMITMENTS
   1,606    1,407      353    1,239    1,484    3,198    3,244    1,621    1,574

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:        150)
     -25      -27       -8       30       86       -3       51      153       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3     29.2      7.3     25.7     30.8     66.4     67.3     33.6     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        9        3       12        9       27       18
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      309,417
COMMITMENTS
  87,641   80,408      349  167,129  131,755  255,119  212,512   54,298   96,905

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -3,266)
   7,633      355     -674  -14,920   -5,048   -7,961   -5,367    4,695    2,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3     26.0      0.1     54.0     42.6     82.5     68.7     17.5     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      13       35        1       41       42       55       77
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      312,683
COMMITMENTS
  80,008   80,054    1,023  182,049  136,803  263,080  217,880   49,603   94,803

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     16,405)
     376   -8,530     -435   -3,790  -11,531   -3,849  -20,496   20,255   36,901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     25.6      0.3     58.2     43.8     84.1     69.7     15.9     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      14       32        2       37       43       53       75
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,273,671
COMMITMENTS
 247,867  292,846  335,290  1339097  1045650  1922254  1673786  351,416  599,885

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    213,027)
 -33,195  -19,597  100,745   90,455   67,379  158,005  148,527   55,022   64,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     12.9     14.7     58.9     46.0     84.5     73.6     15.5     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      47       65       67      104      140      189      234
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,060,643
COMMITMENTS
 281,062  312,443  234,545  1248641  978,271  1764249  1525259  296,394  535,384

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:    -82,716)
-121,253  -32,526  -48,129  -23,950 -182,661 -193,332 -263,315  110,616  180,599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     15.2     11.4     60.6     47.5     85.6     74.0     14.4     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      45       67       66      106      135      191      228
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,468,774
COMMITMENTS
 269,223  214,370  133,014  911,618  798,393  1313855  1145778  154,920  322,996

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     84,934)
 -13,495   23,143    9,522   81,516   40,750   77,543   73,415    7,391   11,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     14.6      9.1     62.1     54.4     89.5     78.0     10.5     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      29       57       46       78      104      137      177
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,383,840
COMMITMENTS
 282,717  191,228  123,492  830,102  757,643  1236312  1072363  147,529  311,477

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:    -19,235)
 -54,548  -43,773  -10,161  -26,905 -102,620  -91,614 -156,555   72,379  137,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     13.8      8.9     60.0     54.7     89.3     77.5     10.7     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      29       53       46       76       99      135      168
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      619,771
COMMITMENTS
 182,810   52,158  142,124  223,424  376,114  548,358  570,396   71,413   49,375

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     35,525)
  29,021   -3,697  -23,342   -9,369   40,634   -3,690   13,596   39,215   21,929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5      8.4     22.9     36.0     60.7     88.5     92.0     11.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      41       15       32       56       61      105      100
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      584,246
COMMITMENTS
 153,789   55,855  165,466  232,793  335,480  552,048  556,800   32,198   27,446

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     78,626)
  27,999   13,928    6,184   31,663   46,923   65,847   67,036   12,780   11,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      9.6     28.3     39.8     57.4     94.5     95.3      5.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      36       20       31       56       57      102       99
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,951
COMMITMENTS
  12,523    8,707      551   22,035   31,652   35,109   40,909   13,842    8,042

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:       -627)
    -966   -1,279      -13     -903       94   -1,882   -1,198    1,255      571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     17.8      1.1     45.0     64.7     71.7     83.6     28.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      23       11        5       23       10       51       21
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,578
COMMITMENTS
  13,489    9,986      563   22,938   31,558   36,991   42,107   12,588    7,471

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      1,243)
  -1,450    1,214     -265   -2,909   -1,093   -4,625     -145    5,868    1,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2     20.1      1.1     46.3     63.7     74.6     84.9     25.4     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      26       14        6       22       11       53       26
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       83,643
COMMITMENTS
  10,819   24,080    3,001   49,029   28,489   62,849   55,570   20,794   28,073

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     13,058)
   2,074   -1,471    1,164      835    2,107    4,073    1,799    8,985   11,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     28.8      3.6     58.6     34.1     75.1     66.4     24.9     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      19       24       15       20       14       46       46
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       70,585
COMMITMENTS
   8,744   25,551    1,837   48,195   26,382   58,776   53,770   11,809   16,814

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      3,691)
    -422    4,292   -3,923    4,365   -4,231       20   -3,862    3,671    7,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     36.2      2.6     68.3     37.4     83.3     76.2     16.7     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      22       21       12       21       15       45       46
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       40,945
COMMITMENTS
   8,106   10,265    1,014   31,506   28,219   40,626   39,498      319    1,447

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      1,820)
     256       26        0    1,529    1,739    1,785    1,765       35       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     25.1      2.5     76.9     68.9     99.2     96.5      0.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5       20        3       18       17       26       37
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       39,125
COMMITMENTS
   7,850   10,239    1,014   29,977   26,480   38,841   37,733      284    1,392

