WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      270,517
COMMITMENTS
  49,716   50,975   38,611  153,324  142,192  241,651  231,778   28,866   38,739

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -17,463)
   5,930    1,477  -14,394   -6,887   -1,247  -15,351  -14,164   -2,113   -3,299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     18.8     14.3     56.7     52.6     89.3     85.7     10.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      70       97       68       41       53      161      173
 
 
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      287,980
COMMITMENTS
  43,786   49,498   53,005  160,211  143,439  257,002  245,942   30,978   42,038

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     18,901)
   6,038   -3,118      819    4,717   13,235   11,573   10,935    7,328    7,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     17.2     18.4     55.6     49.8     89.2     85.4     10.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      78       97       78       47       55      177      184
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      880,668
COMMITMENTS
 114,537   63,650  179,439  439,774  414,709  733,750  657,798  146,918  222,870

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -75,601)
  -4,683  -10,145  -35,683  -19,137  -23,639  -59,502  -69,466  -16,099   -6,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      7.2     20.4     49.9     47.1     83.3     74.7     16.7     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      541)
     147       93      161      223      237      453      435
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      956,269
COMMITMENTS
 119,220   73,795  215,122  458,911  438,348  793,253  727,265  163,017  229,004

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     67,676)
  21,595  -16,719   22,878    3,261   50,391   47,735   56,550   19,941   11,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      7.7     22.5     48.0     45.8     83.0     76.1     17.0     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      573)
     166      115      182      221      235      483      460
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,191
COMMITMENTS
   2,780      508      665    2,189    5,687    5,635    6,860    2,556    1,331

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -902)
     508       33     -352     -203      -96      -47     -415     -855     -487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9      6.2      8.1     26.7     69.4     68.8     83.8     31.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11        8        6       10       16       24       27
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,093
COMMITMENTS
   2,272      475    1,018    2,393    5,783    5,682    7,276    3,411    1,818

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:       -427)
    -166     -424       99      -93      452     -161      127     -267     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      5.2     11.2     26.3     63.6     62.5     80.0     37.5     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        7        5       13       15       25       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      420,665
COMMITMENTS
  80,015   19,380   84,080  170,237  219,810  334,332  323,270   86,333   97,395

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -62,832)
 -15,862   -6,032  -32,049      133  -12,930  -47,778  -51,010  -15,054  -11,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      4.6     20.0     40.5     52.3     79.5     76.8     20.5     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
     125       78      139      116      139      322      296
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      483,497
COMMITMENTS
  95,877   25,412  116,129  170,104  232,740  382,110  374,280  101,387  109,217

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     52,118)
   4,357    6,258   18,589   16,610   26,752   39,556   51,598   12,562      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      5.3     24.0     35.2     48.1     79.0     77.4     21.0     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
     156       88      157      118      141      358      323
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       18,816
COMMITMENTS
  14,317    2,279      264        0      926   14,581    3,469    4,235   15,347

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -949)
    -452    1,138     -324        0       24     -776      838     -173   -1,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.1     12.1      1.4      0.0      4.9     77.5     18.4     22.5     81.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        8        6        0        3       13       15
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       19,765
COMMITMENTS
  14,769    1,141      588        0      902   15,357    2,631    4,408   17,134

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      2,876)
   3,022     -597     -661        0       80    2,361   -1,178      515    4,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.7      5.8      3.0      0.0      4.6     77.7     13.3     22.3     86.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      13        6        8        0        3       16       14
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      184,765
COMMITMENTS
  39,047    9,699   30,148   84,511  131,024  153,705  170,871   31,060   13,895

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -10,105)
  -2,471   -1,093   -3,493   -2,173   -4,401   -8,137   -8,987   -1,968   -1,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      5.2     16.3     45.7     70.9     83.2     92.5     16.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      59       17       37       51       49      129       97
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      194,870
COMMITMENTS
  41,517   10,792   33,641   86,684  135,424  161,843  179,858   33,028   15,013

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     28,942)
  13,874     -249    4,413    5,127   23,947   23,414   28,111    5,527      830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      5.5     17.3     44.5     69.5     83.1     92.3     16.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      66       20       41       48       49      134      102
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      856,617
COMMITMENTS
 132,817   89,538  131,507  444,642  436,191  708,965  657,236  147,652  199,381

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -35,727)
  -3,843   -1,565  -22,666   -3,876   -8,604  -30,386  -32,835   -5,341   -2,892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     10.5     15.4     51.9     50.9     82.8     76.7     17.2     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      34       38       38       70       84      125      139
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      892,344
COMMITMENTS
 136,660   91,103  154,172  448,518  444,796  739,351  690,070  152,993  202,274

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -10,050)
   6,502     -730   -3,494  -13,752   -7,115  -10,743  -11,339      693    1,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     10.2     17.3     50.3     49.8     82.9     77.3     17.1     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      37       40       45       71       84      135      142
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      163,842
COMMITMENTS
  36,150    2,461   28,999   61,255  109,674  126,404  141,135   37,437   22,707

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -19,445)
 -16,272   -4,511     -297      241  -15,864  -16,328  -20,673   -3,117    1,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      1.5     17.7     37.4     66.9     77.2     86.1     22.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      50       12       45       57       54      131      104
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      183,287
COMMITMENTS
  52,422    6,973   29,296   61,014  125,539  142,733  161,807   40,554   21,479

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     14,391)
   3,892      696    5,930    5,124   10,384   14,947   17,010     -556   -2,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6      3.8     16.0     33.3     68.5     77.9     88.3     22.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      54       27       42       55       61      138      114
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,671
COMMITMENTS
   3,799    1,519      828    1,700    3,359    6,327    5,706    1,344    1,965

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -934)
     -83      326     -623     -322     -615   -1,028     -912       94      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.5     19.8     10.8     22.2     43.8     82.5     74.4     17.5     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      16       14        8        8       12       28       30
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,606
COMMITMENTS
   3,882    1,193    1,451    2,022    3,974    7,355    6,618    1,250    1,987

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        -71)
     -16      213     -246      305     -232       44     -265     -115      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.1     13.9     16.9     23.5     46.2     85.5     76.9     14.5     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      17       12       10       13       14       35       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      366,020
COMMITMENTS
  94,915   88,770      438  214,497  171,283  309,850  260,491   56,170  105,529