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:       -772)
   5,958      -98        0   -6,803     -759     -845     -857       73       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     26.2      2.6     76.6     67.7     99.3     96.4      0.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6       21        3       17       15       26       36
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,134
COMMITMENTS
   5,689    1,665        0    8,360   12,254   14,049   13,919       85      215

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        -80)
     -29       78        0     -120       87     -149      165       69     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.3     11.8      0.0     59.1     86.7     99.4     98.5      0.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        6        0        6       11        8       17
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,214
COMMITMENTS
   5,718    1,587        0    8,480   12,167   14,198   13,754       16      460

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:        751)
   5,718     -160        0   -4,971      915      747      755        4       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.2     11.2      0.0     59.7     85.6     99.9     96.8      0.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        6        0        7       10        9       16
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,584
COMMITMENTS
   2,935    2,370    5,294   18,870   18,043   27,098   25,708    6,486    7,877

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        767)
     560       41       80     -556      239       84      360      683      407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      7.1     15.8     56.2     53.7     80.7     76.5     19.3     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      17        4       15       24       23       43       40
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,817
COMMITMENTS
   2,375    2,329    5,214   19,426   17,805   27,014   25,348    5,803    7,470

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      1,702)
    -264      127      305     -660   -1,329     -619     -896    2,321    2,599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      7.1     15.9     59.2     54.3     82.3     77.2     17.7     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      16        5       15       27       25       47       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      108,250
COMMITMENTS
  24,945    5,022   23,284   39,392   44,643   87,621   72,949   20,629   35,301

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      2,073)
  -1,235    1,798    2,288    1,342   -1,042    2,395    3,044     -322     -971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      4.6     21.5     36.4     41.2     80.9     67.4     19.1     32.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      54       34       55       34       41      131      105
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      106,177
COMMITMENTS
  26,180    3,224   20,996   38,050   45,685   85,226   69,905   20,951   36,272

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     -3,654)
  -4,868      105    1,139      882   -4,233   -2,847   -2,990     -807     -664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      3.0     19.8     35.8     43.0     80.3     65.8     19.7     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      56       26       45       32       36      125       88
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,390
COMMITMENTS
     491      469      294      789      523    1,574    1,286      816    1,104

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        319)
      52      -90      168      -55       85      165      163      154      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     19.6     12.3     33.0     21.9     65.9     53.8     34.1     46.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6       10        5        7        4       17       16
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,071
COMMITMENTS
     439      559      126      844      438    1,409    1,123      662      948

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:        -21)
      64       80        1      -77       35      -12      116       -9     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     27.0      6.1     40.8     21.1     68.0     54.2     32.0     45.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5       13        6        7        3       18       16
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      166,327
COMMITMENTS
  43,006    8,308   30,949   69,940   83,376  143,894  122,632   22,433   43,694

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      4,843)
   1,237       12   -2,758    3,943    4,901    2,422    2,156    2,421    2,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      5.0     18.6     42.0     50.1     86.5     73.7     13.5     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      61       30       56       82      109      172      178
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      161,484
COMMITMENTS
  41,769    8,296   33,707   65,996   78,475  141,472  120,477   20,012   41,007

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     -1,100)
  -3,633      317      380    1,865     -864   -1,389     -168      289     -931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      5.1     20.9     40.9     48.6     87.6     74.6     12.4     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      58       32       47       78      107      160      169
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,838
COMMITMENTS
   1,744      222      344      549    2,819    2,637    3,385    2,201    1,453

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        548)
     203       -8      109       45      309      358      410      190      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1      4.6      7.1     11.3     58.3     54.5     70.0     45.5     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      26        3        8       12       23       39       34
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,290
COMMITMENTS
   1,541      230      235      504    2,510    2,280    2,975    2,011    1,315

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:        469)
     249     -414       75       23      554      347      215      122      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9      5.4      5.5     11.7     58.5     53.1     69.4     46.9     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      21        6        7       12       23       37       32
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       22,289
COMMITMENTS
   6,453    1,230    4,384    7,254    4,963   18,092   10,577    4,197   11,712

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -1,611)
     -99      268     -742     -574     -363   -1,415     -837     -196     -774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      5.5     19.7     32.5     22.3     81.2     47.5     18.8     52.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      36       12       25       36       41       83       69
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       23,899
COMMITMENTS
   6,552      962    5,126    7,828    5,325   19,506   11,413    4,393   12,486

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      1,362)
     432      419      345      681      187    1,458      951      -96      411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      4.0     21.5     32.8     22.3     81.6     47.8     18.4     52.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      38       14       29       49       50      101       83
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       85,394
COMMITMENTS
  12,626   11,634    1,550   39,832   53,205   54,007   66,389   31,387   19,005

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -2,012)
  -4,940   -3,609     -233    4,020    3,170   -1,153     -672     -859   -1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     13.6      1.8     46.6     62.3     63.2     77.7     36.8     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17        9        5       23       21       42       33
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       87,407
COMMITMENTS
  17,566   15,243    1,783   35,812   50,035   55,161   67,061   32,246   20,346