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,682)
   2,030    6,591      196   -5,886      273   -3,660    7,060    5,342   -5,378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     24.3      0.1     58.6     46.8     84.7     71.2     15.3     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      14       19        3       47       41       64       60
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      364,338
COMMITMENTS
  92,885   82,179      242  220,383  171,010  313,510  253,431   50,828  110,907

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -13,988)
  -1,459    1,615   -1,745   -5,986  -13,158   -9,190  -13,288   -4,798     -700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     22.6      0.1     60.5     46.9     86.0     69.6     14.0     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      15       17        2       45       38       62       55
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,571,252
COMMITMENTS
 393,762  355,362  450,134  1489865  1342989  2333760  2148484  237,492  422,768

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -64,648)
  -5,800  -39,403  -26,176  -32,595     -540  -64,571  -66,120      -77    1,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     13.8     17.5     57.9     52.2     90.8     83.6      9.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      61       69       71      105      138      195      249
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,635,900
COMMITMENTS
 399,562  394,765  476,310  1522460  1343529  2398332  2214604  237,568  421,296

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -83,339)
 -73,581  -40,592   -7,687   42,875   17,506  -38,392  -30,773  -44,947  -52,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     15.0     18.1     57.8     51.0     91.0     84.0      9.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      50       92       82      116      143      217      266
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,351,077
COMMITMENTS
 187,608  178,121  145,027  835,891  743,216  1168527  1066365  182,550  284,712

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -53,041)
 -12,003  -29,217  -35,184  -14,789   -5,904  -61,976  -70,305    8,935   17,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     13.2     10.7     61.9     55.0     86.5     78.9     13.5     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      33       44       43       69       84      126      147
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,404,118
COMMITMENTS
 199,611  207,338  180,212  850,681  749,120  1230503  1136670  173,615  267,449

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -28,945)
 -12,811   -2,339  -10,365   18,017   13,070   -5,159      367  -23,786  -29,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     14.8     12.8     60.6     53.4     87.6     81.0     12.4     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      37       46       47       78       88      139      157
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      641,274
COMMITMENTS
 115,629   71,138  205,417  256,546  327,048  577,593  603,603   63,681   37,670

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     36,774)
  14,402    9,411    8,118    6,970   16,072   29,490   33,601    7,284    3,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     11.1     32.0     40.0     51.0     90.1     94.1      9.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      37       25       44       53       50      111       98
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      604,499
COMMITMENTS
 101,227   61,727  197,299  249,576  310,976  548,102  570,002   56,397   34,497

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     27,413)
  14,811      605    7,713   -3,103   17,465   19,422   25,783    7,991    1,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     10.2     32.6     41.3     51.4     90.7     94.3      9.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      35       22       42       51       50      105       95
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       28,943
COMMITMENTS
   5,376    3,683      410   15,609   16,323   21,395   20,416    7,548    8,527

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -269)
  -1,041      727      -76      461   -1,179     -655     -528      387      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     12.7      1.4     53.9     56.4     73.9     70.5     26.1     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       8       13        6       18       12       30       27
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       29,211
COMMITMENTS
   6,417    2,956      486   15,147   17,502   22,050   20,944    7,161    8,268

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -24,204)
  -6,488   -1,174   -1,599   -5,551  -18,319  -13,638  -21,092  -10,566   -3,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     10.1      1.7     51.9     59.9     75.5     71.7     24.5     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      10       11        6       16       13       30       26
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       40,973
COMMITMENTS
  11,108   19,667    2,993   15,377    8,050   29,478   30,710   11,495   10,262

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        738)
  -2,242      -59    1,292    3,358    1,418    2,408    2,651   -1,670   -1,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     48.0      7.3     37.5     19.6     71.9     75.0     28.1     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      27       17       16       10       11       42       39
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       40,235
COMMITMENTS
  13,350   19,726    1,701   12,019    6,632   27,070   28,060   13,165   12,175

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -58,263)
     185  -16,617   -9,354  -47,242  -14,442  -56,412  -40,413   -1,852  -17,851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2     49.0      4.2     29.9     16.5     67.3     69.7     32.7     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      19       24       14       13        9       41       38
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       37,154
COMMITMENTS
   3,768    5,429    1,028   31,681   29,550   36,477   36,007      677    1,147

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        943)
     700     -578        1      242    1,529      943      952        0       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     14.6      2.8     85.3     79.5     98.2     96.9      1.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7       17        4       19       22       29       40
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,211
COMMITMENTS
   3,068    6,007    1,027   31,439   28,021   35,534   35,055      677    1,156

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:       -425)
    -176      371       -2     -268     -763     -446     -394       21      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     16.6      2.8     86.8     77.4     98.1     96.8      1.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7       18        4       19       21       29       40
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,650
COMMITMENTS
   1,098    1,913    3,333   17,051   13,182   21,481   18,428    5,169    8,223

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        659)
    -578      146      -36      935      256      321      366      338      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      7.2     12.5     64.0     49.5     80.6     69.1     19.4     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11        4       13       27       18       41       32
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,991
COMMITMENTS
   1,675    1,767    3,369   16,116   12,926   21,161   18,062    4,831    7,929

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        863)
       5       -6      243      632      333      880      570      -17      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      6.8     13.0     62.0     49.7     81.4     69.5     18.6     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      12        4       13       26       18       41       32
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       97,134
COMMITMENTS
   9,937   26,529   21,762   50,164   21,510   81,863   69,801   15,271   27,333

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      3,988)
    -556    1,156    3,798      595      149    3,837    5,103      150   -1,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     27.3     22.4     51.6     22.1     84.3     71.9     15.7     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      28       67       50       29       28       96      116
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       93,147
COMMITMENTS
  10,493   25,372   17,964   49,569   21,361   78,026   64,698   15,120   28,449

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -6,160)
    -294    1,467   -1,082   -1,927   -5,730   -3,304   -5,346   -2,856     -814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     27.2     19.3     53.2     22.9     83.8     69.5     16.2     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      28       59       45       27       27       89      108
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,534
COMMITMENTS
     485    1,140      312    1,075      786    1,872    2,237    1,663    1,297