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      1,356)
  -2,601      483      -77    3,987   -1,918    1,309   -1,512       47    2,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     17.4      2.0     41.0     57.2     63.1     76.7     36.9     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      22       11        6       21       19       44       35
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       52,730
COMMITMENTS
   6,402   13,802      534   34,468   23,345   41,403   37,681   11,327   15,050

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        227)
  -1,707      578       75    4,660      453    3,027    1,105   -2,800     -878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     26.2      1.0     65.4     44.3     78.5     71.5     21.5     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7       11        3       13        6       21       19
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       52,503
COMMITMENTS
   8,109   13,224      459   29,808   22,892   38,376   36,575   14,127   15,928

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:       -533)
  -3,069      907      191    2,502   -4,384     -376   -3,286     -158    2,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     25.2      0.9     56.8     43.6     73.1     69.7     26.9     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        8        4       13        6       24       18
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       79,804
COMMITMENTS
  53,672    6,774      703   16,028   68,434   70,403   75,912    9,401    3,892

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     10,456)
  10,704   -1,461     -119   -2,092   12,297    8,492   10,716    1,964     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.3      8.5      0.9     20.1     85.8     88.2     95.1     11.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      46       11        2       14       22       62       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       69,348
COMMITMENTS
  42,968    8,235      823   18,120   56,138   61,911   65,196    7,437    4,152

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     -3,336)
  -4,934    2,957      301    3,654   -5,697     -978   -2,439   -2,357     -897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.0     11.9      1.2     26.1     81.0     89.3     94.0     10.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      40       13        3       17       17       60       30
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       68,670
COMMITMENTS
  19,366    2,533    2,001   24,406   49,927   45,772   54,461   22,897   14,209

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      2,363)
     750      -36    1,448      941    4,399    3,139    5,811     -776   -3,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2      3.7      2.9     35.5     72.7     66.7     79.3     33.3     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      18        7        7       12       12       33       23
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       66,306
COMMITMENTS
  18,616    2,570      553   23,465   45,528   42,634   48,650   23,673   17,656

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:       -604)
  -2,140      333      -46    1,902   -1,974     -284   -1,687     -320    1,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      3.9      0.8     35.4     68.7     64.3     73.4     35.7     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      15        6        4       13       12       31       19
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      194,618
COMMITMENTS
  30,254   30,678    2,995  121,844  144,370  155,093  178,044   39,525   16,574

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      7,798)
  -3,673   -2,157    1,015   10,921   13,363    8,263   12,221     -465   -4,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     15.8      1.5     62.6     74.2     79.7     91.5     20.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      27       12        5       22       25       52       39
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      186,821
COMMITMENTS
  33,928   32,835    1,980  110,922  131,007  146,830  165,823   39,990   20,998

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     -8,925)
  -5,877    1,065     -406    2,372   -8,728   -3,910   -8,069   -5,015     -857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     17.6      1.1     59.4     70.1     78.6     88.8     21.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      29       13        5       22       21       53       37
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      171,037
COMMITMENTS
  25,490   23,035   17,929   73,820   81,237  117,239  122,200   53,798   48,837

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        732)
    -557    2,622   -4,131   10,819    6,685    6,131    5,177   -5,399   -4,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     13.5     10.5     43.2     47.5     68.5     71.4     31.5     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      32       27       28       33       27       78       69
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      170,306
COMMITMENTS
  26,048   20,413   22,060   63,001   74,551  111,108  117,024   59,197   53,282

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      2,366)
  -2,791    5,654      178   12,133      566    9,520    6,398   -7,154   -4,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     12.0     13.0     37.0     43.8     65.2     68.7     34.8     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      31       29       27       34       24       77       68
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       42,638
COMMITMENTS
  11,396        0      189   28,449   36,663   40,034   36,852    2,604    5,786

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      8,092)
   3,135        0       89    5,596    8,052    8,820    8,141     -728      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      0.0      0.4     66.7     86.0     93.9     86.4      6.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        0        2       14       23       19       25
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       34,546
COMMITMENTS
   8,261        0      100   22,853   28,611   31,214   28,711    3,332    5,835

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:    -15,921)
  -1,867     -700        0   -6,418  -16,812   -8,285  -17,512   -7,636    1,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      0.0      0.3     66.2     82.8     90.4     83.1      9.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        1       11       20       14       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   11,326,769
COMMITMENTS
 639,056  740,593  3111674  6650021  5953418 10400751  9805685  926,018  1521084

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    512,384)
  -3,844   31,186  204,100  279,013  205,708  479,269  440,994   33,116   71,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      6.5     27.5     58.7     52.6     91.8     86.6      8.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      57       58       88      126      133      224      239
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   10,814,385
COMMITMENTS
 642,900  709,407  2907574  6371008  5747710  9921482  9364692  892,902  1449693

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:    336,622)
  63,681 -243,136   13,001 -134,974  -72,259  -58,291 -302,394  394,913  639,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      6.6     26.9     58.9     53.1     91.7     86.6      8.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      55       57       88      127      136      225      239
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      711,327
COMMITMENTS
  62,167   82,322   25,645  470,144  498,858  557,956  606,825  153,371  104,502