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -316)
     -56     -209     -148      -59       27     -263     -331      -53       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     32.2      8.8     30.4     22.2     53.0     63.3     47.0     36.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8       20       11        8        7       26       28
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,850
COMMITMENTS
     541    1,349      460    1,134      759    2,135    2,568    1,715    1,283

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:       -329)
    -101     -253     -161      -93       15     -356     -399       27       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     35.0     11.9     29.5     19.7     55.4     66.7     44.6     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       19       13        5        5       24       28
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      137,589
COMMITMENTS
  28,519   29,786   16,654   76,260   61,144  121,433  107,584   16,155   30,004

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -4,696)
  -2,206    2,960   -2,669      870   -2,691   -4,005   -2,399     -691   -2,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     21.6     12.1     55.4     44.4     88.3     78.2     11.7     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      44       69       49       68       88      137      187
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      142,285
COMMITMENTS
  30,725   26,826   19,323   75,390   63,835  125,438  109,984   16,847   32,301

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -1,883)
       5    8,074   -3,214    1,940   -4,268   -1,270      592     -613   -2,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     18.9     13.6     53.0     44.9     88.2     77.3     11.8     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      48       58       48       65       86      138      177
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,082
COMMITMENTS
   1,067      750      235    1,383    1,530    2,684    2,515    1,398    1,567

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        172)
      -1      133      -69      308      -75      237      -11      -65      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1     18.4      5.8     33.9     37.5     65.8     61.6     34.2     38.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14       10       11       16       13       32       32
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,910
COMMITMENTS
   1,068      617      304    1,075    1,605    2,447    2,526    1,463    1,384

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        -43)
    -122      -38       44     -162     -181     -239     -174      196      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     15.8      7.8     27.5     41.0     62.6     64.6     37.4     35.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      13        8       10       17       15       31       32
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       25,211
COMMITMENTS
   7,968    2,163    4,055    8,219    5,315   20,242   11,532    4,969   13,678

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:         25)
     995     -852       69     -488      881      577       99     -552      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6      8.6     16.1     32.6     21.1     80.3     45.7     19.7     54.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      44       18       25       48       48      104       82
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       25,186
COMMITMENTS
   6,973    3,014    3,986    8,706    4,433   19,665   11,433    5,521   13,752

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:       -242)
  -1,383      693      413      730     -242     -240      864       -2   -1,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7     12.0     15.8     34.6     17.6     78.1     45.4     21.9     54.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      36       25       28       45       41      101       77
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       77,571
COMMITMENTS
  21,941   19,183    1,151   21,900   39,372   44,992   59,705   32,580   17,866

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      4,234)
   4,160    2,198      -87      -94    2,815    3,979    4,926      255     -693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3     24.7      1.5     28.2     50.8     58.0     77.0     42.0     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      19       16        5       24       27       46       45
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       73,338
COMMITMENTS
  17,781   16,984    1,237   21,994   36,558   41,012   54,779   32,325   18,559

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      4,955)
   6,265  -11,524     -414   -5,515   19,325      337    7,387    4,619   -2,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     23.2      1.7     30.0     49.8     55.9     74.7     44.1     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       15        5       23       26       43       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       73,702
COMMITMENTS
   1,764   46,185        0   63,541    4,868   65,305   51,053    8,397   22,649

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,660)
     185    2,219        0    2,014      206    2,199    2,425     -539     -765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     62.7      0.0     86.2      6.6     88.6     69.3     11.4     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2       26        0       10        4       12       30
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       72,042
COMMITMENTS
   1,579   43,966        0   61,527    4,662   63,106   48,628    8,936   23,414

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -2,042)
  -1,326   -2,520        0   -2,477      300   -3,803   -2,220    1,761      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     61.0      0.0     85.4      6.5     87.6     67.5     12.4     32.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1       26        0       13        4       14       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      101,352
COMMITMENTS
  77,729    3,965      503   14,530   90,697   92,762   95,165    8,590    6,187

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -3,210)
  -6,417   -1,000      495    2,628   -2,689   -3,294   -3,194       84      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.7      3.9      0.5     14.3     89.5     91.5     93.9      8.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      64        5        2       15       17       80       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      104,562
COMMITMENTS
  84,146    4,965        8   11,902   93,386   96,056   98,359    8,506    6,203

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,938)
   1,750      601     -116    1,345    1,346    2,979    1,831   -1,042      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.5      4.7      0.0     11.4     89.3     91.9     94.1      8.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      66        6        2       13       16       80       23
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       69,659
COMMITMENTS
   8,914   28,852    1,176   41,249   20,303   51,339   50,332   18,320   19,327

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,906)
  -4,977    1,904       31    7,152     -884    2,206    1,051     -300      855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     41.4      1.7     59.2     29.1     73.7     72.3     26.3     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      12       19        4       17       16       30       38
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       67,753
COMMITMENTS
  13,891   26,948    1,145   34,097   21,188   49,133   49,281   18,620   18,472

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -3,639)
    -259   -4,320     -306   -2,612    2,092   -3,176   -2,534     -463   -1,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     39.8      1.7     50.3     31.3     72.5     72.7     27.5     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      13       19        4       16       17       30       39
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      173,076
COMMITMENTS
   8,119   62,707    5,684  133,448   71,095  147,251  139,486   25,825   33,591

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      8,667)
    -484   13,581      301    8,614   -9,068    8,431    4,814      236    3,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     36.2      3.3     77.1     41.1     85.1     80.6     14.9     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      12       32        8       29       26       47       60
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      164,409
COMMITMENTS
   8,603   49,126    5,382  124,834   80,162  138,820  134,671   25,589   29,738

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -4,358)
   2,317  -11,916       -2   -8,138    8,973   -5,823   -2,944    1,465   -1,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     29.9      3.3     75.9     48.8     84.4     81.9     15.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      15       30        9       28       22       48       56
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      175,334
COMMITMENTS
  31,915   43,315   19,711   71,677   58,482  123,303  121,507   52,031   53,827

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -755)
   5,739     -700    1,274   -5,908    2,635    1,106    3,209   -1,861   -3,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     24.7     11.2     40.9     33.4     70.3     69.3     29.7     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      42       37       31       30       29       84       85
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      176,090
COMMITMENTS
  26,175   44,015   18,437   77,585   55,847  122,197  118,298   53,892   57,791

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      2,585)
    -448     -217      416    4,810    2,593    4,778    2,792   -2,193     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     25.0     10.5     44.1     31.7     69.4     67.2     30.6     32.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      35       39       30       27       30       77       84
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       76,427
COMMITMENTS
  25,322      921      245   44,521   66,742   70,088   67,908    6,339    8,519

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1      1.2      0.3     58.3     87.3     91.7     88.9      8.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1        8       15       12       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   11,552,427
COMMITMENTS
 728,408  562,730  3209217  6601319  6179276 10538943  9951223  1013484  1601203

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    325,189)
 109,162  -47,895  118,518   87,143  291,213  314,823  361,836   10,366  -36,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      4.9     27.8     57.1     53.5     91.2     86.1      8.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      66       53      101      135      138      248      247
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   11,227,238
COMMITMENTS
 619,246  610,625  3090699  6514175  5888063 10224121  9589388  1003117  1637850

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     90,393)
  16,273   -3,853   77,292   30,358   -8,929  123,922   64,510  -33,530   25,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      5.4     27.5     58.0     52.4     91.1     85.4      8.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      55       64      105      131      133      247      247
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      712,278
COMMITMENTS
  49,136   47,081   31,509  490,976  525,055  571,621  603,645  140,657  108,633

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      6,651)
  -5,373    2,293     -227   10,301    8,242    4,701   10,308    1,949   -3,657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      6.6      4.4     68.9     73.7     80.3     84.7     19.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      35       35       45       91       65      153      118
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      705,627
COMMITMENTS
  54,508   44,788   31,736  480,675  516,813  566,919  593,337  138,708  112,290

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:   -136,513)
  -3,107  -23,231  -19,504  -88,798  -65,442 -111,410 -108,177  -25,104  -28,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      6.3      4.5     68.1     73.2     80.3     84.1     19.7     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      39       35       48       90       62      158      116
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      860,147
COMMITMENTS
 133,582  167,515   17,625  448,883  579,526  600,090  764,666  260,057   95,481

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     36,668)
  42,887  -19,760     -180   -3,578   69,328   39,129   49,389   -2,461  -12,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     19.5      2.0     52.2     67.4     69.8     88.9     30.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      43       46       25       61       57      119      113
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      823,479
COMMITMENTS
  90,696  187,275   17,804  452,461  510,197  560,961  715,277  262,518  108,202

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:   -421,612)
-112,054  -25,497  -47,552 -158,169 -330,194 -317,776 -403,244 -103,836  -18,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     22.7      2.2     54.9     62.0     68.1     86.9     31.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      36       51       27       61       57      114      118
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,205
COMMITMENTS
     960      224        0    6,510   10,949    7,470   11,173    4,735    1,032

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        434)
     235       19        0      183      405      418      424       16       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      1.8      0.0     53.3     89.7     61.2     91.5     38.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       14       16       16       17
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,771
COMMITMENTS
     725      205        0    6,327   10,544    7,052   10,749    4,719    1,022

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -5,209)
    -286   -3,554     -113   -3,002     -809   -3,401   -4,476   -1,808     -733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      1.7      0.0     53.8     89.6     59.9     91.3     40.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       14       15       15       16
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       28,118
COMMITMENTS
   7,006    1,392      292   17,150   22,368   24,448   24,052    3,670    4,066

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      3,529)
     943     -913       64    2,957    3,342    3,964    2,493     -435    1,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      5.0      1.0     61.0     79.6     86.9     85.5     13.1     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        4        1       17       18       22       22
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       24,589
COMMITMENTS
   6,063    2,305      228   14,193   19,026   20,484   21,559    4,105    3,030

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -18,524)
  -4,649   -3,341     -863  -11,564  -13,072  -17,076  -17,276   -1,448   -1,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      9.4      0.9     57.7     77.4     83.3     87.7     16.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        4        1       13       18       16       23
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       49,602
COMMITMENTS
   6,784    8,209        0   25,774   32,782   32,558   40,992   17,044    8,611

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      4,702)
  -1,572      795      -80    4,018    3,507    2,366    4,223    2,337      479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     16.6      0.0     52.0     66.1     65.6     82.6     34.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      11       17        0       33       26       44       43
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       44,900
COMMITMENTS
   8,356    7,414       80   21,757   29,275   30,193   36,769   14,707    8,132

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -30,906)
    -613   -4,259   -1,753  -22,104   -7,339  -24,470  -13,351   -6,437  -17,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     16.5      0.2     48.5     65.2     67.2     81.9     32.8     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      14       16        1       31       25       45       42
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      222,027
COMMITMENTS
  72,323   87,525    1,339  118,009   75,579  191,671  164,443   30,356   57,584

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     35,298)
   9,012    8,711      116   18,200   10,467   27,329   19,295    7,969   16,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6     39.4      0.6     53.2     34.0     86.3     74.1     13.7     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      59       56       10       43       31      107       92
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      186,729
COMMITMENTS
  63,311   78,813    1,223   99,808   65,112  164,342  145,148   22,388   41,581

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:   -218,924)
 -22,950  -31,367  -14,810  -99,360 -155,740 -137,120 -201,916  -81,805  -17,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9     42.2      0.7     53.5     34.9     88.0     77.7     12.0     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      54       53        8       40       32       98       89
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       71,356
COMMITMENTS
  24,447    1,439      229   24,888   62,232   49,563   63,900   21,793    7,456

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -14,747)
 -12,158   -1,516        5      997  -12,381  -11,157  -13,892   -3,590     -855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3      2.0      0.3     34.9     87.2     69.5     89.6     30.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      16        3        1       15       20       32       23
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       86,103
COMMITMENTS
  36,605    2,955      224   23,891   74,613   60,720   77,792   25,383    8,311

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     24,449)
  16,759   -1,528     -614    1,979   28,729   18,124   26,587    6,325   -2,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.5      3.4      0.3     27.7     86.7     70.5     90.3     29.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      18        3        1       13       22       31       26
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       28,987
COMMITMENTS
     765    3,519        0   23,145   18,343   23,910   21,862    5,076    7,125

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        143)
     277      221        0      -34     -409      243     -188     -100      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     12.1      0.0     79.8     63.3     82.5     75.4     17.5     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        9        0       29       22       32       31
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       28,844
COMMITMENTS
     488    3,298        0   23,179   18,752   23,667   22,050    5,176    6,793