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    -11,238)
 -10,444    4,957   -4,616    2,312   -7,863  -12,748   -7,522    1,510   -3,716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     11.6      3.6     66.1     70.1     78.4     85.3     21.6     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      44       41       48       97       69      174      125
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      722,565
COMMITMENTS
  72,611   77,364   30,261  467,832  506,722  570,703  614,347  151,861  108,217

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     -6,244)
   2,635   20,379   -6,677   -2,614  -18,055   -6,656   -4,354      411   -1,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     10.7      4.2     64.7     70.1     79.0     85.0     21.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      49       33       46       97       71      173      123
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      830,361
COMMITMENTS
 159,177  163,384   12,311  379,963  548,654  551,451  724,349  278,910  106,013

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    -34,704)
 -12,864   48,165   -1,658   22,416  -88,179    7,894  -41,672  -42,598    6,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     19.7      1.5     45.8     66.1     66.4     87.2     33.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      31       44       21       52       51       99      100
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      865,065
COMMITMENTS
 172,041  115,219   13,969  357,547  636,833  543,558  766,021  321,508   99,045

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:        868)
 -17,117  -11,601   -1,275   -5,414   -7,155  -23,806  -20,031   24,674   20,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     13.3      1.6     41.3     73.6     62.8     88.6     37.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      35       37       19       51       55      100       97
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,084
COMMITMENTS
   1,399        0        0    5,783   11,710    7,182   11,710    5,902    1,374

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:         63)
       9        0        0     -627       81     -618       81      681      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      0.0      0.0     44.2     89.5     54.9     89.5     45.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       13       13       15       13
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,021
COMMITMENTS
   1,390        0        0    6,410   11,629    7,800   11,629    5,221    1,392

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:         64)
    -665        0        0   -1,735     -482   -2,400     -482    2,464      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      0.0      0.0     49.2     89.3     59.9     89.3     40.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       13       13       15       13
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       28,975
COMMITMENTS
   2,171    5,360      204   23,238   17,843   25,613   23,407    3,362    5,568

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      2,215)
   1,546      118      104      249    1,725    1,899    1,947      316      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     18.5      0.7     80.2     61.6     88.4     80.8     11.6     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        5        1       19       18       22       24
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       26,760
COMMITMENTS
     625    5,242      100   22,989   16,118   23,714   21,460    3,046    5,300

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      1,494)
  -1,117      889     -242    2,408   -1,532    1,049     -885      445    2,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     19.6      0.4     85.9     60.2     88.6     80.2     11.4     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        6        1       19       16       21       22
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       75,578
COMMITMENTS
   7,251   15,700      660   32,105   49,591   40,016   65,951   35,563    9,628

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -1,174)
     343      409      313      -27      195      629      917   -1,803   -2,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     20.8      0.9     42.5     65.6     52.9     87.3     47.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      15       21        7       36       29       54       54
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       76,753
COMMITMENTS
   6,908   15,291      347   32,132   49,395   39,387   65,034   37,366   11,719

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      1,923)
  -1,332      647      -35   -1,627   -1,727   -2,994   -1,115    4,917    3,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     19.9      0.5     41.9     64.4     51.3     84.7     48.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      15       22        5       36       27       54       51
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      370,245
COMMITMENTS
  83,222  100,634    2,311  255,524  129,405  341,057  232,350   29,188  137,895

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     16,681)
 -33,889   22,070   -1,090   62,371  -11,557   27,391    9,423  -10,710    7,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     27.2      0.6     69.0     35.0     92.1     62.8      7.9     37.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      56       60       11       46       36      104      105
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      353,563
COMMITMENTS
 117,111   78,564    3,401  193,153  140,961  313,666  222,927   39,898  130,637

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      9,923)
  -4,428   13,461   -1,673   10,088  -10,762    3,987    1,026    5,936    8,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1     22.2      1.0     54.6     39.9     88.7     63.1     11.3     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      79       56       15       46       38      130      104
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       82,535
COMMITMENTS
  37,447    2,577    2,403   16,806   67,678   56,656   72,658   25,879    9,877

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      9,174)
   5,542    1,503    2,194     -425    7,784    7,311   11,480    1,863   -2,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.4      3.1      2.9     20.4     82.0     68.6     88.0     31.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      17        5        4       13       19       32       26
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       73,361
COMMITMENTS
  31,905    1,074      210   17,230   59,894   49,345   61,178   24,016   12,183

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      6,931)
   4,156      540      -47    1,618    5,360    5,726    5,852    1,205    1,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.5      1.5      0.3     23.5     81.6     67.3     83.4     32.7     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      16        3        1       12       16       29       19
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       24,183
COMMITMENTS
   1,004    8,824        0   16,653   10,851   17,657   19,675    6,527    4,508