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -16,683)
     -67  -11,140     -886  -12,275   -6,779  -13,228  -18,805   -3,455    2,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     11.4      0.0     80.4     65.0     82.1     76.4     17.9     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        8        0       29       23       31       31
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      234,860
COMMITMENTS
  16,745   45,197      874  202,225  176,820  219,845  222,892   15,016   11,969

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     17,430)
    -269   -7,233      -74   17,043   23,787   16,700   16,481      730      949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     19.2      0.4     86.1     75.3     93.6     94.9      6.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      21       39        6       36       46       60       88
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      217,430
COMMITMENTS
  17,014   52,430      948  185,182  153,033  203,145  206,411   14,285   11,020

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -90,006)
 -31,254   15,429  -21,607  -23,530  -58,288  -76,391  -64,466  -13,615  -25,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     24.1      0.4     85.2     70.4     93.4     94.9      6.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      20       39        9       32       42       56       86
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,337
COMMITMENTS
  10,625    5,825      509   10,286   19,030   21,420   25,364   10,917    6,973

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        796)
     174        5       67      484    2,161      725    2,233       71   -1,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9     18.0      1.6     31.8     58.8     66.2     78.4     33.8     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      22       14        4       14       18       39       34
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,541
COMMITMENTS
  10,451    5,820      442    9,802   16,869   20,695   23,131   10,846    8,410

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:         80)
     750   -1,395      104      -43    2,132      811      841     -731     -761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1     18.5      1.4     31.1     53.5     65.6     73.3     34.4     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      21       11        4       13       17       37       30
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       29,524
COMMITMENTS
   1,265    2,892      693   13,752   22,242   15,710   25,827   13,814    3,697

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -489)
       0      -50     -100      867     -450      767     -600   -1,256      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      9.8      2.3     46.6     75.3     53.2     87.5     46.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3       12        3       13       19       18       33
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       30,013
COMMITMENTS
   1,265    2,942      793   12,885   22,692   14,943   26,427   15,070    3,586

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        146)
    -567     -902      100      825      356      358     -446     -212      592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      9.8      2.6     42.9     75.6     49.8     88.1     50.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3       12        3       14       20       19       34
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      140,647
COMMITMENTS
  54,258    6,624   19,166   29,691  101,057  103,115  126,847   37,532   13,800

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -13,044)
  -3,328      951   -9,392       -2   -3,899  -12,723  -12,340     -321     -704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.6      4.7     13.6     21.1     71.9     73.3     90.2     26.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      84       36       50       25       41      133      106
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      153,691
COMMITMENTS
  57,587    5,673   28,558   29,693  104,956  115,838  139,187   37,853   14,504

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,788)
  -2,231       43    1,392      515     -475     -325      959    2,112      828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5      3.7     18.6     19.3     68.3     75.4     90.6     24.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
     101       34       58       25       42      145      116
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      117,266
COMMITMENTS
  42,079   20,634   19,351   39,347   63,026  100,777  103,010   16,489   14,256

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -1,780)
  -1,217    1,872   -1,506    1,265   -1,781   -1,458   -1,415     -322     -365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9     17.6     16.5     33.6     53.7     85.9     87.8     14.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      63       61       45       44       41      137      125
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      119,046
COMMITMENTS
  43,296   18,761   20,857   38,082   64,807  102,235  104,425   16,811   14,621

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      8,435)
   5,987    3,719    3,857   -3,363    1,033    6,482    8,610    1,953     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.4     15.8     17.5     32.0     54.4     85.9     87.7     14.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      76       51       52       41       43      143      128
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      373,380
COMMITMENTS
 185,159   44,627   58,289   69,972  248,529  313,420  351,445   59,961   21,935

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      7,655)
  15,962   -9,456   -1,774   -3,918   21,234   10,270   10,004   -2,616   -2,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.6     12.0     15.6     18.7     66.6     83.9     94.1     16.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
     144       66       58       38       53      218      145
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      365,726
COMMITMENTS
 169,197   54,084   60,063   73,890  227,295  303,149  341,441   62,576   24,285

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     55,028)
  45,482  -10,743   11,408   -8,544   52,221   48,347   52,886    6,681    2,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.3     14.8     16.4     20.2     62.1     82.9     93.4     17.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
     152       67       73       42       51      228      161
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,210
COMMITMENTS
   6,123    2,017      856    2,236    8,636    9,215   11,509    2,995      701

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        701)
    -134      273       70      396      106      332      449      369      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.1     16.5      7.0     18.3     70.7     75.5     94.3     24.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      21        2       10        4        6       34       17
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       11,509
COMMITMENTS
   6,257    1,744      786    1,840    8,530    8,883   11,060    2,626      449

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -1,643)
    -273      166      212     -563   -1,620     -624   -1,242   -1,019     -401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.4     15.2      6.8     16.0     74.1     77.2     96.1     22.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      22        2       10        5        6       36       17
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       81,958
COMMITMENTS
  19,248    6,862    6,808   40,465   47,420   66,522   61,090   15,436   20,868

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -6,152)
   1,015   -1,982   -1,099   -2,765     -957   -2,849   -4,038   -3,303   -2,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      8.4      8.3     49.4     57.9     81.2     74.5     18.8     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      37       16       21       57       48      105       77
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       88,110
COMMITMENTS
  18,233    8,844    7,907   43,231   48,377   69,371   65,128   18,739   22,982

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -4,100)
   3,436   -1,777     -793   -2,674      253      -31   -2,317   -4,069   -1,782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     10.0      9.0     49.1     54.9     78.7     73.9     21.3     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      38       16       21       56       53      100       86
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       28,109
COMMITMENTS
   1,787    1,148      768   19,480   17,812   22,035   19,728    6,074    8,381

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -4,546)
     222     -819      -10     -805     -349     -593   -1,178   -3,953   -3,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      4.1      2.7     69.3     63.4     78.4     70.2     21.6     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        3        3       19       20       26       25
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       32,655
COMMITMENTS
   1,565    1,967      778   20,285   18,161   22,628   20,906   10,027   11,750

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,723)
    -547   -1,244      -22      955    3,011      386    1,745    1,337      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      6.0      2.4     62.1     55.6     69.3     64.0     30.7     36.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        8        3       18       18       24       26
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      125,209
COMMITMENTS
  17,444   17,915   24,640   67,747   72,370  109,831  114,925   15,378   10,284

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -3,490)
    -222   -9,614    1,451   -3,009    6,564   -1,780   -1,599   -1,710   -1,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     14.3     19.7     54.1     57.8     87.7     91.8     12.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      66       50       43       70       57      156      132
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      128,699
COMMITMENTS
  17,666   27,528   23,189   70,756   65,806  111,611  116,524   17,088   12,175

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,847)
    -565    3,186      -41    1,682      -91    1,076    3,054      771   -1,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     21.4     18.0     55.0     51.1     86.7     90.5     13.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      63       61       46       72       58      158      144
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       43,225
COMMITMENTS
  14,484    3,296    8,561   14,095   28,776   37,140   40,633    6,086    2,593

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      3,782)
   1,768     -471      479    1,774    3,532    4,020    3,539     -239      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5      7.6     19.8     32.6     66.6     85.9     94.0     14.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      64       19       22       20       21       93       53
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       39,444
COMMITMENTS
  12,716    3,766    8,082   12,321   25,244   33,119   37,093    6,325    2,351

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -2,417)
   1,863       89   -1,987   -2,941     -502   -3,065   -2,401      649      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2      9.5     20.5     31.2     64.0     84.0     94.0     16.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      51       24       20       19       19       84       49
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      133,215
COMMITMENTS
  21,140   13,385   12,895   89,398  103,129  123,433  129,410    9,781    3,805

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -2,914)
     -20   -4,409     -885   -1,706    3,629   -2,611   -1,665     -303   -1,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     10.0      9.7     67.1     77.4     92.7     97.1      7.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      58       38       35       49       38      125       96
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      136,129
COMMITMENTS
  21,160   17,795   13,780   91,103   99,500  126,044  131,075   10,084    5,054

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -14,020)
  -3,064   -5,358   -1,112   -7,178   -6,346  -11,354  -12,815   -2,667   -1,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     13.1     10.1     66.9     73.1     92.6     96.3      7.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      55       42       37       49       38      124      103
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      493,037
COMMITMENTS
 113,111   47,342   67,243  231,790  327,590  412,144  442,176   80,893   50,861

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     27,507)
  27,263    3,967    5,228  -13,344   10,395   19,147   19,590    8,360    7,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      9.6     13.6     47.0     66.4     83.6     89.7     16.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      65       34       40       61       53      147      107
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      465,530
COMMITMENTS
  85,848   43,375   62,015  245,133  317,195  392,997  422,586   72,533   42,945

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     25,700)
   7,448   -6,935      230   17,302   33,284   24,980   26,578      720     -878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      9.3     13.3     52.7     68.1     84.4     90.8     15.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      50       33       38       59       52      128      104
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      118,891
COMMITMENTS
  24,344   13,681   27,670   56,020   69,550  108,035  110,901   10,856    7,990

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      3,713)
     766      907    2,347      209      949    3,322    4,203      392     -489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     11.5     23.3     47.1     58.5     90.9     93.3      9.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     126       74      106      102       97      277      233
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      115,177
COMMITMENTS
  23,578   12,774   25,323   55,812   68,601  104,713  106,698   10,464    8,479

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -3,807)
    -622    2,503      387   -5,281   -9,364   -5,515   -6,474    1,708    2,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     11.1     22.0     48.5     59.6     90.9     92.6      9.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     114       72      101       96       92      263      221
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       32,021
COMMITMENTS
  21,581    2,302    2,645    4,192   25,065   28,418   30,012    3,604    2,010

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      2,163)
   2,655      432     -148       60    2,056    2,567    2,340     -403     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.4      7.2      8.3     13.1     78.3     88.7     93.7     11.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      34        8       12        9        7       50       21
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,858
COMMITMENTS
  18,926    1,870    2,793    4,132   23,009   25,851   27,672    4,007    2,186

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        525)
    -543     -766      307      752      804      517      345        9      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.4      6.3      9.4     13.8     77.1     86.6     92.7     13.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      32        4        7        9        6       43       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      227,007
COMMITMENTS
  31,063   24,800   46,769  103,422  120,325  181,255  191,894   45,752   35,112

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      2,984)
     -13     -555   -2,877    3,302    5,426      411    1,993    2,573      991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     10.9     20.6     45.6     53.0     79.8     84.5     20.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      33       30       31       57       62      110      104
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      224,022
COMMITMENTS
  31,076   25,355   49,647  100,121  114,900  180,844  189,901   43,178   34,121

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      3,122)
  -1,661     -751    2,185    2,894    3,062    3,418    4,496     -297   -1,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     11.3     22.2     44.7     51.3     80.7     84.8     19.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      32       28       31       58       63      109      105
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      753,128
COMMITMENTS
  35,340   66,520  300,604  337,391  350,032  673,334  717,155   79,794   35,972

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -59,395)
  -1,825   -6,628  -31,291  -23,737  -22,268  -56,853  -60,186   -2,543      791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      8.8     39.9     44.8     46.5     89.4     95.2     10.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      57       47       71       93       85      189      166
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      812,523
COMMITMENTS
  37,165   73,147  331,894  361,128  372,300  730,187  777,342   82,336   35,182

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     40,284)
  10,131   10,738   17,543   16,873   17,456   44,547   45,738   -4,263   -5,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      9.0     40.8     44.4     45.8     89.9     95.7     10.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      57       55       78       92       87      194      177
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,864
COMMITMENTS
  11,424    1,731    1,408   24,630   27,314   37,462   30,453    3,402   10,411

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,924)
    -316      186      350    1,349    1,796    1,383    2,332      541     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0      4.2      3.4     60.3     66.8     91.7     74.5      8.3     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        1       15       14       19       16
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,940
COMMITMENTS
  11,740    1,545    1,058   23,281   25,518   36,079   28,121    2,861   10,819

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      4,884)
    -327     -248      546    5,701    3,118    5,920    3,416   -1,036    1,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.1      4.0      2.7     59.8     65.5     92.7     72.2      7.3     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        1       15       15       19       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      132,642
COMMITMENTS
     786   16,549   27,625   93,603   82,092  122,014  126,266   10,628    6,376