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        403)
     -34      267        0      746      402      712      669     -308     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     36.5      0.0     68.9     44.9     73.0     81.4     27.0     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3       12        0       26       18       29       30
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       23,780
COMMITMENTS
   1,038    8,557        0   15,907   10,449   16,945   19,007    6,835    4,773

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      1,157)
  -1,001      387     -106     -577     -840   -1,684     -559    2,841    1,716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     36.0      0.0     66.9     43.9     71.3     79.9     28.7     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3       12        0       26       18       29       30
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      160,705
COMMITMENTS
  31,382   22,772    1,114  114,067  119,407  146,563  143,293   14,142   17,412

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      1,145)
   1,001     -558       61   -1,568      568     -506       71    1,651    1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     14.2      0.7     71.0     74.3     91.2     89.2      8.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      15       23        5       28       39       47       63
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      159,560
COMMITMENTS
  30,381   23,330    1,053  115,635  118,839  147,069  143,222   12,491   16,338

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     17,038)
   7,644    5,836     -100   12,379   10,337   19,923   16,073   -2,885      965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     14.6      0.7     72.5     74.5     92.2     89.8      7.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      13       26        4       29       37       45       64
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,404
COMMITMENTS
   9,078    7,214    1,012   12,344   20,957   22,434   29,183   12,970    6,221

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      1,218)
     530    1,424      -20    1,049     -287    1,559    1,117     -341      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     20.4      2.9     34.9     59.2     63.4     82.4     36.6     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      17       16        4       16       18       36       37
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,186
COMMITMENTS
   8,548    5,790    1,032   11,295   21,244   20,875   28,066   13,311    6,120

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:        658)
  -3,957     -862       42       21    1,370   -3,894      550    4,552      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     16.9      3.0     33.0     62.1     61.1     82.1     38.9     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      17       14        4       18       21       38       38
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      121,298
COMMITMENTS
     594    6,331    2,838   61,198   75,832   64,630   85,001   56,668   36,297

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:       -974)
     243     -220      106    3,698   -1,809    4,047   -1,923   -5,021      949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      5.2      2.3     50.5     62.5     53.3     70.1     46.7     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3       14        4       18       23       23       40
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      122,272
COMMITMENTS
     351    6,551    2,732   57,500   77,641   60,583   86,924   61,689   35,348

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     -4,196)
      52      667        0   -3,470   -5,597   -3,418   -4,930     -778      734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      5.4      2.2     47.0     63.5     49.5     71.1     50.5     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3       15        3       16       22       21       39
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      118,115
COMMITMENTS
  41,093   10,358   20,588   22,448   75,903   84,129  106,849   33,986   11,266

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -3,868)
     258      162     -756   -1,124   -2,733   -1,622   -3,327   -2,247     -541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8      8.8     17.4     19.0     64.3     71.2     90.5     28.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
     105       24       51       26       35      145       99
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      121,984
COMMITMENTS
  40,835   10,196   21,344   23,572   78,636   85,751  110,176   36,233   11,807

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     -1,285)
  -1,364    1,009      185   -1,518   -2,900   -2,697   -1,707    1,412      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5      8.4     17.5     19.3     64.5     70.3     90.3     29.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      98       26       49       26       41      140      102
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       92,806
COMMITMENTS
  27,166    8,133   16,093   34,964   59,432   78,223   83,658   14,583    9,148

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        928)
    -505    2,090     -103    1,492   -2,021      883      -34       45      963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      8.8     17.3     37.7     64.0     84.3     90.1     15.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      57       38       39       37       37      117       97
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       91,878
COMMITMENTS
  27,671    6,043   16,197   33,472   61,453   77,340   83,693   14,538    8,185

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      6,436)
   4,017    1,395    2,393     -827    2,241    5,583    6,029      853      407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.1      6.6     17.6     36.4     66.9     84.2     91.1     15.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      61       36       37       36       38      117       96
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      345,407
COMMITMENTS
 103,558   48,495   73,688  114,196  201,314  291,442  323,496   53,965   21,911

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    -45,289)
  -4,687    6,061  -22,586   -2,961  -16,558  -30,234  -33,083  -15,055  -12,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0     14.0     21.3     33.1     58.3     84.4     93.7     15.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
     117       48       50       35       39      170      121
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      390,696
COMMITMENTS
 108,245   42,434   96,274  117,157  217,872  321,676  356,579   69,020   34,118

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     -3,806)
    -596   -1,405   -1,699   -7,538   -8,901   -9,833  -12,005    6,027    8,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7     10.9     24.6     30.0     55.8     82.3     91.3     17.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
     128       48       79       36       37      199      141
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,356
COMMITMENTS
   4,613      629      301    2,259    7,634    7,173    8,564    2,183      792

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        322)
      -4       -3       11     -111       40     -104       48      426      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.3      6.7      3.2     24.1     81.6     76.7     91.5     23.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      13        3        4        6        6       23       11
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,034
COMMITMENTS
   4,617      632      290    2,370    7,594    7,277    8,516    1,757      518

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     -1,372)
    -107     -637       42   -1,043     -773   -1,108   -1,368     -264       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.1      7.0      3.2     26.2     84.1     80.6     94.3     19.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      13        4        4        5        6       22       11
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       80,765
COMMITMENTS
   8,112   26,067    8,084   47,770   27,693   63,966   61,843   16,798   18,921

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      8,142)
    -371    7,535      835    6,964   -1,391    7,427    6,978      715    1,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     32.3     10.0     59.1     34.3     79.2     76.6     20.8     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      21       37       23       48       38       78       91
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       72,622
COMMITMENTS
   8,483   18,532    7,249   40,807   29,084   56,539   54,865   16,083   17,757

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     -2,540)
  -2,629      194     -671   -1,208   -3,878   -4,508   -4,355    1,968    1,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     25.5     10.0     56.2     40.0     77.9     75.5     22.1     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      22       31       22       49       43       81       88
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       42,019
COMMITMENTS
     881    9,236    2,806   26,122   19,630   29,809   31,673   12,210   10,346

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:       -771)
     249     -269      512   -1,889   -1,869   -1,127   -1,625      356      854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     22.0      6.7     62.2     46.7     70.9     75.4     29.1     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6       17        8       27       22       36       44
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       42,790
COMMITMENTS
     631    9,505    2,294   28,011   21,499   30,936   33,298   11,854    9,492

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      4,488)
     365   -1,076       60    1,138    4,081    1,563    3,066    2,925    1,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     22.2      5.4     65.5     50.2     72.3     77.8     27.7     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5       17        7       27       24       35       45
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      130,660
COMMITMENTS
  18,798   18,334   32,997   59,076   66,470  110,872  117,801   19,788   12,859

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -7,179)
 -12,145    9,617   -1,084    7,171  -17,626   -6,058   -9,094   -1,121    1,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     14.0     25.3     45.2     50.9     84.9     90.2     15.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      85       66       73       68       61      187      169
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      137,839
COMMITMENTS
  30,943    8,718   34,081   51,905   84,096  116,929  126,895   20,909   10,944

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      5,842)
   1,813   -5,831    1,448   -2,593    6,386      667    2,004    5,175    3,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      6.3     24.7     37.7     61.0     84.8     92.1     15.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
     120       42       83       68       65      216      169
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       62,826
COMMITMENTS
   7,599    1,947   21,730   28,024   37,567   57,353   61,244    5,474    1,583

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:       -226)
     -20     -135     -833      555      829     -298     -139       72      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      3.1     34.6     44.6     59.8     91.3     97.5      8.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      59       17       34       35       26      107       67
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       63,052
COMMITMENTS
   7,619    2,082   22,563   27,469   36,738   57,651   61,383    5,401    1,669

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:       -300)
  -1,044     -141    1,032       74   -1,507       63     -616     -362      316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      3.3     35.8     43.6     58.3     91.4     97.4      8.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      47       27       33       36       25      105       66
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      128,073
COMMITMENTS
  19,428   10,818   10,518   89,370  103,973  119,316  125,309    8,756    2,764

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:       -728)
   3,700   -2,369     -591   -4,328    1,616   -1,218   -1,343      490      615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      8.4      8.2     69.8     81.2     93.2     97.8      6.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      47       35       40       48       38      116       95
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      128,801
COMMITMENTS
  15,728   13,187   11,108   93,699  102,356  120,535  126,651    8,266    2,150

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:       -210)
     686      882    1,041   -1,819   -1,889      -92       35     -118     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     10.2      8.6     72.7     79.5     93.6     98.3      6.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      53       36       40       48       39      117      104
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      584,088
COMMITMENTS
 124,656   13,073  117,524  238,374  403,540  480,554  534,137  103,534   49,951

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     48,109)
  26,807  -10,380    2,796   10,861   57,220   40,464   49,636    7,645   -1,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      2.2     20.1     40.8     69.1     82.3     91.4     17.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      74       29       53       60       55      160      111
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      535,978
COMMITMENTS
  97,849   23,454  114,727  227,513  346,320  440,089  484,501   95,889   51,477

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     21,426)
  -2,367     -343      -26    4,276   10,628    1,882   10,258   19,544   11,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      4.4     21.4     42.4     64.6     82.1     90.4     17.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      58       28       53       57       49      144      104
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      145,260
COMMITMENTS
  42,891   10,377   39,796   48,646   87,405  131,333  137,578   13,927    7,682

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        581)
    -357      375     -552      648     -610     -262     -787      842    1,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5      7.1     27.4     33.5     60.2     90.4     94.7      9.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     173       69      122      101      119      318      278
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      144,680
COMMITMENTS
  43,249   10,002   40,348   47,998   88,016  131,595  138,366   13,085    6,314

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      3,485)
     722      551      660    1,269    2,056    2,652    3,268      833      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9      6.9     27.9     33.2     60.8     91.0     95.6      9.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     173       68      124      102      121      321      279
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       21,640
COMMITMENTS
   5,482    9,794    3,707    9,035    6,098   18,223   19,599    3,416    2,040