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      3,163)
    -162     -772    3,188    1,310    1,022    4,336    3,438   -1,173     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     12.5     20.8     70.6     61.9     92.0     95.2      8.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        4        4       24       25       29       29
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      129,479
COMMITMENTS
     948   17,321   24,437   92,293   81,070  117,678  122,828   11,801    6,651

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      5,483)
  -3,622    1,297    5,445    2,128     -328    3,951    6,414    1,532     -931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     13.4     18.9     71.3     62.6     90.9     94.9      9.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        4       23       24       27       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,724
COMMITMENTS
  18,015    9,666    4,544   41,761   43,326   64,320   57,536    3,404   10,188

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     13,318)
   5,524    2,224    3,940    3,970    6,664   13,434   12,828     -116      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6     14.3      6.7     61.7     64.0     95.0     85.0      5.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       15       13       17       17
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,406
COMMITMENTS
  12,491    7,442      604   37,791   36,662   50,886   44,708    3,520    9,698

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,644)
   1,460      604     -244      674    1,460    1,890    1,820     -246     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     13.7      1.1     69.5     67.4     93.5     82.2      6.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        1       15       14       17       18
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,494
COMMITMENTS
       0    8,201    6,001   50,046   42,480   56,047   56,682    4,447    3,812

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -177)
       0   -1,020      124     -368      683     -244     -213       67       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.6      9.9     82.7     70.2     92.6     93.7      7.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        3       18       16       21       19
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,671
COMMITMENTS
       0    9,221    5,877   50,414   41,797   56,291   56,895    4,380    3,776

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -1,156)
       0      224        0     -420     -462     -420     -238     -736     -918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.2      9.7     83.1     68.9     92.8     93.8      7.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        3       18       15       21       18
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,272
COMMITMENTS
   2,492   15,668    8,036   46,649   34,091   57,177   57,795    5,095    4,477

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      2,750)
     418      833      777    1,075    2,997    2,270    4,607      480   -1,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     25.2     12.9     74.9     54.7     91.8     92.8      8.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        5        6       22       19       28       25
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,522
COMMITMENTS
   2,074   14,835    7,259   45,574   31,094   54,907   53,188    4,615    6,334

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:       -881)
  -2,220    1,226    1,075    1,424   -3,608      279   -1,307   -1,160      426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     24.9     12.2     76.6     52.2     92.2     89.4      7.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        5       22       18       27       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,293
COMMITMENTS
   3,505        0      625   36,917   39,480   41,047   40,105    1,246    2,188

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        -74)
  -1,288        0      192      712     -564     -384     -372      310      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      0.0      1.5     87.3     93.3     97.1     94.8      2.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       19       19       20       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,367
COMMITMENTS
   4,793        0      433   36,205   40,044   41,431   40,477      936    1,890

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,337)
   3,476        0     -434   -1,581    2,073    1,461    1,639     -124     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      0.0      1.0     85.5     94.5     97.8     95.5      2.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       18       19       19       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,336
COMMITMENTS
       0    6,968    4,625   53,645   49,164   58,270   60,757    8,066    5,579

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,651)
       0    2,066      479       85      -66      564    2,479    1,087     -828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.5      7.0     80.9     74.1     87.8     91.6     12.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       23       19       25       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,685
COMMITMENTS
       0    4,902    4,146   53,560   49,230   57,706   58,278    6,979    6,407

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:       -663)
       0   -2,313      588   -1,605    1,277   -1,017     -448      354     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.6      6.4     82.8     76.1     89.2     90.1     10.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       24       20       26       22
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,790
COMMITMENTS
  42,044   35,172    3,322   40,254   47,633   85,620   86,127    5,170    4,663

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      5,738)
   2,722    2,856    1,218    2,774    1,890    6,714    5,964     -976     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.3     38.7      3.7     44.3     52.5     94.3     94.9      5.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        1       20       21       23       23
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,052
COMMITMENTS
  39,322   32,316    2,104   37,480   45,743   78,906   80,163    6,146    4,889

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      8,226)
   4,506    6,042        0    5,118    2,922    9,624    8,964   -1,398     -738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.2     38.0      2.5     44.1     53.8     92.8     94.3      7.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        1       18       19       21       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,734
COMMITMENTS
   2,410    2,570    2,853   26,888   23,665   32,151   29,088    5,583    8,646

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      2,761)
       5     -248       23    2,651    2,705    2,679    2,480       82      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      6.8      7.6     71.3     62.7     85.2     77.1     14.8     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       16       17       19       19
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,973
COMMITMENTS
   2,405    2,818    2,830   24,237   20,960   29,472   26,608    5,501    8,365

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      8.1      8.1     69.3     59.9     84.3     76.1     15.7     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        3       14       15       17       18
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,747
COMMITMENTS
   3,038        0        0   38,058   41,096   41,096   41,096      651      651

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      0.0     91.2     98.4     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        0       12       17       15       17
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       29,262
COMMITMENTS
   3,038        0        0   25,728   27,817   28,766   27,817      496    1,445

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      0.0      0.0     87.9     95.1     98.3     95.1      1.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        0       12       17       15       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,116,556
COMMITMENTS
 259,188   46,160  210,096  620,493  836,857  1089777  1093113   26,779   23,443

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     47,717)
  -9,164    2,852   16,008   33,925   15,220   40,769   34,080    6,948   13,637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      4.1     18.8     55.6     74.9     97.6     97.9      2.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      28       11       32       98       86      138      120
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,068,839
COMMITMENTS
 268,352   43,308  194,088  586,568  821,637  1049008  1059033   19,831    9,806

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     28,253)
  16,251    3,235   -1,167    9,605   28,941   24,689   31,009    3,564   -2,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      4.1     18.2     54.9     76.9     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      28       12       32       86       82      126      117
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      165,300
COMMITMENTS
  33,161   42,262   45,092   85,739   75,943  163,992  163,297    1,308    2,003

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -17,089)
  -2,561  -12,248   -1,722  -13,520   -3,341  -17,803  -17,311      714      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     25.6     27.3     51.9     45.9     99.2     98.8      0.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12        8       16       26       25       44       43
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      182,389
COMMITMENTS
  35,722   54,510   46,814   99,259   79,284  181,795  180,608      594    1,781