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        422)
     916     -249       87     -386      587      617      426     -195       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     45.3     17.1     41.8     28.2     84.2     90.6     15.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      17       25       12        9        9       34       39
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       21,218
COMMITMENTS
   4,566   10,043    3,620    9,421    5,511   17,607   19,174    3,611    2,044

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      1,799)
     678     -189      215      102    2,044      995    2,071      803     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     47.3     17.1     44.4     26.0     83.0     90.4     17.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      13       28       11        8        8       29       40
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      188,694
COMMITMENTS
  19,642   24,171   29,591  111,325  109,354  160,558  163,116   28,136   25,578

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    -25,576)
   1,730    1,538  -12,498  -13,692  -10,407  -24,460  -21,368   -1,116   -4,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     12.8     15.7     59.0     58.0     85.1     86.4     14.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      25       31       36       56       69      109      111
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      214,270
COMMITMENTS
  17,912   22,633   42,089  125,017  119,762  185,018  184,484   29,252   29,787

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     13,986)
   5,662   -1,913    3,468    5,106   12,463   14,236   14,018     -250      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     10.6     19.6     58.3     55.9     86.3     86.1     13.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      27       27       38       62       74      114      116
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      641,111
COMMITMENTS
  26,319   52,897  244,896  298,181  305,768  569,396  603,561   71,715   37,550

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    -50,091)
      24   -7,003  -23,386  -28,366  -21,089  -51,727  -51,478    1,637    1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      8.3     38.2     46.5     47.7     88.8     94.1     11.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      47       51       75       90       82      172      176
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      691,202
COMMITMENTS
  26,295   59,900  268,282  326,547  326,857  621,124  655,039   70,078   36,163

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:    -13,983)
  -1,174   -7,749   -3,216  -17,119   -7,400  -21,509  -18,365    7,526    4,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      8.7     38.8     47.2     47.3     89.9     94.8     10.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      51       57       85       99       88      190      195
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,927
COMMITMENTS
   4,479    4,088    1,705   50,798   55,266   56,982   61,059    6,945    2,868

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -6,187)
   1,036        0   -1,036   -7,809   -5,669   -7,809   -6,705    1,622      518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      6.4      2.7     79.5     86.5     89.1     95.5     10.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        2       26       23       28       25
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,114
COMMITMENTS
   3,443    4,088    2,741   58,607   60,935   64,791   67,764    5,323    2,350

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:        844)
     428     -620      620   -1,088     -288      -40     -288      884    1,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      5.8      3.9     83.6     86.9     92.4     96.6      7.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       28       23       30       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,981
COMMITMENTS
   1,906    2,464    1,604   37,994   35,676   41,504   39,744    3,477    5,237

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:         28)
       0        0        0      -84      168      -84      168      112     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      5.5      3.6     84.5     79.3     92.3     88.4      7.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       15       15       17       18
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,953
COMMITMENTS
   1,906    2,464    1,604   38,078   35,508   41,588   39,576    3,365    5,377

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:       -100)
  -3,360        0    1,176      958   -1,472   -1,226     -296    1,126      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      5.5      3.6     84.7     79.0     92.5     88.0      7.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       15       14       17       17
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,623
COMMITMENTS
   2,319    4,237    2,066   27,718   27,237   32,103   33,540    4,520    3,083

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:       -531)
    -244    1,034       44      -13   -2,292     -213   -1,214     -318      683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     11.6      5.6     75.7     74.4     87.7     91.6     12.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       18       16       21       20
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,154
COMMITMENTS
   2,563    3,203    2,022   27,731   29,529   32,316   34,754    4,838    2,400

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      2,547)
  -1,218     -432      361    1,978    1,645    1,121    1,574    1,426      973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      8.6      5.4     74.6     79.5     87.0     93.5     13.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        3       21       17       24       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,655
COMMITMENTS
   6,828      321    1,588   45,167   47,422   53,583   49,331    5,072    9,324

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -1,772)
   1,508     -224     -224   -4,444     -394   -3,160     -842    1,388     -930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.5      2.7     77.0     80.8     91.4     84.1      8.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       19       17       21       19
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,427
COMMITMENTS
   5,320      545    1,812   49,611   47,816   56,743   50,173    3,684   10,254

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      1,348)
     532       56      134     -575   -1,725       91   -1,535    1,257    2,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      0.9      3.0     82.1     79.1     93.9     83.0      6.1     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       21       17       23       19
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       29,571
COMMITMENTS
   3,108    2,124        0   25,569   22,755   28,677   24,879      894    4,692

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      7.2      0.0     86.5     77.0     97.0     84.1      3.0     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       13       11       15       12
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      913,002
COMMITMENTS
 238,184   64,614  155,182  502,630  685,978  895,996  905,774   17,006    7,228

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    -18,508)
   9,061    6,049    1,505  -32,236  -27,389  -21,670  -19,835    3,162    1,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      7.1     17.0     55.1     75.1     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      17       12       24       75       71      105       97
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      931,510
COMMITMENTS
 229,123   58,565  153,677  534,866  713,367  917,666  925,609   13,844    5,901