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     21,941)
  -2,764      971   12,330   13,138    9,191   22,704   22,492     -763     -551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     29.9     25.7     54.4     43.5     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13        6       17       29       28       48       46
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       74,182
COMMITMENTS
  18,788    6,612   17,261   37,554   49,898   73,602   73,770      580      412

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,658)
   1,351     -637      766     -688    1,381    1,430    1,510      228      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      8.9     23.3     50.6     67.3     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        5        7       37       35       46       43
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       72,524
COMMITMENTS
  17,437    7,249   16,494   38,241   48,517   72,172   72,260      352      264

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      6,970)
   2,232    1,188    2,648    2,162    3,116    7,042    6,952      -72       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     10.0     22.7     52.7     66.9     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        5        6       38       36       47       43
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,580
COMMITMENTS
   3,277      327    4,368   17,935   20,376   25,580   25,071        0      509

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,222)
    -162        0       -6    1,390    1,228    1,222    1,222        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      1.3     17.1     70.1     79.7    100.0     98.0      0.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        4       20       24       25       28
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       24,358
COMMITMENTS
   3,439      327    4,374   16,545   19,148   24,358   23,849        0      509

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        697)
    -550      126      978      409     -365      837      739     -140      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      1.3     18.0     67.9     78.6    100.0     97.9      0.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        4       19       22       24       26
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,636
COMMITMENTS
     230    2,410    2,745    6,661    4,227    9,636    9,382        0      254

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        258)
      56   -1,372    1,586   -1,220      -46      422      168     -164       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     25.0     28.5     69.1     43.9    100.0     97.4      0.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        3       15       15       19       19
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,378
COMMITMENTS
     174    3,782    1,159    7,881    4,273    9,214    9,214      164      164

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        378)
     -86     -344      344      168      340      426      340      -48       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     40.3     12.4     84.0     45.6     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        3       14       13       18       16
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,388
COMMITMENTS
   1,394    2,461      632    8,533    7,611   10,559   10,704      829      684

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      2,202)
     680    1,270     -172    1,016      678    1,524    1,776      678      426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     21.6      5.5     74.9     66.8     92.7     94.0      7.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        3       12        9       15       13
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,186
COMMITMENTS
     714    1,191      804    7,517    6,933    9,035    8,928      151      258

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        172)
    -344      -86      258      258        0      172      172        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     13.0      8.8     81.8     75.5     98.4     97.2      1.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        3       13        9       16       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,350
COMMITMENTS
   2,720    2,180    3,420    6,230    6,980   12,370   12,580      980      770

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,360)
    -140      320      440      300      450      600    1,210      760      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     16.3     25.6     46.7     52.3     92.7     94.2      7.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        5       16       18       21       23
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,990
COMMITMENTS
   2,860    1,860    2,980    5,930    6,530   11,770   11,370      220      620

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,150)
    -300     -340      560    1,070      880    1,330    1,100     -180       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     15.5     24.9     49.5     54.5     98.2     94.8      1.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        5       16       17       22       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       14,610
COMMITMENTS
   5,330      360    1,250    7,590   12,340   14,170   13,950      440      660

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        380)
     620        0     -320       20      700      320      380       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5      2.5      8.6     52.0     84.5     97.0     95.5      3.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        3       19       20       22       25
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       14,230
COMMITMENTS
   4,710      360    1,570    7,570   11,640   13,850   13,570      380      660

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,500)
   1,620       80      360     -400      720    1,580    1,160      -80      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1      2.5     11.0     53.2     81.8     97.3     95.4      2.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       18       18       21       23
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,268,977
COMMITMENTS
 125,562   68,140  328,609  738,883  783,440  1193054  1180188   75,924   88,789

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     35,894)
   5,749    2,622   26,052   -7,259      682   24,542   29,356   11,352    6,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      5.4     25.9     58.2     61.7     94.0     93.0      6.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      79      102      119       79       88      231      250
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,233,084
COMMITMENTS
 119,813   65,518  302,556  746,143  782,757  1168512  1150832   64,572   82,252

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -49,806)
  12,415    7,352  -22,623  -36,871  -30,859  -47,080  -46,130   -2,726   -3,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      5.3     24.5     60.5     63.5     94.8     93.3      5.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      73       94      104       84       96      220      241
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,067
COMMITMENTS
   8,153    5,257      415    2,716    7,580   11,284   13,252    2,783      815

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        294)
      53      145        3      173      -92      229       56       65      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.0     37.4      3.0     19.3     53.9     80.2     94.2     19.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      60       22        6       11       25       75       51
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,773
COMMITMENTS
   8,100    5,112      412    2,543    7,672   11,055   13,196    2,718      577

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        504)
      99      -84       48      502      786      649      750     -145     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.8     37.1      3.0     18.5     55.7     80.3     95.8     19.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      58       20        5       14       24       76       48
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,360
COMMITMENTS
   8,184      742      464      500    8,829    9,148   10,036    2,212    1,324

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -324)
     388      -58      449     -222      277      615      669     -939     -993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.0      6.5      4.1      4.4     77.7     80.5     88.3     19.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      31        9        5        6       19       41       30
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,684
COMMITMENTS
   7,796      800       15      722    8,552    8,533    9,367    3,151    2,317

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      2,290)
   1,326        5      -84     -227    1,168    1,015    1,089    1,275    1,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.7      6.8      0.1      6.2     73.2     73.0     80.2     27.0     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      28        6        2        5       18       33       26
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      176,767
COMMITMENTS
  36,561    7,888   21,613   95,906  132,496  154,081  161,997   22,686   14,770

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -9,073)
    -639      604   -6,440   -3,981   -2,546  -11,060   -8,382    1,987     -691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      4.5     12.2     54.3     75.0     87.2     91.6     12.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      49       25       31       65       74      129      115
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      185,840
COMMITMENTS
  37,200    7,284   28,053   99,887  135,042  165,141  170,379   20,699   15,462

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      6,137)
   7,980      -29    1,209     -536    6,521    8,652    7,701   -2,515   -1,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      3.9     15.1     53.7     72.7     88.9     91.7     11.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      53       23       34       75       77      144      119
 

Updated July 8, 2005