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     24,714)
  12,659   -8,746    9,210    5,064   24,871   26,933   25,335   -2,219     -621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      6.3     16.5     57.4     76.6     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      20       11       28       87       76      120      106
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,972
COMMITMENTS
  19,201   28,537   27,055   49,641   42,326   95,897   97,918    4,075    2,054

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -6,406)
 -19,247   -6,485    6,678    7,673   -7,287   -4,896   -7,094   -1,510      688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     28.5     27.1     49.7     42.3     95.9     97.9      4.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        6        9       21       20       33       31
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,378
COMMITMENTS
  38,448   35,022   20,377   41,968   49,613  100,793  105,012    5,585    1,366

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     17,650)
  13,734   12,032       40    2,186    6,192   15,960   18,264    1,690     -614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1     32.9     19.2     39.5     46.6     94.7     98.7      5.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10        5       12       24       25       38       38
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,566
COMMITMENTS
   4,125    4,826    5,940   25,834   25,534   35,899   36,299      668      267

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -1,263)
    -624    1,292      -67   -1,099   -2,575   -1,791   -1,350      529       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     13.2     16.2     70.6     69.8     98.2     99.3      1.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        5        6       21       25       27       33
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       37,829
COMMITMENTS
   4,750    3,534    6,007   26,933   28,108   37,690   37,650      139      179

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      2,357)
    -782    1,550      500    2,650      318    2,368    2,368      -11      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      9.3     15.9     71.2     74.3     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        6       24       26       30       33
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       20,757
COMMITMENTS
   2,195    4,558      917   17,645   15,240   20,757   20,715        0       42

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:         46)
      92        0        0      -46        4       46        4        0       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     22.0      4.4     85.0     73.4    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        2       17       15       20       19
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       20,711
COMMITMENTS
   2,103    4,558      917   17,691   15,236   20,711   20,711        0        0

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:        672)
     -20      200       56      636      416      672      672        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     22.0      4.4     85.4     73.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        2       16       15       19       19
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,622
COMMITMENTS
     302    2,514    1,346    5,974    3,594    7,622    7,454        0      168

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:         86)
       0     -172      172      -86      -82       86      -82        0      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     33.0     17.7     78.4     47.2    100.0     97.8      0.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        3       11       11       14       15
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,536
COMMITMENTS
     302    2,686    1,174    6,060    3,676    7,536    7,536        0        0

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     35.6     15.6     80.4     48.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        3       11       10       14       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,151,937
COMMITMENTS
 104,162   44,843  276,672  716,598  759,727  1097432  1081242   54,504   70,694

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     41,694)
   2,727    4,816   15,734   27,295   24,230   45,756   44,781   -4,062   -3,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      3.9     24.0     62.2     66.0     95.3     93.9      4.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      65       75       95       84       89      206      209
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,110,243
COMMITMENTS
 101,435   40,027  260,938  689,303  735,497  1051677  1036461   58,566   73,781

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:     17,712)
  11,925   -4,845   17,409   -9,821   12,832   19,513   25,396   -1,801   -7,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      3.6     23.5     62.1     66.2     94.7     93.4      5.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      69       62       86       80       86      195      194
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,444
COMMITMENTS
   7,548    2,077      650    2,574    9,654   10,772   12,381    2,672    1,063

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        497)
     -57       65      477       52      -20      472      522       25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.1     15.4      4.8     19.1     71.8     80.1     92.1     19.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      64       17        8       10       23       82       46
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,947
COMMITMENTS
   7,605    2,012      173    2,522    9,674   10,300   11,859    2,647    1,088

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:        162)
      62      -70      173       62      100      297      203     -135      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.7     15.5      1.3     19.5     74.7     79.6     91.6     20.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      65       15        3       10       23       78       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,949
COMMITMENTS
   4,185      272        0    2,126    6,706    6,311    6,978    1,638      971

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        614)
     855      -25        0     -273      429      582      404       32      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.6      3.4      0.0     26.7     84.4     79.4     87.8     20.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      23        4        0        7       16       30       20
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,335
COMMITMENTS
   3,330      297        0    2,399    6,277    5,729    6,574    1,606      761

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:        721)
     693       68        0      -79      629      614      697      107       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.4      4.0      0.0     32.7     85.6     78.1     89.6     21.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      21        4        0        9       15       30       19
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      189,650
COMMITMENTS
  26,675    6,554   29,868  116,250  140,315  172,793  176,737   16,857   12,913

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    -10,273)
   1,190      563   -3,391   -7,680   -5,732   -9,881   -8,560     -393   -1,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      3.5     15.7     61.3     74.0     91.1     93.2      8.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      49       18       40       69       82      133      130
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      199,923
COMMITMENTS
  25,485    5,990   33,259  123,930  146,048  182,674  185,297   17,250   14,627

CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST:      3,886)
   4,718   -2,812    4,020   -4,896    4,602    3,842    5,810       44   -1,924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      3.0     16.6     62.0     73.1     91.4     92.7      8.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      44       21       41       79       86      140      136
 

Updated February 11, 2005